Brownian motion and parabolic Anderson model in a renormalized Poisson potential

被引:6
|
作者
Chen, Xia [1 ]
Kulik, Alexey M. [2 ]
机构
[1] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA
[2] Ukrainian Natl Acad Sci, Inst Math, UA-01601 Kiev, Ukraine
关键词
Renormalization; Poisson field; Brownian motion in Poisson potential; Parabolic Anderson model; Newton's law of universal attraction; INFINITELY DIVISIBLE PROCESSES; SCHRODINGER-OPERATORS; ASYMPTOTICS; INTERMITTENCY; DEVIATIONS;
D O I
10.1214/11-AIHP419
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A method known as renormalization is proposed for constructing some more physically realistic random potentials in a Poisson cloud. The Brownian motion in the renormalized random potential and related parabolic Anderson models are modeled. With the renormalization, for example, the models consistent to Newton's law of universal attraction can be rigorously constructed.
引用
收藏
页码:631 / 660
页数:30
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