Title of article :
Homogenization of a bond diffusion in a locally ergodic random environment
Author/Authors :
Olla، نويسنده , , S. and Siri، نويسنده , , P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
We consider a nearest neighbors random walk on Z. 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 {η(x)}x∈Z 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 R 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.
Keywords :
Random walk in random environment , homogenization , Invariance principle
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications