Heat-kernel estimates for random walk among random conductances with heavy tail
Omar Boukhadra
Stochastic Processes and their Applications, 2010, vol. 120, issue 2, 182-194
Abstract:
We study models of discrete-time, symmetric, -valued random walks in random environments, driven by a field of i.i.d. random nearest-neighbor conductances [omega]xy[set membership, variant][0,1], with polynomial tail near 0 with exponent [gamma]>0. We first prove for all d>=5 that the return probability shows an anomalous decay (non-Gaussian) that approaches (up to sub-polynomial terms) a random constant times n-2 when we push the power [gamma] to zero. In contrast, we prove that the heat-kernel decay is as close as we want, in a logarithmic sense, to the standard decay n-d/2 for large values of the parameter [gamma].
Keywords: Random; walk; Random; environments; Markov; chains; Random; conductances; Percolation (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(09)00212-9
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:120:y:2010:i:2:p:182-194
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().