Random walks with strongly inhomogeneous rates and singular diffusions: Convergence, localization and aging in one dimension

被引:0
|
作者
Fontes, LRG
Isopi, M
Newman, CM
机构
[1] Univ Sao Paulo, Inst Matemat & Estatist, BR-05311970 Sao Paulo, Brazil
[2] Univ Bari, Dipartimento Interuniv Matemat, I-70125 Bari, Italy
[3] NYU, Courant Inst Math Sci, New York, NY 10012 USA
来源
ANNALS OF PROBABILITY | 2002年 / 30卷 / 02期
关键词
aging; localization; quasidiffusions; disordered systems; scaling limits; random walks in random environments; self-similarity;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let tau = (tau(i) : i is an element of Z) denote i.i.d. positive random variables with common distribution F and (conditional on tau) let X = (X-t : t greater than or equal to 0, X-0 = 0), be a continuous-time simple symmetric random walk on Z with inhomogeneous rates (tau(i)(-1) : i is an element of Z). When F is in the domain of attraction of a stable law of exponent alpha < 1 [so that E(tau(i)) = infinity and X is subdiffusive], we prove that (X, tau), suitably rescaled (in space and time), converges to a natural (singular) diffusion Z = (Z(t) : t greater than or equal to 0, Z(0) = 0) with a random (discrete) speed measure p. The convergence is such that the "amount of localization," ESigma(iis an element ofZ)[P(X-t = i\tau)](2) converges as t --> infinity to ESigma(zis an element ofR) [P(Z(s) = z\rho)](2) > 0, which is independent of s > 0 because of scaling/self-similarity properties of (Z, rho). The scaling properties of (Z, rho) are also closely related to the "aging" of (X, tau). Our main technical result is a general convergence criterion for localization and aging functionals of diffusions/walks Y-(epsilon) with (nonrandom) speed measures mu((epsilon)) --> mu (in a sufficiently strong sense).
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页码:579 / 604
页数:26
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