Stability and instability of gaussian heat kernel estimates for random walks among time-dependent conductances

Ruojun Huang, Takashi Kumagai

研究成果: Article査読

8 被引用数 (Scopus)

抄録

We consider time-dependent random walks among time-dependent conductances. For discrete time random walks, we show that, unlike the time-independent case, two-sided Gaussian heat kernel estimates are not stable under perturbations. This is proved by giving an example of a ballistic and transient time-dependent random walk on ℤ among uniformly elliptic time-dependent conductances. For continuous time random walks, we show the instability when the holding times are i.i.d. exp(1), and in contrast, we prove the stability when the holding times change by sites in such a way that the base measure is a uniform measure.

本文言語English
論文番号5
ジャーナルElectronic Communications in Probability
21
DOI
出版ステータスPublished - 2016
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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