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Time Correlations for the Parabolic Anderson Model


 
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1. Title Title of document Time Correlations for the Parabolic Anderson Model
 
2. Creator Author's name, affiliation, country Jürgen Gärtner; Technische Universität Berlin; Germany
 
2. Creator Author's name, affiliation, country Adrian Schnitzler; Technische Universität Berlin; Germany
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Parabolic Anderson model; Anderson Hamiltonian; random potential; time correlations; annealed asymptotics; intermittency; ageing
 
3. Subject Subject classification Primary 60K37, 82C44; Secondary 60H25
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) DFG International Research Training Group
 
7. Date (YYYY-MM-DD) 2011-08-20
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/917
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-917
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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