Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Tightness of localization and return time in random environment

Auteur(s):

Code(s) de Classification MSC:

Résumé: Consider a class of diffusions with random potentials which asymptotically behave as a Brownian motion, we study the tightness of localization around the bottom of some Brownian valley, and determine the limit distribution of their 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.

Mots Clés: Tightness of localization; return time; valley; diffusion with random potential; Sinai's walk in random environment

Date: 1999-03-29

Prépublication numéro: PMA-496