DIFFUSION-APPROXIMATION FOR RANDOM-WALKS ON ANISOTROPIC LATTICES

Authors
HORVATH L
Citation
L. Horvath, DIFFUSION-APPROXIMATION FOR RANDOM-WALKS ON ANISOTROPIC LATTICES, Journal of Applied Probability, 35(1), 1998, pp. 206-212
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
35
Issue
1
Year of publication
1998
Pages
206 - 212
Database
ISI
SICI code
0021-9002(1998)35:1<206:DFROAL>2.0.ZU;2-D
Abstract
We show that the horizontal position of a random walk on a two-dimensi onal anisotropic lattice converges weakly to a diffusion process.