Laplace operator and random walk on one-dimensional nonhomogeneous lattice |
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Authors: | V V Anshelevich A V Vologodskii |
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Institution: | (1) Institute of Molecular Genetics, Academy of Science of USSR, 123182 Moscow, USSR |
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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. |
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Keywords: | Random walk on nonhomogeneous lattice spectrum of a random matrix |
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