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Diffusion Approximation for Random Walks on Anisotropic Lattices

Published online by Cambridge University Press:  14 July 2016

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

Abstract

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

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1998 

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