Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Exponential asymptotics for time–space Hamiltonians

Xia Chen, Yaozhong Hu, Jian Song, and Fei Xing

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Abstract

In this paper, we investigate the long time asymptotics of the exponential moment for the following time–space Hamiltonian

\[\int_{0}^{t}\int_{0}^{t}{\frac{1}{\vert r-s\vert^{\alpha_{0}}}}\gamma (B_{r}-B_{s})\,\mathrm{d}s\,\mathrm{d}r,\quad t\ge0,\] where $(B_{s},s\ge0)$ is a $d$-dimensional Brownian motion, the kernel $\gamma(\cdot):\mathbb{R}^{d}\rightarrow [0,\infty)$ is a homogeneous function with singularity at zero; and $\alpha_{0}\in(0,1)$ together with the scaling parameter of $\gamma$ satisfies certain conditions. Our work is partially motivated by the studies of the short-range sample-path intersection, the strong coupling polaron, and the parabolic Anderson models with a time–space fractional white noise potential.

Résumé

Dans ce papier, nous étudions le comportement en temps long du moment exponentiel du Hamiltonien dépendant du temps

\[\int_{0}^{t}\int_{0}^{t}{\frac{1}{\vert r-s\vert^{\alpha_{0}}}}\gamma(B_{r}-B_{s})\,\mathrm{d}s\,\mathrm{d}r,\quad t\ge0,\] où $(B_{s},s\ge0)$ est un mouvement brownien de dimension $d$, le noyau $\gamma(\cdot):\mathbb{R}^{d}\rightarrow [0,\infty)$ est une fonction homogène avec une singularité en zéro, $\alpha_{0}\in(0,1)$ et le paramètre de scaling $\gamma$ satisfont certaines conditions. Notre travail est partiellement motivé par l’étude des intersections ą courte portée de trajectoires, le polaron avec couplage fort et le modèle parabolique d’Anderson avec un potentiel donné par un bruit blanc fractionnaire en espace–temps.

Article information

Source
Ann. Inst. H. Poincaré Probab. Statist., Volume 51, Number 4 (2015), 1529-1561.

Dates
Received: 17 November 2012
Revised: 19 September 2013
Accepted: 22 September 2013
First available in Project Euclid: 21 October 2015

Permanent link to this document
https://projecteuclid.org/euclid.aihp/1445432052

Digital Object Identifier
doi:10.1214/13-AIHP588

Mathematical Reviews number (MathSciNet)
MR3414457

Zentralblatt MATH identifier
1337.60201

Subjects
Primary: 60J65: Brownian motion [See also 58J65] 60K37: Processes in random environments 60K40: Other physical applications of random processes 60G55: Point processes 60F10: Large deviations

Keywords
Time–space Hamiltonian Brownian motion Feynman–Kac large deviations

Citation

Chen, Xia; Hu, Yaozhong; Song, Jian; Xing, Fei. Exponential asymptotics for time–space Hamiltonians. Ann. Inst. H. Poincaré Probab. Statist. 51 (2015), no. 4, 1529--1561. doi:10.1214/13-AIHP588. https://projecteuclid.org/euclid.aihp/1445432052


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