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Diffusion Approximation for Random Walks on Anisotropic Lattices

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Publication:4393837
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DOI10.1239/JAP/1032192563zbMath0905.60024OpenAlexW2056913373MaRDI QIDQ4393837

Lajos Horváth

Publication date: 11 October 1998

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032192563


zbMATH Keywords

weak convergenceWiener processlocal time


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)


Related Items (1)

Some Results and Problems for Anisotropic Random Walks on the Plane







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