ZIB

Hits per page

hit 1 - 1 | 1 hit

Select All Export

Electronic Resource

Laplace operator and random walk on one-dimensional nonhomogeneous lattice (1981)

Anshelevich, V. V. ; Vologodskii, A. V.

Springer

Journal of statistical physics 25 (1981), S. 419-430

add to mindlist on the mindlist

Details

ISSN: 1572-9613

Keywords: Random walk on nonhomogeneous lattice ; spectrum of a random matrix

Source: Springer Online Journal Archives 1860-2000

Topics: Physics

Notes: Abstract A classical result of probability theory states that under suitable space and time renormalization, a random walk converges to Brownian motion. We prove an analogous result in the case of nonhomogeneous random walk on onedimensional lattice. Under suitable conditions on the nonhomogeneous medium, we prove convergence to Brownian motion and explicitly compute the diffusion coefficient. The proofs are based on the study of the spectrum of random matrices of increasing dimension.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01010797

Library	Location	Call Number	Volume/Issue/Year	Availability

Others were also interested in ...

Paper (German National Licenses)

Fulltext

hit 1 - 1 | 1 hit