Principal eigenvalue for random walk among random traps on Z^d
| dc.creator | Mourrat, Jean-Christophe | |
| dc.date | 2008-05-06 | |
| dc.date | 2009-02-02 | |
| dc.date.accessioned | 2026-07-07T12:35:59Z | |
| dc.date.available | 2026-07-07T12:35:59Z | |
| dc.description | Let $(τ_x)_{x \in \Z^d}$ be i.i.d. random variables with heavy (polynomial) tails. Given $a \in [0,1]$, we consider the Markov process defined by the jump rates $ω_{x \to y} = {τ_x}^{-(1-a)} {τ_y}^a$ between two neighbours $x$ and $y$ in $\Z^d$. We give the asymptotic behaviour of the principal eigenvalue of the generator of this process, with Dirichlet boundary condition. The prominent feature is a phase transition that occurs at some threshold depending on the dimension. | |
| dc.description | 17 pages, v2: simplified proofs in section 3 | |
| dc.identifier | https://arxiv.org/abs/0805.0706 | |
| dc.identifier | http://arxiv.org/abs/0805.0706 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/217947 | |
| dc.subject | Probability | |
| dc.subject | 60K37; 82B41; 47A75 | |
| dc.title | Principal eigenvalue for random walk among random traps on Z^d | |
| dc.type | text |