Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise

Abstract

Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic behavior for the parabolic Anderson equation \[ ∂ u∂ t(t,x)=12 u(t,x)+V(t,x)u(t,x), u(0,x)=u0(x),\] where the homogeneous generalized Gaussian noise V(t,x) is, among other forms, white or fractional white in time and space. Associated with the Cole-Hopf solution to the KPZ equation, in particular, the precise asymptotic form \[R∞( R)-2/3|x| Ru(t,x)=34 3 2t3 a.s.\] is obtained for the parabolic Anderson model ∂tu=12∂xx2u+Wu with the (1+1)-white noise W(t,x). In addition, some links between time and space asymptotics for the parabolic Anderson equation are also pursued.

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