We study two interacting particles in a random potential chain by a transfer matrix method which allows a correct handling of the symmetry of the two- particle wave function, but introduces an artificial ¨bag¨ interaction. The dependence of the two-particle localization length lambta 2on disorder, interaction strength and range is investigated. Our results demonstrate that the recently proposed enhancement of lambta 2 as compared to the results for single particles is vanishingly small for a Hubbard interaction. For longer-range interactions, we observe a small enhancement but with a different disorder dependence than proposed previously.

We reinvestigate the validity of mapping the problem of two onsite interacting particles in a random potential onto an effective random matrix model. To this end we first study numerically how the non-interacting basis is coupled by the interaction. Our results indicate that the typical coupling matrix element decreases significantly faster with increasing single-particle localization length than is assumed in the random matrix model. We further show that even for models where the dependency of the coupling matrix element on the single-particle localization length is correctly described by the corresponding random matrix model its predictions for the localization length can be qualitatively incorrect. These results indicate that the mapping of an interacting random system onto an effective random matrix model is potentially dangerous. We also discuss how Imry's block-scaling picture for two interacting particles is influenced by the above arguments.

We study two interacting particles in a random potential chain by a transfer matrix method which allows a correct handling of the symmetry of the two- particle wave function, but introduces an artificial ¨bag¨ interaction. The dependence of the two-particle localization length lambta 2on disorder, interaction strength and range is investigated. Our results demonstrate that the recently proposed enhancement of lambta 2 as compared to the results for single particles is vanishingly small for a Hubbard interaction. For longer-range interactions, we observe a small enhancement but with a different disorder dependence than proposed previously.

We reinvestigate the validity of mapping the problem of two onsite interacting particles in a random potential onto an effective random matrix model. To this end we first study numerically how the non-interacting basis is coupled by the interaction. Our results indicate that the typical coupling matrix element decreases significantly faster with increasing single-particle localization length than is assumed in the random matrix model. We further show that even for models where the dependency of the coupling matrix element on the single-particle localization length is correctly described by the corresponding random matrix model its predictions for the localization length can be qualitatively incorrect. These results indicate that the mapping of an interacting random system onto an effective random matrix model is potentially dangerous. We also discuss how Imry's block-scaling picture for two interacting particles is influenced by the above arguments.

Pour V un processus aléatoire càd-làg, on appelle diffusion dans le milieu aléatoire V la solution formelle de l’équation différentielle stochastique \[ dX_t = - \frac1{2} V'(X_t) dt + dB_t, \] où B est un mouvement brownien indépendant de V . Le temps local au temps t et à la position x dela diffusion, noté LX(t, x), donne une mesure de la quantité de temps passé par la diffusion au point x, avant l’instant t. Dans cette thèse nous considérons le cas où le milieu V est un processus de Lévyspectralement négatif convergeant presque sûrement vers −∞, et nous nous intéressons au comportementasymptotique lorsque t tend vers l’infini de $\mathcal{L}_X^*(t) := \sup_{\mathbb{R}} \mathcal{L}_X(t, .)$ le supremum du temps local de ladiffusion, ainsi qu’à la localisation du point le plus visité par la diffusion. Nous déterminons notammentla convergence en loi et le comportement presque sûr du supremum du temps local. Cette étude révèleque le comportement asymptotique du supremum du temps local est fortement lié aux propriétés desfonctionnelles exponentielles des processus de Lévy conditionnés à rester positifs et cela nous amène àétudier ces dernières. Si V est un processus de Lévy, V ↑ désigne le processus V conditionné à rester positif.La fonctionnelle exponentielle de V ↑ est la variable aléatoire $\int_0^{+ \infty} e^{- V^{\uparrow} (t)}dt$ . Nous étudions en particulier sa finitude, son auto-décomposabilité, l’existence de moments exponentiels, sa queue en 0, l’existence et larégularité de sa densité. / For V a random càd-làg process, we call diffusion in the random medium V the formal solution of thestochastic differential equation \[ dX_t = - \frac1{2} V'(X_t) dt + dB_t, \] where B is a brownian motion independent of V . The local time at time t and at the position x of thediffusion, denoted by LX(t, x), gives a measure of the amount of time spent by the diffusion at point x,before instant t. In this thesis we consider the case where the medium V is a spectrally negative Lévyprocess converging almost surely toward −∞, and we are interested in the asymptotic behavior, whent goes to infinity, of $\mathcal{L}_X^*(t) := \sup_{\mathbb{R}} \mathcal{L}_X(t, .)$ the supremum of the local time of the diffusion. We arealso interested in the localization of the point most visited by the diffusion. We notably establish theconvergence in distribution and the almost sure behavior of the supremum of the local time. This studyreveals that the asymptotic behavior of the supremum of the local time is deeply linked to the propertiesof the exponential functionals of Lévy processes conditioned to stay positive and this brings us to studythem. If V is a Lévy process, V ↑ denotes the process V conditioned to stay positive. The exponentialfunctional of V ↑ is the random variable $\int_0^{+ \infty} e^{- V^{\uparrow} (t)}dt$ . For this object, we study in particular finiteness,

