Random walks with strongly inhomogeneous rates and singular diffusions: Convergence, localization and aging in one dimension

L. R.G. Fontes, M. Isopi, C. M. Newman

Research output: Contribution to journalArticlepeer-review

Abstract

Let τ = (τi : i ∈ Z) denote i.i.d. positive random variables with common distribution F and (conditional on τ) let X = (Xt : t ≥ 0, X0 = 0), be a continuous-time simple symmetric random walk on Z with inhomogeneous rates (τi-1 : i ∈ Z). When F is in the domain of attraction of a stable law of exponent α < 1 [so that E(τi) = ∞ and X is subdiffusive], we prove that (X, τ), suitably rescaled (in space and time), converges to a natural (singular) diffusion Z = (Zt : t ≥ 0, Z0 = 0) with a random (discrete) speed measure ρ. The convergence is such that the "amount of localization," E ∑i∈Z[P(Xt = i|τ)]2 converges as t → ∞ to E ∑z∈R[P(Zs = z|ρ]2 > 0, which is independent of s > 0 because of scaling/self-similarity properties of (Z, ρ). The scaling properties of (Z, ρ) are also closely related to the "aging" of (X, τ). Our main technical result is a general convergence criterion for localization and aging functionals of diffusions/walks Y(ε) with (nonrandom) speed measures μ(ε) → μ (in a sufficiently strong sense).

Original languageEnglish (US)
Pages (from-to)579-604
Number of pages26
JournalAnnals of Probability
Volume30
Issue number2
DOIs
StatePublished - Apr 2002

Keywords

  • Aging
  • Disordered systems
  • Localization
  • Quasidiffusions
  • Random walks in random environments
  • Scaling limits
  • Self-similarity

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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