Scaling Limit of Symmetric Random Walk in High-Contrast Periodic Environment

被引:0
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作者
A. Piatnitski
E. Zhizhina
机构
[1] Institute for Information Transmission Problems of RAS,
[2] The Arctic University of Norway,undefined
[3] Campus Narvik,undefined
来源
关键词
High-contrast periodic media; Symmetric random walk; Correctors; Multi-component Markov process; Invariance principle; 60J05; 60J25; 60F05; 60F17; 39A70;
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摘要
The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in Zd\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb Z^d$$\end{document}, d≥1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$d\ge 1$$\end{document}. From the existing homogenization results it follows that under diffusive scaling the limit behaviour of this random walk need not be Markovian. The goal of this work is to show that if in addition to the coordinate of the random walk in Zd\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb Z^d$$\end{document} we introduce an extra variable that characterizes the position of the random walk inside the period then the limit dynamics of this two-component process is Markov. We describe the limit process and observe that the components of the limit process are coupled. We also prove the convergence in the path space for the said random walk.
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页码:595 / 613
页数:18
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