Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium

preprint2014arXivOpen access

Abstract

Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time dependent potential, we investigate the asymptotic behavior of E⊗E0exp⁡{±θ∫0tVˉ(s,Bs)ds}(t→∞)\mathbb{E}\otimes\mathbb{E}_0\exp\left\{\pmθ\int^t_0\bar{V}(s,B_s)ds\right\}\qquad (t\to\infty) where þ>0þ>0 is a constant, V‾\overline{V} is the renormalized Poisson potential of the form V‾(s,x)=∫Rd1∣y−x∣p(ωs(dy)−dy),\overline{V}(s,x)=\int_{\mathbb{R}^d}\frac{1}{|y-x|^p}\left(ω_s(dy)-dy\right), and ωsω_s is the measure-valued process consisting of independent Brownian particles whose initial positions form a Poisson random measure on Rd\mathbb{R}^d with Lebesgue measure as its intensity. Different scaling limits are obtained according to the parameter pp and dimension dd. For the logarithm of the negative exponential moment, the range of d2<p<d\frac{d}{2}<p<d is divided into 5 regions with various scaling rates of the orders td/pt^{d/p}, t3/2t^{3/2}, t(4−d−2p)/2t^{(4-d-2p)/2}, tlog⁡tt\log t and tt, respectively. For the positive exponential moment, the limiting behavior is studied according to the parameters pp and dd in three regions. In the sub-critical region (p<2p<2), the double logarithm of the exponential moment has a rate of tt. In the critical region (p=2p=2), it has different behavior over two parts decided according to the comparison of θθ with the best constant in the Hardy inequality. In the super-critical region (p>2)(p>2), the exponential moments become infinite for all t>0t>0.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.