论文标题
偶数与渐近奇异噪声的瞬间间歇性
Moment Intermittency in the PAM with Asymptotically Singular Noise
论文作者
论文摘要
让$ξ$是$ \ mathbb r^d $的单个高斯噪声,是白色,分数或与riesz协方差内核;特别是,存在一个缩放参数$ω> 0 $,因此$ c^{ω/2}ξ(c \ cdot)$在分布中等于所有$ c> 0 $。令$(ξ_\ varepsilon)_ {\ varepsilon> 0} $是一系列光滑的微弱序列,以便$之一我们研究了抛物线型安德森模型(PAM)的渐近学,其中包括$ξ_\ varepsilon $作为$ \ varepsilon \ to0 $,均用于大型(即$ t \ to \ to \ infty $)和固定时间$ t $。这种方法使以统一的方式以常规和奇异的噪音研究PAM的时刻,并在两种设置之间进行插值。作为我们主要结果的推论,我们将获得以下内容: $ \ textbf {(1)} $当$ξ$是亚批判性的(即$ 0 <ω<2 $)时,我们的结果扩展了Stratonovich PAM的已知大型时刻和尾部渐近型,带有噪声$ξ$。我们的证明方法阐明了在这些时刻渐进剂描述间歇性几何形状中出现的变异问题(称为Hartree基态)的最大化物的作用。我们借此机会证明并用分数内核来证明Hartree基层状态的特性,我们认为这具有独立的利益。 $ \ textbf {(2)} $当$ξ$至关重要或超批判性(即$ω= 2 $或$ω> 2 $)时,我们的结果提供了对Stratonovich Pam中观察到的Moment Blowup现象的新解释。也就是说,我们发现后者与噪声$ξ_\ varepsilon $在pam中发生的间歇性效应有关,为$ \ varepsilon \ to to $ \ textit {fieltitiTiTiTiT {fielditiite time} $ $ $ t> 0 $。
Let $ξ$ be a singular Gaussian noise on $\mathbb R^d$ that is either white, fractional, or with the Riesz covariance kernel; in particular, there exists a scaling parameter $ω>0$ such that $c^{ω/2}ξ(c\cdot)$ is equal in distribution to $ξ$ for all $c>0$. Let $(ξ_\varepsilon)_{\varepsilon>0}$ be a sequence of smooth mollifications such that $ξ_\varepsilon\toξ$ as $\varepsilon\to0$. We study the asymptotics of the moments of the parabolic Anderson model (PAM) with noise $ξ_\varepsilon$ as $\varepsilon\to0$, both for large (i.e., $t\to\infty$) and fixed times $t$. This approach makes it possible to study the moments of the PAM with regular and singular noises in a unified fashion, as well as interpolate between the two settings. As corollaries of our main results, we obtain the following: $\textbf{(1)}$ When $ξ$ is subcritical (i.e., $0<ω<2$), our results extend the known large-time moment and tail asymptotics for the Stratonovich PAM with noise $ξ$. Our method of proof clarifies the role of the maximizers of the variational problems (known as Hartree ground states) that appear in these moment asymptotics in describing the geometry of intermittency. We take this opportunity to prove the existence and study the properties of the Hartree ground state with a fractional kernel, which we believe is of independent interest. $\textbf{(2)}$ When $ξ$ is critical or supercritical (i.e., $ω=2$ or $ω>2$), our results provide a new interpretation of the moment blowup phenomenon observed in the Stratonovich PAM with noise $ξ$. That is, we uncover that the latter is related to an intermittency effect that occurs in the PAM with noise $ξ_\varepsilon$ as $\varepsilon\to0$ for $\textit{fixed finite times}$ $t>0$.