SearcharxivSearch

arXiv subjects

Laurent Goergen

Publications and source records attributed to Laurent Goergen.

2 recordsLinked to original sources

An effective criterion and a new example for ballistic diffusions in random environment

In the setting of multidimensional diffusions in random environment, we carry on the investigation of condition $(T')$, introduced by Sznitman [Ann. Probab. 29 (2001) 723--764] and by Schmitz [Ann. Inst. H. Poincaré Probab. Statist. 42 (2006) 683--714] respectively in the discrete and continuous setting, and which implies a law of large numbers with nonvanishing limiting velocity (ballistic behavior) as well as a central limit theorem. Specifically, we show that when $d\geq2$, $(T')$ is equivalent to an effective condition that can be checked by local inspection of the environment. When $d=1$, we prove that condition $(T')$ is merely equivalent to almost sure transience. As an application of the effective criterion, we show that when $d\geq4$ a perturbation of Brownian motion by a random drift of size at most $ε>0$ whose projection on some direction has expectation bigger than $ε^{2-η},η>0$, satisfies condition $(T')$ when $ε$ is small and hence exhibits ballistic behavior. This class of diffusions contains new examples of ballistic behavior which in particular do not fulfill the condition in [Ann. Inst. H. Poincaré Probab. Statist. 42 (2006) 683--714], (5.4) therein, related to Kalikow's condition.

math.PR

Limit velocity and zero--one laws for diffusions in random environment

We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in this direction equals either zero or one. Combined with our results on the limiting velocity, this implies a strong law of large numbers in two dimensions.

math.PR