Moments and Lyapunov exponents for the parabolic Anderson model
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Borodin_Moments and.pdf
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Author(s)
Borodin, Alexei
Corwin, Ivan
Date Issued
June 2014
Journal
Annals of Applied Probability
Publisher
Institute of Mathematical Statistics
Citation
Borodin, Alexei, and Ivan Corwin. “Moments and Lyapunov Exponents for the Parabolic Anderson Model.” The Annals of Applied Probability 24, no. 3 (June 2014): 1172–1198. © 2014 Institute of Mathematical Statistics
Version
Final published version
Abstract
We study the parabolic Anderson model in (1+1) dimensions with nearest neighbor jumps and space–time white noise (discrete space/continuous time). We prove a contour integral formula for the second moment and compute the second moment Lyapunov exponent. For the model with only jumps to the right, we prove a contour integral formula for all moments and compute moment Lyapunov exponents of all orders.
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
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DOI of Published Version
https://doi.org/10.1214/13-aap944
