
Homogenization of a bond diffusion in a locally ergodic random environment
Olla, Stefano; Siri, Paola (2004), Homogenization of a bond diffusion in a locally ergodic random environment, Stochastic Processes and their Applications, 109, 2, p. 317-326. http://dx.doi.org/10.1016/j.spa.2003.10.009
View/ Open
Type
Article accepté pour publication ou publiéDate
2004Journal name
Stochastic Processes and their ApplicationsVolume
109Number
2Publisher
Elsevier
Pages
317-326
Publication identifier
Metadata
Show full item recordAbstract (EN)
We consider a nearest neighbors random walk on Image . The jump rate from site x to site x+1 is equal to the jump rate from x+1 to x and is a bounded, strictly positive random variable η(x). We assume that Image is distributed by a locally ergodic probability measure. We prove that, under diffusive scaling of space and time, the random walk converges in distribution to the diffusion process on Image with infinitesimal generator d/dX(a(X)d/dX), for a certain homogenized diffusion function a(X), independent of η. The main tools of the proof are a local ergodic result and the explicit solution of the corresponding Poisson equation.Subjects / Keywords
Random walk in random environment; Homogenization; Invariance principleRelated items
Showing items related by title and author.
-
Rhodes, Rémi (2009) Article accepté pour publication ou publié
-
Olla, Stefano; Komorowski, Tomasz (2005) Article accepté pour publication ou publié
-
Komorowski, Tomasz; Olla, Stefano (2003) Article accepté pour publication ou publié
-
Komorowski, Tomasz; Olla, Stefano (2005) Article accepté pour publication ou publié
-
Cardaliaguet, Pierre; Souganidis, Panagiotis E. (2013) Article accepté pour publication ou publié