Moderate deviation principle for ergodic Markov chain. Lipschitz summands

For ${1/2}<\alpha<1$, we propose the MDP analysis for family $$S^\alpha_n=\frac{1}{n^\alpha}\sum_{i=1}^nH(X_{i-1}), n\ge 1,$$ where $(X_n)_{n\ge 0}$ be a homogeneous ergodic Markov chain, $X_n\in \mathbb{R}^d$, when the spectrum of operator $P_x$ is continuous. The vector-valued function $H$ is not assumed to be bounded but the Lipschitz continuity of $H$ is required. The main helpful tools in our approach are Poisson's equation and Stochastic Exponential; the first enables to replace the original family by $\frac{1}{n^\alpha}M_n$ with a martingale $M_n$ while the second to avoid the direct Laplace transform analysis

Ising models on power-law random graphs

We study a ferromagnetic Ising model on random graphs with a power-law degree distribution and compute the thermodynamic limit of the pressure when the mean degree is finite (degree exponent $\tau>2$), for which the random graph has a tree-like structure. For this, we adapt and simplify an analysis by Dembo and Montanari, which assumes finite variance degrees ($\tau>3$). We further identify the thermodynamic limits of various physical quantities, such as the magnetization and the internal energy

Long time, large scale limit of the Wigner transform for a system of linear oscillators in one dimension

We consider the long time, large scale behavior of the Wigner transform W_\eps(t,x,k) of the wave function corresponding to a discrete wave equation on a 1-d integer lattice, with a weak multiplicative noise. This model has been introduced in Basile, Bernardin, and Olla to describe a system of interacting linear oscillators with a weak noise that conserves locally the kinetic energy and the momentum. The kinetic limit for the Wigner transform has been shown in Basile, Olla, and Spohn. In the present paper we prove that in the unpinned case there exists $\gamma_0>0$ such that for any $\gamma\in(0,\gamma_0]$ the weak limit of W_\eps(t/\eps^{3/2\gamma},x/\eps^{\gamma},k), as \eps\ll1, satisfies a one dimensional fractional heat equation $\partial_t W(t,x)=-\hat c(-\partial_x^2)^{3/4}W(t,x)$ with $\hat c>0$. In the pinned case an analogous result can be claimed for W_\eps(t/\eps^{2\gamma},x/\eps^{\gamma},k) but the limit satisfies then the usual heat equation

The Non--Ergodicity Threshold: Time Scale for Magnetic Reversal

We prove the existence of a non-ergodicity threshold for an anisotropic classical Heisenberg model with all-to-all couplings. Below the threshold, the energy surface is disconnected in two components with positive and negative magnetizations respectively. Above, in a fully chaotic regime, magnetization changes sign in a stochastic way and its behavior can be fully characterized by an average magnetization reversal time. We show that statistical mechanics predicts a phase--transition at an energy higher than the non-ergodicity threshold. We assess the dynamical relevance of the latter for finite systems through numerical simulations and analytical calculations. In particular, the time scale for magnetic reversal diverges as a power law at the ergodicity threshold with a size-dependent exponent, which could be a signature of the phenomenon.Comment: 4 pages 4 figure

Ranking by Loops: a new approach to categorization

We introduce Loop Ranking, a new ranking measure based on the detection of closed paths, which can be computed in an efficient way. We analyze it with respect to several ranking measures which have been proposed in the past, and are widely used to capture the relative importance of the vertices in complex networks. We argue that Loop Ranking is a very appropriate measure to quantify the role of both vertices and edges in the network traffic.Comment: 4 pages, 2 figures, 1 table, corrected misprin

String Matching and 1d Lattice Gases

We calculate the probability distributions for the number of occurrences $n$ of a given $l$ letter word in a random string of $k$ letters. Analytical expressions for the distribution are known for the asymptotic regimes (i) $k \gg r^l \gg 1$ (Gaussian) and $k,l \to \infty$ such that $k/r^l$ is finite (Compound Poisson). However, it is known that these distributions do now work well in the intermediate regime $k \gtrsim r^l \gtrsim 1$. We show that the problem of calculating the string matching probability can be cast into a determining the configurational partition function of a 1d lattice gas with interacting particles so that the matching probability becomes the grand-partition sum of the lattice gas, with the number of particles corresponding to the number of matches. We perform a virial expansion of the effective equation of state and obtain the probability distribution. Our result reproduces the behavior of the distribution in all regimes. We are also able to show analytically how the limiting distributions arise. Our analysis builds on the fact that the effective interactions between the particles consist of a relatively strong core of size $l$, the word length, followed by a weak, exponentially decaying tail. We find that the asymptotic regimes correspond to the case where the tail of the interactions can be neglected, while in the intermediate regime they need to be kept in the analysis. Our results are readily generalized to the case where the random strings are generated by more complicated stochastic processes such as a non-uniform letter probability distribution or Markov chains. We show that in these cases the tails of the effective interactions can be made even more dominant rendering thus the asymptotic approximations less accurate in such a regime.Comment: 44 pages and 8 figures. Major revision of previous version. The lattice gas analogy has been worked out in full, including virial expansion and equation of state. This constitutes the main part of the paper now. Connections with existing work is made and references should be up to date now. To be submitted for publicatio

Random Planar Lattices and Integrated SuperBrownian Excursion

In this paper, a surprising connection is described between a specific brand of random lattices, namely planar quadrangulations, and Aldous' Integrated SuperBrownian Excursion (ISE). As a consequence, the radius r_n of a random quadrangulation with n faces is shown to converge, up to scaling, to the width r=R-L of the support of the one-dimensional ISE. More generally the distribution of distances to a random vertex in a random quadrangulation is described in its scaled limit by the random measure ISE shifted to set the minimum of its support in zero. The first combinatorial ingredient is an encoding of quadrangulations by trees embedded in the positive half-line, reminiscent of Cori and Vauquelin's well labelled trees. The second step relates these trees to embedded (discrete) trees in the sense of Aldous, via the conjugation of tree principle, an analogue for trees of Vervaat's construction of the Brownian excursion from the bridge. From probability theory, we need a new result of independent interest: the weak convergence of the encoding of a random embedded plane tree by two contour walks to the Brownian snake description of ISE. Our results suggest the existence of a Continuum Random Map describing in term of ISE the scaled limit of the dynamical triangulations considered in two-dimensional pure quantum gravity.Comment: 44 pages, 22 figures. Slides and extended abstract version are available at http://www.loria.fr/~schaeffe/Pub/Diameter/ and http://www.iecn.u-nancy.fr/~chassain

Condensation of Silica Nanoparticles on a Phospholipid Membrane

The structure of the transient layer at the interface between air and the aqueous solution of silica nanoparticles with the size distribution of particles that has been determined from small-angle scattering has been studied by the X-ray reflectometry method. The reconstructed depth profile of the polarizability of the substance indicates the presence of a structure consisting of several layers of nanoparticles with the thickness that is more than twice as large as the thickness of the previously described structure. The adsorption of 1,2-distearoyl-sn-glycero-3-phosphocholine molecules at the hydrosol/air interface is accompanied by the condensation of anion silica nanoparticles at the interface. This phenomenon can be qualitatively explained by the formation of the positive surface potential due to the penetration and accumulation of Na+ cations in the phospholipid membrane.Comment: 7 pages, 5 figure