报告题目：Intermittency for hyperbolic Anderson models with time-independent Gaussian noise

报告时间：2025年1月15日上午10：00

报告地点：南湖校区老图书馆四楼会议室

主办单位：数学与统计学院/科研处

报告人：陈夏

报告人简介：陈夏，美国田纳西大学数学系教授，国家级专家，主要研究方向为概率论及其相关领域，在大偏差理论与交叉局部时和抛物Anderson模型方面，取得了很多创新成果，在顶级杂志期刊（如 The Annals of Probability ，Annales de l'Institut Henri Poincare等）上发表过多篇论文，出版过专著《Random walk intersections》，获得了Simons基金、国家“计划”专家配套基金等资助和奖金，在2008年被评为国际数理统计协会（IMS）的会员，多次担任美国国家自然基金评审委员，多次应邀在国际会议做报告。

摘要：Intuitively, inttermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be described in terms of moment asymptotics of the system.

Compared to the parabolic Anderson equation, the inttermittency for hyperbolic Anderson equation is much harder and less investigated due to absence of Feynman-Kac formula that links the parabolic Anderson equation to Brownian motions. I will report some recent progress in the regimes of Stratonovich. In particular, I will show how the large deviation technique is combined with Laplace-Fourier transforms and Malliavin calculus to achieve the precise moment asymptotics.

The talk is based on part of a collaborating work joint with Hu, Y. Z. and has been accepted by Ann. Probab.