Quenched asymptotics for Brownian motion of renormalized Poisson potential and for the related parabolic Anderson models

DOI10.1214/11-AOP655zbMATH Open1259.60094arXiv1207.6483MaRDI QIDQ439874FDOQ439874

Authors: Xia Chen 

Publication date: 17 August 2012

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

Abstract: Let $B_s$ be a $d$-dimensional Brownian motion and $omega(dx)$ be an independent Poisson field on $mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [logmath bb{E}_0exp�iggl{pm hetaint_0^t�ar{V}(B_s) ds�iggr}qquad (t oinfty)] are investigated in connection with the renormalized Poisson potential of the form [�ar{V}(x)=int_{mathbb{R}^d}{frac{1}{|y-x|^p}}[omega(dy)-dy],qquad xinmathbb{R}^d.] The investigation is motivated by some practical problems arising from the models of Brownian motion in random media and from the parabolic Anderson models.

Full work available at URL: https://arxiv.org/abs/1207.6483

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zbMATH Keywords

large deviationsrenormalizationFeynman-Kac representationparabolic Anderson modelBrownian motion in Poisson potentialPoisson field

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Processes in random environments (60K37) Other physical applications of random processes (60K40)

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Cited In (18)

• Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
• Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
• Almost sure asymptotic for Ornstein-Uhlenbeck processes of Poisson potential
• The mild and weak solutions of a stochastic parabolic Anderson equation
• Brownian motion in attenuated or renormalized inverse-square Poisson potential
• Large deviations for Brownian motion in a random potential
• Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields
• Exponential asymptotics for time-space Hamiltonians
• Brownian motion and parabolic Anderson model in a renormalized Poisson potential
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
• Second order asymptotics for Brownian motion in a heavy tailed Poissonian potential
• Mild solution to parabolic Anderson model in Gaussian and Poisson potential
• Quenched critical large deviations for Brownian motion in a Poissonian potential
• Quenched asymptotics for Brownian motion in generalized Gaussian potential
• Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field
• Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics
• Feynman–Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise

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