Please use this identifier to cite or link to this item: https://dspace.ctu.edu.vn/jspui/handle/123456789/4241
Title: Einstein relation for reversible random walks in random environment on Z
Authors: Lâm, Hoàng Chương
Depauw, Jerome
Keywords: Einstein relation
Random walk
Random environment
Issue Date: 2016
Series/Report no.: Stochastic Processes and their Applications;126 .- p.983-996
Abstract: The aim of this paper is to consider reversible random walk in a random environment in one dimension and prove the Einstein relation for this model. It says that the derivative at 0 of the effective velocity under an additional local drift equals the diffusivity of the model without drift (Theorem 1.2). Our method here is very simple: we solve the Poisson equation (Pω−I)g=f and then use the pointwise ergodic theorem in Wiener (1939) to treat the limit of the solutions to obtain the desired result. There are analogous results for Markov processes with discrete space and for diffusions in random environment.
URI: http://dspace.ctu.edu.vn/jspui/handle/123456789/4241
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