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Diffusion Approximation for Random Walks on Anisotropic Lattices

Part of: Limit theorems

Published online by Cambridge University Press:  14 July 2016

Lajos Horváth
Lajos Horváth*
Affiliation:
University of Utah
*
∗Postal address: Department of Mathematics, University of Utah, Salt Lake City, UT 84112, USA
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Abstract

We show that the horizontal position of a random walk on a two-dimensional anisotropic lattice converges weakly to a diffusion process.

Keywords

Wiener processweak convergencelocal time

MSC classification

Primary: 60F17: Functional limit theorems; invariance principles
Type
Short Communications
Information
Journal of Applied Probability , Volume 35 , Issue 1 , March 1998 , pp. 206 - 212
Copyright
Copyright © Applied Probability Trust 1998 

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