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arxiv: 2410.17776 · v1 · pith:GT52JWCZnew · submitted 2024-10-23 · 🧮 math.PR

A coupling between random walks in random environments and Brox's diffusion

classification 🧮 math.PR
keywords broxdiffusionrandomconvergencecouplingsinaiwalkarticle
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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.

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