Long Time Asymptotics of Ornstein-Uhlenbeck Processes in Poisson Random Media

Author

Fei XingFollow

Date of Award

8-2013

Degree Type

Dissertation

Degree Name

Doctor of Philosophy

Major

Mathematics

Major Professor

Xia Chen

Committee Members

Jan Rosinski, Vasileios Maroulas, Frank Guess

Abstract

The Models of Random Motions in Random Media (RMRM) have been shown to have fruitful applications in various scientific areas such as polymer physics, statistical mechanics, oceanography, etc. In this dissertation, we consider a special model of RMRM: the Ornstein-Uhlenbeck process in a Poisson random medium and investigate the long time evolution of its random energy. We give complete answers to the long time asymptotics of the exponential moments of the random energy with both positive and negative coefficients, under both quenched and annealed regimes. Through these results, we find out a dramatic difference between the long time behavior of the Brownian motion dynamics and the Ornstein-Uhlenbeck dynamics in the Poisson random medium.

Recommended Citation

Xing, Fei, "Long Time Asymptotics of Ornstein-Uhlenbeck Processes in Poisson Random Media. " PhD diss., University of Tennessee, 2013.
https://trace.tennessee.edu/utk_graddiss/2499