The parabolic Anderson model on the hypercube

Luca Avena, Onur Gün and Marion Hesse

Stochastic Processes and their Applications, 2020, vol. 130, issue 6, 3369-3393

Abstract: We consider the parabolic Anderson model ∂∂tvn=κΔnvn+ξnvn on the n-dimensional hypercube {−1,+1}n with random i.i.d. potential ξn. We study vn at the location of the kth largest potential, xk,2n. Our main result is that, for a certain class of potential distributions, the solution exhibits a phase transition: for short time scales vn(tn,xk,2n) behaves like a system without diffusion and grows as exp{(ξn(xk,2n)−κ)tn}, whereas, for long time scales the growth is dictated by the principal eigenvalue and the corresponding eigenfunction of the operator κΔn+ξn, for which we give precise asymptotics. Moreover, the transition time depends only on the difference ξn(x1,2n)−ξn(xk,2n). One of our main motivations is to investigate the mutation–selection model of population genetics on a random fitness landscape, which is given by the ratio of vn to its total mass, with ξn corresponding to the fitness landscape. We show that the above mentioned phase transition translates to the mutation–selection model as follows: a population initially concentrated at xk,2n moves completely to x1,2n on time scales where the transition of growth rates occurs. The class of potentials we consider includes the Random Energy Model (REM) which is studied in the statistical physics literature as one of the main examples of a random fitness landscape.

Keywords: Parabolic Anderson model; Mutation–selection model; Localization; Random energy model (search for similar items in EconPapers)
Date: 2020
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:130:y:2020:i:6:p:3369-3393

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DOI: 10.1016/j.spa.2019.09.016

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