We study the free energy of the directed polymer in random environment in dimension 1+1 and 1+2. For dimension 1, we improve the statement of Comets and Vargas concerning very strong disorder by giving sharp estimates on the free energy at high temperature. In dimension 2, we prove that very strong disorder holds at all temperatures, thus solving a long standing conjecture in the field.
We prove a central limit theorem for the winding number of a directed polymer on a cylinder, which is equivalent with proving the Gaussian fluctuations of the endpoint of the directed polymer in a spatial periodic environment.
It is a well-known open problem in the literature on random polymers to show that a directed polymer in random environment localizes around a favorite path at low temperature. A precise statement of this conjecture is formulated and proved in this article.
Very recently, Junk [11] showed that for directed polymers in bounded random environments, the weak disorder (uniform integrable) phase implies that the polymer martingale is bounded in $L^p$ for some $p>1$ and also in $L^q$ for some $q<0$. Here, we establish this characterization of the weak disorder phase without requiring the boundedness assumption on the environments.
We consider the fluctuations of the free energy of positive temperature directed polymers in thin rectangles (N,N^α), α< 3/14. For general weight distributions with finite fourth moment we prove that the distribution of these fluctuations converges as N goes to infinity to the GUE Tracy-Widom distribution.
We prove a formula conjectured in O'Connell and Yor (2001) for the free energy density of a directed polymer in a Brownian environment in 1+1 dimensions.
We give an explicit formula for the joint density of the max and argmax of the Airy$_2$ process minus a parabola. The argmax has a universal distribution which governs the rescaled endpoint for large time or temperature of directed polymers in 1+1 dimensions.
We consider $(1+1)$-dimensional directed polymers in a random potential and provide sufficient conditions guaranteeing joint localization. Joint localization means that for typical realizations of the environment, and for polymers started at different starting points, all the associated endpoint distributions localize in a common random region that does not grow with the length of the polymer. In particular, we prove that joint localization holds when the reference random walk of the polymer model is either a simple symmetric lattice walk or a Gaussian random walk. We also prove that the very …
In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a superconcentration result for the KPZ equation driven by a spatially mollified noise, which is inspired by the recent work of Chatterjee \cite{C1}.
We prove that the random variable $\ct=\argmax_{t\in\rr}\{\aip(t)-t^2\}$ has tails which decay like $e^{-ct^3}$. The distribution of $\ct$ is a universal distribution which governs the rescaled endpoint of directed polymers in 1+1 dimensions for large time or temperature.
We compute the fluctuation exponents for a solvable model of one-dimensional directed polymers in random environment in the intermediate regime. This regime corresponds to taking the inverse temperature to zero with the size of the system. The exponents satisfy the KPZ scaling relation and coincide with physical predictions. In the critical case, we recover the fluctuation exponents of the Cole-Hopf solution of the KPZ equation in equilibrium and close to equilibrium.
We study a (1+1)-dimensional directed polymer in a random environment on the integer lattice with log-gamma distributed weights. Among directed polymers, this model is special in the same way as the last-passage percolation model with exponential or geometric weights is special among growth models, namely, both permit explicit calculations. With appropriate boundary conditions, the polymer with log-gamma weights satisfies an analogue of Burke's theorem for queues. Building on this, we prove the conjectured values for the fluctuation exponents of the free energy and the polymer path, in the cas…
We consider a stochastic model of N evolving particles studied by Brunet and Derrida. This model can be seen as a directed polymer in random medium with N sites in the transverse direction. Cook and Derrida, use heuristic arguments to obtain a formula for the ground state energy of the polymer. In this paper, we formalize their argument and show that there is an additional term in the formula in the critical case. We also consider a generalization of the model, and show that in the noncritical case the behavior is basically the same, whereas in the critical case a new correction appears.
