Limit behavior of symmetric random walks with a membrane

DOI10.1090/S0094-9000-2013-00877-1zbMath1284.60071OpenAlexW1969307802MaRDI QIDQ2849280

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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)

Related Items (1)

Limit behaviour of random walks on ℤ^mwith two-sided membrane

Cites Work

• Diffusions as a limit of stretched Brownian motions
• On skew Brownian motion
• Diffusion processes on an open book and the averaging principle
• Limit diffusion process for a non-homogeneous random walk on a one-dimensional lattice
• Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle
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