Symmetric random walks in random environments
Abstract
We consider a random walk on the d-dimensional lattice &Z; d where the transition probabilities p( x,y) are symmetric, p( x,y)= p( y,x), different from zero only if y-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.
- Publication:
-
Communications in Mathematical Physics
- Pub Date:
- September 1982
- DOI:
- 10.1007/BF01208724
- Bibcode:
- 1982CMaPh..85..449A