The Niels Bohr Institute, Blegdamsvej 17, DK-2100, Copenhagen Ø, Denmark
The Mathematics Institute, Universitetsparken 5, DK-2100, Copenhagen Ø, Denmark
The Niels Bohr Institute and NORDITA, Blegdamsvej 17, DK-2100, Copenhagen Ø, Denmark
Abstract:
We define a discrete random walk with a matrix-valued transition function and show that the scaling limit of the two-point function of the walk is given by the Dirac propagator. We study the scaling limit of similar walks with curvature-dependent transition functions, which are analogous to the Ornstein-Uhlenbeck process, and show that the Dirac propagator can be recovered by a limiting procedure.