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arxiv: 1311.6332 · v2 · pith:L4H23FZ5new · submitted 2013-11-25 · 🧮 math.PR

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

classification 🧮 math.PR
keywords kappadiffusionenvironmenttimevisitedlocalizationminimaneighborhood
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We consider a transient diffusion in a $(-\kappa/2)$-drifted Brownian potential $W\_{\kappa}$ with $0\textless{}\kappa\textless{}1$. We prove its localization at time $t$ in the 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, a renewal theorem for the hitting time of the farthest visited valley, and provide a central limit theorem for the number of valleys visited up to time $t$. The proof relies on a decomposition of the trajectory of $W\_{\kappa}$ in the neighborhood of $h\_t$-minima, with the help of results of A. Faggionato, and on a precise analysis of exponential functionals of $W\_{\kappa}$ and of $W\_{\kappa}$ Doob-conditioned to stay positive.

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