Disorder relevance for the random walk pinning model in dimension 3
Matthias Birkner, Rongfeng Sun
备注：
36 pages, revised version following referee's comments. Change of title. Added a monotonicity result (Theorem 1.3) on the critical point shift shown to us by the referee.
We study the continuous time version of the random walk pinning model, where conditioned on a continuous time random walk Y on Z^d with jump rate ρ>0, which plays the role of disorder, the law up to time t of a second independent random walk X with jump rate 1 is Gibbs transformed with weight e^{βL_t(X,Y)}, where L_t(X,Y) is the collision local time between X and Y up to time t. As the inverse temperature βvaries, the model undergoes a localization-delocalization transition at some critical β_c>=0. A natural question is whether or not there is disorder relevance, namely whether or not β_c differs from the critical point β_c^{ann} for the annealed model. In Birkner and Sun [BS09], it was shown that there is disorder irrelevance in dimensions d=1 and 2, and disorder relevance in d>=4. For d>=5, disorder relevance was first proved by Birkner, Greven and den Hollander [BGdH08]. In this paper, we prove that if X and Y have the same jump probability kernel, which is irreducible and symmetric with finite second moments, then there is also disorder relevance in the critical dimension d=3, and β_c-β^{ann}_c is at least of the order e^{-C(ζ)ρ^{-ζ}}, C(ζ)>0, for any ζ>2. Our proof employs coarse graining and fractional moment techniques, which have recently been applied by Lacoin [L09] to the directed polymer model in random environment, and by Giacomin, Lacoin and Toninelli [GLT09] to establish disorder relevance for the random pinning model in the critical dimension. Along the way, we also prove a continuous time version of Doney's local limit theorem [D97] for renewal processes with infinite mean.
We consider real random walks with finite variance. We prove an optimal integrability result for the diffusively rescaled maximum, when the walk or its bridge is conditioned to stay positive, or to avoid zero. As an application, we prove tightness under diffusive rescaling for general pinning and wetting models based on random walks.
We consider a hierarchical pinning model introduced by B.Derrida, V.Hakim and J.Vannimenus which undergoes a localization/delocalization phase transition. This model depends on two parameters $b$ and $s$. We show that in the particular case where $b=s$, the disorder is weakly relevant, in the sense that at any given temperature, the quenched and the annealed critical points coincide. This is in contrast with the case where $b \neq s$.
We consider the Random Walk Pinning Model studied in [3,2]: this is a random walk X on Z^d, whose law is modified by the exponential of βtimes L_N(X,Y), the collision local time up to time N with the (quenched) trajectory Y of another d-dimensional random walk. If βexceeds a certain critical value β_c, the two walks stick together for typical Y realizations (localized phase). A natural question is whether the disorder is relevant or not, that is whether the quenched and annealed systems have the same critical behavior. Birkner and Sun proved that β_c coincides with the critical point of the an…
In [3] the radius of convergence of the generating function of the collision local time of two independent copies of an irreducible, symmetric and transient random walk on Zd, d \geq 1, was studied. Two versions were considered: z1, the radius of convergence when one walk is averaged over and the other is kept fixed; z2, the radius of convergence when both walks are averaged over. While z2 can be easily computed, no explicit expression is available for z1. In [3] it was conjectured that z1 > z2 under a weak regularity assumption on the random walk. However, this gap was only proved for strongl…
We consider a generalization of the classical pinning problem for integer-valued random walks conditioned to stay non-negative. More specifically, we take pinning potentials of the form $\sum_{j\geq 0}ε_j N_j$, where $N_j$ is the number of visits to the state $j$ and $\{ε_j\}$ is a non-negative sequence. Partly motivated by similar problems for low-temperature contour models in statistical physics, we aim at finding a sharp characterization of the threshold of the wetting transition, especially in the regime where the variance $σ^2$ of the single step of the random walk is small. Our main resu…
We study a random walk pinning model, where conditioned on a simple random walk Y on Z^d acting as a random medium, the path measure of a second independent simple random walk X up to time t is Gibbs transformed with Hamiltonian -L_t(X,Y), where L_t(X,Y) is the collision local time between X and Y up to time t. This model arises naturally in various contexts, including the study of the parabolic Anderson model with moving catalysts, the parabolic Anderson model with Brownian noise, and the directed polymer model. It falls in the same framework as the pinning and copolymer models, and exhibits …
