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arXiv 1202.4403math.PRcond-mat.stat-mech
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连续统定向无规聚合物

The Continuum Directed Random Polymer

Tom Alberts, Konstantin Khanin, Jeremy Quastel

摘要:

受一维时空中离散有向聚合物的启发,我们构造了一个连续的有向无规聚合物模型,该模型由一个与时空白噪声相互作用的连续路径来模拟。相互作用的强度由逆温度参数β确定,并且对于给定的β和噪声的实现,路径以马尔可夫方式演变。转移概率由一维随机热方程的解确定。我们证明,对于所有β> 0和几乎所有白噪声的实现,路径测度具有与布朗运动相同的Holder连续性和二次变分性质,但它实际上相对于C([0,1])上的标准Wiener测度是奇异的。

英文摘要:

Motivated by discrete directed polymers in one space and one time dimension, we construct a continuum directed random polymer that is modeled by a continuous path interacting with a space-time white noise. The strength of the interaction is determined by an inverse temperature parameter beta, and for a given beta and realization of the noise the path evolves in a Markovian way. The transition probabilities are determined by solutions to the one-dimensional stochastic heat equation. We show that for all beta > 0 and for almost all realizations of the white noise the path measure has the same Holder continuity and quadratic variation properties as Brownian motion, but that it is actually singular with respect to the standard Wiener measure on C([0,1]).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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