Invariance principle for symmetric diffusions in a degenerate and unbounded stationary and ergodic random medium

被引:16
|
作者
Chiarini, Alberto [1 ]
Deuschel, Jean-Dominique [1 ]
机构
[1] Tech Univ Berlin, Dept Math, Str 17 Juni 136, D-10623 Berlin, Germany
关键词
Invariance principle; Homogenization; Moser's iteration; Reversible dynamics; Dirichlet forms; HOMOGENIZATION; INEQUALITIES;
D O I
10.1214/15-AIHP688
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
We study a symmetric diffusion X on R-d in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients a(omega). The diffusion is formally associated with L(omega)u = del . (a(omega)del u), and we make sense of it through Dirichlet forms theory. We prove for X a quenched invariance principle, under some moment conditions on the environment; the key tool is the sublinearity of the corrector obtained by Moser's iteration scheme.
引用
收藏
页码:1535 / 1563
页数:29
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