Principal eigenvalue for random walk among random traps on Z^d
Probability
2009-02-02 v2
Abstract
Let be i.i.d. random variables with heavy (polynomial) tails. Given , we consider the Markov process defined by the jump rates between two neighbours and in . We give the asymptotic behaviour of the principal eigenvalue of the generator of this process, with Dirichlet boundary condition. The prominent feature is a phase transition that occurs at some threshold depending on the dimension.
Cite
@article{arxiv.0805.0706,
title = {Principal eigenvalue for random walk among random traps on Z^d},
author = {Jean-Christophe Mourrat},
journal= {arXiv preprint arXiv:0805.0706},
year = {2009}
}
Comments
17 pages, v2: simplified proofs in section 3