00-353 L.R.G. Fontes, M. Isopi, C.M. Newman
Random walks with strongly inhomogeneous rates and singular diffusions: convergence, localization and aging in one dimension (77K, LaTeX 2e) Sep 9, 00
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Abstract. Let $\tau = (\tau_i : i \in \z)$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X\, = \,(X_t : t\geq0,\,X_0=0)$, be a continuous-time simple symmetric random walk on $\z$ with inhomogeneous rates $(\tau_i^{-1} : i \in \z)$. When $F$ is in the domain of attraction of a stable law of exponent $\a<1$ (so that $\E(\tau_i) = \infty$ and X is subdiffusive), we prove that $(X,\tau)$, suitably rescaled (in space and time), converges to a natural (singular) diffusion $Z \, = \, (Z_t : t\geq0,\,Z_0=0)$ with a random (discrete) speed measure $\rho$. The convergence is such that the amount of localization'', $\E \sum_{i \in \z} [\P(X_t = i|\tau)]^2$ converges as $t \to \infty$ to $\E \sum_{z \in \r} [\P(Z_s = z|\rho)]^2 \,>\,0$, which is independent of $s>0$ because of scaling/self-similarity properties of $(Z,\rho)$. The scaling properties of $(Z,\rho)$ are also closely related to the aging'' of $(X,\tau)$. Our main technical result is a general convergence criterion for localization and aging functionals of diffusions/walks $Y^{(\e)}$ with (nonrandom) speed measures $\me \to \mu$ (in a sufficiently strong sense).

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