Abstract
We give the "quenched" scaling limit of Bouchaud's trap model in d ≥ 2. This scaling limit is the fractional-kinetics process, that is the time change of a d-dimensional Brownian motion by the inverse of an independent α-stable subordinator.
Original language | English (US) |
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Pages (from-to) | 2356-2384 |
Number of pages | 29 |
Journal | Annals of Probability |
Volume | 35 |
Issue number | 6 |
DOIs | |
State | Published - 2007 |
Keywords
- Fractional kinetics
- Levy process
- Random walk
- Scaling limit
- Subordination
- Trap model
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty