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
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.