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タイトル: Rank-one perturbation formulas for the planar simple random walk in random potentials (Stochastic Analysis on Large Scale Interacting Systems)
著者: Kubota, Naoki
著者名の別形: クボタ, ナオキ
キーワード: 60K37
60F10
random walk in random potential
concentration inequalities
rank-one perturbation formula
発行日: Jul-2016
出版者: Research Institute for Mathematical Sciences, Kyoto University
誌名: 数理解析研究所講究録別冊
巻: B59
開始ページ: 237
終了ページ: 252
抄録: In this paper, we survey fluctuations around the mean value of the travel cost for the simple random walk in random potentials on the multidimensional cubic lattice. To analyze the fluctuations, it is important to obtain an upper bound on how much travel cost may change when a potentials are changed. Zerner [12, Lemma 12] studied this as a rank-one perturbation formula, and it works very well if the dimension is greater than two. We introduce a new rank-one perturbation formula toward improving the results in the two dimensional case.
記述: "Stochastic Analysis on Large Scale Interacting Systems". October 26~29, 2015. edited by Ryoki Fukushima, Tadahisa Funaki, Yukio Nagahata, Makoto Nakashima, Hirofumi Osada and Yoshiki Otobe. The papers presented in this volume of RIMS Kôkyûroku Bessatsu are in final form and refereed.
著作権等: © 2016 by the Research Institute for Mathematical Sciences, Kyoto University. All rights reserved.
URI: http://hdl.handle.net/2433/243605
出現コレクション:B59 Stochastic Analysis on Large Scale Interacting Systems

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