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The focus of this article is on the different behavior of large deviations of random functionals associated with the parabolic Anderson model above the mean versus large deviations below the mean. The functionals we treat are the solution u(x, t) to the spatially discrete parabolic Anderson model and a functional A (n) which is used in analyzing the a.s. Lyapunov exponent for u(x, t). Both satisfy a "law of large numbers", with lim(t ->infinity) 1/t log u (x, t) = lambda (kappa) and lim(n ->infinity) An/n = alpha. We then think of alpha n and lambda(kappa)t as being the mean of the respective quantities A (n) and log u(t, x). Typically, the large deviations for such functionals exhibits a strong asymmetry; large deviations above the mean take on a different order of magnitude from large deviations below the mean. We develop robust techniques to quantify and explain the differences.
Jean-Marc Vesin, Grégoire Millet, Sasan Yazdani
Jian Wang, Olivier Schneider, Yiming Li, Yi Zhang, Aurelio Bay, Guido Haefeli, Christoph Frei, Frédéric Blanc, Tatsuya Nakada, Michel De Cian, Luca Pescatore, François Fleuret, Elena Graverini, Renato Quagliani, Federico Betti, Andrea Merli, Aravindhan Venkateswaran, Vitalii Lisovskyi, Katharina Müller, Sebastian Schulte, Veronica Sølund Kirsebom, Elisabeth Maria Niel, Mingkui Wang, Zhirui Xu, Lei Zhang, Ho Ling Li, Mark Tobin, Minh Tâm Tran, Niko Neufeld, Matthew Needham, Marc-Olivier Bettler, Maurizio Martinelli, Vladislav Balagura, Donal Patrick Hill, Liang Sun, Pietro Marino, Mirco Dorigo, Xiaoxue Han, Liupan An, Federico Leo Redi, Plamen Hristov Hopchev, Thibaud Humair, Maxime Schubiger, Hang Yin, Guido Andreassi, Violaine Bellée, Olivier Göran Girard, Axel Kuonen, Preema Rennee Pais, Pavol Stefko, Tara Nanut, Maria Elena Stramaglia, Yao Zhou, Tommaso Colombo, Vladimir Macko, Guillaume Max Pietrzyk, Evgenii Shmanin, Simone Meloni, Xiaoqing Zhou, Surapat Ek-In, Dipanwita Dutta, Zheng Wang, Yi Wang, Hans Dijkstra, Gerhard Raven, Peter Clarke, Frédéric Teubert, Giovanni Carboni, Victor Coco, Adam Davis, Paolo Durante, Wenyu Zhang, Yu Zheng, Anton Petrov, Maxim Borisyak, Feng Jiang, Chen Chen, Zhipeng Tang, Xuan Li, Alexey Boldyrev, Almagul Kondybayeva, Hossein Afsharnia