Time correlations for the parabolic Anderson model

DOI10.1214/EJP.V16-917zbMATH Open1245.60100arXiv1010.1510MaRDI QIDQ428533FDOQ428533

Authors: Jürgen Gärtner, Adrian Schnitzler 

Publication date: 22 June 2012

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

Abstract: We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a finite cumulant generating function. We use these results to give precise asymptotics for statistical moments of positive order. Furthermore, we show what the potential peaks that contribute to the intermittency picture look like and how they are distributed in space. We also investigate for how long intermittency peaks remain relevant in terms of ageing properties of the model.

Full work available at URL: https://arxiv.org/abs/1010.1510

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zbMATH Keywords

intermittencyparabolic Anderson modelrandom potentialAnderson Hamiltonianageingannealed asymptoticstime correlations

Mathematics Subject Classification ID

Processes in random environments (60K37) Random operators and equations (aspects of stochastic analysis) (60H25) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Cited In (5)

• Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
• Anderson parabolic model for a quasi-stationary medium
• Localisation and ageing in the parabolic Anderson model with Weibull potential
• Screening effect due to heavy lower tails in one-dimensional parabolic Anderson model.
• Stable limit laws for the parabolic Anderson model between quenched and annealed behaviour

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