Quenched to annealed transition in the parabolic Anderson problem
The authors investigate interacting stochastic systems, precisely the limit behaviour of \[ \frac{1}{| \Lambda_L| } \sum_{x\in \Lambda_L}u(t,x) \] for a field \(\{ u(t,x): x \in \mathbb{Z}^d\}\) defined by solutions of the parabolic Anderson equation \[ u(t,x) = 1+ \kappa \int_0^t \Delta u(s,x)\,ds + \int_0^t u(s,x)\partial B_x(s) \] where \(L\) is non-decreasing, \(\Lambda_L := \{x\in \mathbb{Z}^d: | x| \leq L\}\) and \(\Delta\) denotes the discrete Laplacian. There exist two critical values \(\eta(1), \;\eta(2)\) such that for \(L(t) = e^{\gamma t}\), \(\gamma >\eta(1)\) the above-mentioned normalized sums satisfy a weak law of large numbers (`annealed asymptotics') and for \(\gamma >\eta(2)\) (with suitable normalization and centering) a central limit theorem. For the subexponential scales \(L\), i.e., for \(\frac{1}{t}L(t) \to 0\), there occure `quenched' asymptotics, normalizing with \(\frac{1}{t}\), the limit is the Ljapunov exponent. The authors also examine the behaviour for \(L(t):= e^{\gamma t}\) with \(0<\gamma < \eta(1)\) (`transition range').
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