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A Diffusion Approximation of Non-Markov Random Walks on Differentiable Manifolds

✍ Scribed by Sobko, G. M.


Book ID
118225670
Publisher
Society for Industrial and Applied Mathematics
Year
1973
Tongue
English
Weight
968 KB
Volume
18
Category
Article
ISSN
0040-585X

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A finite dimensional approximation of th
✍ MaΕ‚gorzata Cudna; Tomasz Komorowski πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 269 KB

We consider a nearest neighbor, symmetric random walk on a homogeneous, ergodic random lattice Z d . The jump rates of the walk are independent, identically Bernoulli distributed random variables indexed by the bonds of the lattice. A standard result from the homogenization theory, see [A. De Masi,