We investigate disorder relevance for the pinning of a renewal whose inter-arrival law has tail exponent $α>0$ when the law of the random environment is in the domain of attraction of a stable law with parameter $γ\in (1,2)$. We prove that in this case, the effect of disorder is not decided by the sign of the specific heat exponent as predicted by Harris criterion but that a new criterion emerges to decide disorder relevance. More precisely we show that when $α>1-γ^{-1}$ there is a shift of the critical point at every temperature whereas when $α< 1-γ^{-1}$, at high temperature the quenched and…
For Laplacian models in dimension $(1+1)$ we derive sample path large deviations for the profile height function, that is, we study scaling limits of Gaussian integrated random walks and Gaussian integrated random walk bridges perturbed by an attractive force towards the zero-level, called pinning. We study in particular the regime when the rate functions of the corresponding large deviation principles admit more than one minimiser, in our models either two, three, or five minimiser depending on the pinning strength and the boundary conditions. This study complements corresponding large deviat…
We investigate disorder relevance for the pinning of a renewal when the law of the random environment is in the domain of attraction of a stable law with parameter $γ\in (1,2)$. Assuming that the renewal jumps have power-law decay, we determine under which condition the critical point of the system modified by the introduction of a small quantity of disorder. In an earlier study of the problem, we have shown that the answer depends on the value of the tail exponent $α$ associated to the distribution of renewal jumps: when $α>1-γ^{-1}$ a small amount of disorder shifts the critical point wherea…
The effect of disorder for pinning models is a subject which has attracted much attention in theoretical physics and rigorous mathematical physics. A peculiar point of interest is the question of coincidence of the quenched and annealed critical point for a small amount of disorder. The question has been mathematically settled in most cases in the last few years, giving in particular a rigorous validation of the Harris Criterion on disorder relevance. However, the marginal case, where the return probability exponent is equal to $1/2$, i.e. where the inter-arrival law of the renewal process is …
The effect of disorder on pinning and wetting models has attracted much attention in theoretical physics. In particular, it has been predicted on the basis of the Harris criterion that disorder is relevant (annealed and quenched model have different critical points and critical exponents) if the return probability exponent alpha, a positive number that characterizes the model, is larger than 1/2. Weak disorder has been predicted to be irrelevant (i.e. coinciding critical points and exponents) if alpha < 1/2. Recent mathematical work has put these predictions on firm grounds. In renormalization…
We consider a simple random walk of length $N$, denoted by $(S_{i})_{i\in \{1,...,N\}}$, and we define $(w_i)_{i\geq 1}$ a sequence of centered i.i.d. random variables. For $K\in\N$ we define $((γ_i^{-K},...,γ_i^K))_{i\geq 1}$ an i.i.d sequence of random vectors. We set $β\in \mathbb{R}$, $λ\geq 0$ and $h\geq 0$, and transform the measure on the set of random walk trajectories with the Hamiltonian $λ\sum_{i=1}^{N} (w_i+h) \sign(S_i)+β\sum_{j=-K}^{K}\sum_{i=1}^{N} γ_{i}^{j} \boldsymbol{1}_{\{S_{i}=j\}}$. This transformed path measure describes an hydrophobic(philic) copolymer interacting with a…
We consider the continuous time version of the Random Walk Pinning Model (RWPM), studied in [5,6,7]. Given a fixed realization of a random walk Y$ on Z^d with jump rate rho (that plays the role of the random medium), we modify the law of a random walk X on Z^d with jump rate 1 by reweighting the paths, giving an energy reward proportional to the intersection time L_t(X,Y)=\int_0^t \ind_{X_s=Y_s}\dd s: the weight of the path under the new measure is exp(beta L_t(X,Y)), beta in R. As beta increases, the system exhibits a delocalization/localization transition: there is a critical value beta_c, s…
The purpose of this paper is to show how one can extend some results on disorder relevance obtained for the random pinning model with i.i.d disorder to the model with finite range correlated disorder. In a previous work, the annealed critical curve of the latter model was computed, and equality of quenched and annealed critical points, as well as exponents, was proved under some conditions on the return exponent of the interarrival times. Here we complete this work by looking at the disorder relevant regime, where annealed and quenched critical points differ. All these results show that the Ha…
