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Pré-Publication, Document De Travail Année : 2013

Localization and number of visited valleys for a transient diffusion in random environment

Résumé

We consider a transient diffusion in a $(-\kappa/2)$-drifted Brownian potential $W_{\kappa}$ with $0<\kappa<1$. We prove its localization before time $t$ in an a neighborhood of some random points depending only on the environment, which are the positive $h_t$-minima of the environment, for $h_t$ a bit smaller than $\log t$ . We also prove an Aging phenomenon for the diffusion, and provide a central limit theorem for the number of valleys visited up to time $t$. The proof relies on a Williams' decomposition of the trajectory of $\wk$ in the neighborhood of local minima, with the help of results of Faggionato \cite{Faggionato}, and on a precise analysis of exponential functionals of $W_{\kappa}$ and of 3-dimensional $(-\kappa/2)$-drifted Bessel processes.
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Dates et versions

hal-00908626 , version 1 (25-11-2013)
hal-00908626 , version 2 (18-11-2014)
hal-00908626 , version 3 (09-03-2015)

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Pierre Andreoletti, Alexis Devulder. Localization and number of visited valleys for a transient diffusion in random environment. 2013. ⟨hal-00908626v1⟩
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