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.

引用

页码：1172 / 1198

页数：27

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