Metastable states in Brownian energy landscape
| Autor: | Dimitris Cheliotis |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2013 |
| Předmět: |
Statistics and Probability
Excursion theory Confluent hypergeometric function Renewal cluster process Probability (math.PR) Mathematical analysis Energy landscape Ornstein–Uhlenbeck process Brownian excursion 60K37 60G55 60F05 60K37 Diffusion process Reflected Brownian motion Confluent hypergeometric equation 60F05 Diffusion in random environment FOS: Mathematics 60G55 Brownian motion Statistics Probability and Uncertainty Mathematics - Probability Mathematical physics Mathematics |
| Zdroj: | Ann. Inst. H. Poincaré Probab. Statist. 51, no. 3 (2015), 917-934 |
| Popis: | Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard Brownian motion, we study the process of depths of the consecutive wells of increasing depth that the motion visits. When these depths are looked in logarithmic scale, they form a stationary renewal cluster process. We give a description of the structure of this process and derive from it the almost sure limit behavior and the fluctuations of the empirical density of the process. 21 pages, 6 figures |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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