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Symmetric random walk in random environment in one dimension

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Abstract

We give a new proof of the central limit theorem for one dimensional symmetric random walk in random environment. The proof is quite elementary and natural. We show the convergence of the generators and from this we conclude the convergence of the process. We also investigate the hydrodynamic limit (HDL) of one dimensional symmetric simple exclusion in random environment and prove stochastic convergence of the scaled density field. The macroscopic behaviour of this field is given by a linear heat equation. The diffusion coefficient is the same as that of the corresponding random walk.

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Nagy, K. Symmetric random walk in random environment in one dimension. Periodica Mathematica Hungarica 45, 101–120 (2002). https://doi.org/10.1023/A:1022354131403

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  • DOI: https://doi.org/10.1023/A:1022354131403

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