Diffusion in random environment and the renewal theorem
Abstract
According to a theorem of S. Schumacher and T. Brox, for a diffusion in a Brownian environment it holds that in probability, as , where 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 on an interval and study some of the consequences of the computation; in particular we get the probability of keeping the same sign on that interval. These results have been announced in 1999 in a non-rigorous paper by P. Le Doussal, C. Monthus, and D. Fisher 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.
Keywords
Cite
@article{arxiv.math/0310306,
title = {Diffusion in random environment and the renewal theorem},
author = {Dimitrios Cheliotis},
journal= {arXiv preprint arXiv:math/0310306},
year = {2007}
}
Comments
18 pages, 3 figures