Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function

DOI10.1007/S10959-017-0756-2zbMATH Open1404.60090arXiv1602.05491OpenAlexW3105096950MaRDI QIDQ1800941FDOQ1800941

Authors: Kamran Kalbasi, Thomas Mountford, Frederi Viens 

Publication date: 26 October 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We consider the Anderson polymer partition function ${\displaystyle }$ u(t):=mathbb{E}^XBigl[e^{int_0^t mathrm{d}B^{X(s)}_s}Bigr],, ${\displaystyle }$ where ${B_t^x,;,tgeq0}_{xinmathbb{Z}^d}$ is a family of independent fractional Brownian motions all with Hurst parameter $Hin(0,1)$, and ${X(t)}_{tinmathbb{R}^{geq0}}$ is a continuous-time simple symmetric random walk on $mathbb{Z}^d$ with jump rate $kappa$ and started from the origin. $mathbb{E}^X$ is the expectation with respect to this random walk. We prove that when $Hleq1/2$, the function $u(t)$ almost surely grows asymptotically like $e^{lt}$, where $l>0$ is a deterministic number. More precisely, we show that as $t$ approaches $+infty$, the expression ${frac1tlogu(t)}_{tinmathbb{R}^{>0}}$ converges both almost surely and in the $mathcal{L}^1$ sense to some deterministic number $l>0$. For $H>1/2$, we first show that $li{m}_{tightarrowinfty}frac1tlogu(t)$ exists both almost surely and in the $mathcal{L}^1$ sense, and equals a strictly positive deterministic number (possibly $+infty$); hence almost surely $u(t)$ grows asymptotically at least like $e^{at}$ for some deterministic constant $a>0$. On the other hand, we also show that almost surely and in the $mathcal{L}^1$ sense, $limsu{p}_{tightarrowinfty}frac1tsqrtlogtlogu(t)$ is a deterministic finite real number (possibly zero), hence proving that almost surely $u(t)$ grows asymptotically at most like $e^{btsqrtlogt}$ for some deterministic positive constant $b$. Finally, for $H>1/2$ when $mathbb{Z}^d$ is replaced by a circle endowed with a H"older continuous covariance function, we show that $limsu{p}_{tightarrowinfty}frac1tlogu(t)$ is a finite deterministic positive number, hence proving that almost surely $u(t)$ grows asymptotically at most like $e^{ct}$ for some deterministic positive constant $c$.

Full work available at URL: https://arxiv.org/abs/1602.05491

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zbMATH Keywords

Malliavin calculusfractional Brownian motionasymptotic behaviorLyapunov exponentsparabolic Anderson modelAnderson polymer

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37)

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Cited In (3)

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