原创力文档- 1、本文档共13页，可阅读全部内容。
- 2、原创力文档（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。
- 3、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击 这里二次下载。
- 4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
- 5、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
- 6、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
- 7、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
- 8、VIP文档为合作方或网友上传，每下载1次， 网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档
查看更多
Special examples of diffusions in random environment.pdf
Stochastic Processes and their Applications 119 (2009) 924–936 /locate/spa
Special examples of diffusions in random environment
Ivan del Tenno?
Department of Mathematics, ETH Zurich, CH-8092 Zurich, Switzerland Received 11 December 2007; received in revised form 29 May 2008; accepted 5 June 2008
Available online 12 June 2008
Abstract
In this note we present some examples of diffusions in random environment whose asymptotic behavior is rather surprising. We construct a family of diffusions that are small perturbations of Brownian motion with non-vanishing expected local drift under the static measure of the environment but where the ballistic behavior is lost. As slight modi?cations of this collection of diffusions we also provide examples with ballistic behavior where the non-vanishing limiting velocity points to a direction opposite to the expected local drift under the static measure. c 2008 Elsevier B.V. All rights reserved.
MSC: 82D30; 60K37
Keywords: Diffusions in random environment; Invariant ergodic measure; Environment viewed from the particle
1. Introduction
In this note we construct examples of diffusions in random environment which are small perturbations of Brownian motion and behave diffusively although their expected local drift does not vanish. We also provide examples where the diffusion has non-degenerate asymptotic velocity but the average local drift vanishes, as well as examples where the asymptotic velocity points in the opposite direction to the average local drift. These examples show that the naive guess that the average local drift controls whether the diffusion is ballistic (i.e. has nondegenerate velocity) or not, is wrong, even for small perturbations of Brownian motion. The crucial tool in the construction of the above examples is the so-called method of the environment viewed from the particle, see below (1.9) for more comments and references on this technique.
? Tel.: +41 44 632 3443. E-mail address: deltenno@math.ethz.ch.
0304-4149/$
您可能关注的文档
- Radiocapitellar contact characteristics during prosthetic radial head subluxation.pdf
- Rain viewed as relaxational events.pdf
- Raman spectral characteristics of magmatic-contact metamorphic coals from Huainan Coalfield, China.pdf
- Raout-in Color rendering of objects in a daylit room viewed from outdoors.pdf
- Rapid determination of trace level copper in tea infusion samples by solid contact ion selective electrode.pdf
- RC电路的暂态响应.ppt
- Reactivity of contact ion pairs in a charged monotopic receptor.pdf
- Real-time frequency-based noise-robust Automatic Speech Recognition using Multi-Nets Artificial Neural Networks A multi-views multi-learners approach.pdf
- Real-time generation of multi-view video plus depth content using mixed narrow and wide baseline.pdf
- Real-time internal standardization with an axially-viewed inductively coupled plasma for optical emission spectrometry.pdf
文档评论（0）