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We study a one-dimensional diffusion $X$ in a drifted Brownian potential $W\_\kappa$, with $ 0\textless{}\kappa\textless{}1$, and focus on the behavior of the local times $(\mathcal{L}(t,x),x)$ of $X$ before time $t\textgreater{}0$.In…

概率论 · 数学 2016-09-08 Pierre Andreoletti , Alexis Devulder , Grégoire Vechambre

Kesten et al.( 1975) proved the stable law for the transient RWRE (here we refer it as the $\kappa$-transient RWRE). After that, some similar interesting properties have also been revealed for its continuous counterpart, the diffusion…

概率论 · 数学 2014-12-16 Wenming Hong , Hui Yang

We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…

概率论 · 数学 2015-11-19 Alexis Devulder

We consider a diffusion process $X$ in a random L\'{e}vy potential $\mathbb{V}$ which is a solution of the informal stochastic differential equation \begin{eqnarray*}\cases{dX_t=d\beta_t-{1/2}\mathbb{V}'(X_t) dt,\cr X_0=0,}\end{eqnarray*}…

概率论 · 数学 2008-01-03 Arvind Singh

We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = \S_x -\delta x$ where $\delta$ is a positive drift and $\S$ is a strictly stable process of index $\alpha\in (1,2)$ with positive jumps. Then the diffusion…

概率论 · 数学 2007-05-23 Arvind Singh

According to a theorem of S. Schumacher and T. Brox, for a diffusion $X$ in a Brownian environment it holds that $(X_t-b_{\log t})/\log^2t\to 0 $ in probability, as $t\to\infty$, where $b_{\cdot}$ is a stochastic process having an explicit…

概率论 · 数学 2007-05-23 Dimitrios Cheliotis

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

统计力学 · 物理学 2009-10-31 F. Igloi , L. Turban , H. Rieger

We examine a class of random walks in random environments on $\mathbb{Z}$ with bounded jumps, a generalization of the classic one-dimensional model. The environments we study have i.i.d. transition probability vectors drawn from Dirichlet…

概率论 · 数学 2021-05-14 Daniel J. Slonim

For a diffusion X_t in a one-dimensional Wiener medium W, it is known that there is a certain process b_x(W) that depends only on the environment W, so that X_t-b_{logt}(W) converges in distribution as t goes to infinity. We prove that,…

概率论 · 数学 2007-05-23 Dimitrios Cheliotis

We introduce a model, in which a particle performs a continuous time random walk (CTRW) coupled to an environment with Ising dynamics. The particle shows locally varying diffusivity determined by the geometrical properties of the underlying…

We consider random walk in Dirichlet random environment in ${\mathbf{Z}^d, d\ge 3}$, which corresponds to the case where the environment is constructed from i.i.d. transition probabilities at each vertex with a Dirichlet distribution with…

概率论 · 数学 2024-04-10 Adrien Perrel

We consider a one-dimensional diffusion in a stable L\'evy environment. We show that the normalized local time process refocused at the bottom of the standard valley with height $\log t$, $(L_X(t,\mathfrak m_{\log t}+x)/t,x\in \R)$,…

概率论 · 数学 2010-08-06 Roland Diel , Guillaume Voisin

We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $\kappa>0$ that determines the fluctuations of the process.…

概率论 · 数学 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

We prove a central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary and ergodic doubly stochastic random environment, under the $\mathcal{H}_{-1}$-condition imposed on the drift…

概率论 · 数学 2017-02-23 Gady Kozma , Bálint Tóth

We consider a continuous time random walk $X$ in random environment on $\Z^+$ such that its potential can be approximated by the function $V: \R^+\to \R$ given by $V(x)=\sig W(x) -\frac{b}{1-\alf}x^{1-\alf}$ where $\sig W$ a Brownian motion…

概率论 · 数学 2013-06-17 Christophe Gallesco , Serguei Popov , Gunter M. Schütz

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

概率论 · 数学 2011-10-18 Lasse Leskelä , Mikko Stenlund

We study the long-time behavior of underdamped Brownian particle moving through a viscous medium and in a systematic potential, when it is subjected to a space-dependent high-frequency periodic force. When the frequency is very large, much…

统计力学 · 物理学 2009-11-11 Malay Bandyopadhyay , Sushanta Dattagupta , Monamie Sanyal

We introduce the pushy random walk, where a walker can push multiple obstacles, thereby penetrating large distances in environments with finite obstacle density. This process provides a minimal model for experimentally observed interactions…

统计力学 · 物理学 2026-04-07 Ofek Lauber Bonomo , Itamar Shitrit , Shlomi Reuveni , Sidney Redner

We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…

统计力学 · 物理学 2022-11-28 Gaia Pozzoli , Benjamin De Bruyne

We prove an optimal diffusive decay of the environment viewed by the particle in random walk among random independent conductances, with, as a main assumption, finite second moment of the conductance. Our proof, using the analytic approach…

概率论 · 数学 2015-03-04 Paul de Buyer , Jean-Christophe Mourrat
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