A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is
This article is devoted to the analysis of a Monte Carlo method to approximate effective coefficients in stochastic homogenization of discrete elliptic equations. We consider the case of independent and identically distributed coefficients, and adopt the point of view of the random walk in a random environment. Given some final time t>0, a natural approximation of the homogenized coefficients is given by the empirical average of the final squared positions re-scaled by t of n independent randomdoi:10.1214/12-aap880 fatcat:d65kahlfpzbo3ce5mybth7kfh4