Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space

被引:0
|
作者
Junfeng Liu
机构
[1] Nanjing Audit University,School of Statistics and Data Science
来源
关键词
Anderson model; Fractional Brownian motion; Gaussian noise; Malliavin calculus; Feynman–Kac representation; Moment bounds; Hölder continuity; 60G22; 60H15; 60H07;
D O I
暂无
中图分类号
学科分类号
摘要
In this article, we study a generalized Anderson model driven by Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst index H<12\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$H<\frac{1}{2}$$\end{document} in space. We prove the existence of the solution in the Skorohod sense and obtain upper and lower bounds for the pth moments for all p=2,3,…\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p=2,3,\ldots $$\end{document}. Then we can prove that solution of this equation in the Skorohod sense is weakly intermittent. Hölder continuity of the solution with respect to the time and space variables is also deduced.
引用
收藏
页码:167 / 200
页数:33
相关论文
共 50 条
  • [41] Locally Optimum Detection of a Noise Model Based On Generalized Gaussian distribution
    Wang, Taiyue
    Liu, Xiusheng
    Dai, Yanqing
    Li, Hongwei
    2008 INTERNATIONAL CONFERENCE ON MULTIMEDIA AND INFORMATION TECHNOLOGY, PROCEEDINGS, 2008, : 253 - +
  • [42] Decision Boundary for Underwater Acoustic Communication with Generalized Gaussian Noise Model
    Bhuyan, Snigdha
    Deshmukh, Siddharth
    2016 INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING AND COMMUNICATIONS (SPCOM), 2016,
  • [43] Locally Optimum Detection of a Noise Model Based On Generalized Gaussian distribution
    Dai, Yanqing
    Tang, Gang
    Wang, Taiyue
    2010 THE 3RD INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND INDUSTRIAL APPLICATION (PACIIA2010), VOL I, 2010, : 264 - 267
  • [44] DIAGONALIZATION OF THE GENERALIZED ANDERSON MODEL
    COLEMAN, P
    ANDREI, N
    JOURNAL OF PHYSICS C-SOLID STATE PHYSICS, 1986, 19 (17): : 3211 - 3233
  • [45] On Additive Channels with Generalized Gaussian Noise
    Dytso, Alex
    Bustin, Ronit
    Poor, H. Vincent
    Shamai , Shim
    2017 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2017, : 426 - 430
  • [46] Moment bounds and central limit theorems for Gaussian subordinated arrays
    Bardet, Jean-Marc
    Surgailis, Donatas
    JOURNAL OF MULTIVARIATE ANALYSIS, 2013, 114 : 457 - 473
  • [47] Moment bounds and central limit theorem for functions of Gaussian vectors
    Soulier, P
    STATISTICS & PROBABILITY LETTERS, 2001, 54 (02) : 193 - 203
  • [48] Feynman-Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise
    Han, Yuecai
    Wu, Guanyu
    JOURNAL OF MATHEMATICAL PHYSICS, 2024, 65 (02)
  • [49] Markovian Anderson model: Bounds for the rate of propagation
    Tcheremchantsev, S
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1997, 187 (02) : 441 - 469
  • [50] Generalized Burgers equation with rough transport noise
    Hocquet, Antoine
    Nilssen, Torstein
    Stannat, Wilhelm
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 130 (04) : 2159 - 2184