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arXiv 1909.01031math.PR
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对数相关高斯场抛物型Anderson模型的精确高矩渐近性

Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field

Yangyang Lyu

摘要:

本文研究了在对数相关高斯场驱动下的连续抛物型Anderson模型。得到了由独立布朗运动$\{B_j(s)\}$和在$0$处逼近对数势的函数$γ$组成的$$\mathbb{E}\exp\Bigg\{\frac{1}{2}\sum\limits_{ j,k=1}^N\int_0^t\int_0^tγ(B_j(s)-B_k(r))drds\Bigg\}\qquad(N\rightarrow \infty)$$的渐近结果,如有质量自由场和贝塞尔场的协方差.在此基础上,我们得到了具有LGF的PAM的Feynman-Kac公式的精确高阶矩渐近性。

英文摘要:

In this paper, we consider the continuous parabolic Anderson model (PAM) driven by a time-independent log-correlated Gaussian field (LGF). We obtain an asymptotic result of $$\mathbb{E}\exp\Bigg\{\frac{1}{2}\sum\limits_{ j,k=1}^N\int_0^t\int_0^tγ(B_j(s)-B_k(r))drds\Bigg\}\qquad(N\rightarrow \infty)$$ which is composed of the independent Brownian motions $\{B_j(s)\}$ and the function $γ$ approximating to a logarithmic potential at $0$, such as the covariances of massive free field and Bessel field. Based on the asymptotic result, we get the precise high moment asymptotics for Feynman-Kac formula of the PAM with LGF.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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