Abstract
Let (τ)x∈ ℤ d be i. i. d. random variables with heavy (polynomial) tails. Given a ∈ [0,1], we consider the Markov process defined by the jump rates ωx→y = τx -(1-a)τy a between two neighbours x and y in ℤ. 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.
Original language | English (US) |
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Pages (from-to) | 227-247 |
Number of pages | 21 |
Journal | Potential Analysis |
Volume | 33 |
Issue number | 3 |
DOIs | |
State | Published - 2010 |
Keywords
- Distinguished path method
- Phase transition
- Random walk in random environment
- Spectrum
- Trap model
ASJC Scopus subject areas
- Analysis