Mathematical Physics Seminar
On Lyapunov exponents of Green's function for diffusions and random walks in a random potential
The talk will consist of two parts. At first, we shall review connections between Lyapunov exponents, large deviations for diffusions in random media, and the homogenization problem for some stochastic Hamilton-Jacobi-Bellman equations. The second part of the talk will discuss results of the joint work with T. Mountford (EPFL) and M. Zerner (University of Tuebingen) concerning the behavior of quenched and averaged Lyapunov exponents for random walks on Z^d in small i.i.d. potentials.
Date & Time
February 27, 2009 | 4:00pm – 5:00pm
Location
S-101Speakers
Affiliation
Baruch College, CUNY and Member, School of Mathematics