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    Localisation in the Bouchaud-Anderson model

    Muirhead, S. and Pymar, Richard (2016) Localisation in the Bouchaud-Anderson model. Stochastic Processes and their Applications 126 (11), pp. 3402-3462. ISSN 0304-4149.

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    Abstract

    It is well-known that both random branching and trapping mechanisms can induce localisation phenomena in random walks; the prototypical examples being the parabolic Anderson and Bouchaud trap models respectively. Our aim is to investigate how these localisation phenomena interact in a hybrid model combining the dynamics of the parabolic Anderson and Bouchaud trap models. Under certain natural assumptions, we show that the localisation effects due to random branching and trapping mechanisms tend to (i) mutually reinforce, and (ii) induce a local correlation in the random fields (the ‘fit and stable’ hypothesis of population dynamics).

    Metadata

    Item Type: Article
    Keyword(s) / Subject(s): Parabolic Anderson model, Bouchaud trap model, Localisation, Intermittency
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Dr Richard Pymar
    Date Deposited: 05 Sep 2017 13:10
    Last Modified: 27 Jul 2019 14:32
    URI: http://eprints.bbk.ac.uk/id/eprint/19546

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