ISSN:
1432-0916
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Physics
Notes:
Abstract We consider a random walk on thed-dimensional lattice ℤ d where the transition probabilitiesp(x,y) are symmetric,p(x,y)=p(y,x), different from zero only ify−x belongs to a finite symmetric set including the origin and are random. We prove the convergence of the finite-dimensional probability distributions of normalized random paths to the finite-dimensional probability distributions of a Wiener process and find our an explicit expression for the diffusion matrix.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01208724
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