We consider the Brownian directed polymer in Poissonian environment in dimension 1+1, under the so-called intermediate disorder regime, which is a crossover regime between the strong and weak disorder regions. We show that, under a diffusive scaling involving different parameters of the system, the renormalized point-to-point partition function of the polymer converges in law to the solution of the stochastic heat equation with Gaussian multiplicative noise. The Poissonian environment provides a natural setting and strong tools, such as the Wiener-Ito chaos expansion, which, applied to the par…
We study the scaling exponents of a 1+1-dimensional directed polymer in a Brownian random environment introduced by O'Connell and Yor. For a version of the model with boundary conditions that are stationary in a space-time sense we identify the exact values of the exponents. For the version without the boundary conditions we get the conjectured upper bounds on the exponents.
We investigate the high-temperature behavior of the directed polymer model in dimension $1+2$. More precisely we study the difference $Δ\mathtt{F}(β)$ between the quenched and annealed free energies for small values of the inverse temperature $β$. This quantity is associated to localization properties of the polymer trajectories, and is related to the overlap fraction of two replicas. Adapting recent techniques developed by the authors in the context of the disordered pinning model (Berger and Lacoin, arXiv:1503.07315 [math-ph]), we identify the sharp asymptotic high temperature behavior \[\li…
We show that the partition function of the multi-layer semi-discrete directed polymer converges in the intermediate disorder regime to the partition function for the multi-layer continuum polymer introduced by O'Connell and Warren. This verifies, modulo a previously hidden constant, an outstanding conjecture proposed by Corwin and Hammond. A consequence is the identification of the KPZ line ensemble as logarithms of ratios of consecutive layers of the continuum partition function. Other properties of the continuum partition function, such as continuity, strict positivity and contour integral f…
We characterize the law of the partition function of a Brownian directed polymer model in terms of a diffusion process associated with the quantum Toda lattice. The proof is via a multidimensional generalization of a theorem of Matsumoto and Yor concerning exponential functionals of Brownian motion. It is based on a mapping which can be regarded as a geometric variant of the RSK correspondence.
We study models for a directed polymer in a random environment (DPRE) in which the polymer traverses a hierarchical diamond graph and the random environment is defined through random variables attached to the vertices. For these models, we prove a distributional limit theorem for the partition function in a limiting regime wherein the system grows as the coupling of the polymer to the random environment is appropriately attenuated. The sequence of diamond graphs is determined by a choice of a branching number $b\in \{2,3,\ldots\}$ and segmenting number $s\in \{2,3,\ldots\}$, and our focus is o…
It is shown that when $d\ge 3$, the growing random surface generated by the $(d+1)$-dimensional directed polymer model at sufficiently high temperature, after being smoothed by taking microscopic local averages, converges to a solution of the deterministic KPZ equation in a suitable scaling limit.
Directed polymers in random environment have usually been constructed with a simple random walk on the integer lattice. It has been observed before that several standard results for this model continue to hold for a more general reference walk. Some finer results are known for the so-called long-range directed polymer in which the reference walk lies in the domain of attraction of an $α$-stable process. In this note, low-temperature localization properties recently proved for the classical case are shown to be true with any reference walk. First, it is proved that the polymer's endpoint distri…
We consider directed polymer models involving multiple non-intersecting random walks moving through a space-time disordered environment in one spatial dimension. For a single random walk, Alberts, Khanin and Quastel proved that under intermediate disorder scaling (in which time and space are scaled diffusively, and the strength of the environment is scaled to zero in a critical manner) the polymer partition function converges to the solution to the stochastic heat equation with multiplicative white noise. In this paper we prove the analogous result for multiple non-intersecting random walks st…
We study asymptotics of the free energy for the directed polymer in random environment. The polymer is allowed to make unbounded jumps and the environment is given by Bernoulli variables. We first establish the existence and continuity of the free energy including the negative infinity value of the coupling constant $β$. Our proof of existence at $β=-\infty$ differs from existing ones in that it avoids the direct use of subadditivity. Secondly, we identify the asymptotics of the free energy at $β=-\infty$ in the limit of the success probability of the Bernoulli variables tending to one. It is …
We study the model of Directed Polymers in Random Environment in 1+1 dimensions, where the distribution at a site has a tail which decays regularly polynomially with power α, where α\in (0,2). After proper scaling of temperature β^{-1}, we show strong localization of the polymer to a favorable region in the environment where energy and entropy are best balanced. We prove that this region has a weak limit under linear scaling and identify the limiting distribution as an (α, β)-indexed family of measures on Lipschitz curves lying inside the 45-degrees-rotated square with unit diagonal. In partic…
We study the semi-discrete directed polymer model introduced by O'Connell-Yor in its stationary regime, based on our previous work on the stationary $q$-totally asymmetric simple exclusion process ($q$-TASEP) using a two-sided $q$-Whittaker process. We give a formula for the free energy distribution of the polymer model in terms of Fredholm determinant and show that the universal KPZ stationary distribution appears in the long time limit. We also consider the limit to the stationary KPZ equation and discuss the connections with previously found formulas.
