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Title: The parabolic Anderson model with acceleration and deceleration
Authors: König, WolfgangSchmidt, Sylvia
Issue Date: 2010
Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik, Volume 1552, ISSN 0946-8633
Publisher: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
Abstract: We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets stuck. On this scale, a new interesting variational problem arises in the description of the asymptotics. Furthermore, we find an upper critical scale above which the potential enters the asymptotics only via some average, but not via its extreme values. We make out altogether five phases, three of which can be described by results that are qualitatively similar to those from the constant-speed parabolic Anderson model in earlier work by various authors. Our proofs consist of adaptations and refinements of their methods, as well as a variational convergence method borrowed from finite elements theory.
Keywords: Parabolic Anderson model; moment asymptotics; variational formulas; accelerated and decelerated diffusion; large deviations; random walk in random scenery
DDC: 510
License: This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.
Appears in Collections:Mathematik



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