The discrete-time parabolic Anderson model with heavy-tailed potential
Caravenna, Francesco ; Carmona, Philippe ; Pétrélis, Nicolas
Annales de l'I.H.P. Probabilités et statistiques, Tome 48 (2012), p. 1049-1080 / Harvested from Numdam
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Nous considérons une version discrète du modèle parabolique d’Anderson. Ceci nous permet, par exemple, d’étudier un polymère dirigé en dimension 1+d qui interagit avec un potentiel constant dans la direction déterministe et i.i.d. dans l’hyperplan orthogonal. Le potentiel en chaque site est une variable aléatoire positive dont la queue décroît polynomialement. Nous prouvons que, lorsque la taille du système tend vers l’infini, l’extrémité du polymère se localise presque surement en un site unique, que nous caractérisons et qui s’éloigne balistiquement de l’origine. Nous donnons également une caractérisation du comportement typique des trajectoires de ce modèle.

We consider a discrete-time version of the parabolic Anderson model. This may be described as a model for a directed (1+d)-dimensional polymer interacting with a random potential, which is constant in the deterministic direction and i.i.d. in the d orthogonal directions. The potential at each site is a positive random variable with a polynomial tail at infinity. We show that, as the size of the system diverges, the polymer extremity is localized almost surely at one single point which grows ballistically. We give an explicit characterization of the localization point and of the typical paths of the model.

Publié le : 2012-01-01
DOI : https://doi.org/10.1214/11-AIHP465
Classification:  60K37,  82B44,  82B41 
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     author = {Caravenna, Francesco and Carmona, Philippe and P\'etr\'elis, Nicolas},
     title = {The discrete-time parabolic Anderson model with heavy-tailed potential},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {48},
     year = {2012},
     pages = {1049-1080},
     doi = {10.1214/11-AIHP465},
     mrnumber = {3052403},
     zbl = {1266.60162},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2012__48_4_1049_0}
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Caravenna, Francesco; Carmona, Philippe; Pétrélis, Nicolas. The discrete-time parabolic Anderson model with heavy-tailed potential. Annales de l'I.H.P. Probabilités et statistiques, Tome 48 (2012) pp. 1049-1080. doi : 10.1214/11-AIHP465. http://gdmltest.u-ga.fr/item/AIHPB_2012__48_4_1049_0/

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