New York Journal of Mathematics
Volume 8 (2002) 31-61

  

Joseph G. Conlon

Homogenization of Random Walk in Asymmetric Random Environment


Published: February 23, 2002
Keywords: random walk, homogenization, random environment
Subject: 35R60, 60H30, 60J60

Abstract
In this paper, the author investigates the scaling limit of a partial difference equation on the d dimensional integer lattice Zd, corresponding to a translation invariant random walk perturbed by a random vector field. In the case when the translation invariant walk scales to a Cauchy process he proves convergence to an effective equation on Rd. The effective equation corresponds to a Cauchy process perturbed by a constant vector field. In the case when the translation invariant walk scales to Brownian motion he shows that the scaling limit, if it exists, depends on dimension. For d=1,2 he provides evidence that the scaling limit cannot be diffusion.

Author information

University of Michigan, Department of Mathematics, Ann Arbor, MI 48109-1109
conlon@math.lsa.umich.edu
http://www.math.lsa.umich.edu/~conlon/