Summary
This paper solves the second of two variational problems arising in the study of an infinite system of particles that branch and migrate in a random medium. This variational problem involves a non-linear functional on a subset of the stationary probability measures on [ℕ×ℝ+]ℤ, describing the interplay between particles and medium. It is shown that the variational problem can be solved in terms of the Lyapunov exponent of a product of random ℕ×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 variational problem. It is found that these quantities exhibit interesting non-analyticities and changes of sign as a function of model parameters, which 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.
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Greven, A., den Hollander, F. On a variational problem for an infinite particle system in a random medium Part II: The local growth rate. Probab. Th. Rel. Fields 100, 301–328 (1994). https://doi.org/10.1007/BF01193703
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DOI: https://doi.org/10.1007/BF01193703
Mathematics Subject Classification 1991
- 60F10
- 60J15
- 82B26
- 82B44