Limit behavior of symmetric random walks with a membrane

DOI10.1090/S0094-9000-2013-00877-1MaRDI QIDQ2849280zbMATH OpenOpenAlexFDO

Authors A. Yu. Pilipenko, Yu. E. Pryhod'ko

Publication date 17 September 2013

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-2013-00877-1

zbMATH Keywords

random walksskew Brownian motiondiffusion with a membrane

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 947285 (Why is no real title available?)
• Diffusion processes on an open book and the averaging principle
• Diffusions as a limit of stretched Brownian motions
• Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle
• Limit diffusion process for a non-homogeneous random walk on a one-dimensional lattice
• On skew Brownian motion

Cited in

(6)

• The limit behaviour of random walks with arrests
• A functional limit theorem for locally perturbed random walks
• Limit theorem for perturbed random walks
• Limit behaviour of random walks on ℤ^mwith two-sided membrane
• Walsh's Brownian motion and Donsker scaling limits of perturbed random walks
• On a limit behaviour of a one-dimensional random walk with non-integrable impurity

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