Time correlations for the parabolic Anderson model
Probability
2011-11-01 v3
Abstract
We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a finite cumulant generating function. We use these results to give precise asymptotics for statistical moments of positive order. Furthermore, we show what the potential peaks that contribute to the intermittency picture look like and how they are distributed in space. We also investigate for how long intermittency peaks remain relevant in terms of ageing properties of the model.
Cite
@article{arxiv.1010.1510,
title = {Time correlations for the parabolic Anderson model},
author = {Jürgen Gärtner and Adrian Schnitzler},
journal= {arXiv preprint arXiv:1010.1510},
year = {2011}
}
Comments
28 pages