Diffusion in random environment and the renewal theorem

• 成果类型: Article
• 署名作者: Cheliotis, D
• 署名单位: University of Toronto
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117905000000279
• 发表日期: 2005
• 页码: 1760-1781
• 关键词: dimensional random-environments; limit distribution; random-walk; localization

摘要

According to a theorem of Schumacher and Brox, 2 for a diffusion X in a Brownian environment, it holds that (X-t - b(log)t)/log(2) t -> 0 in probability, as t -> infinity, where b is a stochastic process having an explicit description and depending only on the environment. We compute the distribution of the number of sign changes for b on an interval [1, x] and study some of the consequences of the computation; in particular, we get the probability of b keeping the same sign on that interval. These results have been announced in 1999 in a nonrigorous paper by Le Doussal, Monthus and Fisher [Phys. Rev. E 59 (1999) 4795-4840] and were treated with a Renormalization Group analysis. We prove that this analysis can be made rigorous using a path decomposition for the Brownian environment and renewal theory. Finally, we comment on the information these results give about the behavior of the diffusion.