Abstract
Let E x be a collection of i.i.d. exponential random variables. Symmetric Bouchaud's model on ℤ2 is a Markov chain X(t) whose transition rates are given by w xy = ν exp (-βE x ) if x, y are neighbours in ℤ2. We study the behaviour of two correlation functions: ℙ[X(t w +t) = X(t w )] and ℙ[X(t') = X(t w ) ∀ t' [tw , tw + t]]. We prove the (sub)aging behaviour of these functions when β > 1.
Original language | English (US) |
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Pages (from-to) | 1-43 |
Number of pages | 43 |
Journal | Probability Theory and Related Fields |
Volume | 134 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2006 |
Keywords
- Aging
- Lévy process
- Random walk
- Time change
- Trap model
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty