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 language | English (US) |
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Pages (from-to) | 579-604 |
Number of pages | 26 |
Journal | Annals of Probability |
Volume | 30 |
Issue number | 2 |
DOIs | |
State | Published - 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