Examples of Condition (T ) for Diffusions in a Random Environment

نویسنده

  • Tom Schmitz
چکیده

With the help of the methods developed in [21], we highlight condition (T ) as a source of new examples of ’ballistic’ diffusions in a random environment when d ≥ 2 (’ballistic’ means that a strong law of large numbers with non-vanishing limiting velocity holds). In particular we are able to treat the case of non-constant diffusion coefficients, a feature that causes problems. Further we recover the ballistic character of two important classes of diffusions in a random environment by simply checking condition (T ). This not only points out to the broad range of examples where condition (T ) can be checked, but also fortifies our belief that condition (T ) is a natural contender for the characterisation of ballistic diffusions in a random environment when d ≥ 2

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Diffusions in random environment and ballistic behaviour

In this thesis, we study continuous diffusions in random environment on Rd . The randomness in the environment is incorporated in the diffusion matrix and the drift term that are stationary random variables. Once the environment is chosen, it remains fixed in time, and the diffusion evolving in this frozen environment is a Markov process. To restore some stationarity, it is common to average bo...

متن کامل

A Useful Family of Stochastic Processes for Modeling Shape Diffusions

 One of the new area of research emerging in the field of statistics is the shape analysis. Shape is defined as all the geometrical information of an object whose location, scale and orientation is not of interest. Diffusion in shape analysis can be studied via either perturbation of the key coordinates identifying the initial object or random evolution of the shape itself. Reviewing the f...

متن کامل

Probability on Groups: Random Walks and Invariant Diffusions, Volume 48, Number 9

968 NOTICES OF THE AMS VOLUME 48, NUMBER 9 W hat do card shuffling, volume growth, and Harnack inequalities have to do with each other? They all arise in the study of random walks on groups. Probability on groups is concerned with probability measures and random processes whose properties are dictated in part by an underlying group structure. It is a diverse area where one finds both sophistica...

متن کامل

Probability on groups: Random walks and invariant diffusions

Introduction What do card shuffling, volume growth, and Harnack inequalities have to do with each other? They all arise in the study of random walks on groups. Probability on groups is concerned with probability measures and random processes whose properties are dictated in part by an underlying group structure. It is a diverse area where one finds both sophisticated theories and the analysis o...

متن کامل

Optimal Stopping of Linear Diffusions with Random Discounting

We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or reflecting boundaries. The method uses a concave characterization of excessive functions for linear diffusions killed at a rate determined by a Markov additive functional and reduces the original problem to an undiscounted opt...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006