Ageing in the parabolic Anderson model

作者：Moerters Peter; Ortgiese Marcel; Sidorova Nadia

来源：Annales de l Institut Henri Poincare-Probabilites et Statistiques, 2011, 47(4): 969-1000.

DOI：10.1214/10-AIHP394

• Anderson Hamiltonian
• Parabolic problem
• Aging
• Random disorder
• Random medium
• Heavy tail
• Extreme value theory
• Polynomial tail
• Pareto distribution
• Point process
• Residual lifetime
• Scaling limit
• Functional limit theorem

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time, a phenomenon known as ageing. We describe this phenomenon in the weak sense, by looking at the asymptotic probability of a change in a given time window, and in the strong sense, by identifying the almost sure upper envelope for the process of the time remaining until the next change of profile. We also prove functional scaling limit theorems for profile and growth rate of the solution of the parabolic Anderson model.

• 出版日期2011-11