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Einstein relation for reversible diffusions in a random environment

delete2011-09-15
delete23
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N
Nina Gantert *
P
Pierre Mathieu
A
Andrey Piatnitski
DOI:10.1002/cpa.20389delete
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Abstract

Abstract

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We consider reversible diffusions in a random environment 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. The Einstein relation is conjectured to hold for a variety of models but so far it has only been proved in particular cases. Our proof makes use of homogenization arguments, the Girsanov transform, and a refinement of the regeneration times introduced by Shen. (C) 2011 Wiley Periodicals, Inc.
Keywords:
MARKOV-PROCESSES
RANDOM-WALK
INVARIANCE-PRINCIPLE
MOTT LAW
HOMOGENIZATION
PARTICLE
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Journal

Communications on Pure and Applied Mathematics cover
Communications on Pure and Applied Mathematics
IF:
2.7
Papers:
1.5K
Citations:
1.1W

Organization

T
Technical University of Munich
Scholars:
5.2W
Papers: 3.9W
Citations: 6.2W
R
russian academy of science lebedev physical institute
Scholars:
2.3K
Papers: 2.0K
Citations: 1
U
uit the arctic university of tromso
Scholars:
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Papers: 8.6K
Citations: 10
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