Moments and Lyapunov exponents for the parabolic Anderson model
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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.
Date issued
2014-06Department
Massachusetts Institute of Technology. Department of MathematicsJournal
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
ISSN
1050-5164