Limit theorems for one-dimensional diffusions and random walks in random environments

Kiyoshi Kawazu; Yozo Tamura; Hiroshi Tanaka

doi:10.1007/BF00318905

Limit theorems for one-dimensional diffusions and random walks in random environments

Kiyoshi Kawazu, Yozo Tamura, Hiroshi Tanaka

Research output: Contribution to journal › Article › peer-review

18 Citations (Scopus)

Abstract

The limiting behavior of one-dimensional diffusion process in an asymptotically self-similar random environment is investigated through the extension of Brox's method. Similar problems are then discussed for a random walk in a random environment with the aid of optional sampling from a diffusion model; an extension of the result of Sinai is given in the case of asymptotically self-similar random environments.

Original language	English
Pages (from-to)	501-541
Number of pages	41
Journal	Probability Theory and Related Fields
Volume	80
Issue number	4
DOIs	https://doi.org/10.1007/BF00318905
Publication status	Published - 1989 Feb
Externally published	Yes

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

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10.1007/BF00318905

Cite this

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abstract = "The limiting behavior of one-dimensional diffusion process in an asymptotically self-similar random environment is investigated through the extension of Brox's method. Similar problems are then discussed for a random walk in a random environment with the aid of optional sampling from a diffusion model; an extension of the result of Sinai is given in the case of asymptotically self-similar random environments.",

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AB - The limiting behavior of one-dimensional diffusion process in an asymptotically self-similar random environment is investigated through the extension of Brox's method. Similar problems are then discussed for a random walk in a random environment with the aid of optional sampling from a diffusion model; an extension of the result of Sinai is given in the case of asymptotically self-similar random environments.

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Limit theorems for one-dimensional diffusions and random walks in random environments

Abstract

ASJC Scopus subject areas

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