Random walks in asymmetric random environments
نویسندگان
چکیده
منابع مشابه
A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS
A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...
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Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium (for a general reference see, e.g., Hughes (1995)). However, in many practical cases the medium where the system evolves is highly irregular, due to factors such as defects, impurities, fluctuations etc. It is natural to model such irr...
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Random walks in random environments (RWRE’s) and their diffusion analogues have been a source of surprising phenomena and challenging problems, especially in the non-reversible situation, since they began to be studied in the 70’s. We review the model, available results and techniques, and point out several gaps in the understanding of these processes. 2000 Mathematics Subject Classification: 6...
متن کاملRemarkable Asymmetric Random Walks
There exists an asymmetric probability measure P on the real line with P ∗n(]0,∞[) + (1/2)P ∗n({0}) = 1/2 for every n ∈ N. P can be chosen absolutely continuous and P can be chosen to be concentrated on the integers. In both cases, P can be chosen to have moments of every order, but P cannot be determined by its moments. 1. Questions and results Let P be a probability measure on the real line R...
متن کاملRemarkable Asymmetric Random Walks
There exists an asymmetric probability measure P on the real line with P n (]0; 1)+ (1=2)P n (f0g) = 1=2 for every n 2 N. P can be chosen absolutely continuous and P can be chosen to be concentrated on the integers. In both cases, P can be chosen to have moments of every order, but P can not be determined by its moments. 1 Questions and results Let P be a probability measure on the real line R,...
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 1991
ISSN: 0010-3616,1432-0916
DOI: 10.1007/bf02102067