Bouchaud’s Model Exhibits Two Different Aging Regimes in Dimension One
نویسنده
چکیده
Let Ei be a collection of i.i.d. exponential random variables. Bouchaud’s model on Z is a Markov chain X(t) whose transition rates are given by wij = ν exp(−β((1 − a)Ei − aEj)) if i, j are neighbours in Z. We study the behaviour of two correlation functions: P[X(tw + t) = X(tw)] and P [ X(t) = X(tw)∀t′ ∈ [tw, tw + t] ] . We prove the (sub)aging behaviour of these functions when β > 1 and a ∈ [0, 1].
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