The contact process in a dynamic random environment

We study a contact process running in a random environment in $\mathbb {Z}^d$ where sites flip, independently of each other, between blocking and nonblocking states, and the contact process is restricted to live in the space given by nonblocked sites. We give a partial description of the phase diagram of the process, showing in particular that, depending on the flip rates of the environment, survival of the contact process may or may not be possible for large values of the birth rate. We prove block conditions for the process that parallel the ones for the ordinary contact process and use these to conclude that the critical process dies out and that the complete convergence theorem holds in the supercritical case.Comment: This version corrects a mistake in the original statement and proof of Theorem 1(c). Published in at http://dx.doi.org/10.1214/08-AAP528 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations

We consider a branching-selection system in $\mathbb {R}$ with $N$ particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as $N\to\infty$, the empirical measure process associated to the system converges in distribution to a deterministic measure-valued process whose densities solve a free boundary integro-differential equation. We also show that this equation has a unique traveling wave solution traveling at speed $c$ or no such solution depending on whether $c\geq a$ or $c<a$, where $a$ is the asymptotic speed of the branching random walk obtained by ignoring the removal of the leftmost particles in our process. The traveling wave solutions correspond to solutions of Wiener-Hopf equations.Comment: Published in at http://dx.doi.org/10.1214/10-AOP601 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Extreme statistics of non-intersecting Brownian paths

We consider finite collections of $N$ non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian motions) and compute in each case the joint distribution of the maximal height of the top path and the location at which this maximum is attained. The resulting formulas are analogous to the ones obtained in [MFQR13] for the joint distribution of $\mathcal{M}={\rm max}_{x\in\mathbb{R}}\{\mathcal{A}_2(x)-x^2\}$ and $\mathcal{T}={\rm argmax}_{x\in\mathbb{R}}\{\mathcal{A}_2(x)-x^2\}$, where $\mathcal{A}_2$ is the Airy$_2$ process, and we use them to show that in the three cases the joint distribution converges, as $N\to\infty$, to the joint distribution of $\mathcal{M}$ and $\mathcal{T}$. In the case of non-intersecting Brownian bridges on the line, we also establish small deviation inequalities for the argmax which match the tail behavior of $\mathcal{T}$. Our proofs are based on the method introduced in [CQR13,BCR15] for obtaining formulas for the probability that the top line of these line ensembles stays below a given curve, which are given in terms of the Fredholm determinant of certain "path-integral" kernels.Comment: Minor corrections, improved exposition. To appear in Electron. J. Proba

Multiplicative functionals on ensembles of non-intersecting paths

The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants involving such kernels arise naturally in studying ratios of partition functions and expectations of multiplicative functionals for ensembles of non-intersecting paths on weighted graphs. Our second result shows how Fredholm determinants with extended kernels (as arise in the study of extended determinantal point processes such as the Airy_2 process) are equal to Fredholm determinants with path-integral kernels. We also show how the second result applies to a number of examples including the stationary (GUE) Dyson Brownian motion, the Airy_2 process, the Pearcey process, the Airy_1 and Airy_{2->1} processes, and Markov processes on partitions related to the z-measures.Comment: 32 pages, 1 figur

Continuum statistics of the Airy2 process

We develop an exact determinantal formula for the probability that the Airy$_2$ process is bounded by a function $g$ on a finite interval. As an application, we provide a direct proof that \sup(\aip(x)-x^2) is distributed as a GOE random variable. Both the continuum formula and the GOE result have applications in the study of the end point of an unconstrained directed polymer in a disordered environment. We explain Johansson's [Joh03] observation that the GOE result follows from this polymer interpretation and exact results within that field. In a companion paper [MQR11] these continuum statistics are used to compute the distribution of the endpoint of directed polymers.Comment: More details added, some minor mistakes correcte

Renormalization fixed point of the KPZ universality class

The one dimensional Kardar-Parisi-Zhang universality class is believed to describe many types of evolving interfaces which have the same characteristic scaling exponents. These exponents lead to a natural renormalization/rescaling on the space of such evolving interfaces. We introduce and describe the renormalization fixed point of the Kardar-Parisi-Zhang universality class in terms of a random nonlinear semigroup with stationary independent increments, and via a variational formula. Furthermore, we compute a plausible formula the exact transition probabilities using replica Bethe ansatz. The semigroup is constructed from the Airy sheet, a four parameter space-time field which is the Airy2 process in each of its two spatial coordinates. Minimizing paths through this field describe the renormalization group fixed point of directed polymers in a random potential. At present, the results we provide do not have mathematically rigorous proofs, and they should at most be considered proposals.Comment: 19 pages, 2 figures; updated and expanded version with addition author (Remenik

Exact formulas for random growth with half-flat initial data

We obtain exact formulas for moments and generating functions of the height function of the asymmetric simple exclusion process at one spatial point, starting from special initial data in which every positive even site is initially occupied. These complement earlier formulas of E. Lee [J. Stat. Phys. 140 (2010) 635-647] but, unlike those formulas, ours are suitable in principle for asymptotics. We also explain how our formulas are related to divergent series formulas for half-flat KPZ of Le Doussal and Calabrese [J. Stat. Mech. 2012 (2012) P06001], which we also recover using the methods of this paper. These generating functions are given as a series without any apparent Fredholm determinant or Pfaffian structure. In the long time limit, formal asymptotics show that the fluctuations are given by the Airy$_{2\to1}$ marginals.Comment: Published at http://dx.doi.org/10.1214/15-AAP1099 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org