Limit diffusion process for a non-homogeneous random walk on a one-dimensional lattice

DOI10.1070/RM1997v052n02ABEH001778zbMath0929.60057MaRDI QIDQ4232341

Elena A. Zhizhina, Robert Adol'fovich Minlos

Publication date: 16 January 2000

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

diffusionweak convergencesemigroupMarkov processinvariance principlerandom walktransition probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Functional limit theorems; invariance principles (60F17)

Related Items (6)

On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point ⋮ Random walks with sticky barriers ⋮ On a skew stable Lévy process ⋮ Limit behaviour of random walks on ℤ^mwith two-sided membrane ⋮ Invariance principle for nonhomogeneous random walks on the grid \(\mathbb{Z}^1\) ⋮ Limit behavior of symmetric random walks with a membrane

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