English

Diffusive and Super-Diffusive Limits for Random Walks and Diffusions with Long Memory

Probability 2019-01-01 v1

Abstract

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in Rd{\Bbb R}^d or Zd{\Bbb Z}^d. The first class consists of random walks on Zd{\Bbb Z}^d in divergence-free random drift field, modelling the motion of a particle suspended in time-stationary incompressible turbulent flow. The second class consists of self-repelling random diffusions, where the diffusing particle is pushed by the negative gradient of its own occupation time measure towards regions less visited in the past. We establish normal diffusion (with square-root-of-time scaling and Gaussian limiting distribution) in three and more dimensions and typically anomalously fast diffusion in low dimensions (typically, one and two). Results are quoted from various papers published between 2012-2018, with some hints to the main ideas of the proofs. No technical details are presented here.

Keywords

Cite

@article{arxiv.1812.11500,
  title  = {Diffusive and Super-Diffusive Limits for Random Walks and Diffusions with Long Memory},
  author = {Bálint Tóth},
  journal= {arXiv preprint arXiv:1812.11500},
  year   = {2019}
}

Comments

ICM-2018 Probability Section talk