We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. [18], [7]. In addition we show that the covariance matrix of the limiting Gaussian random vector corresponding to the diffusion with drift converges, as the drift vanishes, to the covariance of the homogenized diffusion with zero drift.
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition appears. In this paper we study the intermediately subcritical case, which constitutes the borderline within this phase transition. We study the asymptotic behavior of the survival probability. Next the size of the population and the shape of the random environment...
In this article it is shown that the brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete n-vertex ordered graph trees whose search-depth functions converge to the brownian excursion as n→∞. We prove both a quenched version (for typical realisations of the trees) and an annealed version (averaged over all realisations of the trees) of our main result. The assumptions of the article cover the important example of simple random walks...
We consider a simple random walk of length N, denoted by (Si)i∈{1, …, N}, and we define (wi)i≥1 a sequence of centered i.i.d. random variables. For K∈ℕ we define ((γi−K, …, γiK))i≥1 an i.i.d sequence of random vectors. We set β∈ℝ, λ≥0 and h≥0, and transform the measure on the set of random walk trajectories with the hamiltonian λ∑i=1N(wi+h)sign(Si)+β∑j=−KK∑i=1Nγij1{Si=j}. This transformed path measure describes an hydrophobic(philic) copolymer interacting with a layer of width 2K around an interface...