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Quenched invariance principle for random walks among random conductances with stable-like jumps

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Authors : Kumagai, Takashi (Author of the conference)
CIRM (Publisher )

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Abstract : Consider random conductances that allow long range jumps. In particular we consider conductances $C_{xy} = w_{xy}|x − y|^{−d−\alpha}$ for distinct $x, y \in Z^d$ and $0 < \alpha < 2$, where $\lbrace w_{xy} = w_{yx} : x, y \in Z^d\rbrace$ are non-negative independent random variables with mean 1. We prove that under some moment conditions for $w$, suitably rescaled Markov chains among the random conductances converge to a rotationally symmetric $\alpha$-stable process almost surely w.r.t. the randomness of the environments. The proof is a combination of analytic and probabilistic methods based on the recently established de Giorgi-Nash-Moser theory for processes with long range jumps. If time permits, we also discuss quenched heat kernel estimates as well. This is a joint work with Xin Chen (Shanghai) and Jian Wang (Fuzhou).

Keywords : random conductance model; long range jump; stable-like process; quenched invariance principle

MSC Codes :
60G51 - Processes with independent increments; Lévy processes
60G52 - Stable processes
60J25 - Continuous-time Markov processes on general state spaces
60J75 - Jump processes

    Information on the Video

    Film maker : Hennenfent, Guillaume
    Language : English
    Available date : 20/12/2018
    Conference Date : 10/12/2018
    Subseries : Research talks
    arXiv category : Probability
    Mathematical Area(s) : Probability & Statistics ; Mathematical Physics
    Format : MP4 (.mp4) - HD
    Video Time : 00:53:21
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2018-12-10_kumagai.mp4

Information on the Event

Event Title : Non standard diffusions in fluids, kinetic equations and probability / Diffusions non standards en mécanique des fluides, équations cinétiques et probabilités
Event Organizers : Imbert, Cyril ; Mouhot, Clément ; Tristani, Isabelle
Dates : 10/12/2018 - 14/12/2018
Event Year : 2018
Event URL : https://conferences.cirm-math.fr/1862.html

Citation Data

DOI : 10.24350/CIRM.V.19483103
Cite this video as: Kumagai, Takashi (2018). Quenched invariance principle for random walks among random conductances with stable-like jumps. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19483103
URI : http://dx.doi.org/10.24350/CIRM.V.19483103

See Also

Bibliography

  • Chen, X., Kumagai, T., & Wang, J. (2018). Random Conductance Models with Stable-like Jumps I: Quenched Invariance Principle.〈arXiv:1805.04344〉 - https://arxiv.org/abs/1805.04344



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