Limit theorems for one-dimensional diffusions and random walks in random environments

DOI10.1007/BF00318905zbMath0638.60042MaRDI QIDQ1099489

Hiroshi Tanaka, Kiyoshi Kawazu, Yozo Tamura

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

random walk in a random environment; optional sampling from a diffusion model; self-similar random environment

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60J60: Diffusion processes

Related Items

Random walk in random environment with asymptotically zero perturbations, A diffusion process with a random potential consisting of two self-similar processes with different indices, The limits of Sinai's simple random walk in random environment, Tightness of localization and return time in random environment, Limit theorems for diffusions with a random potential, Random walk in mixed random environment without uniform ellipticity, Invariant distributions and scaling limits for some diffusions in time-varying random environments

Cites Work

• Localization of random walks in one-dimensional random environments
• A one-dimensional diffusion process in a Wiener medium
• The limit distribution of Sinai's random walk in random environment
• A maximal coupling for Markov chains
• The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
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