619 research outputs found

    Quenched central limit theorem for the stochastic heat equation in weak disorder

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    We continue with the study of the mollified stochastic heat equation in d≥3d\geq 3 given by duϵ,t=12Δuϵ,t+βϵ(d−2)/2 uϵ,t dBϵ,td u_{\epsilon,t}=\frac 12\Delta u_{\epsilon,t}+ \beta \epsilon^{(d-2)/2} \,u_{\epsilon,t} \,d B_{\epsilon,t} with spatially smoothened cylindrical Wiener process BB, whose (renormalized) Feynman-Kac solution describes the partition function of the continuous directed polymer. In an earlier work (\cite{MSZ16}), a phase transition was obtained, depending on the value of β>0\beta>0 in the limiting object of the smoothened solution uϵu_\epsilon as the smoothing parameter ϵ→0\epsilon\to 0 This partition function naturally defines a quenched polymer path measure and we prove that as long as β>0\beta>0 stays small enough while uϵu_\epsilon converges to a strictly positive non-degenerate random variable, the distribution of the diffusively rescaled Brownian path converges under the aforementioned polymer path measure to standard Gaussian distribution.Comment: Minor revisio

    Multiple scattering in random mechanical systems and diffusion approximation

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    This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with transition probabilities operator P is introduced by assuming that some of the dynamical variables are random with prescribed probability distributions. Of particular interest are systems with weak scattering, which are associated to parametric families of operators P_h, depending on a geometric or mechanical parameter h, that approaches the identity as h goes to 0. It is shown that (P_h -I)/h converges for small h to a second order elliptic differential operator L on compactly supported functions and that the Markov chain process associated to P_h converges to a diffusion with infinitesimal generator L. Both P_h and L are selfadjoint (densely) defined on the space L2(H,{\eta}) of square-integrable functions over the (lower) half-space H in R^m, where {\eta} is a stationary measure. This measure's density is either (post-collision) Maxwell-Boltzmann distribution or Knudsen cosine law, and the random processes with infinitesimal generator L respectively correspond to what we call MB diffusion and (generalized) Legendre diffusion. Concrete examples of simple mechanical systems are given and illustrated by numerically simulating the random processes.Comment: 34 pages, 13 figure

    Fluctuations of the front in a stochastic combustion model

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    We consider an interacting particle system on the one dimensional lattice Z\bf Z modeling combustion. The process depends on two integer parameters 2≤a<M<∞2\le a<M<\infty. Particles move independently as continuous time simple symmetric random walks except that 1. When a particle jumps to a site which has not been previously visited by any particle, it branches into aa particles; 2. When a particle jumps to a site with MM particles, it is annihilated. We start from a configuration where all sites to the left of the origin have been previously visited and study the law of large numbers and central limit theorem for rtr_t, the rightmost visited site at time tt. The proofs are based on the construction of a renewal structure leading to a definition of regeneration times for which good tail estimates can be performed.Comment: 19 page

    The Ising-Sherrington-Kirpatrick model in a magnetic field at high temperature

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    We study a spin system on a large box with both Ising interaction and Sherrington-Kirpatrick couplings, in the presence of an external field. Our results are: (i) existence of the pressure in the limit of an infinite box. When both Ising and Sherrington-Kirpatrick temperatures are high enough, we prove that: (ii) the value of the pressure is given by a suitable replica symmetric solution, and (iii) the fluctuations of the pressure are of order of the inverse of the square of the volume with a normal distribution in the limit. In this regime, the pressure can be expressed in terms of random field Ising models

    New bounds for the free energy of directed polymers in dimension 1+1 and 1+2

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    We study the free energy of the directed polymer in random environment in dimension 1+1 and 1+2. For dimension 1, we improve the statement of Comets and Vargas concerning very strong disorder by giving sharp estimates on the free energy at high temperature. In dimension 2, we prove that very strong disorder holds at all temperatures, thus solving a long standing conjecture in the field.Comment: 31 pages, 4 figures, final version, accepted for publication in Communications in Mathematical Physic

    Survival of branching random walks in random environment

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    We study survival of nearest-neighbour branching random walks in random environment (BRWRE) on Z{\mathbb Z}. A priori there are three different regimes of survival: global survival, local survival, and strong local survival. We show that local and strong local survival regimes coincide for BRWRE and that they can be characterized with the spectral radius of the first moment matrix of the process. These results are generalizations of the classification of BRWRE in recurrent and transient regimes. Our main result is a characterization of global survival that is given in terms of Lyapunov exponents of an infinite product of i.i.d. 2×22\times 2 random matrices.Comment: 17 pages; to appear in Journal of Theoretical Probabilit

    Stretched Polymers in Random Environment

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    We survey recent results and open questions on the ballistic phase of stretched polymers in both annealed and quenched random environments.Comment: Dedicated to Erwin Bolthausen on the occasion of his 65th birthda

    Knudsen gas in a finite random tube: transport diffusion and first passage properties

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    We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move straight with constant speed. Upon hitting the tube walls, they are reflected randomly, according to the cosine law: the density of the outgoing direction is proportional to the cosine of the angle between this direction and the normal vector. Steady state transport is studied by introducing an open tube segment as follows: We cut out a large finite segment of the tube with segment boundaries perpendicular to the tube axis. Particles which leave this piece through the segment boundaries disappear from the system. Through stationary injection of particles at one boundary of the segment a steady state with non-vanishing stationary particle current is maintained. We prove (i) that in the thermodynamic limit of an infinite open piece the coarse-grained density profile inside the segment is linear, and (ii) that the transport diffusion coefficient obtained from the ratio of stationary current and effective boundary density gradient equals the diffusion coefficient of a tagged particle in an infinite tube. Thus we prove Fick's law and equality of transport diffusion and self-diffusion coefficients for quite generic rough (random) tubes. We also study some properties of the crossing time and compute the Milne extrapolation length in dependence on the shape of the random tube.Comment: 51 pages, 3 figure

    On slowdown and speedup of transient random walks in random environment

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    We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time nn the particle is typically at a distance of order O(nκ)O(n^\kappa) from the origin, κ∈(0,1)\kappa\in(0,1). We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time nn, the particle is at a distance of order O(nν0)O(n^{\nu_0}) from the origin, ν0∈(0,κ)\nu_0\in (0,\kappa)), and speedup (at time nn, the particle is at a distance of order nν1n^{\nu_1} from the origin, ν1∈(κ,1)\nu_1\in (\kappa,1)), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time nn, the particle is located around (−nν)(-n^\nu), thus making an unusual excursion to the left. For the slowdown, our results are valid in the ballistic case as well.Comment: 43 pages, 4 figures; to appear in Probability Theory and Related Field
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