ON A VARIATIONAL PROBLEM FOR AN INFINITE PARTICLE SYSTEM IN A RANDOM MEDIUM .2. THE LOCAL GROWTH-RATE

Citation
A. Greven et F. Denhollander, ON A VARIATIONAL PROBLEM FOR AN INFINITE PARTICLE SYSTEM IN A RANDOM MEDIUM .2. THE LOCAL GROWTH-RATE, Probability theory and related fields, 100(3), 1994, pp. 301-328
Citations number
10
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
01788051
Volume
100
Issue
3
Year of publication
1994
Pages
301 - 328
Database
ISI
SICI code
0178-8051(1994)100:3<301:OAVPFA>2.0.ZU;2-O
Abstract
This paper solves the second of two variational problems arising in th e study of an infinite system of particles that branch and migrate in a random medium. This variational problem involves a non-linear functi onal on a subset of the stationary probability measures on [N x R(+)]( z), describing the interplay between particles and medium. It is shown that the variational problem can be solved in terms of the Lyapunov e xponent of a product of random N x N matrices. This Lyapunov exponent is calculated via a random continued fraction. By analyzing the latter we are able to compute the maximum and the maximizer in the variation al problem. It is found that these quantities exhibit interesting non- analyticities and changes of sign as a function of model parameters, w hich correspond to phase transitions in the infinite particle system. By combining with results from Part I we obtain a complete picture of the phase diagram.