In this paper, we study the free energy of the directed polymer on a cylinder of radius $L$ with the inverse temperature $β$. Assuming the random environment is given by a Gaussian process that is white in time and smooth in space, with an arbitrary compactly supported spatial covariance function, we obtain precise scaling behaviors of the limiting free energy for high temperatures $β\ll1$, followed by large $L\gg1$, in all dimensions. Our approach is based on a perturbative expansion of the PDE hierarchy satisfied by the multipoint correlation function of the polymer endpoint distribution. Fo…
In this paper, we study a model of a Brownian polymer in $\mathbb {R}_+\times \mathbb {R}^d$, introduced by Rovira and Tindel [J. Funct. Anal. 222 (2005) 178--201]. Our investigation focuses mainly on the effect of strong spatial correlation in the environment in that model in terms of free energy, fluctuation exponent and volume exponent. In particular, we prove that under some assumptions, very strong disorder and superdiffusivity hold at all temperatures when $d\ge3$ and provide a novel approach to Petermann's superdiffusivity result in dimension one [Superdiffusivity of directed polymers i…
We consider the continuum directed random polymer (CDRP) model that arises as a scaling limit from $1+1$ dimensional directed polymers in the intermediate disorder regime. We show that for a point-to-point polymer of length $t$ and any $p\in (0,1)$, the quenched density of the point on the path which is $pt$ distance away from the origin when centered around its random mode $\mathcal{M}_{p,t}$ converges in law to an explicit random density function as $t\to\infty$ without any scaling. Similarly, in the case of point-to-line polymers of length $t$, the quenched density of the endpoint of the pa…
We consider two models for directed polymers in space-time independent random media (the O'Connell-Yor semi-discrete directed polymer and the continuum directed random polymer) at positive temperature and prove their KPZ universality via asymptotic analysis of exact Fredholm determinant formulas for the Laplace transform of their partition functions. In particular, we show that for large time tau, the probability distributions for the free energy fluctuations, when rescaled by tau^{1/3}, converges to the GUE Tracy-Widom distribution. We also consider the effect of boundary perturbations to the…
We study the semi-discrete directed random polymer model introduced by O'Connell and Yor. We obtain a representation for the moment generating function of the polymer partition function in terms of a determinantal measure. This measure is an extension of the probability measure of the eigenvalues for the Gaussian Unitary Ensemble (GUE) in random matrix theory. To establish the relation, we introduce another determinantal measure on larger degrees of freedom and consider its few properties, from which the representation above follows immediately.
In this brief technical communication it is demonstrated how using Bethe ansatz technique the explicit expression for the two-point free energy distribution function in (1+1) directed polymers can be derived in rather simple way. Obtained result is equivalent to the one derived earlier by Prolhac and Spohn.
Explicit expression for the $N$-point free energy distribution function in one dimensional directed polymers in a random potential is derived in terms of the Bethe ansatz replica technique. The obtained result is equivalent to the one derived earlier by Prolhac and Spohn [J. Stat. Mech., 2011, P03020].
The explicit expression for the the probability distribution function of the endpoint fluctuations of one-dimensional directed polymers in random potential is derived in terms of the Bethe ansatz replica technique by mapping the replicated problem to the N-particle quantum boson system with attractive interactions.
