English

Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise

Probability 2016-03-31 v1

Abstract

Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic behavior for the parabolic Anderson equation \casesut(t,x)=12Δu(t,x)+V(t,x)u(t,x),\cru(0,x)=u0(x),\cases{\displaystyle {\frac{\partial u}{\partial t}}(t,x)={\frac{1}{2}}\Delta u(t,x)+V(t,x)u(t,x),\cr u(0,x)=u_0(x),} where the homogeneous generalized Gaussian noise V(t,x)V(t,x) is, among other forms, white or fractional white in time and space. Associated with the Cole-Hopf solution to the KPZ equation, in particular, the precise asymptotic form limR(logR)2/3logmaxxRu(t,x)=34\root3\of2t3a.s.\lim_{R\to\infty}(\log R)^{-2/3}\log\max_{|x|\le R}u(t,x)={\frac{3}{4}}\root 3\of {\frac{2t}{3}}\qquad a.s. is obtained for the parabolic Anderson model tu=12xx2u+W˙u\partial_tu={\frac{1}{2}}\partial_{xx}^2u+\dot{W}u with the (1+1)(1+1)-white noise W˙(t,x)\dot{W}(t,x). In addition, some links between time and space asymptotics for the parabolic Anderson equation are also pursued.

Keywords

Cite

@article{arxiv.1603.09094,
  title  = {Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise},
  author = {Xia Chen},
  journal= {arXiv preprint arXiv:1603.09094},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.1214/15-AOP1006 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)