Localisation and ageing in the parabolic Anderson model with Weibull potential

The parabolic Anderson model is the Cauchy problem for the heat equation on the integer lattice with a random potential $\xi$. We consider the case when $\{\xi(z):z\in\mathbb{Z}^d\}$ is a collection of independent identically distributed random variables with Weibull distribution with parameter $0<\gamma<2$, and we assume that the solution is initially localised in the origin. We prove that, as time goes to infinity, the solution completely localises at just one point with high probability, and we identify the asymptotic behaviour of the localisation site. We also show that the intervals between the times when the solution relocalises from one site to another increase linearly over time, a phenomenon known as ageing.Comment: Published in at http://dx.doi.org/10.1214/13-AOP882 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

A conditioning principle for Galton-Watson trees

We show that an infinite Galton-Watson tree, conditioned on its martingale limit being smaller than \eps, converges as \eps\downarrow 0 in law to the regular $\mu$-ary tree, where $\mu$ is the essential minimum of the offspring distribution. This gives an example of entropic repulsion where the limit has no entropy.Comment: This is now superseded by a new paper, arXiv:1204.3080, written jointly with Nina Gantert. The new paper contains much stronger results (e.g. the two-point concentration of the level at which the Galton-Watson tree ceases to be minimal) based on a significantly more delicate analysis, making the present paper redundan

Ageing in the parabolic Anderson model

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time, a phenomenon known as ageing. We describe this phenomenon in the weak sense, by looking at the asymptotic probability of a change in a given time window, and in the strong sense, by identifying the almost sure upper envelope for the process of the time remaining until the next change of profile. We also prove functional scaling limit theorems for profile and growth rate of the solution of the parabolic Anderson model.Comment: 43 pages, 4 figure

Galton-Watson trees with vanishing martingale limit

We show that an infinite Galton-Watson tree, conditioned on its martingale limit being smaller than \eps, agrees up to generation $K$ with a regular $\mu$-ary tree, where $\mu$ is the essential minimum of the offspring distribution and the random variable $K$ is strongly concentrated near an explicit deterministic function growing like a multiple of \log(1/\eps). More precisely, we show that if $\mu\ge 2$ then with high probability as \eps \downarrow 0, $K$ takes exactly one or two values. This shows in particular that the conditioned trees converge to the regular $\mu$-ary tree, providing an example of entropic repulsion where the limit has vanishing entropy.Comment: This supersedes an earlier paper, arXiv:1006.2315, written by a subset of the authors. Compared with the earlier version, the main result (the two-point concentration of the level at which the Galton-Watson tree ceases to be minimal) is much stronger and requires significantly more delicate analysi

A two cities theorem for the parabolic Anderson model

The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_tu(t,z)=\Delta u(t,z)+\xi(z)u(t,z)$ on $(0,\infty)\times {\mathbb{Z}}^d$ with random potential $(\xi(z):z\in{\mathbb{Z}}^d)$. We consider independent and identically distributed potentials, such that the distribution function of $\xi(z)$ converges polynomially at infinity. If $u$ is initially localized in the origin, that is, if u(0,{z})={\mathbh1}_0({z}), we show that, as time goes to infinity, the solution is completely localized in two points almost surely and in one point with high probability. We also identify the asymptotic behavior of the concentration sites in terms of a weak limit theorem.Comment: Published in at http://dx.doi.org/10.1214/08-AOP405 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org