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Carlos Gabriel Pacheco

Publications and source records attributed to Carlos Gabriel Pacheco.

2 recordsLinked to original sources

From the Sinai's walk to the Brox diffusion using bilinear forms

Using the generators, we establish a connection between the Sinai's random walk and the so-called Brox process. We first find the Dirichlet form of the Brox diffusion, and then prove that it is the limit of the Dirichlet form of the Sinai's random walk. This also gives a natural way to connect between the Brox diffusion and the Brownian motion.

math.PR

Random eigenvalues from a stochastic heat equation

In this paper we prove the convergence of the eigenvalues of a random matrix that approximates a random Schrödinger operator. Originally, such random operator arises from a stochastic heat equation. The proof uses a detailed topological analysis of certain spaces of functions where the operators act.

math.PR