LIMIT-THEOREMS FOR ONE-DIMENSIONAL DIFFUSIONS AND RANDOM-WALKS IN RANDOM-ENVIRONMENTS

被引:19
作者
KAWAZU, K [1 ]
TAMURA, Y [1 ]
TANAKA, H [1 ]
机构
[1] KEIO UNIV,FAC SCI & TECHNOL,DEPT MATH,TOKYO 108,JAPAN
关键词
D O I
10.1007/BF00318905
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:501 / 541
页数:41
相关论文
共 14 条
[1]  
Borsuk K, 1967, MONOGRAFIE MATEMATYC, V44
[2]   A ONE-DIMENSIONAL DIFFUSION PROCESS IN A WIENER MEDIUM [J].
BROX, T .
ANNALS OF PROBABILITY, 1986, 14 (04) :1206-1218
[3]   LOCALIZATION OF RANDOM-WALKS IN ONE-DIMENSIONAL RANDOM-ENVIRONMENTS [J].
GOLOSOV, AO .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1984, 92 (04) :491-506
[4]  
GOLOSOV AO, 1983, SOV MATH DOKL, V28, P19
[5]   MAXIMAL COUPLING FOR MARKOV CHAINS [J].
GRIFFEATH, D .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 31 (02) :95-106
[6]  
Ito K., 1965, DIFFUSION PROCESSES
[7]  
KAWAZU K, 1988, PROBABILITY THEORY M, V1299, P170
[8]   THE LIMIT DISTRIBUTION OF SINAI RANDOM-WALK IN RANDOM ENVIRONMENT [J].
KESTEN, H .
PHYSICA A, 1986, 138 (1-2) :299-309
[9]  
KESTEN H, 1975, COMPOS MATH, V30, P145
[10]  
NADLER DW, 1978, MONOGRAPHS TXB PURE, V49