EXPONENTIAL DECAY-RATE OF SURVIVAL PROBABILITY IN A DISASTROUS RANDOMENVIRONMENT

Authors
SHIGA T
Citation
T. Shiga, EXPONENTIAL DECAY-RATE OF SURVIVAL PROBABILITY IN A DISASTROUS RANDOMENVIRONMENT, Probability theory and related fields, 108(3), 1997, pp. 417-439
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
108
Issue
3
Year of publication
1997
Pages
417 - 439
Database
ISI
SICI code
0178-8051(1997)108:3<417:EDOSPI>2.0.ZU;2-5
Abstract
We study the exponential decay rate of the survival probability up to time t > 0 of a random walker moving in Z(d) in a temporally and spati ally fluctuating random environment. When the random walker has a spee d parameter kappa > 0, we investigate the influence of kappa on the ex ponential decay rate lambda(d, kappa). In particular we prove that for any fixed d greater than or equal to 1, lambda(d, kappa) behaves like as log kappa as kappa SE arrow 0.