Thumbnail

Einstein relation for random walks in random environments

Olla, Stefano; Komorowski, Tomasz (2005), Einstein relation for random walks in random environments, Stochastic Processes and their Applications, 115, 8, p. 1279-1301. http://dx.doi.org/10.1016/j.spa.2005.03.009

View/Open
Type
Article accepté pour publication ou publié
Date
2005
Journal name
Stochastic Processes and their Applications
Volume
115
Number
8
Publisher
Elsevier
Pages
1279-1301
Publication identifier
Metadata
Show full item record
Author(s)
Olla, Stefano cc
Komorowski, Tomasz
Abstract (EN)
We consider a tracer particle performing a nearest neighbor random walk on View the MathML source in dimension dgreater-or-equal, slanted3 with random jump rates. This kind of a walk models the motion of a charged particle under a constant external electric field. We assume that the jump rates admit only two values 0<γ-<γ+<+∞, representing the lower and upper conductivities. We prove the existence of the mobility coefficient and that it equals to the diffusivity coefficient of the particle in zero external field.
Subjects / Keywords
Passive tracer; Random walk in random environment; Einstein relation