Diffusion in random environment and the renewal theorem
Cheliotis, Dimitrios
Ann. Probab., Tome 33 (2005) no. 1, p. 1760-1781 / Harvested from Project Euclid
According to a theorem of Schumacher and Brox, for a diffusion X in a Brownian environment, it holds that (Xt−blogt)/log2t→0 in probability, as t→∞, where b is a stochastic process having an explicit description and depending only on the environment. We compute the distribution of the number of sign changes for b on an interval [1,x] and study some of the consequences of the computation; in particular, we get the probability of b keeping the same sign on that interval. These results have been announced in 1999 in a nonrigorous paper by Le Doussal, Monthus and Fisher [Phys. Rev. E 59 (1999) 4795–4840] and were treated with a Renormalization Group analysis. We prove that this analysis can be made rigorous using a path decomposition for the Brownian environment and renewal theory. Finally, we comment on the information these results give about the behavior of the diffusion.
Publié le : 2005-09-14
Classification:  Diffusion,  random environment,  renewal theorem,  Brownian motion,  Sinai’s walk,  favorite point,  60K37,  60G17,  60J65
@article{1127395872,
     author = {Cheliotis, Dimitrios},
     title = {Diffusion in random environment and the renewal theorem},
     journal = {Ann. Probab.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 1760-1781},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1127395872}
}
Cheliotis, Dimitrios. Diffusion in random environment and the renewal theorem. Ann. Probab., Tome 33 (2005) no. 1, pp.  1760-1781. http://gdmltest.u-ga.fr/item/1127395872/