Biased random walks on random graphs

These notes cover one of the topics programmed for the St Petersburg School in Probability and Statistical Physics of June 2012. The aim is to review recent mathematical developments in the field of random walks in random environment. Our main focus will be on directionally transient and reversible random walks on different types of underlying graph structures, such as $\mathbb{Z}$, trees and $\mathbb{Z}^d$ for $d\geq 2$.Comment: Survey based one of the topics programmed for the St Petersburg School in Probability and Statistical Physics of June 2012. 64 pages, 16 figure

Bouchaud's model exhibits two different aging regimes in dimension one

Let E_i be a collection of i.i.d. exponential random variables. Bouchaud's model on Z is a Markov chain X(t) whose transition rates are given by w_{ij}=\nu \exp(-\beta ((1-a)E_i-aE_j)) if i, j are neighbors in Z. We study the behavior of two correlation functions: P[X(t_w+t)=X(t_w)] and P[X(t')=X(t_w) \forall t'\in[t_w,t_w+t]]. We prove the (sub)aging behavior of these functions when \beta >1 and a\in[0,1].Comment: Published at http://dx.doi.org/10.1214/105051605000000124 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Free extreme values

Free probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the distributions. These laws coincide with the limit laws in the classical peaks-over-threshold approach. A free extremal projection-valued process over a measure-space is constructed, which is related to the free Poisson point process.Comment: Published at http://dx.doi.org/10.1214/009117906000000016 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices

We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in \cite{Sos1}, we prove that, in the absence of the fourth moment, the top eigenvalues behave, in the limit, as the largest entries of the matrix.Comment: 22 pages, to appear in Annales de l'Institut Henri Poincar

Cugliandolo-Kurchan equations for dynamics of Spin-Glasses

We study the Langevin dynamics for the family of spherical $p$-spin disordered mean-field models and prove that in the limit of system size $N$ approaching infinity, the empirical state correlation and integrated response functions converge almost surely and uniformly in time, to the non-random unique strong solution of a pair of explicit non-linear integro-differential equations introduced by Cugliandolo and Kurchan.Comment: 31 page