Weak and almost sure limits for the parabolic anderson model with heavy tailed potentials (Q2378638)
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Weak and almost sure limits for the parabolic anderson model with heavy tailed potentials (English)
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13 January 2009
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The authors study the parabolic Anderson problem, i.e., the heat equation on the \(d\)-dimensional lattice with random i.i.d. potential and localized initial condition. They analyze the large-time behaviour of the total mass of the solution in the special case where the potential distribution is heavy-tailed, more precisely, where it falls into two paradigm classes of such distributions, the Pareto distribution (polynomial tails) and the Weibull distribution (stretched-exponential tails). In both cases, they find asymptotic expansions for the logarithm of the total mass up to the first random term, described in terms of weak limit laws. In the first case, already the first term is random; in the second, the authors find random fluctuations in the almost sure asymptotics of the second term of the expansion, but in the weak sense the fourth term is the lowest random term. The main tools are techniques from extreme value theory.
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Anderson Hamiltonian
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parabolic Anderson problem
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long term behavior
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intermittency
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localization
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random environment
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random potential
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partial differential equations with random coefficients
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heavy tails
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extreme value theory
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Pareto distribution
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Weibull distribution
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weak limit theorem
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law of the iterated logarithm
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