Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field

被引:3
|
作者
Lyu, Yangyang [1 ]
机构
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
关键词
Precise high moment asymptotics; Large deviation; Log-correlated Gaussian field; Massive free field; Bessel field; STOCHASTIC HEAT-EQUATION; MULTIPLICATIVE CHAOS;
D O I
10.1016/j.spl.2019.108662
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
In this paper, we consider the continuous parabolic Anderson model (PAM) driven by a time-independent log-correlated Gaussian field (LGF). We obtain an asymptotic result of E exp {1/2 Sigma(N)(j,k=1) integral(t)(0) integral(t )(0)gamma(B-j(s) - B-k(r))drds} (N -> infinity) which is composed of the independent Brownian motions {B-j(s)} and the function gamma approximating to a logarithmic potential at 0, such as the covariances of massive free field and Bessel field. Based on the asymptotic result, we get the precise high moment asymptotics for Feynman-Kac formula of the PAM with LGF. (C) 2019 Elsevier B.V. All rights reserved.
引用
收藏
页数:12
相关论文
共 50 条