A slow transient diffusion in a drifted stable potential

DOI10.1007/S10959-007-0056-3MaRDI QIDQ2641418zbMATH OpenOpenAlexFDO

Authors Arvind Singh

Publication date 20 August 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0612220

zbMATH Keywords

diffusionlimit theoremrandom potentialstable processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Processes in random environments (60K37) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We consider a diffusion process $X$ in a random potential $V$ of the form $V_x=S_x-deltax$ where $delta$ is a positive drift and $S$ is a strictly stable process of index $alphain(1,2)$ with positive jumps. Then the diffusion is transient and $X_t/lo{g}^{a}lphat$ converges in law towards an exponential distribution. This behaviour contrasts with the case where $V$ is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as "slow" as in the recurrent setting.

Review text

The article considers a diffusion process \(X_t\) in a random potential, given by a quadratic potential perturbed by a stable process with index \(\alpha \in (1,2)\). It is proved that \(X_t/\log^{\alpha}t\) converges in law to an exponential random variable.

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Cited in

(10)

• Limit theorems for diffusions with a random potential
• Slow diffusion by Markov random flights
• Random walk in mixed random environment without uniform ellipticity
• Rates of convergence of a transient diffusion in a spectrally negative Lévy potential
• A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise
• Localization and number of visited valleys for a transient diffusion in random environment
• Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it drift
• Slow crossing of a stochastic layer
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment
• Estimates on the speedup and slowdown for a diffusion in a drifted Brownian potential

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