Lyapunov exponents in a slow environment
Probability
2021-10-01 v1
Abstract
Motivated by the evolution of a population in a slowly varying random environment, we consider the 1D Anderson model on finite volume, with viscosity : The noise is chosen constant on time intervals of length and sampled independently after a time . We prove that the Lyapunov exponent is positive and near follows a power law that depends on the regularity on the driving noise. As the Lyapunov exponent converges to the average top eigenvalue of the associated time-independent Anderson model. The proofs make use of a solid control of the projective component of the solution and build on the Furstenberg--Khasminskii and Bou\'e--Dupuis formulas, as well as on Doob's H-transform and on tools from singular stochastic PDEs.
Cite
@article{arxiv.2109.14698,
title = {Lyapunov exponents in a slow environment},
author = {Tommaso Rosati},
journal= {arXiv preprint arXiv:2109.14698},
year = {2021}
}
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44 Pages