Limit theorems for one-dimensional diffusions and random walks in random environments
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Publication:1099489
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)
random walk in a random environment; optional sampling from a diffusion model; self-similar random environment
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
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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