ON A VARIATIONAL PROBLEM FOR AN INFINITE PARTICLE SYSTEM IN A RANDOM MEDIUM .2. THE LOCAL GROWTH-RATE

被引:4
作者
GREVEN, A [1 ]
DENHOLLANDER, F [1 ]
机构
[1] UNIV UTRECHT,MATH INST,3508 TA UTRECHT,NETHERLANDS
关键词
D O I
10.1007/BF01193703
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper solves the second of two variational problems arising in the study of an infinite system of particles that branch and migrate in a random medium. This variational problem involves a non-linear functional on a subset of the stationary probability measures on [N x R(+)](z), describing the interplay between particles and medium. It is shown that the variational problem can be solved in terms of the Lyapunov exponent of a product of random N x N matrices. This Lyapunov exponent is calculated via a random continued fraction. By analyzing the latter we are able to compute the maximum and the maximizer in the variational problem. It is found that these quantities exhibit interesting non-analyticities and changes of sign as a function of model parameters, which correspond to phase transitions in the infinite particle system. By combining with results from Part I we obtain a complete picture of the phase diagram.
引用
收藏
页码:301 / 328
页数:28
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