Multi-point Lyapunov exponents of the Stochastic Heat Equation
Probability
2023-06-16 v2
Abstract
We obtain the multi-point positive integer Lyapunov exponents of the Stochastic Heat Equation (SHE) and provide three expressions for them. We prove the result by matching the upper and lower bounds for the Lyapunov exponents. The upper bound is obtained by analyzing the contour integral formula in [Borodin-Corwin 2014]. For the lower bound, we apply an induction argument, relying on a tree recently appeared in [Tsai 2023]. The tree is related to the optimal trajectories of the Brownian motions in the Feynman-Kac formula.
Keywords
Cite
@article{arxiv.2305.19966,
title = {Multi-point Lyapunov exponents of the Stochastic Heat Equation},
author = {Yier Lin},
journal= {arXiv preprint arXiv:2305.19966},
year = {2023}
}
Comments
13 pages, 2 figures. Add Corollary 1.3 and Remark 1.4 to the previous version