2009 Probability Seminar - 03

I will consider a random walk in random environment obtained by putting iid bond weights $\mu_e$ on the bonds in the lattice $Z^d$.(Here $d\ge 3$). We assume $\mu_e \ge 1$, but have heavy tails: $P(\mu_e > t) \sim t^{-\alpha}$ with $\alpha \in (0,1)$. This process, when suitably rescaled, converges to a non Markovian process, called 'fractional kinetic motion'. This is joint work with J. Cerny.