Survival of branching random walks in random environment

We study survival of nearest-neighbour branching random walks in random environment (BRWRE) on ${\mathbb Z}$. 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. $2\times 2$ random matrices.Comment: 17 pages; to appear in Journal of Theoretical Probabilit

Random planar trees and the Jacobian conjecture

We develop a probabilistic approach to the celebrated Jacobian conjecture, which states that any Keller map (i.e. any polynomial mapping $F\colon \mathbb{C}^n \to \mathbb{C}^n$ whose Jacobian determinant is a nonzero constant) has a compositional inverse which is also a polynomial. The Jacobian conjecture may be formulated in terms of a problem involving labellings of rooted trees; we give a new probabilistic derivation of this formulation using multi-type branching processes. Thereafter, we develop a simple and novel approach to the Jacobian conjecture in terms of a problem about shuffling subtrees of $d$-Catalan trees, i.e. planar $d$-ary trees. We also show that, if one can construct a certain Markov chain on large $d$-Catalan trees which updates its value by randomly shuffling certain nearby subtrees, and in such a way that the stationary distribution of this chain is uniform, then the Jacobian conjecture is true. Finally, we show that the subtree shuffling conjecture is true in a certain asymptotic sense, and thereafter use our machinery to prove an approximate version of the Jacobian conjecture, stating that inverses of Keller maps have small power series coefficients for their high degree terms.Comment: 36 pages, 4 figures. Section 2.5 added, Section 3 expanded, further minor edit

Survival of near-critical branching Brownian motion

Consider a system of particles performing branching Brownian motion with negative drift $\mu = \sqrt{2 - \epsilon}$ and killed upon hitting zero. Initially there is one particle at $x>0$. Kesten showed that the process survives with positive probability if and only if $\epsilon>0$. Here we are interested in the asymptotics as \eps\to 0 of the survival probability $Q_\mu(x)$. It is proved that if $L= \pi/\sqrt{\epsilon}$ then for all $x \in \R$, $\lim_{\epsilon \to 0} Q_\mu(L+x) = \theta(x) \in (0,1)$ exists and is a travelling wave solution of the Fisher-KPP equation. Furthermore, we obtain sharp asymptotics of the survival probability when $x<L$ and $L-x \to \infty$. The proofs rely on probabilistic methods developed by the authors in a previous work. This completes earlier work by Harris, Harris and Kyprianou and confirms predictions made by Derrida and Simon, which were obtained using nonrigorous PDE methods

On slowdown and speedup of transient random walks in random environment

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 $n$ the particle is typically at a distance of order $O(n^\kappa)$ from the origin, $\kappa\in(0,1)$. We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time $n$, the particle is at a distance of order $O(n^{\nu_0})$ from the origin, $\nu_0\in (0,\kappa)$), and speedup (at time $n$, the particle is at a distance of order $n^{\nu_1}$ from the origin, $\nu_1\in (\kappa,1)$), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time $n$, the particle is located around $(-n^\nu)$, 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

Functional Limit Theorems for Multiparameter Fractional Brownian Motion

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.Comment: AMS-LaTeX, 23 page

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

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

The maximum of the local time of a diffusion process in a drifted Brownian potential

We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be different from the behaviour of the maximum local time of the transient random walk in random environment. We also obtain the convergence in law of the maximum local time of $X$ under the annealed law after suitable renormalization when $\kappa \geq 1$. Moreover, we characterize all the upper and lower classes for the hitting times of $X$, in the sense of Paul L\'evy, and provide laws of the iterated logarithm for the diffusion $X$ itself. To this aim, we use annealed technics.Comment: 38 pages, new version, merged with hal-00013040 (arXiv:math/0511053), with some additional result

Self-intersection local times of random walks: Exponential moments in subcritical dimensions

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$. We derive precise logarithmic asymptotics of the expectation of $\exp\{\theta_t \|\ell_t\|_p\}$ for scales $\theta_t>0$ that are bounded from above, possibly tending to zero. The speed is identified in terms of mixed powers of $t$ and $\theta_t$, and the precise rate is characterized in terms of a variational formula, which is in close connection to the {\it Gagliardo-Nirenberg inequality}. As a corollary, we obtain a large-deviation principle for $\|\ell_t\|_p/(t r_t)$ for deviation functions $r_t$ satisfying t r_t\gg\E[\|\ell_t\|_p]. Informally, it turns out that the random walk homogeneously squeezes in a $t$-dependent box with diameter of order $\ll t^{1/d}$ to produce the required amount of self-intersections. Our main tool is an upper bound for the joint density of the local times of the walk.Comment: 15 pages. To appear in Probability Theory and Related Fields. The final publication is available at springerlink.co

Alternative proof for the localization of Sinai's walk

We give an alternative proof of the localization of Sinai's random walk in random environment under weaker hypothesis than the ones used by Sinai. Moreover we give estimates that are stronger than the one of Sinai on the localization neighborhood and on the probability for the random walk to stay inside this neighborhood