Functional limit theorems for the Bouchaud trap model with slowly varying traps

DOI10.1016/J.SPA.2014.12.004zbMATH1310.60026OpenAlexW2000480119MaRDI QIDQ2018567FDOQ2018567

Authors Stephen Muirhead, David A. Croydon

Publication date 24 March 2015

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.0807

zbMATH Keywords

functional limit theoremsBouchaud trap modelextremal processesslowly varying tails

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

Abstract: We consider the Bouchaud trap model on the integers in the case that the trap distribution has a slowly varying tail at infinity. Our main result is a functional limit theorem for the model under the annealed law, analogous to the functional limit theorems previously established in the literature in the case of integrable or regularly varying trap distribution. Reflecting the fact that the clock process is dominated in the limit by the contribution from the deepest-visited trap, the limit process for the model is a spatially-subordinated Brownian motion whose associated clock process is an extremal process.

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Cited in

(10)

• Diffusion processes on branching Brownian motion
• Quenched localisation in the Bouchaud trap model with regularly varying traps
• Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model
• Limit theorems for trawl processes
• Two-site localisation in the Bouchaud trap model with slowly varying traps
• Duality between random trap and barrier models
• Heat kernel estimates for FIN processes associated with resistance forms
• Quenched localisation in the Bouchaud trap model with slowly varying traps
• Sub-Gaussian bound for the one-dimensional Bouchaud trap model
• Extremal regime for one-dimensional Mott variable-range hopping

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