Symmetric random walk in random environment in one dimension

Katalin Nagy1
1Department of Probability and Statistics, Eötvös Loránd University, Budapest, Hungary

Tóm tắt

We give a new proof of the central limit theorem for one dimensional symmetric random walk in random environment. The proof is quite elementary and natural. We show the convergence of the generators and from this we conclude the convergence of the process. We also investigate the hydrodynamic limit (HDL) of one dimensional symmetric simple exclusion in random environment and prove stochastic convergence of the scaled density field. The macroscopic behaviour of this field is given by a linear heat equation. The diffusion coefficient is the same as that of the corresponding random walk.

Từ khóa


Tài liệu tham khảo

V. V. ANSHELEVICH, K. M. KHANIN and YA. G. SINAI, Symmetric random walks in random environments, Commun. Math. Phys. 85 (1982), 449-470. V. V. ANSHELEVICH and A. V. VOLOGODSKII, Laplace operator and random walk on one-dimensional nonhomogeneous lattice, J. Stat. Phys. 25, No. 3. (1981), 419-430. S. N. ETHIER and T. G. KURTZ, Markov processes, Characterization and convergence, John Wiley & Sons Inc., New York, 1986. J. FRITZ, An introduction to the theory of hydrodynamic limits, Lectures in Mathematical Sciences, The University of Tokyo, 2001. C. KIPNIS and S. R. S. VARADHAN, Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions, Commun. Math. Phys. 104 (1986), 1-19. R. KUNNEMANN, The di-usion limit of reversible jump processes in ℤd with ergodic random bond conductivities, Commun. Math. Phys. 90 (1983), 27-68. T. M. LIGGETT, Interacting Particle Systems, Springer-Verlag New York Inc., 1985. A. DE MASI, P. A. FERRARI, S. GOLDSTEIN and D. WICK, An invariance principal for reversible Markov processes-Applications to random motions in random environments, J. Stat. Phys. 55 (1989), 787-855. F. SPITZER, Interaction of Markov processes, Adv. Math. 5 (1970), 246-290.