2025/07/08 by Pierre Yves Gaudreau Lamarre, Yuanyuan Pan, Lamarre, Pierre Yves Gaudreau +1
Economics, Econometrics and Finance · Mathematics · #58J50 #60H25 #60L50 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Spectral Theory (math.SP) #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2507.06186
openalex publication_date 2025/07/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider the Anderson Hamiltonian (AH) and the parabolic Anderson model (PAM) with white noise and Dirichlet boundary condition on a bounded planar domain D⊂\mathbb R2. We compute the small time asymptotics of the AH's exponential trace up to order O(log t), and of the PAM's mass up to order O(tlog t). Our proof is probabilistic, and relies on the asymptotics of intersection local times of Brownian motions and bridges in \mathbb R2. Applications of our main result include the following: (i) If the boundary ∂ D is sufficiently regular, then D's area and ∂ D's length can both be recovered almost surely from a single observation of the AH's eigenvalues. This extends Mouzard's Weyl law in the special case of bounded domains (Ann. Inst. H. Poincaré Probab. Statist. 58(3): 1385-1425). (ii) If D is simply connected and ∂ D is fractal, then ∂ D's Minkowski dimension (if it exists) can be recovered almost surely from the PAM's small time asymptotics. (iii) The variance of the white noise can be recovered almost surely from a single observation of the AH's eigenvalues.