Weak and almost sure limits for the parabolic anderson model with heavy tailed potentials

DOI10.1214/08-AAP526zbMATH Open1204.60061arXivmath/0606527MaRDI QIDQ2378638FDOQ2378638

Authors: Remco van der Hofstad, Peter Mörters, Nadia Sidorova 

Publication date: 13 January 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We study the parabolic Anderson problem, that is, the heat equation $partia{l}_{t}u=Deltau+xiu$ on $(0,infty)imes{mathbbZ}^d$ with independent identically distributed random potential $xi(z):zin{mathbbZ}^d$ and localized initial condition $u(0,x)={mathbf1}_0(x)$. Our interest is in the long-term behavior of the random total mass $U(t)=su{m}_{z}u(t,z)$ of the unique nonnegative solution in the case that the distribution of $xi(0)$ is heavy tailed. For this, we study two paradigm cases of distributions with infinite moment generating functions: the case of polynomial or Pareto tails, and the case of stretched exponential or Weibull tails. In both cases we find asymptotic expansions for the logarithm of the total mass up to the first random term, which we describe in terms of weak limit theorems. In the case of polynomial tails, already the leading term in the expansion is random. For stretched exponential tails, we observe random fluctuations in the almost sure asymptotics of the second term of the expansion, but in the weak sense the fourth term is the first random term of the expansion. The main tool in our proofs is extreme value theory.

Full work available at URL: https://arxiv.org/abs/math/0606527

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zbMATH Keywords

heavy tailsPareto distributionextreme value theoryWeibull distributionlocalizationrandom environmentweak limit theoremlaw of the iterated logarithmintermittencypartial differential equations with random coefficientsrandom potentialAnderson Hamiltonianparabolic Anderson problemlong term behavior

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Random operators and equations (aspects of stochastic analysis) (60H25) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

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Cited In (33)

• Slowdown estimates for one-dimensional random walks in random environment with holding times
• Extremal theory for spectrum of random discrete Schrödinger operator. II. Distributions with heavy tails
• Mass concentration and aging in the parabolic Anderson model with doubly-exponential tails
• Delocalising the parabolic Anderson model through partial duplication of the potential
• The parabolic Anderson model with heavy-tailed potential
• An almost sure central limit theorem for the parabolic Anderson model with delta initial condition
• The parabolic Anderson model. Random walk in random potential
• The parabolic Anderson model on a Galton-Watson tree
• The annealed parabolic Anderson model on a regular tree
• Long-time tails in the parabolic Anderson model with bounded potential
• Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models
• Ageing in the parabolic Anderson model
• The maximal degree in random recursive graphs with random weights
• Localization of a one-dimensional simple random walk among power-law renewal obstacles
• Localization for random walks among random obstacles in a single Euclidean ball
• A scaling limit theorem for the parabolic Anderson model with exponential potential
• Localisation in the Bouchaud-Anderson model
• Localisation and ageing in the parabolic Anderson model with Weibull potential
• Moment asymptotics for the parabolic Anderson problem with a perturbed lattice potential
• The discrete-time parabolic Anderson model with heavy-tailed potential
• Screening effect due to heavy lower tails in one-dimensional parabolic Anderson model.
• Eigenvalue order statistics for random Schrödinger operators with doubly-exponential tails
• A two cities theorem for the parabolic Anderson model
• Scaling limit and ageing for branching random walk in Pareto environment
• Poly-logarithmic localization for random walks among random obstacles
• On large deviations for the parabolic Anderson model
• The parabolic Anderson model on the hypercube
• Stable limit laws for the parabolic Anderson model between quenched and annealed behaviour
• Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential
• The Bouchaud-Anderson model with double-exponential potential
• Intermittency for branching random walk in Pareto environment
• Quenched tail estimate for the random walk in random scenery and in random layered conductance
• Potential confinement property of the parabolic Anderson model

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