67 research outputs found

    Multi-scale homogenization with bounded ratios and Anomalous Slow Diffusion

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    We show that the effective diffusivity matrix D(Vn)D(V^n) for the heat operator t(Δ/2Vn)\partial_t-(\Delta/2-\nabla V^n \nabla) in a periodic potential Vn=k=0nUk(x/Rk)V^n=\sum_{k=0}^n U_k(x/R_k) obtained as a superposition of Holder-continuous periodic potentials UkU_k (of period \T^d:=\R^d/\Z^d, dNd\in \N^*, Uk(0)=0U_k(0)=0) decays exponentially fast with the number of scales when the scale-ratios Rk+1/RkR_{k+1}/R_k are bounded above and below. From this we deduce the anomalous slow behavior for a Brownian Motion in a potential obtained as a superposition of an infinite number of scales: dyt=dωtV(yt)dtdy_t=d\omega_t -\nabla V^\infty(y_t) dtComment: 29 pages, 1 figure, submitted versio

    Scaling limit for trap models on Zd\mathbb{Z}^d

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    We give the ``quenched'' scaling limit of Bouchaud's trap model in d2{d\ge 2}. This scaling limit is the fractional-kinetics process, that is the time change of a dd-dimensional Brownian motion by the inverse of an independent α\alpha-stable subordinator.Comment: Published in at http://dx.doi.org/10.1214/009117907000000024 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Smallest Singular Value for Perturbations of Random Permutation Matrices

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    We take a first small step to extend the validity of Rudelson-Vershynin type estimates to some sparse random matrices, here random permutation matrices. We give lower (and upper) bounds on the smallest singular value of a large random matrix D+M where M is a random permutation matrix, sampled uniformly, and D is diagonal. When D is itself random with i.i.d terms on the diagonal, we obtain a Rudelson-Vershynin type estimate, using the classical theory of random walks with negative drift.Comment: 33 page

    Extreme gaps between eigenvalues of random matrices

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    This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth smallest gap, normalized by a factor n4/3n^{-4/3}, has a limiting density proportional to x3k1ex3x^{3k-1}e^{-x^3}. Concerning the largest gaps, normalized by n/lognn/\sqrt{\log n}, they converge in Lp{\mathrm{L}}^p to a constant for all p>0p>0. These results are compared with the extreme gaps between zeros of the Riemann zeta function.Comment: Published in at http://dx.doi.org/10.1214/11-AOP710 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org
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