Principal eigenvalue for random walk among random traps on Zd
Abstract
Let (τx)x ∈ d be i.i.d. random variables with heavy (polynomial) tails. Given a ∈ [0,1], we consider the Markov process defined by the jump rates ωx y = τx-(1-a) τya between two neighbours x and y in d. We give the asymptotic behaviour of the principal eigenvalue of the generator of this process, with Dirichlet boundary condition. The prominent feature is a phase transition that occurs at some threshold depending on the dimension.
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