2011
DOI: 10.1002/cpa.20389
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Einstein relation for reversible diffusions in a random environment

Abstract: We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative at 0 of the effective velocity under an additional local drift equals the diffusivity of the model without drift. The Einstein relation is conjectured to hold for a variety of models but it is proved insofar only in particular cases. Our proof makes use of homogenization arguments, the Girsanov transform, and a refinement of the regeneration times introduced in [25].

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Cited by 25 publications
(59 citation statements)
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“…By the previous observations and by the second identity in (16), we also obtain that the limit v Y (λ) := lim n→∞ Y n n (88) exists P ∞ P -a.s. and equals E[Z 0 ]v X ∞ (λ). As a consequence, v Y (λ) is deterministic, finite and strictly positive.…”
Section: Proof Of Theorem 1: the Ballistic Regimesupporting
confidence: 65%
“…By the previous observations and by the second identity in (16), we also obtain that the limit v Y (λ) := lim n→∞ Y n n (88) exists P ∞ P -a.s. and equals E[Z 0 ]v X ∞ (λ). As a consequence, v Y (λ) is deterministic, finite and strictly positive.…”
Section: Proof Of Theorem 1: the Ballistic Regimesupporting
confidence: 65%
“…In our definition we follow the formulation of [SZ99]. There are two main changes from the classical regeneration time structure of the above mentioned papers: First, we have to allow the random walk to backtrack a distance of order (p − p c ) −1 , similar to the construction in [GMP12,GGN17]. Second, to obtain a stationary sequence even with backtracking, we have to control the environment where the walker regenerates.…”
Section: The Regeneration Structurementioning
confidence: 99%
“…It finally remains to prove (8.33). We begin by proving the analogue of Lemma 5.13 in [13]. While the proof is essentially the same, we have to replace the independence property of the times between two regenerations by the 1dependence property.…”
Section: Definition 84mentioning
confidence: 99%