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

DOI10.1007/S10959-017-0756-2MaRDI QIDQ1800941zbMATH OpenOpenAlexFDO

Authors Kamran Kalbasi, Thomas Mountford, Frederi Viens

Publication date 26 October 2018

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

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

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)

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 $c$.

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Cited in

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