Diffusion in random environment and the renewal theorem

被引:10
作者
Cheliotis, D [1 ]
机构
[1] Univ Toronto, Dept Math, Toronto, ON M5S 3G3, Canada
基金
美国国家科学基金会;
关键词
diffusion; random environment; renewal theorem; Brownian motion; Sinai's walk; favorite point;
D O I
10.1214/009117905000000279
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
According to a theorem of Schumacher and Brox, 2 for a diffusion X in a Brownian environment, it holds that (X-t - b(log)t)/log(2) t -> 0 in probability, as t -> infinity, 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.
引用
收藏
页码:1760 / 1781
页数:22
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