Limit diffusion process for a non-homogeneous random walk on a one-dimensional lattice
DOI10.1070/RM1997V052N02ABEH001778zbMATH Open0929.60057MaRDI QIDQ4232341FDOQ4232341
Publication date: 16 January 2000
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
random walktransition probabilitiesMarkov processweak convergencediffusionsemigroupinvariance principle
Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)
Cited In (11)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Limit behaviour of random walks on ℤmwith two-sided membrane
- On multidimensional locally perturbed standard random walks
- On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
- Title not available (Why is that?)
- Walsh's Brownian motion and Donsker scaling limits of perturbed random walks
- On a skew stable Lévy process
- Random walks with sticky barriers
- 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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