DIFFUSIVE AND SUPER-DIFFUSIVE LIMITS FOR RANDOM WALKS AND DIFFUSIONS WITH LONG MEMORY

DOI10.1142/9789813272880_0171zbMath1458.60036arXiv1812.11500MaRDI QIDQ5122146

No author found.

Publication date: 22 September 2020

Published in: Proceedings of the International Congress of Mathematicians (ICM 2018) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.11500

zbMATH Keywords

scaling limit; central limit theorem; anomalous diffusion; random walk in random environment; martingale approximation; resolvent methods; self-repelling Brownian polymer

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

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

60G99: Stochastic processes

60K37: Processes in random environments