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arXiv 1602.06322math.PR
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动态随机环境中随机游动的$L^2$ -扰动分析

Analysis of random walks in dynamic random environments via $L^2$-perturbations

L. Avena, O. Blondel, A. Faggionato

摘要:

考虑了$\mathbb{Z}^d$上马氏动力学所给出的动态随机环境中的随机游动.我们假设环境具有平稳分布$μ$并且满足Poincaré不等式w.r.t. $μ$。随机游动是另一个随机游动的扰动(称为“未扰动”)。我们假设从未扰动的随机游动观察到的环境也具有平稳分布$μ$。扰动和未扰动的随机游动都可以很大程度上依赖于环境,并且不假设是有限范围的。我们推导出一个大数定律,一个平均不变原理的位置的步行者和一个级数展开的渐近速度。我们还提供了一个条件的非退化的扩散,并描述了一些细节的平衡和收敛性能的环境中看到的步行者。所有这些结果都是基于一个更一般的扰动分析的运营商,我们得到的背景下的$L^2$有界扰动的马尔可夫过程通过所谓的戴森-菲利普斯展开。

英文摘要:

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $μ$ and satisfies the Poincaré inequality w.r.t. $μ$. The random walk is a perturbation of another random walk (called "unperturbed"). We assume that also the environment viewed from the unperturbed random walk has stationary distribution $μ$. Both perturbed and unperturbed random walks can depend heavily on the environment and are not assumed to be finite-range. We derive a law of large numbers, an averaged invariance principle for the position of the walker and a series expansion for the asymptotic speed. We also provide a condition for non-degeneracy of the diffusion, and describe in some details equilibrium and convergence properties of the environment seen by the walker. All these results are based on a more general perturbative analysis of operators that we derive in the context of $L^2$-bounded perturbations of Markov processes by means of the so-called Dyson-Phillips expansion.

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