A coupling between random walks in random environments and Brox's diffusion
| Autor: | Geng, Xi, Gradinaru, Mihai, Tindel, Samy |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | It is known that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a specific coupling between Sinai's walk and Brox's diffusion. Our method relies on convergence results for martingale problems considered in the rough path setting. |
| Databáze: | arXiv |
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