Principal eigenvalue for random walk among random traps on Z^d

Jean-Christophe Mourrat

Let $({\tau }_x{)}_{x\in {\mathbb{Z}}^d}$ be i.i.d. random variables with heavy (polynomial) tails. Given $a\in [0,1]$, we consider the Markov process defined by the jump rates $ω_{x \to y} = {τ_x…