Skip to main content

One Dimensional Random Walk in a Random Medium

  • Chapter
  • 393 Accesses

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 85))

Abstract

One of the fundamental problems in random medium (RM) theory is the relation between homogenization of the RM (i.e. the ability to describe such media at some scales as a homogeneous one) and localization. Homogenization describes transport processes in RM in terms of “effective” parameters, localization suppresses all forms of transport. For random walks in RM it is the relation between classical diffusive behavior of the random walk if time is large and the phenomenon of “trapping”, which can produce subdiffusion asymptotics for the random walk. In the one-dimensional case, which is of course the simplest one in RM theory, under some restrictions on the random transition probabilities the homogenization theorems was proved by S. Kozlov [10] as an example of a more general theory. A general and elementary introduction to homogenization theory can be found in S. Molchanov [2]. There are deep relations between random walks in one dimensional RM and scattering of waves (say, seismic waves) in random layered media. See [3].

This work was partially supported by ONR Grant N00014-95-1-0224.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Azov, D. Z., Bobrov, A. A., “The extreme terms of a sample and their role in the sum of independent variables”, Theory of Probability and their Applications Vol. 5 (1960), pp. 377–396.

    Article  Google Scholar 

  2. Bakry,D., Gill,R., and Molchanov, S. Lectures in Probability, Theory Saint-Flour Summer School 1992, Lecture Notes in Mathematics No 1581, Springer-Verlag (1994).

    Google Scholar 

  3. Burridge, R., Papanicolaou, G., White, B., “One-dimensional Wave Propagation in a Highly Discontinuous Medium,” Wave Motion Vol. 10 (1988), pp. 19–44.

    Article  Google Scholar 

  4. Chow, Y.S. and Robbins,H. “A renewal theorem for random variables which are dependent or non-identically distributed”, Annals of Mathematical Statistics, Vol. 34 (1963), pp. 390–395.

    Article  Google Scholar 

  5. Darling D. A., “The role of the maximal term in the sum of independent random variables”, Transactions of American Math. Society, Vol. 73 (1952), pp. 95107.

    Google Scholar 

  6. Feller, W., An Introduction to Probability Theory and its Applications Vol. 2, John Wiley and Sons, New York (1966).

    Google Scholar 

  7. Glick, N., “Breaking records and breaking boards”, American Math. Monthly Vol 85, (1978) PP. 2–26.

    Google Scholar 

  8. Kesten, H., Kozlov, S., and Spitzer, F., “A limit law for random walk in a random environment”, Compositio Mathematica, Vol. 30 (1975), pp. 145–168.

    Google Scholar 

  9. Kesten, H., “The limit distribution of Sinai’s random walk in random environment”, Physica Vol. 138A, (1986), pp. 299–309.

    Article  Google Scholar 

  10. Kozlov, S.M., “The method of averaging and walks in inhomogeneous environments”, Russian Math. Surveys, Vol. 45 (1985), pp. 73–145

    Google Scholar 

  11. Resnick, S. I., “Record values and maxima” The Annals of Probability Vol. 1 (1973) pp. 650–662.

    Article  Google Scholar 

  12. Sinai, Ja., “The limiting behavior of a one-dimensional random walk in random medium”, Theory of Probability and its Applications, Vol. 27, (1982), pp. 256–268.

    Article  Google Scholar 

  13. Solomon, F. “Random walks in a random environment”, Annals of Probability, Vol. 3 (1975), pp. 1–31.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1997 Springer-Verlag New York, Inc.

About this chapter

Cite this chapter

Anderson, R.F., Molchanov, S.A. (1997). One Dimensional Random Walk in a Random Medium. In: Molchanov, S.A., Woyczynski, W.A. (eds) Stochastic Models in Geosystems. The IMA Volumes in Mathematics and its Applications, vol 85. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8500-4_2

Download citation

  • DOI: https://doi.org/10.1007/978-1-4613-8500-4_2

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-8502-8

  • Online ISBN: 978-1-4613-8500-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics