Variance limite d'une marche aléatoire réversible en milieu aléatoire sur Z (Limit of the Variance of a Reversible Random Walk in Random Medium on Z)

Details Variance limite d'une marche aléatoire réversible en milieu aléatoire sur Z (Limit of the Variance of a Reversible Random Walk in Random Medium on Z) Variance limite d'une marche aléatoire réversible en milieu aléatoire sur Z (Limit of the Variance of a Reversible Random Walk in Random Medium on Z)

2009-02-03

arxiv.org/abs/0902.0584v1

Mathematics

Probability

Scientific paper

The Central Limit Theorem for the random walk on a stationary random network of conductances has been studied by several authors. In one dimension, when conductances and resistances are integrable, and following a method of martingale introduced by S. Kozlov (1985), we can prove the Quenched Central Limit Theorem. In that case the variance of the limit law is not null. When resistances are not integrable, the Annealed Central Limit Theorem with null variance was established by Y. Derriennic and M. Lin (personal communication). The quenched version of this last theorem is proved here, by using a very simple method. The similar problem for the continuous diffusion is then considered. Finally our method allows us to prove an inequality for the quadratic mean of a diffusion (X_t)_t at all time t.

Affiliated with

Also associated with

No associations

Rating

Variance limite d'une marche aléatoire réversible en milieu aléatoire sur Z (Limit of the Variance of a Reversible Random Walk in Random Medium on Z) does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Variance limite d'une marche aléatoire réversible en milieu aléatoire sur Z (Limit of the Variance of a Reversible Random Walk in Random Medium on Z), we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Variance limite d'une marche aléatoire réversible en milieu aléatoire sur Z (Limit of the Variance of a Reversible Random Walk in Random Medium on Z) will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-298111