We consider a homogeneous continuous-time random walk (CTRW) on the lattice $Z^{d}$, $d=1,2,ldots$ which is a kind of random trap model in a time-dependent (``dynamic'') environment. The waiting time distribution is renewed at each jump, and is given by a general probability density depending on a parameter $eta>0$ such that the average waiting time is finite for $eta >1$ and infinite for $eta in (0, 1]$. By applying analytic methods introduced in a previous paper we prove that the asymptotics of the quenched CTRW and of its annealed version are the same for all $eta >0$ and $dgeq 1$. We also exhibit explicit formulas for the correction term to the quenched asymptotics. For the border-line case $eta=1$ we find an explicit expression for the annealed limiting distribution, which is, to our knowledge, new.

Boldrighini, C., Pellegrinotti, A., Zhizhina, E.A. (2019). Regular and singular continuous time random walk in dynamical random environment. MOSCOW MATHEMATICAL JOURNAL, 19(1), 51-76 [10.17323/1609-4514-2019-19-1-51-76].

Regular and singular continuous time random walk in dynamical random environment

A. Pellegrinotti;E. A. Zhizhina
2019-01-01

Abstract

We consider a homogeneous continuous-time random walk (CTRW) on the lattice $Z^{d}$, $d=1,2,ldots$ which is a kind of random trap model in a time-dependent (``dynamic'') environment. The waiting time distribution is renewed at each jump, and is given by a general probability density depending on a parameter $eta>0$ such that the average waiting time is finite for $eta >1$ and infinite for $eta in (0, 1]$. By applying analytic methods introduced in a previous paper we prove that the asymptotics of the quenched CTRW and of its annealed version are the same for all $eta >0$ and $dgeq 1$. We also exhibit explicit formulas for the correction term to the quenched asymptotics. For the border-line case $eta=1$ we find an explicit expression for the annealed limiting distribution, which is, to our knowledge, new.
2019
Boldrighini, C., Pellegrinotti, A., Zhizhina, E.A. (2019). Regular and singular continuous time random walk in dynamical random environment. MOSCOW MATHEMATICAL JOURNAL, 19(1), 51-76 [10.17323/1609-4514-2019-19-1-51-76].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11590/344688
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