A slow transient diffusion in a drifted stable potential
| dc.creator | Singh, Arvind | |
| dc.date | 2006-12-08 | |
| dc.date.accessioned | 2026-07-07T07:34:46Z | |
| dc.date.available | 2026-07-07T07:34:46Z | |
| dc.description | We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = §_x -δx$ where $δ$ is a positive drift and $§$ is a strictly stable process of index $α\in (1,2)$ with positive jumps. Then the diffusion is transient and $X_t / \log^αt$ converges in law towards an exponential distribution. This behaviour contrasts with the case where $\V$ is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as "slow" as in the recurrent setting. | |
| dc.identifier | https://arxiv.org/abs/math/0612220 | |
| dc.identifier | http://arxiv.org/abs/math/0612220 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/119883 | |
| dc.subject | Probability | |
| dc.subject | 60K37, 60J60, 60F05 | |
| dc.title | A slow transient diffusion in a drifted stable potential | |
| dc.type | text |