2025/07/07 by Xiaoping Geng, Cheng Ouyang, Geng, Xi +1
Mathematics · Physics and Astronomy · #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
paper · pdf · doi:10.48550/arxiv.2507.05530
openalex publication_date 2025/07/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Consider a Parabolic Anderson model (PAM) with Gaussian noise that is white in time and colored in space, where the spatial correlation decays polynomially with order α. In Euclidean spaces with dimension greater than 2, it is well-understood that the critical value for α is 2. Specifically, for α<2, the second moment of the solution grows exponentially over time, while for α>2, there is a phase transition, from the second moment being uniformly bounded in time to exhibiting exponential growth in time when the inverse temperature increases. This critical behavior arises from the fact that in Euclidean space, Brownian motion tends to infinity at a speed of √(t). The present work explores the PAM on a hyperbolic space. Given that Brownian motion in a hyperbolic space travels at a speed of t, one expects that α=1 would be the critical value for the above phenomena. We confirm that this intuition is indeed correct. Furthermore, we uncover a novel phase for α<1 in which the second moment explodes sub-exponentially, distinct from the behavior observed in Euclidean space.