Localization crossover for the continuous Anderson Hamiltonian in 1-d

DOI10.1007/S00222-023-01225-1MaRDI QIDQ6178374zbMATH OpenFDO

Authors Laure Dumaz, Cyril Labbé

Publication date 18 January 2024

Published in Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.09316

zbMATH Keywords

Malliavin calculusdiffusionlocalizationhypocoercivityAnderson HamiltonianPoisson statisticsHill's operator

Mathematics Subject Classification ID

Diffusion processes (60J60) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: We investigate the behavior of the spectrum of the continuous Anderson Hamiltonian $mathcal{H}_L$, with white noise potential, on a segment whose size $L$ is sent to infinity. We zoom around energy levels $E$ either of order $1$ (Bulk regime) or of order $1llEllL$ (Crossover regime). We show that the point process of (appropriately rescaled) eigenvalues and centers of mass converge to a Poisson point process. We also prove exponential localization of the eigenfunctions at an explicit rate. In addition, we show that the eigenfunctions converge to well-identified limits: in the Crossover regime, these limits are universal. Combined with the results of our companion paper arXiv:2102.05393, this identifies completely the transition between the localized and delocalized phases of the spectrum of $mathcal{H}_L$. The two main technical challenges are the proof of a two-points or Minami estimate, as well as an estimate on the convergence to equilibrium of a hypoelliptic diffusion, the proof of which relies on Malliavin calculus and the theory of hypocoercivity.

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Cited in

(3)

• On the spectral geometry and small time mass of Anderson models on planar domains
• Fractal geometry of the parabolic Anderson model in 2D and 3D with white noise potential
• A simple construction of the Anderson operator via its quadratic form in dimensions two and three

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