𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Quenched Invariance Principles for Random Walks with

✍ Scribed by P. Mathieu


Publisher
Springer
Year
2007
Tongue
English
Weight
494 KB
Volume
130
Category
Article
ISSN
0022-4715

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Invariance Principles for Hyperbolic Ran
✍ Thomas Hillen πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 231 KB

Reaction random walk systems are hyperbolic models for the description of Ε½ . spatial motion in one dimension and reaction of particles. In contrast to reaction diffusion equations, particles have finite propagation speed. For parabolic systems invariance results and maximum principles are well know

Invariance principles for the first pass
✍ Lars Larsson-Cohn πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 73 KB

We prove invariance principles for the ΓΏrst passage time process of a perturbed random walk in one or two dimensions. More precisely, weak convergence to Brownian motion with respect to Skorohod's J1-topology is proved under suitable conditions on the perturbations.

Invariance Principles for Parabolic Equa
✍ Donald A. Dawson; Michael A. Kouritzin πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 535 KB

A general Hilbert-space-based stochastic averaging theory is brought forth herein for arbitrary-order parabolic equations with (possibly long range dependent) random coefficients. We use regularity conditions on t u = (t, x)= : which are slightly stronger than those required to prove pathwise exist