This paper continues a study initiated in [34], on the localization transition of a lattice free field on $\mathbb Z^d$ interacting with a quenched disordered substrate that acts on the interface when its height is close to zero. The substrate has the tendency to localize or repel the interface at different sites. A transition takes place when the average pinning potential $h$ goes past a threshold $h_c$: from a delocalized phase $h<h_c$, where the field is macroscopically repelled by the substrate to a localized one $h>h_c$ where the field sticks to the substrate. Our goal is to investigate t…
Any renewal processes on $\mathbb{N}$ with a polynomial tail, with exponent $α\in (0,1)$, has a non-trivial scaling limit, known as the $α$-stable regenerative set. In this paper we consider Gibbs transformations of such renewal processes in an i.i.d. random environment, called disordered pinning models. We show that for $α\in (1/2, 1)$ these models have a universal scaling limit, which we call the continuum disordered pinning model (CDPM). This is a random closed subset of $\mathbb{R}$ in a white noise random environment, with subtle features: -Any fixed a.s. property of the $α$-stable regene…
We study the critical point of directed pinning/wetting models with quenched disorder. The distribution K(.) of the location of the first contact of the (free) polymer with the defect line is assumed to be of the form K(n)=n^{-α-1}L(n), with L(.) slowly varying. The model undergoes a (de)-localization phase transition: the free energy (per unit length) is zero in the delocalized phase and positive in the localized phase. For α<1/2 it is known that disorder is irrelevant: quenched and annealed critical points coincide for small disorder, as well as quenched and annealed critical exponents. The …
Recent results have lead to substantial progress in understanding the role of disorder in the (de)localization transition of polymer pinning models. Notably, there is an understanding of the crucial issue of disorder relevance and irrelevance that is now rigorous. In this work, we exploit interpolation and replica coupling methods to obtain sharper results on the irrelevant disorder regime of pinning models. In particular, in this regime, we compute the first order term in the expansion of the free energy close to criticality and this term coincides with the first order of the formal expansion…
We study the influence of a correlated disorder on the localization phase transition in the pinning model. When correlations are strong enough, a strong disorder regime arises: large and frequent attractive regions appear in the environment. We present here a pinning model in random binary ({-1,1}-valued) environment. Defining strong disorder via the requirement that the probability of the occurrence of a large attractive region is sub-exponential in its size, we prove that it coincides with the fact that the critical point is equal to its minimal possible value. We also stress that in the str…
We consider the hierarchical disordered pinning model studied in [9], which exhibits a localization/delocalization phase transition. In the case where the disorder is i.i.d. (independent and identically distributed), the question of relevance/irrelevance of disorder (i.e. whether disorder changes or not the critical properties with respect to the homogeneous case) is by now mathematically rather well understood [14,15]. Here we consider the case where randomness is spatially correlated and correlations respect the hierarchical structure of the model; in the non-hierarchical model our choice wo…
This paper provides a rigorous study of the localization transition for a Gaussian free field on $\mathbb{Z}^d$ interacting with a quenched disordered substrate that acts on the interface when the interface height is close to zero. The substrate has the tendency to localize or repel the interface at different sites and one can show that a localization-delocalization transition takes place when varying the average pinning potential $h$: the free energy density is zero in the delocalized regime, that is for $h$ smaller than a threshold $h_c$, and it is positive for $h>h_c$. For $d\ge 3$ we compu…
In this article, I study the localization transition of an hydrophobic homopolymer in interaction with an interface between oil and water. To that aim I consider a model in which the trajectories of a simple random walk play the role of the possible configurations of the polymer. The chain gains an energetic factor for every monomer it puts in the oil and receives a random price of positive average each time it touches the origin. So a competition arises between this two effects to know wether the chain is delocalized in the oil or if it stays localized in the neighborhood of the interface. As…
Let $X$ and $Y$ be two independent random walks on $\Z^2$ with zero mean and finite variances, and let $L_t(X,Y)$ be the local time of $X-Y$ at the origin at time $t$. We show that almost surely with respect to $Y$, $L_t(X,Y)/\log t$ conditioned on $Y$ converges in distribution to an exponential random variable with the same mean as the distributional limit of $L_t(X,Y)/\log t$ without conditioning. This question arises naturally from the study of the parabolic Anderson model with a single moving catalyst, which is closely related to a pinning model.
