Long-time tails in a random diffusion model

DOI10.1007/BF01050432zbMath0893.60078MaRDI QIDQ1379359

W. Th. F. den Hollander, Frank Redig, Jan Naudts

Publication date: 10 August 1998

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremlocal timesTauberian theoremspectral theoremrandom walk in random environmentenvironment processlong-time tail

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Related Items (2)

Dynamic structure factor in a random diffusion model ⋮ Non-criticality criteria for Abelian sandpile models with sources and sinks

Cites Work

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• An invariance principle for reversible Markov processes. Applications to random motions in random environments
• Nash estimates and the asymptotic behavior of diffusions
• A long-time tail for random walk in random scenery
• Arbitrarily slow decay of correlations in quasiperiodic solutions.
• Renormalization group for diffusion in a random medium

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