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相关论文: Lyapunov exponents of Green's functions for random…

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We consider the simple random walk on Z^d, d > 2, evolving in a potential of the form \beta V, where (V(x), x \in Z^d) are i.i.d. random variables taking values in [0,+\infty), and \beta\ > 0. When the potential is integrable, the…

概率论 · 数学 2015-06-05 Thomas Mountford , Jean-Christophe Mourrat

In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of…

概率论 · 数学 2016-12-12 Gundelinde Wiegel

We consider the simple random walk on $\mathbb{Z}^d$ evolving in a random i.i.d. potential taking values in $[0,+\infty)$. The potential is not assumed integrable, and can be rescaled by a multiplicative factor $\lambda > 0$. Completing the…

概率论 · 数学 2014-04-29 Thomas Mountford , Jean-Christophe Mourrat

We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…

概率论 · 数学 2011-10-20 Johannes Rueß

We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a square lattice of arbitrary dimension and with an arbitrary finite set…

概率论 · 数学 2020-06-22 Christopher Janjigian , Sergazy Nurbavliyev , Firas Rassoul-Agha

We investigate the free energy of nearest-neighbor random walks on $\mathbb{Z}^d$, endowed with a drift along the first axis and evolving in a nonnegative random potential given by i.i.d. random variables. Our main result concerns the…

概率论 · 数学 2008-08-28 Markus Flury

We consider a simple random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice, $d\geq 3$. We study the quenched Lyapunov exponents, and present a probabilistic proof of its continuity when the potentials converge…

概率论 · 数学 2013-08-26 Thi Thu Hien Le

We consider the simple random walk on Z^d evolving in a potential of independent and identically distributed random variables taking values in [0, + \infty]. We give optimal conditions for the existence of the quenched point-to-point…

概率论 · 数学 2012-03-27 Jean-Christophe Mourrat

We give lower and upper bounds on both the Lyapunov exponent and generalised Lyapunov exponents for the random product of positive and negative shear matrices. These types of random products arise in applications such as fluid stirring…

动力系统 · 数学 2022-07-20 Rob Sturman , Jean-Luc Thiffeault

We consider the solution $u$ to the one-dimensional parabolic Anderson model with homogeneous initial condition $u(0, \cdot) \equiv 1$, arbitrary drift and a time-independent potential bounded from above. Under ergodicity and independence…

概率论 · 数学 2015-03-13 Alexander Drewitz

We establish a variational formula for the exponential decay rate of the Green function of Brownian motion evolving in a random stationary and ergodic nonnegative potential. Such a variational formula is established by Schroeder in 'Green's…

概率论 · 数学 2015-01-20 Johannes Rueß

We collect some applications of the variational formula established by Schr\"oder (1988) and Rue\ss (2013) for the quenched Lyapunov exponent of Brownian motion in stationary and ergodic nonnegative potential. We show for example that the…

概率论 · 数学 2016-03-27 Johannes Rueß

We consider a continuous analogue of the simulated annealing algorithm in $R^d$. We prove a convergence result, under hypotheses weaker than the usual ones. In particular, we cover cases where the gradient of the potential goes to zero at…

概率论 · 数学 2010-02-01 Pierre-André Zitt

We continue our study of the parabolic Anderson equation $\partial u/\partial t = \kappa\Delta u + \gamma\xi u$ for the space-time field $u\colon\,\Z^d\times [0,\infty)\to\R$, where $\kappa \in [0,\infty)$ is the diffusion constant,…

概率论 · 数学 2011-07-15 Jürgen Gärtner , Frank den Hollander , Grégory Maillard

We consider a random, uniformly elliptic coefficient field $a(x)$ on the $d$-dimensional integer lattice $\mathbb{Z}^d$. We are interested in the spatial decay of the quenched elliptic Green function $G(a;x,y)$. Next to stationarity, we…

概率论 · 数学 2014-01-14 Daniel Marahrens , Felix Otto

Let $X_1,X_2, \ldots $ be a sequence of $i.i.d$ real (complex) $d \times d $ invertible random matrices with common distribution $\mu$ and $\sigma_1(n), \sigma_2(n), \ldots , \sigma_d(n)$ be the singular values, $\lambda_1(n), \lambda_2(n),…

概率论 · 数学 2016-06-27 Nanda Kishore Reddy

Positive and negative Lyapunov exponents for a dilute, random, two-dimensional Lorentz gas in an applied field, $\vec{E}$, in a steady state at constant energy are computed to order $E^{2}$. The results are:…

chao-dyn · 物理学 2009-10-28 H. van Beijeren , J. R. Dorfman , E. G. D. Cohen , H. A. Posch , Ch. Dellago

In this article, we study the minimizing measures of the Tonelli Hamiltonians. More precisely, we study the relationships between the so-called Green bundles and various notions as: - the Lyapunov exponents of minimizing measures; -the weak…

动力系统 · 数学 2012-02-13 Marie-Claude Arnaud

We prove optimal annealed decay estimates on the derivative and mixed second derivative of the elliptic Green functions on $\mathbb{R}^d$ for random stationary measurable coefficients that satisfy a certain logarithmic Sobolev inequality…

偏微分方程分析 · 数学 2015-04-08 Antoine Gloria , Daniel Marahrens

We compute the Lyapunov exponent, generalized Lyapunov exponents and the diffusion constant for a Lorentz gas on a square lattice, thus having infinite horizon. Approximate zeta functions, written in terms of probabilities rather than…

chao-dyn · 物理学 2009-10-28 Per Dahlqvist
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