Long time behavior of the solutions to non-linear Kraichnan equations

dc.creatorGuionnet, Alice
dc.creatorMazza, Christian
dc.date2004-09-16
dc.date.accessioned2026-07-07T05:12:11Z
dc.date.available2026-07-07T05:12:11Z
dc.descriptionWe consider the solution of a nonlinear Kraichnan equation $$\partial_s H(s,t)=\int_t^s H(s,u)H(u,t) k(s,u) du,\quad s\ge t$$ with a covariance kernel $k$ and boundary condition $H(t,t)=1$. We study the long time behaviour of $H$ as the time parameters $t,s$ go to infinity, according to the asymptotic behaviour of $k$. This question appears in various subjects since it is related with the analysis of the asymptotic behaviour of the trace of non-commutative processes satisfying a linear differential equation, but also naturally shows up in the study of the so-called response function and aging properties of the dynamics of some disordered spin systems.
dc.description32 pages
dc.identifierhttps://arxiv.org/abs/math/0409274
dc.identifierhttp://arxiv.org/abs/math/0409274
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72492
dc.subjectProbability
dc.subjectDisordered Systems and Neural Networks
dc.subjectOperator Algebras
dc.subject82B44, 46L54, 45G10
dc.titleLong time behavior of the solutions to non-linear Kraichnan equations
dc.typetext

Files

Collections