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Annealed Asymptotics for Brownian Motion of Renormalized Potential in Mobile Random Medium

Author

Listed:
  • Xia Chen

    (University of Tennessee
    Jilin University)

  • Jie Xiong

    (University of Tennessee
    University of Macau)

Abstract

Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time-dependent potential, we investigate the asymptotic behavior of $$\begin{aligned} \mathbb {E}\otimes \mathbb {E}_0\exp \left\{ \pm \ \theta \int \limits ^t_0\bar{V}(s,B_s)\hbox {d}s\right\} \quad (t\rightarrow \infty ) \end{aligned}$$ E ⊗ E 0 exp ± θ ∫ 0 t V ¯ ( s , B s ) d s ( t → ∞ ) where $$\theta >0$$ θ > 0 is a constant, $$\overline{V}$$ V ¯ is the renormalized Poisson potential of the form $$\begin{aligned} \overline{V}(s,x)=\int \limits _{\mathbb {R}^d}\frac{1}{|y-x|^p}\left( \omega _s(\hbox {d}y)-\hbox {d}y\right) , \end{aligned}$$ V ¯ ( s , x ) = ∫ R d 1 | y - x | p ω s ( d y ) - d y , and $$\omega _s$$ ω s is the measure-valued process consisting of independent Brownian particles whose initial positions form a Poisson random measure on $$\mathbb {R}^d$$ R d with Lebesgue measure as its intensity. Different scaling limits are obtained according to the parameter $$p$$ p and dimension $$d$$ d . For the logarithm of the negative exponential moment, the range of $$\frac{d}{2} 2)$$ ( p > 2 ) , the exponential moments become infinite for all $$t>0$$ t > 0 .

Suggested Citation

  • Xia Chen & Jie Xiong, 2015. "Annealed Asymptotics for Brownian Motion of Renormalized Potential in Mobile Random Medium," Journal of Theoretical Probability, Springer, vol. 28(4), pages 1601-1650, December.
  • Handle: RePEc:spr:jotpro:v:28:y:2015:i:4:d:10.1007_s10959-014-0558-8
    DOI: 10.1007/s10959-014-0558-8
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