Search

We consider a model of $d$-dimensional interacting quantum Bose gas, expressed in terms of an ensemble of interacting Brownian bridges in a large box and undergoing the influence of all the interactions between the legs of each of the Brownian bridges. We study the thermodynamic limit of the system and give an explicit formula for the limiting free energy and a necessary and sufficient criterion for the occurrence of a condensation phase transition. For $d\geq 5$ and sufficiently small interaction, we prove that the condensate phase is not empty. The ideas of proof rely on the similarity of the interaction to that of the self-repellent random walk, and build on a lace expansion method conducive to treating {\it paths} undergoing mutual repellence within each bridge.

We consider the Ising perceptron model with N spins and M = N*alpha patterns, with a general activation function U that is bounded above. For U bounded away from zero, or U a one-sided threshold function, it was shown by Talagrand (2000, 2011) that for small densities alpha, the free energy of the model converges in the large-N limit to the replica symmetric formula conjectured in the physics literature (Krauth--Mezard 1989, see also Gardner--Derrida 1988). We give a new proof of this result, which covers the more general class of all functions U that are bounded above and satisfy a certain variance bound. The proof uses the (first and second) moment method conditional on the approximate message passing iterates of the model. In order to deduce our main theorem, we also prove a new concentration result for the perceptron model in the case where U is not bounded away from zero.

We give a proof of the replica symmetric formula for the free energy of the Sherrington-Kirkpatrick model in high temperature which is based on the TAP formula. This is achieved by showing that the conditional annealed free energy equals the quenched one, where the conditioning is given by an appropriate {\sigma}-field with respect to which the TAP solutions are measurable.

We consider the membrane model, that is the centered Gaussian field on $\mathbb Z^d$ whose covariance matrix is given by the inverse of the discrete Bilaplacian. We impose a $\delta-$pinning condition, giving a reward of strength $\varepsilon$ for the field to be $0$ at any site of the lattice. In this paper we prove that in dimensions $d\geq 5$ covariances of the pinned field decay at least exponentially, as opposed to the field without pinning, where the decay is polynomial. The proof is based on estimates for certain discrete weighted norms, a percolation argument and on a Bernoulli domination result., Comment: 23 pages, 2 figures. Comments are welcome

Let $T^m$ be the $m$-dimensional unit torus, $m \in N$. The torsional rigidity of an open set $\Omega \subset T^m$ is the integral with respect to Lebesgue measure over all starting points $x \in \Omega$ of the expected lifetime in $\Omega$ of a Brownian motion starting at $x$. In this paper we consider $\Omega = T^m \backslash \beta[0,t]$, the complement of the path $\beta[0,t]$ of an independent Brownian motion up to time $t$. We compute the leading order asymptotic behaviour of the expectation of the torsional rigidity in the limit as $t \to \infty$. For $m=2$ the main contribution comes from the components in $T^2 \backslash \beta [0,t]$ whose inradius is comparable to the largest inradius, while for $m=3$ most of $T^3 \backslash \beta [0,t]$ contributes. A similar result holds for $m \geq 4$ after the Brownian path is replaced by a shrinking Wiener sausage $W_{r(t)}[0,t]$ of radius $r(t)=o(t^{-1/(m-2)})$, provided the shrinking is slow enough to ensure that the torsional rigidity tends to zero. Asymptotic properties of the capacity of $\beta[0,t]$ in $R^3$ and $W_1[0,t]$ in $R^m$, $m \geq 4$, play a central role throughout the paper. Our results contribute to a better understanding of the geometry of the complement of Brownian motion on $T^m$, which has received a lot of attention in the literature in past years., Comment: 26 pages, 1 figure

We consider the membrane model, that is the centered Gaussian field on $\mathbb Z^d$ whose covariance matrix is given by the inverse of the discrete Bilaplacian. We impose a $\delta-$pinning condition, giving a reward of strength $\varepsilon$ for the field to be $0$ at any site of the lattice. In this paper we prove that in dimensions $d\geq 4$ covariances of the pinned field decay at least stretched-exponentially, as opposed to the field without pinning, where the decay is polynomial in $d\geq 5$ and logarithmic in $d=4.$ The proof is based on estimates for certain discrete Sobolev norms, and on a Bernoulli domination result., Comment: 16 pages, 1 figure. Comments are welcome

We show Green's function asymptotic upper bound for the two-point function of weakly self-avoiding walk in dimension bigger than 4, revisiting a classic problem. Our proof relies on Banach algebras to analyse the lace-expansion fixed point equation and is simpler than previous approaches in that it avoids Fourier transforms., Comment: Full proof in just 14 pages. New version corrects a few glitches

