1,321 research outputs found
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 , where 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
Collision local time of transient random walks and intermediate phases in interacting stochastic systems
In a companion paper, a quenched large deviation principle (LDP) has been established for the empirical process of words obtained by cutting an i.i.d. sequence of letters into words according to a renewal process. We apply this LDP to prove that the radius of convergence of the moment generating function of the collision local time of two strongly transient random walks on Zd, d = 1, strictly increases when we condition on one of the random walks, both in discrete time and in continuous time. We conjecture that the same holds for two transient but not strongly transient random walks. The presence of these gaps implies the existence of an intermediate phase for the long-time behaviour of a class of coupled branching processes, interacting diffusions, respectively, directed polymers in random environments
The renormalization transformation for two-type branching models
This paper studies countable systems of linearly and hierarchically
interacting diffusions taking values in the positive quadrant. These systems
arise in population dynamics for two types of individuals migrating between and
interacting within colonies. Their large-scale space-time behavior can be
studied by means of a renormalization program. This program, which has been
carried out successfully in a number of other cases (mostly one-dimensional),
is based on the construction and the analysis of a nonlinear renormalization
transformation, acting on the diffusion function for the components of the
system and connecting the evolution of successive block averages on successive
time scales. We identify a general class of diffusion functions on the positive
quadrant for which this renormalization transformation is well-defined and,
subject to a conjecture on its boundary behavior, can be iterated. Within
certain subclasses, we identify the fixed points for the transformation and
investigate their domains of attraction. These domains of attraction constitute
the universality classes of the system under space-time scaling.Comment: 48 pages, revised version, to appear in Ann. Inst. H. Poincare (B)
Probab. Statis
Quenched LDP for words in a letter sequence
When we cut an i.i.d. sequence of letters into words according to an independent renewal process, we obtain an i.i.d. sequence of words. In the annealed large deviation principle (LDP) for the empirical process of words, the rate function is the specific relative entropy of the observed law of words w.r.t. the reference law of words. In the present paper we consider the quenched LDP, i.e., we condition on a typical letter sequence. We focus on the case where the renewal process has an algebraic tail. The rate function turns out to be a sum of two terms, one being the annealed rate function, the other being proportional to the specific relative entropy of the observed law of letters w.r.t. the reference law of letters, with the former being obtained by concatenating the words and randomising the location of the origin. The proportionality constant equals the tail exponent of the renewal process. Earlier work by Birkner considered the case where the renewal process has an exponential tail, in which case the rate function turns out to be the first term on the set where the second term vanishes and to be infinite elsewhere. We apply our LDP to prove that the radius of convergence of the moment generating function of the collision local time of two strongly transient random walks on Zd, d = 1, strictly increases when we condition on one of the random walks, both in discrete time and in continuous time. The presence of these gaps implies the existence of an intermediate phase for the long-time behaviour of a class of coupled branching processes, interacting diffusions, respectively, directed polymers in random environments
Collision local time of transient random walks and intermediate phases in interacting stochastic systems
In a companion paper (M. Birkner, A. Greven, F. den Hollander, Quenched LDP for words in a letter sequence, Probab. Theory Relat. Fields 148, no. 3/4 (2010), 403-456), a quenched large deviation principle (LDP) has been established for the empirical process of words obtained by cutting an i.i.d. sequence of letters into words according to a renewal process. We apply this LDP to prove that the radius of convergence of the generating function of the collision local time of two independent copies of a symmetric and strongly transient random walk on Zd, d = 1, both starting from the origin, strictly increases when we condition on one of the random walks, both in discrete time and in continuous time. We conjecture that the same holds when the random walk is transient but not strongly transient. The presence of these gaps implies the existence of an intermediate phase for the long-time behaviour of a class of coupled branching processes, interacting diffusions, respectively, directed polymers in random environments
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
Trapping reactions with subdiffusive traps and particles characterized by different anomalous diffusion exponents
A number of results for reactions involving subdiffusive species all with the
same anomalous exponent gamma have recently appeared in the literature and can
often be understood in terms of a subordination principle whereby time t in
ordinary diffusion is replaced by t^gamma. However, very few results are known
for reactions involving different species characterized by different anomalous
diffusion exponents. Here we study the reaction dynamics of a (sub)diffusive
particle surrounded by a sea of (sub)diffusive traps in one dimension. We find
rigorous results for the asymptotic survival probability of the particle in
most cases, with the exception of the case of a particle that diffuses normally
while the anomalous diffusion exponent of the traps is smaller than 2/3.Comment: To appear in Phys. Rev.
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
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