Tightness of localization and return time in random environment

Consider a class of diffusions with random potentials which behave asymptotically as Brownian motion. We study the tightness of localization around the bottom of some Brownian valley, and determine the limit distribution of the return time to the origin after a typical time. Via the Skorokhod embedding in random environment, we also solve the return time problem for Sinai's walk.

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Year of publication:	2000
Authors:	Hu, Yueyun
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 86.2000, 1, p. 81-101
Publisher:	Elsevier
Keywords:	Tightness of localization Return time Valley Diffusion with random potential Sinai's walk in random environment

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874644