Dans le cadre de cette thèse, nous nous intéressons à ”l’exposant de Lyapu-nov” pour deux modèles en milieu aléatoire : la marche aléatoire en potentiel aléatoire, le mouvement brownien en potentiel poissonnien.Dans la première partie de la thèse (chapitre II), on étudie une marche aléatoire dans un potentiel aléatoire donné par une famille de variables aléa¬toires i.i.d. non-négatives. La continuité des exposants de Lyapunov par rap¬port à la loi du potentiel est démontrée dans le cas transient, c’est-à-dire en dimension d ≥ 3 ou en dimension 2 pour un potentiel borné inférieurement. On poursuit avec l’étude des exposants critiques : l’exposant de volume ξ et l’exposant de fluctuation X. On obtient l’une des inégalités suggérée par la conjecture de KPZ sous une condition de courbure de la forme asymptotique. Les exposants de Lyapunov jouent un rôle important dans cette étude.La deuxième partie de la thèse (chapitre III) est surtout consacrée à l’étude du brownien dans un potentiel aléatoire de longue portée. On débute cependant par un potentiel classique à portée finie. Sznitman (1987-1998) a étudié plusieurs aspects de ce modèle. Un premier résultat de cette partie est la continuité des exposants de Lyapunov par rapport au paramètre du pro¬cessus de Poisson. On étudie ensuite le modèle proposé par Lacoin (2012) qui est un modèle avec un potentiel à longue portée. Il a obtenu des estimations des exposants critiques sensiblement différentes de celles de Wüthrich (1998) pour le modèle de Sznitman. Dans cette thèse, on poursuit l’étude du modèle de Lacoin. On montre l’existence des exposants de Lyapunov, le théorème de la forme limite et une estimation de grandes déviations. / In this thesis, we are interested in Lyapunov exponent for two models in random media : random walk in random potential, Brownian motion in Poisson potential.In the first part (chapter II), we study a random walk in a random potential given by a family of i.i.d random non-negative variables. The continuity of Lyapunov exponents with respect to the law of potential is shown in the case transient, that is, in the dimension d ≥ 3 or in the dimension d = 2 for a lower bounded potential. Next, we consider the critical exponents : the exponent of volume ξ and the exponent of fluctuation X. We give an inequality suggested by the KPZ conjecture under a condition of asymptotic form. Lyapunov exponents play an important role in this work.The second part (chapter III) is mainly devoted to the study Brownian motion in a long-range random potential. However, we begin with a classical finite-range potential. Sznitman (1987-1998) investigated several aspects of this model. The first result of this part is the continuity of the Lyapunov exponents with respect to the parameter of the Poisson process. Then, we study the model proposed by Lacoin (2012) which is a long-range potential model. He obtained some estimations of critical exponents that are significantly different from those of Wüthrich (1998) for the model of Sznitman.In this thesis, we pursue the study of Lacoin model. We show the existence of Lyapunov exponents, the shape limit theorem and an estimation of large deviations