Almost sure asymptotics for the continuous parabolic Anderson model

被引:38
作者
Gärtner, J
König, W
Molchanov, SA
机构
[1] Tech Univ Berlin, FB Math, D-10623 Berlin, Germany
[2] Univ N Carolina, Dept Math, Charlotte, NC 28223 USA
关键词
D O I
10.1007/PL00008754
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
We consider the parabolic Anderson problem partial derivative (t)u = kappa Deltau = xi (x)u on R+ X R-d with initial condition u(0, x) = 1. Here kappa > 0 is a diffusion constant and xi is a random homogeneous potential. We concentrate on the two important cases of a Gaussian potential and a shot noise Poisson potential. Under some mild regularity assumptions, we derive the second-order term of the almost sure asymptotics of u(t, 0) as t --> infinity.
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页码:547 / 573
页数:27
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