Quenched and annealed heat kernel estimates for Brox's diffusion

Fuente: arXiv
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Main Authors: Chen, Xin, Wang, Jian
Format: Preprint
Published: 2025
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author Chen, Xin
Wang, Jian
author_facet Chen, Xin
Wang, Jian
contents Brox's diffusion is a typical one-dimensional singular diffusion, which was introduced by Brox (1986) as a continuous analogue of Sinai's random walk. In this paper, we will establish quenched heat kernel estimates for short time and annealed heat kernel estimates for large time of Brox's diffusion. The proofs are based on Brox's construction via the scale-transformation and the time-change arguments as well as the theory of resistance forms for symmetric strongly recurrent Markov processes. We emphasize that, since the reference measure of Brox's diffusion does not satisfy the so-called volume doubling conditions neither for the small scale nor the large scale, the existing methods for heat kernel estimates of diffusions in ergodic media do not work, and new techniques will be introduced to establish both quenched and annealed heat kernel estimates of Brox's diffusions, which take into account different oscillation properties for one-dimensional Brownian motion in random environments.
format Preprint
id arxiv_https___arxiv_org_abs_2509_08559
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Quenched and annealed heat kernel estimates for Brox's diffusion
Chen, Xin
Wang, Jian
Probability
Brox's diffusion is a typical one-dimensional singular diffusion, which was introduced by Brox (1986) as a continuous analogue of Sinai's random walk. In this paper, we will establish quenched heat kernel estimates for short time and annealed heat kernel estimates for large time of Brox's diffusion. The proofs are based on Brox's construction via the scale-transformation and the time-change arguments as well as the theory of resistance forms for symmetric strongly recurrent Markov processes. We emphasize that, since the reference measure of Brox's diffusion does not satisfy the so-called volume doubling conditions neither for the small scale nor the large scale, the existing methods for heat kernel estimates of diffusions in ergodic media do not work, and new techniques will be introduced to establish both quenched and annealed heat kernel estimates of Brox's diffusions, which take into account different oscillation properties for one-dimensional Brownian motion in random environments.
title Quenched and annealed heat kernel estimates for Brox's diffusion
topic Probability
url https://arxiv.org/abs/2509.08559