We consider mean-field interactions corresponding to Gibbs measures on interacting Brownian paths in three dimensions. The interaction is self-attractive and is given by a singular Coulomb potential. The logarithmic asymptotics of the partition function for this model were identified in the 1980s by Donsker and Varadhan [6] in terms of the {\it{Pekar variational formula}}, which coincides with the behavior of the partition function of the {\it{polaron problem}} under strong coupling. Based on this, in 1986 Spohn [14] made a heuristic observation that the strong coupling behavior of the polaron path measure, on certain time scales, should resemble a process, named as the {\it{Pekar process}}, whose distribution could somehow be guessed from the limiting asymptotic behavior of the mean-field measures under interest, whose rigorous analysis remained open. The present paper is devoted to a precise analysis of these mean-field path measures and convergence of the normalized occupation measures towards an explicit mixture of the maximizers of the Pekar variational problem. This leads to a rigorous construction of the aforementioned Pekar process and hence, is a contribution to the understanding of the "mean-field approximation" of the polaron problem on the level of path measures. The method of our proof is based on the compact large deviation theory developed in [11], its extension to the uniform strong metric for the singular Coulomb interaction carried out in [8], as well as an idea inspired by a {\it{partial path exchange}} argument appearing in [1]., Comment: Following referee's suggestion, Section 4 is expanded and Proof of Theorem 2.1 is corrected therein. To appear in "Comm. Pure. Appl. Math."

We study the scaling limit and prove the law of large numbers for weakly pinned Gaussian random fields under the critical situation that two possible candidates of the limits exist at the level of large deviation principle. This paper extends the results of [3], [7] for one dimensional fields to higher dimensions: d \geq 3, at least if the strength of pinning is sufficiently large.

We study exit laws from large balls in $\mathbb{Z}^d$, $d\geq3$, of random walks in an i.i.d. random environment that is a small perturbation of the environment corresponding to simple random walk. Under a centering condition on the measure governing the environment, we prove that the exit laws are close to those of a symmetric random walk, which we identify as a perturbed simple random walk. We obtain bounds on total variation distances as well as local results comparing exit probabilities on boundary segments. As an application, we prove transience of the random walks in random environment. Our work includes the results on isotropic random walks in random environment of Bolthausen and Zeitouni [Probab. Theory Related Fields 138 (2007) 581-645]. Since several proofs in Bolthausen and Zeitouni (2007) were incomplete, a somewhat different approach was given in the first author's thesis [Long-time behavior of random walks in random environment (2013) Z\"{u}rich Univ.]. Here, we extend this approach to certain anisotropic walks and provide a further step towards a fully perturbative theory of random walks in random environment., Comment: Published at http://dx.doi.org/10.1214/14-AOP948 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

We prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random walks in high dimensions. As an application we treat such self-avoiding walks in continuous space. The bounds obtained are sharper than the ones obtained by other methods., Comment: 28 pages, 2 figures

We propose an iterative construction of solutions of the Thouless-Anderson-Palmer-equations for the Sherrington-Kirpatrick model. The iterative scheme is proved to converge exactly up to the de Almayda-Thouless-line. No results on the SK-model itself are derived.

We consider the maximum of the discrete two dimensional Gaussian free field in a box, and prove the existence of a (dense) deterministic subsequence along which the maximum, centered at its mean, is tight; this still leaves open the conjecture that tightness holds without the need for subsequences. The method of proof relies on an argument developed by Dekking and Host for branching random walks with bounded increments and on comparison results specific to Gaussian fields., Comment: Proof significantly shortened following a remark of Y. Peres

We discuss a spin glass reminiscent of the Random Energy Model, which allows in particular to recast the Parisi minimization into a more classical Gibbs variational principle, thereby shedding some light on the physical meaning of the order parameter of the Parisi theory. As an application, we study the impact of an extensive cavity field on Derrida's REM: Despite its simplicity, this model displays some interesting features such as ultrametricity and chaos in temperature., Comment: Submitted to the special issue of JMP, 'Statistical Mechanics on Random Structures'

We study the Gibbs measure of the nonhierarchical versions of the Generalized Random Energy Models introduced in previous work. We prove that the ultrametricity holds only provided some nondegeneracy conditions on the hamiltonian are met., Comment: Revised version

We consider a model for a polymer interacting with an attractive wall through a random sequence of charges. We focus on the so-called diluted limit, when the charges are very rare but have strong intensity. In this regime, we determine the quenched critical point of the model, showing that it is different from the annealed one. The proof is based on a rigorous renormalization procedure. Applications of our results to the problem of a copolymer near a selective interface are discussed., Comment: 24 pages, 4 figures. Minor corrections. Version to be published in Stochastic Process. Appl

We consider a recurrent random walk (RW) in random environment (RE) on a strip. We prove that if the RE is i. i. d. and its distribution is not supported by an algebraic subsurface in the space of parameters defining the RE then the RW exhibits the "(log t)-squared" asymptotic behaviour. The exceptional algebraic subsurface is described by an explicit system of algebraic equations. One-dimensional walks with bounded jumps in a RE are treated as a particular case of the strip model. If the one dimensional RE is i. i. d., then our approach leads to a complete and constructive classification of possible types of asymptotic behaviour of recurrent random walks. Namely, the RW exhibits the $(\log t)^{2}$ asymptotic behaviour if the distribution of the RE is not supported by a hyperplane in the space of parameters which shall be explicitly described. And if the support of the RE belongs to this hyperplane then the corresponding RW is a martingale and its asymptotic behaviour is governed by the Central Limit Theorem.

