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The asymptotic behavior of a random walk on a dual-medium lattice

  • C. C. Heyde*
  • , M. Westcott
  • , E. R. Williams
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

13 Citations (Scopus)

Abstract

This paper considers the asymptotic distribution for the horizontal displacement of a random walk in a medium represented by a two-dimensional lattice, whose transitions are to nearest-neighbor sites, are symmetric in the horizontal and vertical directions, and depend on the column currently occupied. On either side of a change-point in the medium, the transition probabilities are assumed to obey an asymptotic density condition. The displacement, when suitably normalized, converges to a diffusion process of oscillating Brownian motion type. Various special cases are discussed.

Original languageEnglish
Pages (from-to)375-380
Number of pages6
JournalJournal of Statistical Physics
Volume28
Issue number2
DOIs
Publication statusPublished - Jun 1982
Externally publishedYes

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