Scaling limit theorem for transient random walk in random environment

doi:10.1007/s11464-018-0723-y

Front. Math. China

2018, Vol. 13

Issue (5) : 1033-1044 https://doi.org/10.1007/s11464-018-0723-y

RESEARCH ARTICLE

Scaling limit theorem for transient random walk in random environment

Wenming HONG¹, Hui YANG²(

)

¹. School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 100875, China
². College of Science, Minzu University of China, Beijing 100081, China

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Abstract

We construct a sequence of transient random walks in random environments and prove that by proper scaling, it converges to a diffusion process with drifted Brownian potential. To this end, we prove a counterpart of convergence for transient random walk in non-random environment, which is interesting itself.

Keywords Random walk random environment diffusion process Brownian motion with drift

Corresponding Author(s): Hui YANG

Issue Date: 29 October 2018

Cite this article:

Wenming HONG,Hui YANG. Scaling limit theorem for transient random walk in random environment[J]. Front. Math. China, 2018, 13(5): 1033-1044.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-018-0723-y
https://academic.hep.com.cn/fmc/EN/Y2018/V13/I5/1033

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