作者：Yilmaz, Atilla
摘要：We consider random walk (X(n))(n >= 0) on Z(d) in a space-time product environment omega is an element of Omega. We take the point of view of the particle and focus on the environment Markov chain (T(n),X(n)omega)(n >= 0) where T denotes the shift on Omega. Conditioned on the particle having asymptotic mean velocity equal to any given xi, we show that the empirical process of the environment Markov chain converges to a stationary process mu(infinity)(xi) under the averaged measure. When d >= 3...
作者：Orsingher, Enzo; Beghin, Luisa
作者单位：Sapienza University Rome
摘要：In this paper the solutions u(nu) = u(nu) (x, t) to fractional diffusion equations of order 0 < v <= 2 are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations of order nu = 1/2(n), n >= 1, we show that the solutions u(1/2n) correspond to the distribution of the n-times iterated Brownian motion. For these processes the distributions of the maximum and of the sojourn time are explicitly given. The case of fractional equa...
