Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium

TL;DR

This paper analyzes the asymptotic behavior of exponential moments of Brownian motion in a renormalized Poisson potential, revealing different scaling limits depending on parameters, with implications for models like directed polymers and stochastic PDEs.

Contribution

It provides a detailed asymptotic analysis of exponential moments in a time-dependent Poisson potential, identifying phase transitions based on parameters p and d.

Findings

Different scaling regimes for negative moments depending on p and d.

Behavior of positive moments varies with p, including finite, critical, and infinite regimes.

Explicit asymptotic rates such as t^{d/p}, t^{3/2}, and t log t are established.

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 \[\mathbb{E}\otimes\mathbb{E}_0\exp\left\{\pm\theta\int^t_0\bar{V}(s,B_s)ds\right\}\qquad (t\to\infty)\] where $\th>0$ is a constant, $\overline{V}$ is the renormalized Poisson potential of the form \[\overline{V}(s,x)=\int_{\mathbb{R}^d}\frac{1}{|y-x|^p}\left(\omega_s(dy)-dy\right),\] and $\omega_s$ is the measure-valued process consisting of independent Brownian particles whose initial positions form a Poisson random measure on $\mathbb{R}^d$ with Lebesgue measure as its intensity. Different scaling limits are obtained according to the parameter $p$ and dimension $d$. For the logarithm of the negative exponential moment, the range of $\frac{d}{2}<p<d$ is divided into 5 regions with various scaling rates of the orders $t^{d/p}$, $t^{3/2}$, $t^{(4-d-2p)/2}$, $t\log t$ and $t$, respectively. For the positive exponential moment, the limiting behavior is studied according to the parameters $p$ and $d$ in three regions. In the sub-critical region ($p<2$), the double logarithm of the exponential moment has a rate of $t$. In the critical region ($p=2$), it has different behavior over two parts decided according to the comparison of $\theta$ with the best constant in the Hardy inequality. In the super-critical region $(p>2)$, the exponential moments become infinite for all $t>0$.