We present a multiscale analysis for the exit measures from large balls in Z^d, d\geq 3, of random walks in certain i.i.d. random environments which are small perturbations of the fixed environment corresponding to simple random walk. Our main assumption is an isotropy assumption on the law of the environment, introduced by Bricmont and Kupianien. The analysis is based on propagating estimates on the variational distance between the exit measure and that of simple random walk, in addition to estimates on the variational distance between smoothed versions of these quantities.

We introduce a natural nonhierarchical version of Derrida's generalized random energy model. We prove that, in the thermodynamical limit, the free energy is the same as that of a suitably constructed GREM., Comment: Published at http://dx.doi.org/10.1214/105051605000000665 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

We analyze a (1+1)-dimension directed random walk model of a polymer dipped in a medium constituted by two immiscible solvents separated by a flat interface. The polymer chain is heterogeneous in the sense that a single monomer may energetically favor one or the other solvent. We focus on the case in which the polymer types are periodically distributed along the chain or, in other words, the polymer is constituted of identical stretches of fixed length. The phenomenon that one wants to analyze is the localization at the interface: energetically favored configurations place most of the monomers in the preferred solvent and this can be done only if the polymer sticks close to the interface. We investigate, by means of large deviations, the energy-entropy competition that may lead, according to the value of the parameters (the strength of the coupling between monomers and solvents and an asymmetry parameter), to localization. We express the free energy of the system in terms of a variational formula that we can solve. We then use the result to analyze the phase diagram., Comment: Published at http://dx.doi.org/10.1214/105051604000000800 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

We consider d-dimensional random surface models which for d=1 are the standard (tied-down) random walks (considered as a random ``string''). In higher dimensions, the one-dimensional (discrete) time parameter of the random walk is replaced by the d-dimensional lattice \Z^d, or a finite subset of it. The random surface is represented by real-valued random variables \phi_i, where i is in \Z^d. A class of natural generalizations of the standard random walk are gradient models whose laws are (formally) expressed as P(d\phi) = 1/Z \exp[-\sum_{|i-j|=1}V(\phi_i-\phi_j)] \prod_i d\phi_i, V:\R -> R^+ convex, and with some growth conditions. Such surfaces have been introduced in theoretical physics as (simplified) models for random interfaces separating different phases. Of particular interest are localization-delocalization phenomena, for instance for a surface interacting with a wall by attracting or repulsive interactions, or both together. Another example are so-called heteropolymers which have a noise-induced interaction. Recently, there had been developments of new probabilistic tools for such problems. Among them are: o Random walk representations of Helffer-Sj\"ostrand type, o Multiscale analysis, o Connections with random trapping problems and large deviations We give a survey of some of these developments.

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which have not been obtained by other methods. We use the lace expansion and at the same time develop a new perspective on this method: We work with a fixed point argument directly in the x-space without using Laplace or Fourier transformation., Comment: 35 pages, LaTeX2e

For a>0,let W^a(t) be the a-neighbourhood of standard Brownian motion in R^d starting at 0 and observed until time t.It is well-known that E|W^a(t)|~kappa_a t (t->infty) for d >= 3,with kappa_a the Newtonian capacity of the ball with radius a. We prove that lim_{t->infty} 1/t^{(d-2)/d}log P(|W^a(t)|<=bt) = -I^{kappa_a}(b) in (-infty,0) for all 0infty.This is markedly different from the optimal strategy for large deviations |W^a(t)|<=f(t) with f(t)=o(t),where W^a(t) is known to fill completely a ball of volume f(t) and nothing outside,so that W^a(t) has no holes and f(t)^{-1/d}W^a(t) is localised in the limit as t->infty.We give a detailed analysis of the rate function I^{kappa_a},in particular,its behaviour near the boundary points of (0,kappa_a).It turns out that I^{kappa_a} has an infinite slope at kappa_a and,remarkably,for d>=5 is nonanalytic at some critical point in (0,kappa_a),above which it follows a pure power law.This crossover is associated with a collapse transition in the optimal strategy.We also derive the analogous moderate deviation result for d=2.In this case E|W^a(t)|~2pi t/log t (t->infty),and we prove that lim_{t->infty} 1/log t log P(|W^a(t)|<=bt/log t) =-I^{2pi}(b)in (-infty,0) for all 0

We consider the d-dimensional massless free field localized by a delta-pinning of strength e. We study the asymptotics of the variance of the field, and of the decay-rate of its 2-point function, as e goes to zero, for general Gaussian interactions. Physically speaking, we thus rigorously obtain the critical behavior of the transverse and longitudinal correlation lengths of the corresponding d+1-dimensional effective interface model in a non-mean-field regime. We also describe the set of pinned sites at small e, for a broad class of d-dimensional massless models.