Electronic Journal of Probability

Time Correlations for the Parabolic Anderson Model

Jürgen Gärtner and Adrian Schnitzler

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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.

Article information

Electron. J. Probab., Volume 16 (2011), paper no. 56, 1519-1548.

Accepted: 20 August 2011
First available in Project Euclid: 1 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60K37: Processes in random environments 82C44: Dynamics of disordered systems (random Ising systems, etc.)
Secondary: 60H25: Random operators and equations [See also 47B80]

Parabolic Anderson model Anderson Hamiltonian random potential time correlations annealed asymptotics intermittency ageing

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Gärtner, Jürgen; Schnitzler, Adrian. Time Correlations for the Parabolic Anderson Model. Electron. J. Probab. 16 (2011), paper no. 56, 1519--1548. doi:10.1214/EJP.v16-917. https://projecteuclid.org/euclid.ejp/1464820225

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