English

Principal eigenvalue for random walk among random traps on Z^d

Probability 2009-02-02 v2

Abstract

Let (τx)xZd(\tau_x)_{x \in \Z^d} be i.i.d. random variables with heavy (polynomial) tails. Given a[0,1]a \in [0,1], we consider the Markov process defined by the jump rates ωxy=τx(1a)τya\omega_{x \to y} = {\tau_x}^{-(1-a)} {\tau_y}^a between two neighbours xx and yy in Zd\Z^d. 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.

Keywords

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

R2 v1 2026-06-21T10:37:45.160Z