Source: Ann. Probab. Volume 29, Number 2
(2001), 636-682.
We consider the parabolic Anderson problem $\partial_t u =
\kappa\Delta u + \xi u$ on $(0,\infty) \times \mathbb{Z}^d$ with random i.i.d.
potential $\xi = (\xi(z))_{z\in \mathbb{Z}^d}$ and the initial condition
$u(0,\cdot) \equiv 1$. Our main assumption is that $\esssup \xi(0)=0$.
Depending on the thickness of the distribution $\Prob (\xi(0) \in \cdot)$ close
to its essential supremum, we identify both the asymptotics of the moments of
$u(t, 0)$ and the almostsure asymptotics of $u(t, 0)$ as $t \to \infty$
in terms of variational problems. As a byproduct, we establish Lifshitz
tails for the random Schrödinger operator $-\kappa \Delta - \xi$ at the
bottom of its spectrum. In our class of $\xi$ distributions, the Lifshitz
exponent ranges from $d/2$ to $\infty$; the power law is typically accompanied
by lower-order corrections.
References
Antal, P. (1994). Trapping problems for the simple random walk. Ph.D. dissertation, ETH.
Antal, P. (1995). Enlargement of obstacles for the simple random walk. Ann. Probab. 23 1061- 1101.
Bingham, N. H., Goldie, C. M. and Teugels, J. L. (1987). Regular Variation. Encyclopedia of Mathematics and Its Applications 27. Cambridge Univ. Press.
Biskup M. and K ¨onig W. (1998). On a variational problem related to the one-dimensional parabolic Anderson model. Unpublished manuscript.
Biskup, M. and K ¨onig, W. (2000). Screening effect due to heavy lower tails in one-dimensional parabolic Anderson model. J. Statist. Phys. To appear.
Buffet, E. and Pul´e, J. V. (1997). A model of continuous polymers with random charges. J. Math. Phys. 38 5143-5152.
Carmona, R. and Lacroix, J. (1990). Spectral Theory of Random Schr¨odinger Operators. Birkh¨auser, Boston.
Carmona, R. and Molchanov, S. A. (1994). Parabolic Anderson Problem and Intermittency. Amer. Math. Soc., Providence, RI.
Deuschel, J.-D. and Stroock, D. W. (1989). Large Deviations. Academic Press, Boston.
Donsker, M. and Varadhan, S. R. S. (1975). Asymptotics for the Wiener sausage. Comm. Pure Appl. Math. 28 525-565.
Donsker, M. and Varadhan, S. R. S. (1979). On the number of distinct sites visited by a random walk. Comm. Pure Appl. Math. 32 721-747.
Gandolfi, A., Keane, M. and Russo, L. (1988). On the uniqueness of the infinite occupied cluster in dependent two-dimensional site percolation. Ann. Probab. 16 1147-1157.
G¨artner, J. and den Hollander, F. (1999). Correlation structure of intermittency in the parabolic Anderson model. Probab. Theory Related Fields 114 1-54.
G¨artner, J. and K ¨onig, W. (2000). Moment asymptotics for the continuous parabolic Anderson model. Ann. Appl. Probab. 10 192-217.
G¨artner, J., K ¨onig, W. and Molchanov, S. (1999). Almost sure asymptotics for the continuous parabolic Anderson model. Probab. Theory Related Fields. To appear.
G¨artner, J., K ¨onig, W. and Molchanov, S. (2001). Parabolic problems for the Anderson model. III. Contribution from high peaks. Unpublished manuscript.
G¨artner, J. and Molchanov, S. (1990). Parabolic problems for the Anderson model I. Intermittency and related topics. Comm. Math. Phys. 132 613-655.
G¨artner, J. and Molchanov, S. (1998). Parabolic problems for the Anderson model. II. Secondorder asymptotics and structure of high peaks. Probab. Theory Related Fields 111 17-55.
G¨artner, J. and Molchanov, S. (2000). Moment asymptotics and Lifshitz tails for the parabolic Anderson model. In Stochastic Models. Proceedings of the International Conference on Stochastic Models. Amer. Math. Soc., Providence, RI.
Grimmett, G.R. (1989). Percolation. Springer, Berlin.
Lieb, E.H. and Loss, M. (1997). Analysis. Amer. Math. Soc., Providence, RI.
Merkl, F. and W ¨uthrich, M. (2000). Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential. Unpublished manuscript.
Sznitman, A.-S. (1998). Brownian motion, Obstacles and Random Media. Springer, Berlin.