Localization and number of visited valleys for a transient diffusion in random environment

TL;DR

This paper studies a transient diffusion in a random environment, demonstrating localization near environment-dependent minima, aging, renewal properties, and a CLT for the number of valleys visited, revealing detailed asymptotic behaviors.

Contribution

It introduces new results on localization, aging, and valley visitation statistics for diffusions in a specific random environment, with detailed probabilistic analysis.

Findings

Localization near environment-dependent minima

Aging phenomenon in the diffusion process

Central limit theorem for number of valleys visited

Abstract

We consider a transient diffusion in a $(-\kappa/2)$-drifted Brownian potential $W\_{\kappa}$ with $0\textless{}\kappa\textless{}1$. We prove its localization at time $t$ in the neighborhood of some random points depending only on the environment, which are the positive $h\_t$-minima of the environment, for $h\_t$ a bit smaller than $\log t$. We also prove an Aging phenomenon for the diffusion, a renewal theorem for the hitting time of the farthest visited valley, and provide a central limit theorem for the number of valleys visited up to time $t$. The proof relies on a decomposition of the trajectory of $W\_{\kappa}$ in the neighborhood of $h\_t$-minima, with the help of results of A. Faggionato, and on a precise analysis of exponential functionals of $W\_{\kappa}$ and of $W\_{\kappa}$ Doob-conditioned to stay positive.