The universality classes in the parabolic Anderson model (Q882976)

The paper studies the long-time behaviour of the parabolic Anderson model, i.e.~of the heat equation with random potential: \[ {\partial \over \partial t} v(t,z) = \Delta^d v(t,z) + \xi(z) v(t,z),\qquad (t,z)\in (0,\infty)\times \mathbb Z^d \] with localised initial datum: \(v(0,z)= 1_0(z)\), where \(\xi (z)\) is a collection of i.i.d.~random variables. Depending on the upper-tail behaviour of the distribution of \(\xi \), the authors show that there are exactly four universality classes (described below) with different types of intermittent behaviour. The upper-tail of \(\xi \) is characterised by its log-moment generating function \(H(t)=\log \mathbb E e^{t \xi (0)}\). It is supposed that \(H(t)/t\) is in the de Haan class which is equivalent to the existence of a function \(\widehat H:(0,\infty)\to \mathbb R\) and a continuous, regularly varying function \(\kappa\) (whose index is denoted by \(\gamma \)) such that \[ \lim_{t\to\infty} {H(ty)-yH(t)\over \kappa (t)} = \widehat H(y)\neq 0,\quad \text{ for } y\in (0,1)\cup(1,\infty). \] It is further supposed that \(\kappa^*=\lim_{t\to\infty}\kappa (t)\) exists in \([0,\infty]\). The four universality classes are characterised as follows: (1) \(\gamma >1\), or \(\gamma =1\) and \(\kappa^*=\infty\) (tails thicker than the double-exponential distribution) studied by \textit{J. Gärtner} and \textit{S. A. Molchanov} [Probab. Theory Relat. Fields 111, No. 1, 17--55 (1998; Zbl 0909.60040)], where the expected total mass remains essentially in the origin and intermittent islands are single sites. (2) \(\gamma =1\) and \(\kappa^\star\in (0,\infty)\) (e.g. double-exponential distribution) also studied in the paper cited above, where the intermittent islands remain finite but contain more than one site. (3) \(\gamma =1\) and \(\kappa^\star=0\) (a new class of potentials, called almost-bounded case), where the diameter of the intermittent islands grows to infinity as a slowly varying function. (4) \(\gamma <1\) (potentials bounded from above) studied in \textit{M. Biskup} and \textit{W. König} [Ann. Probab. 29, No. 2, 636--682 (2001; Zbl 1018.60093)], where the intermittent-islands size diverges as a regularly varying function with a strictly positive index. Since classes (1), (2) and (4) were already described in the literature, the main part of the paper is devoted to the study of class (3) both in the annealed and the quenched setting. The characteristic variational formulas describing the optimal profiles of the potential and of the solution can be solved explicitly in the class (3) and are given by parabolas, and Gaussian densities respectively. The analysis relies on two large deviation results for the local times of continuous-time simple random walk.