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Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
| Content Provider | Semantic Scholar |
|---|---|
| Author | Kasahara, Yuji Watanabe, Shinzo |
| Copyright Year | 2009 |
| Abstract | The long time asymptotics of the time spent on the positive side are discussed for one-dimensional diffusion processes in random environments. The limiting distributions under the log-log scale are obtained for the diffusion processes in the stable medium as well as for the Brox model. Similar problems are discussed for random walks in random environments and it is proved that the limiting laws are the same as in the case of diffusions. |
| Starting Page | 347 |
| Ending Page | 372 |
| Page Count | 26 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.spa.2008.02.005 |
| Volume Number | 119 |
| Alternate Webpage(s) | https://core.ac.uk/download/pdf/56642879.pdf |
| Alternate Webpage(s) | https://tsukuba.repo.nii.ac.jp/index.php?action=pages_view_main&active_action=repository_action_common_download&attribute_id=17&block_id=83&file_no=1&item_id=17552&item_no=1&page_id=13 |
| Alternate Webpage(s) | https://doi.org/10.1016/j.spa.2008.02.005 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |