Diffusion in random environment and the renewal theorem (Q2571694)
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English | Diffusion in random environment and the renewal theorem |
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Diffusion in random environment and the renewal theorem (English)
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14 November 2005
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The author studies the properties of a certain stochastic process, \(b\), related to localization results for diffusions in a Brownian environment. The only theorem of the paper gives an explicit expression for the generating function of the number of sign changes of \(b\) on \([1,x]\). The corollaries of the theorem demonstrate the implications of this computation. The paper gives rigorous proofs to the results of \textit{le Doussal}, \textit{Monthus} and \textit{Fisher} [Phys. Rev. E 59, 4795--4840 (1999)] obtained via the renormalization group method. The two main tools used by the author are path decomposition for a two-sided standard Brownian motion and the renewal theorem.
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path decomposition
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Brownian motion
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