Exponential maximal-excursion estimate for diffusions in random environments

Fix xRdx\in\mathbb{R}^d, ωΩ\omega\in\Omega, and n0n\geq 0. Let Py,ωP_{y,\omega} denote the law of the diffusion started at yy in environment ω\omega, and let XLn2X^*_{L_n^2} be its maximal excursion up to time Ln2L_n^2. Exponential maximal-excursion estimate. For each vDnv\geq D_n and every yy satisfying

yx30dLn,|y-x|\leq 30\sqrt{d}L_n,

we have

Py,ω(XLn2v)exp(vDn).P_{y,\omega}(X^*_{L_n^2}\geq v)\leq \exp\left(-\frac{v}{D_n}\right).

This estimate provides the tail control needed to handle localization errors in stochastic homogenization. As with the Hölder control, the source says that it is not valid for every (x,ω,n)(x,\omega,n); according to the cited result, it is available for large nn with high probability on a large portion of space.

Sources & referencesView supporting material

Primary source

Benjamin J. Fehrman, “On the Exit Time and Stochastic Homogenization of Isotropic Diffusions in Large Domains”, arXiv:1602.08664 (2016).

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