On birth and death processes in symmetric random environment
On birth and death processes in symmetric random environment
复制标题
对称随机环境中的出生和死亡过程
DOI:
10.1007/bf01010495
复制
发表时间:
1984
影响因子:
1.6
通讯作者:
H. Kesten
中科院分区:
文献类型:
--
作者:
K. Kawazu;H. Kesten
We prove a limit theorem for a process in a random one-dimensional medium, which has been considered before as a model for hopping conduction in a disordered medium. To the edge between the two integersj and (j+ 1) a rate λj > 0 is attached. Theseλj:j integral are taken as independent, identically distributed random variables, and represent the medium. For given values λj, X(t) is a Markov chain in continuous time which jumps fromj to (j + 1) and from (j + 1) toj at the same rate λj. We show that in many cases there exists normalizing constants y(t) (which tend to oo witht) such that the distribution of X(t)/γ(t), or more generally of the whole processX(st)/γ(t)S⩾0, converges to a limit as t→ ∞. The limit process is continuous and self-similar.