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arxiv: 1211.7125 · v3 · pith:4EHPILS4new · submitted 2012-11-30 · 🧮 math.PR · math-ph· math.MP

Moments and Lyapunov exponents for the parabolic Anderson model

classification 🧮 math.PR math-phmath.MP
keywords lyapunovmodelmomentandersoncomputecontourexponentsformula
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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.

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