MOMENTS AND LYAPUNOV EXPONENTS FOR THE PARABOLIC ANDERSON MODEL

被引：20
|
作者：
Borodin, Alexei [1 ,2 ]
Corwin, Ivan [1 ,3 ]
机构：
[1] MIT, Dept Math, Cambridge, MA 02139 USA
[2] Inst Informat Transmiss Problems, Moscow 127994, Russia
[3] Clay Math Inst, Providence, RI 02903 USA
来源：
ANNALS OF APPLIED PROBABILITY | 2014年 / 24卷 / 03期
基金：
美国国家科学基金会;
关键词：
Parabolic Anderson model; Lyapunov exponents; POLYMER;
D O I：
10.1214/13-AAP944
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 study the parabolic Anderson model in (1 + 1) dimensions with nearest neighbor jumps and space time white noise (discrete space/continuous time). We prove a contour integral formula for the second moment and compute the second moment Lyapunov exponent. For the model with only jumps to the right, we prove a contour integral formula for all moments and compute moment Lyapunov exponents of all orders.
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页码：1172 / 1198
页数：27
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