The distribution function of the free energy fluctuations in one-dimensional directed polymers with free boundary conditions is derived by mapping the replicated problem to the N-particle quantum boson system with attractive interactions. It is shown that in the thermodynamic limit this function is described by the universal Tracy-Widom distribution of the Gaussian orthogonal ensemble.
For a Brownian directed polymer in a Gaussian random environment, with $q(t,\cdot)$ denoting the quenched endpoint density and \[ Q_n(t,x_1,\ldots,x_n)=\mathbf{E}[q(t,x_1)\ldots q(t,x_n)], \] we derive a hierarchical PDE system satisfied by $\{Q_n\}_{n\geq1}$. We present two applications of the system: (i) we compute the generator of $\{μ_t(dx)=q(t,x)dx\}_{t\geq0}$ for some special functionals, where $\{μ_t(dx)\}_{t\geq0}$ is viewed as a Markov process taking values in the space of probability measures; (ii) in the high temperature regime with $d\geq 3$, we prove a quantitative central limit t…
We study the recently introduced Inverse-Beta polymer, an exactly solvable, anisotropic finite temperature model of directed polymer on the square lattice, and obtain its stationary measure. In parallel we introduce an anisotropic zero temperature model of directed polymer on the square lattice, the Bernoulli-Geometric polymer, and obtain its stationary measure. This new exactly solvable model is dual to the Inverse-Beta polymer and interpolates between models of first and last passage percolation on the square lattice. Both stationary measures are shown to satisfy detailed balance. We also ob…
We study the directed polymer with fixed endpoints near an absorbing wall, in the continuum and in presence of disorder, equivalent to the KPZ equation on the half space with droplet initial conditions. From a Bethe Ansatz solution of the equivalent attractive boson model we obtain the exact expression for the free energy distribution at all times. It converges at large time to the Tracy Widom distribution $F_4$ of the Gaussian Symplectic Ensemble (GSE). We compare our results with numerical simulations of the lattice directed polymer, both at zero and high temperature.
In this mostly numerical study, we revisit the statistical properties of the ground state of a directed polymer in a $d=1+1$ "hilly" disorder landscape, i.e. when the quenched disorder has power-law tails. When disorder is Gaussian, the polymer minimizes its total energy through a collective optimization, where the energy of each visited site only weakly contributes to the total. Conversely, a hilly landscape forces the polymer to distort and explore a larger portion of space to reach some particularly deep energy sites. As soon as the fifth moment of the disorder diverges, this mechanism radi…
Prudent walks are self-avoiding walks which cannot step towards an already occupied vertex. We introduce a new model of adsorbing prudent walks on the square lattice, which start on an impenetrable surface and accrue a fugacity $a$ with each step along the surface. These are different to other exactly solved models of polymer adsorption, like Dyck paths, Motzkin paths and partially-directed walks, in that they are not trivially directed - they are able to step in all lattice directions. We calculate the generating functions, free energies and surface densities for this model and observe a firs…
The 1+1 dimensional directed polymers in a Poissonean random environment is studied. For two polymers of maximal length with the same origin and distinct end points we establish that the point of last branching is governed by the exponent for the transversal fluctuations of a single polymer. We also investigate the density of branches.
Dimensional reduction occurs when the critical behavior of one system can be related to that of another system in a lower dimension. We show that this occurs for directed branched polymers (DBP) by giving an exact relationship between DBP models in D+1 dimensions and repulsive gases at negative activity in D dimensions. This implies relations between exponents of the two models: $γ(D+1)=α(D)$ (the exponent describing the singularity of the pressure), and $ν_{\perp}(D+1)=ν(D)$ (the correlation length exponent of the repulsive gas). It also leads to the relation $θ(D+1)=1+σ(D)$, where $σ(D)$ is …
Max Planck Institute for the Physics of Complex Systems（马克斯·普朗克复杂系统物理研究所）；School of Science, Constructor University（康斯坦茨大学理学院）；Department of Physics, Massachusetts Institute of Technology（麻省理工学院物理系）
