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The method of averaging and walks in inhomogeneous environments. (English. Russian original) Zbl 0615.60063

Russ. Math. Surv. 40, No. 2, 73-145 (1985); translation from Usp. Mat. Nauk 40, No. 2, 61-120 (1985).
The author deals with the averaging problem and formulates it in a probabilistic way. He gives a survey of properties of walks on an inhomogeneous lattice. The law of large numbers and the central limit theorem are mainly studied. The general theorem is then applied to specific walks.
Reviewer: E.Orlandi

MSC:

60G50 Sums of independent random variables; random walks
60J60 Diffusion processes
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