Electronic Communications in Probability · 2016 · 10 citations · 7 references
EngineeringMathematicsPhysicsDynamical SystemsProbability TheoryStochastic ProcessesDiffusion ProcessesDiscrete-time Stochastic ProcessesMarkov ProcessesRandom WalksStatistical MechanicsStochastic Stability
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 $\mathbb{Z}$ 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.
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Recent progress on the Random Conductance Model
Marek Biskup · Probability Surveys · 2011 · 198 citations · Full text