English

Localization and number of visited valleys for a transient diffusion in random environment

Probability 2015-03-10 v2

Abstract

We consider a transient diffusion in a (κ/2)(-\kappa/2)-drifted Brownian potential W_κW\_{\kappa} with 0\textlessκ\textless10\textless{}\kappa\textless{}1. We prove its localization at time tt in the neighborhood of some random points depending only on the environment, which are the positive h_th\_t-minima of the environment, for h_th\_t a bit smaller than logt\log t. We also prove an Aging phenomenon for the diffusion, a renewal theorem for the hitting time of the farthest visited valley, and provide a central limit theorem for the number of valleys visited up to time tt. The proof relies on a decomposition of the trajectory of W_κW\_{\kappa} in the neighborhood of h_th\_t-minima, with the help of results of A. Faggionato, and on a precise analysis of exponential functionals of W_κW\_{\kappa} and of W_κW\_{\kappa} Doob-conditioned to stay positive.

Keywords

Cite

@article{arxiv.1311.6332,
  title  = {Localization and number of visited valleys for a transient diffusion in random environment},
  author = {Pierre Andreoletti and Alexis Devulder},
  journal= {arXiv preprint arXiv:1311.6332},
  year   = {2015}
}

Comments

55 pages, 2 figures