Limit theorems for one-dimensional diffusions and random walks in random environments

DOI10.1007/BF00318905zbMath0638.60042MaRDI QIDQ1099489

Yozo Tamura, Kiyoshi Kawazu, Hiroshi Tanaka

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

random walk in a random environmentoptional sampling from a diffusion modelself-similar random environment

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items

Limit theorems for diffusions with a random potential, Random walks and branching processes in correlated Gaussian environment, Random walk in random environment with asymptotically zero perturbations, Recurrence of the Brownian motion in multidimensional semi-selfsimilar environments and Gaussian environments, Tightness of localization and return time in random environment, Random walk in mixed random environment without uniform ellipticity, Invariant distributions and scaling limits for some diffusions in time-varying random environments, A diffusion process with a random potential consisting of two contracted self-similar processes, Collisions of several walkers in recurrent random environments, A diffusion process with a random potential consisting of two self-similar processes with different indices, A diffusion process with a self-similar random potential with two exponents, III, The limits of Sinai's simple random walk in random environment, Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\)

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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