Large time behaviour of symmetric random walk in high-contrast periodic environment
Probability
2017-10-25 v1 Mathematical Physics
math.MP
Abstract
The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in , . We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour. In addition to the coordinate of the random walk in we introduce an extra variable that characterizes the position of the random walk in the period and show that this two-component process converges in law to a limit Markov process. The components of the limit process are mutually coupled, thus we cannot expect that the limit behaviour of the coordinate process is Markov. We also prove the convergence in the path space for the said random walk.
Keywords
Cite
@article{arxiv.1701.01349,
title = {Large time behaviour of symmetric random walk in high-contrast periodic environment},
author = {Andrey Piatnitski and Elena Zhizhina},
journal= {arXiv preprint arXiv:1701.01349},
year = {2017}
}