Random walks on general graphs play an important role in the understanding of the general theory of stochastic processes. Beyond their fundamental interest in probability theory, they arise also as simple models of physical systems. A brief survey of the physical relevance of the notion of random walk on both undirected and directed graphs is given followed by the exposition of some recent results on random walks on randomly oriented lattices. It is worth noticing that general undirected graphs are associated with (not necessarily Abelian) groups while directed graphs are associated with (not …
In this paper, we study a model of directed polymers in random environment, where the environment is restricted to a time-space tube whose spatial width grows polynomially with time. It can be viewed as an interpolation between the disordered pinning model and the classic directed polymer model. We prove weak coupling limits for the directed polymer partition functions in such tube environments in all dimensions, as the inverse temperature vanishes at a suitable rate. As the tube width varies, transitions between regimes of disorder irrelevance, marginal relevance and disorder relevance are ob…
We investigate the effect of correlated disorder on the localization transition undergone by a renewal sequence with loop exponent $α$ > 0, when the correlated sequence is given by another independent renewal set with loop exponent $α$ > 0. Using the renewal structure of the disorder sequence, we compute the annealed critical point and exponent. Then, using a smoothing inequality for the quenched free energy and second moment estimates for the quenched partition function, combined with decoupling inequalities, we prove that in the case $α$ > 2 (summable correlations), disorder is irrelevant if…
In this paper we look at the pinning of a directed polymer by a one-dimensional linear interface carrying random charges. There are two phases, localized and delocalized, depending on the inverse temperature and on the disorder bias. Using quenched and annealed large deviation principles for the empirical process of words drawn from a random letter sequence according to a random renewal process [Birkner, Greven and den Hollander, Probab. Theory Related Fields 148 (2010) 403-456], we derive variational formulas for the quenched, respectively, annealed critical curve separating the two phases. T…
We study the random pinning model, in the case of a Gaussian environment presenting power-law decaying correlations, of exponent decay a>0. We comment on the annealed (i.e. averaged over disorder) model, which is far from being trivial, and we discuss the influence of disorder on the critical properties of the system. We show that the annealed critical exponent ν^{ann} is the same as the homogeneous one ν^{pur}, provided that correlations are decaying fast enough (a>2). If correlations are summable (a>1), we also show that the disordered phase transition is at least of order 2, showing disorde…
We investigate the disordered copolymer and pinning models, in the case of a correlated Gaussian environment with summable correlations, and when the return distribution of the underlying renewal process has a polynomial tail. As far as the copolymer model is concerned, we prove disorder relevance both in terms of critical points and critical exponents, in the case of non-negative correlations. When some of the correlations are negative, even the annealed model becomes non-trivial. Moreover, when the return distribution has a finite mean, we are able to compute the weak coupling limit of the c…
We consider a directed polymer of length $N$ interacting with a linear interface. The monomers carry i.i.d. random charges $(ω_i)_{i=1}^N$ taking values in $\mathbb{R}$ with mean zero and variance one. Each monomer $i$ contributes an energy $(βω_i-h)φ(S_i)$ to the interaction Hamiltonian, where $S_i \in \mathbb{Z}$ is the height of monomer $i$ with respect to the interface, $φ: \mathbb{Z} \to [0,\infty)$ is the interaction potential, $β\in [0,\infty)$ is the inverse temperature, and $h \in \mathbb{R}$ is the charge bias parameter. The configurations of the polymer are weighted according to the…
We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in dependence on the jump probabilities and on the starting position. Our proof of this result displays the relevance of the spectral analysis of the transition operator associated to the stochastic process, both of its eigenvalues and of its resonances.
Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random variable, given by a Wiener chaos expansion over the d-dimensional white noise. A key ingredient in our approach is a Lindeberg principle for polynomial chaos expansions, which extends earlier work of Mossel, O'Donnell and Oleszkiewicz. These results provide a unified framework to study the continuum and weak disorder scaling limits of statistical mechanics…
A two-dimensional discrete-time quantum walk (DTQW) can be realized by alternating a two-state DTQW in one spatial dimension followed by an evolution in the other dimension. This was shown to reproduce a probability distribution for a certain configuration of a four-state DTQW on a two-dimensional lattice. In this work we present a three-state alternate DTQW with a parameterized coin-flip operator and show that it can produce localization that is also observed for a certain other configuration of the four-state DTQW and non-reproducible using the two-state alternate DTQW. We will present two l…
Motivated by its relevance for the study of perturbations of one-dimensional voter models, including stochastic Potts models at low temperature, we consider diffusively rescaled coalescing random walks with branching and killing. Our main result is convergence to a new continuum process, in which the random space-time paths of the Sun-Swart Brownian net are terminated at a Poisson cloud of killing points. We also prove existence of a percolation transition as the killing rate varies. Key issues for convergence are the relations of the discrete model killing points and their Poisson intensity m…
University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校）；Massachusetts Institute of Technology（麻省理工学院）
With the increasing relevance of large networks in important areas such as the study of contact networks for spread of disease, or social networks for their impact on geopolitics, it has become necessary to study machine learning tools that are scalable to very large networks, often containing millions of nodes. One major class of such scalable algorithms is known as network representation learning or network embedding. These algorithms try to learn representations of network functionals (e.g.~nodes) by first running multiple random walks and then using the number of co-occurrences of each pai…
