Stretched Exponential Relaxation in the Biased Random Voter Model

We study the relaxation properties of the voter model with i.i.d. random bias. We prove under mild condions that the disorder-averaged relaxation of this biased random voter model is faster than a stretched exponential with exponent $d/(d+\alpha)$, where $0<\alpha\le 2$ depends on the transition rates of the non-biased voter model. Under an additional assumption, we show that the above upper bound is optimal. The main ingredient of our proof is a result of Donsker and Varadhan (1979).Comment: 14 pages, AMS-LaTe

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 [6]), 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 exible enough to be extended to other models of random polymers with disorder. Key words and phrases. Random polymer, random charges, localization vs. delocalization, quenched vs. annealed large deviation principle, quenched vs. annealed critical curve, relevant vs. irrelevant disorder, critical temperature

Linearly edge-reinforced random walks

We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the random walk on infinite graphs. On trees, one has a representation as a random walk in an independent random environment. We review recent results for the random walk on ladders: recurrence, a representation as a random walk in a random environment, and estimates for the position of the random walker.Comment: Published at http://dx.doi.org/10.1214/074921706000000103 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Purification of quantum trajectories

We prove that the quantum trajectory of repeated perfect measurement on a finite quantum system either asymptotically purifies, or hits upon a family of `dark' subspaces, where the time evolution is unitary.Comment: 10 page

Possible loss and recovery of Gibbsianness during the stochastic evolution of Gibbs measures

We consider Ising-spin systems starting from an initial Gibbs measure $\nu$ and evolving under a spin-flip dynamics towards a reversible Gibbs measure $\mu\not=\nu$. Both $\nu$ and $\mu$ are assumed to have a finite-range interaction. We study the Gibbsian character of the measure $\nu S(t)$ at time $t$ and show the following: (1) For all $\nu$ and $\mu$, $\nu S(t)$ is Gibbs for small $t$. (2) If both $\nu$ and $\mu$ have a high or infinite temperature, then $\nu S(t)$ is Gibbs for all $t>0$. (3) If $\nu$ has a low non-zero temperature and a zero magnetic field and $\mu$ has a high or infinite temperature, then $\nu S(t)$ is Gibbs for small $t$ and non-Gibbs for large $t$. (4) If $\nu$ has a low non-zero temperature and a non-zero magnetic field and $\mu$ has a high or infinite temperature, then $\nu S(t)$ is Gibbs for small $t$, non-Gibbs for intermediate $t$, and Gibbs for large $t$. The regime where $\mu$ has a low or zero temperature and $t$ is not small remains open. This regime presumably allows for many different scenarios

Minimum entropy production principle from a dynamical fluctuation law

The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical distribution of occupation times for a class of Markov processes, we identify the entropy production as the large deviation rate function, up to leading order when expanding around a detailed balance dynamics. In that way, the minimum entropy production principle is recognized as a consequence of the structure of dynamical fluctuations, and its approximate character gets an explanation. We also discuss the subtlety emerging when applying the principle to systems whose degrees of freedom change sign under kinematical time-reversal.Comment: 17 page

Fronts in randomly advected and heterogeneous media and nonuniversality of Burgers turbulence: Theory and numerics

A recently established mathematical equivalence--between weakly perturbed Huygens fronts (e.g., flames in weak turbulence or geometrical-optics wave fronts in slightly nonuniform media) and the inviscid limit of white-noise-driven Burgers turbulence--motivates theoretical and numerical estimates of Burgers-turbulence properties for specific types of white-in-time forcing. Existing mathematical relations between Burgers turbulence and the statistical mechanics of directed polymers, allowing use of the replica method, are exploited to obtain systematic upper bounds on the Burgers energy density, corresponding to the ground-state binding energy of the directed polymer and the speedup of the Huygens front. The results are complementary to previous studies of both Burgers turbulence and directed polymers, which have focused on universal scaling properties instead of forcing-dependent parameters. The upper-bound formula can be heuristically understood in terms of renormalization of a different kind from that previously used in combustion models, and also shows that the burning velocity of an idealized turbulent flame does not diverge with increasing Reynolds number at fixed turbulence intensity, a conclusion that applies even to strong turbulence. Numerical simulations of the one-dimensional inviscid Burgers equation using a Lagrangian finite-element method confirm that the theoretical upper bounds are sharp within about 15% for various forcing spectra (corresponding to various two-dimensional random media). These computations provide a new quantitative test of the replica method. The inferred nonuniversality (spectrum dependence) of the front speedup is of direct importance for combustion modeling.Comment: 20 pages, 2 figures, REVTeX 4. Moved some details to appendices, added figure on numerical metho

Relaxation Height in Energy Landscapes: an Application to Multiple Metastable States

The study of systems with multiple (not necessarily degenerate) metastable states presents subtle difficulties from the mathematical point of view related to the variational problem that has to be solved in these cases. We introduce the notion of relaxation height in a general energy landscape and we prove sufficient conditions which are valid even in presence of multiple metastable states. We show how these results can be used to approach the problem of multiple metastable states via the use of the modern theories of metastability. We finally apply these general results to the Blume--Capel model for a particular choice of the parameters ensuring the existence of two multiple, and not degenerate in energy, metastable states

The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponent

Analysis and Stochastic