The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent
Abstract
We continue our study of the parabolic Anderson equation , , , where is the diffusion constant, is the discrete Laplacian, and plays the role of a \emph{dynamic random environment} that drives the equation. The initial condition , , is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate , split into two at rate , and die at rate . We assume that is stationary and ergodic under translations in space and time, is not constant and satisfies , where denotes expectation w.r.t.\ . Our main object of interest is the quenched Lyapunov exponent . In earlier work we showed that under certain mild space-time mixing assumptions the limit exists -a.s., is finite and continuous on , is globally Lipschitz on , is not Lipschitz at 0, and satisfies and for .In the present paper we show that under an additional space-time mixing condition on . This result shows that the parabolic Anderson model exhibits space-time ergodicity in the limit of large diffusivity. This fact is interesting because there are choices of that fulfill our assumption for which the annealed Lyapunov exponent is infinite on , a situation that is referred to as strongly catalytic behavior.
Keywords
Cite
@article{arxiv.1304.2274,
title = {The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent},
author = {Dirk Erhard and Frank den Hollander and Gregory Maillard},
journal= {arXiv preprint arXiv:1304.2274},
year = {2013}
}
Comments
35 pages, 4 figures, the main result in this version is stronger than in the previous version