Two-dimensional anisotropic random walks: Fixed versus random column configurations for transport phenomena

We consider random walks on the square lattice of the plane along the lines of Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) and den Hollander (J Stat Phys 75:891–918, 1994), whose studies have in part been inspired by the so-called transport phenomena of statistical physics. Two-dimensional anisotropic random walks with anisotropic density conditions á la Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) yield fixed column configurations and nearest-neighbour random walks in a random environment on the square lattice of the plane as in den Hollander (J Stat Phys 75:891–918, 1994) result in random column configurations. In both cases we conclude simultaneous weak Donsker and strong Strassen type invariance principles in terms of appropriately constructed anisotropic Brownian motions on the plane, with self-contained proofs in both cases. The style of presentation throughout will be that of a semi-expository survey of related results in a historical context.

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