Metastable states in Brownian energy landscape

Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard Brownian motion, we study the process of depths of the consecutive wells of increasing depth that the motion visits. When these depths are looked in logarithmic scale, they form a stationary renewal cluster process. We give a description of the structure of this process and derive from it the almost sure limit behavior and the fluctuations of the empirical density of the process.Comment: 21 pages, 6 figure

Patterns in Sinai's walk

Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior.Comment: Published in at http://dx.doi.org/10.1214/11-AOP724 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Variational characterization of the critical curve for pinning of random polymers

In this paper we look at the pinning of a directed polymer by a one-dimensional linear interface carrying random charges. There are two phases, localized and delocalized, depending on the inverse temperature and on the disorder bias. Using quenched and annealed large deviation principles for the empirical process of words drawn from a random letter sequence according to a random renewal process [Birkner, Greven and den Hollander, Probab. Theory Related Fields 148 (2010) 403-456], we derive variational formulas for the quenched, respectively, annealed critical curve separating the two phases. These variational formulas are used to obtain a necessary and sufficient criterion, stated in terms of relative entropies, for the two critical curves to be different at a given inverse temperature, a property referred to as relevance of the disorder. This criterion in turn is used to show that the regimes of relevant and irrelevant disorder are separated by a unique inverse critical temperature. Subsequently, upper and lower bounds are derived for the inverse critical temperature, from which sufficient conditions under which it is strictly positive, respectively, finite are obtained. The former condition is believed to be necessary as well, a problem that we will address in a forthcoming paper. Random pinning has been studied extensively in the literature. The present paper opens up a window with a variational view. Our variational formulas for the quenched and the annealed critical curve are new and provide valuable insight into the nature of the phase transition. Our results on the inverse critical temperature drawn from these variational formulas are not new, but they offer an alternative approach, that is, flexible enough to be extended to other models of random polymers with disorder.Comment: Published in at http://dx.doi.org/10.1214/11-AOP727 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

The random pinning model with correlated disorder given by a renewal set

We investigate the effect of correlated disorder on the localization transition undergone by a renewal sequence with loop exponent $\alpha$ > 0, when the correlated sequence is given by another independent renewal set with loop exponent $\alpha$ > 0. Using the renewal structure of the disorder sequence, we compute the annealed critical point and exponent. Then, using a smoothing inequality for the quenched free energy and second moment estimates for the quenched partition function, combined with decoupling inequalities, we prove that in the case $\alpha$ > 2 (summable correlations), disorder is irrelevant if $\alpha$ 1/2, which extends the Harris criterion for independent disorder. The case $\alpha$ $\in$ (1, 2) (non-summable correlations) remains largely open, but we are able to prove that disorder is relevant for $\alpha$ > 1/ $\alpha$, a condition that is expected to be non-optimal. Predictions on the criterion for disorder relevance in this case are discussed. Finally, the case $\alpha$ $\in$ (0, 1) is somewhat special but treated for completeness: in this case, disorder has no effect on the quenched free energy, but the annealed model exhibits a phase transition

The spectrum of the random environment and localization of noise

We consider random walk on a mildly random environment on finite transitive d- regular graphs of increasing girth. After scaling and centering, the analytic spectrum of the transition matrix converges in distribution to a Gaussian noise. An interesting phenomenon occurs at d = 2: as the limit graph changes from a regular tree to the integers, the noise becomes localized.Comment: 18 pages, 1 figur

Localization of favorite points for diffusion in a random environment

For a diffusion Xt in a one-dimensional Wiener medium W, it is known that there is a certain process (br(W))r>=0 that depends only on the environment, so that Xt-blogt(W) converges in distribution as t-->[infinity]. The paths of b are step functions. Denote by FX(t) the point with the most local time for the diffusion at time t. We prove that, modulo a relatively small time change, the paths of the processes (br(W))r>=0, (FX(er))r>=0 are close after some large r.Diffusion in random environment Favorite point Local time Ray-Knight theorem Localization