Abstract
This paper is devoted to the analysis of the large time behavior of the solutions of the Anderson parabolic problem: {Mathematical expression} when the potential ξ(x) is a homogeneous ergodic random field on ℝd. Our goal is to prove the asymptotic spatial intermittency of the solution and for this reason, we analyze the large time properties of all the moments of the positive solutions. This provides an extension to the continuous space ℝd of the work done originally by Gärtner and Molchanov in the case of the lattice ℤd. In the process of our moment analysis, we show that it is possible to exhibit new asymptotic regimes by considering a special class of generalized Gaussian fields, interpolating continuously between the exponent 2 which is found in the case of bona fide continuous Gaussian fields ξ(x) and the exponent 3/2 appearing in the case of a one dimensional white noise. Finally, we also determine the precise almost sure large time asymptotics of the positive solutions.
Original language | English (US) |
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Pages (from-to) | 433-453 |
Number of pages | 21 |
Journal | Probability Theory and Related Fields |
Volume | 102 |
Issue number | 4 |
DOIs | |
State | Published - Dec 1995 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty
Keywords
- Mathematics Subject Classification: 60H25