On large deviations for the parabolic Anderson model
Consider on a probability space \((\Omega, {\mathcal F}, {\mathbf P})\), a field \(\{W_x:~x\in {\mathbb Z}^d\}\) of i.i.d. one-dimensional Brownian motions. Let \(\Delta\) denote the discrete Laplacian and let \(\kappa\) be a positive constant. Then consider the solution \(u(x,t)\) to the parabolic Anderson equation: \[ \frac{\partial u}{\partial t}(x,t)=\kappa \Delta u(x,t)+ u(x,t)\partial W_x,~~x\in {\mathbb Z}^d,~~t>0,~~~u(x,0)\equiv 1, \] where \(\partial\) denotes the Stratonovich differential. The focus of this article is on the different behavior of large deviations of random functionals associated with the parabolic Anderson model above the mean versus large deviations below the mean. The functionals the authors treat are the solution \(u(x,t)\) (to the spatially discrete parabolic Anderson model) and a functional \(A_n\) which is used in analysing the a.s. Lyapunov exponent for \(u(x,t)\). Both satisfy a ``law of large numbers, with \[ \lim_{t\to \infty}\frac{1}{t} \log u(x,t)=\lambda(\kappa) \] and \[ \lim_{n\to \infty}\frac{1}{n} A_n=\alpha. \] The authors then think of \(\lambda(\kappa) t\) and \(\alpha\) as being the mean of the respective quantities \(\log u(x,t)\) and \(A_n\). Typically, the large deviations for such functionals exhibits a strong asymmetry; large deviations above the mean take on a different order of magnitude from large deviations below the mean. The authors develop robust techniques to quantify and explain the differences.
- On large deviation regimes for random media models
- The parabolic Anderson model. Random walk in random potential
- scientific article; zbMATH DE number 2099172
- Stable limit laws for the parabolic Anderson model between quenched and annealed behaviour
- Weak and almost sure limits for the parabolic anderson model with heavy tailed potentials
- A note on limiting behaviour of disastrous environment exponents
- An improved subadditive ergodic theorem
- Asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem
- Exponential decay rate of survival probability in a disastrous random environment
- scientific article; zbMATH DE number 3971949 (Why is no real title available?)
- scientific article; zbMATH DE number 736276 (Why is no real title available?)
- scientific article; zbMATH DE number 2034359 (Why is no real title available?)
- scientific article; zbMATH DE number 2099172 (Why is no real title available?)
- Large deviations in first-passage percolation
- On Increasing Subsequences of I.I.D. Samples
- On large deviation regimes for random media models
- Parabolic Anderson problem and intermittency
- Percolation.
- Sample Lyapunov exponent for a class of linear Markovian systems over \(\mathbb{Z}^d\)
- Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation
- On large deviation regimes for random media models
- On the association and central limit theorem for solutions of the parabolic Anderson model
- Some ergodic theorems for a parabolic Anderson model
- An ergodic theorem of a parabolic Anderson model driven by Lévy noise
- Properties of the parabolic Anderson model and the Anderson polymer model
- The parabolic Anderson model on a Galton-Watson tree revisited
- The parabolic Anderson model on the hypercube
- Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
- Weak and almost sure limits for the parabolic anderson model with heavy tailed potentials
- Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
- Overlaps and pathwise localization in the Anderson polymer model
- Brownian motion and parabolic Anderson model in a renormalized Poisson potential
- Very strong disorder for the parabolic Anderson model in low dimensions
- scientific article; zbMATH DE number 2099172 (Why is no real title available?)
- scientific article; zbMATH DE number 1453167 (Why is no real title available?)
- scientific article; zbMATH DE number 5583846 (Why is no real title available?)
- Limit theorems on the mesoscopic scale for the Anderson model
- (Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation
- An almost sure central limit theorem for the parabolic Anderson model with delta initial condition
- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
- Semi-discrete semi-linear parabolic SPDEs
This page was built for publication: On large deviations for the parabolic Anderson model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2380772)
