Time reversal of random walks in one-dimension

Tokyo Journal of Mathematics

Volumn 12, Issue 1, 1989, Pages 159-174

  Tanaka, Hiroshi ^a  

^a KEIO UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84972502584     PISSN: 03873870     EISSN: None     Source Type: Journal    
DOI: 10.3836/tjm/1270133555     Document Type: Article

References (10)

1. W. Feller, An Introduction to Probability Theory and Its Applications, Vol. II, 2nd ed., John Wiley, New York, 1971.
2. A. O. Golosov, Localization of random walks in one-dimensional random environments, Commun. Math. Phys., 92 (1984), 491-506.
3. G. A. Hunt, Markoff chains and Martin boundaries, 111. J. Math., 4 (1960), 316-340.
4. K. Kawazu, Y. Tamura and H. Tanaka, One-dimensional diffusions and random walks in random environments, Probability Theory and Mathematical Statistics (Proceedings of the Fifth Japan-USSR Symposium, Kyoto 1986), Lecture Notes in Math., 1299, 170-184, Springer-Verlag.
5. H. Kesten, The limit distribution of Sinai's random walk in random environment, Physica, 138A (1986), 229-309.
6. M. Nagasawa, Time reversions of Markov processes, Nagoya Math. J., 24 (1964), 177-204.
7. J. W. Pitman, One-dimensional Brownian motion and the three-dimensional Bessel process, Adv. Appl. Probab., 7 (1975), 511-526.
8. Y. G. Sinai, The limiting behavior of a one-dimensional random walk in a random medium, Theory of Probab. Appl., 27 (1982), 256-268.
9. H. Tanaka, Limit theorem for one-dimensional diffusion process in Brownian environment, Lecture Notes in Math., 1322 (Stochastic Analysis, Proc. Japanese-French Seminar held in Paris, 1987), 156-172.
10. d, Tokyo J. Math., 12 (1989), 235-240.