Diffusions in random environment and ballistic behavior

DOI10.1016/J.ANIHPB.2005.08.003MaRDI QIDQ858485zbMATH OpenOpenAlexFDO

Authors Tom Schmitz

Publication date 9 January 2007

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0509554, http://www.numdam.org/item?id=AIHPB_2006__42_6_683_0, http://www.numdam.org/item?id=AIHPB_2006__42_6_683_0/, https://eudml.org/doc/77915

zbMATH Keywords

condition \((T)\)

Mathematics Subject Classification ID

Diffusion processes (60J60) Processes in random environments (60K37)

Abstract: This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf. Sznitman cite{szn01}, cite{szn02}, that imply in higher dimensions a strong law of large numbers with non-vanishing limiting velocity (which we refer to as 'ballistic behavior') and a functional central limit theorem with non-degenerate covariance matrix. As an application of our results, we consider the class of diffusions where the diffusion matrix is the identity, and give a concrete criterion on the drift term under which the diffusion in random environment exhibits ballistic behavior. This criterion provides new examples of ballistic diffusions in random environment.

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Cited in

(12)

• Invariant distributions and scaling limits for some diffusions in time-varying random environments
• Examples of condition (T) for diffusions in a random environment
• Random ballistic growth and diffusion in symmetric spaces
• Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
• A note on the loglog law for diffusion in random environment
• Limit velocity and zero-one laws for diffusions in random environment
• On ballistic diffusions in random environment
• Special examples of diffusions in random environment
• On the diffusive behavior of isotropic diffusions in a random environment
• An effective criterion and a new example for ballistic diffusions in random environment
• A note on the ballistic limit of random motion in a random potential
• Cut points and diffusions in random environment

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