Symmetric random walks in random environments |
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Authors: | V. V. Anshelevich K. M. Khanin Ya. G. Sinai |
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Affiliation: | (1) Institute of Molecular Genetics, Academy of Science of USSR, SU-123182 Moscow, USSR;(2) L. D. Landau Institute for Theoretical Physics, Academy of Science of USSR, SU-117334 Moscow, USSR |
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Abstract: | We consider a random walk on thed-dimensional lattice d where the transition probabilitiesp(x,y) are symmetric,p(x,y)=p(y,x), different from zero only ify–x belongs to a finite symmetric set including the origin and are random. We prove the convergence of the finite-dimensional probability distributions of normalized random paths to the finite-dimensional probability distributions of a Wiener process and find our an explicit expression for the diffusion matrix. |
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