D. Ioffe, Y. Velenik
We prove that for a class of massless $\nablaϕ$ interface models on $\Ztwo$ an introduction of an arbitrary small pinning self-potential leads to exponential decay of correlation, or, in other words, to creation of mass.
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We study the discrete massless Gaussian Free Field on $\Z^d$, $d\geq2$, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is introduced by reward/penalty interaction coefficients, which are given by i.i.d. random variables. Under minimal assumptions on the law of the environment, we prove that the quenched free energy associated to this model exists in $\R^+$, is deterministic, and strictly smaller than the annealed free energy whenever the latter is strictly positive.
A class of discrete renewal processes with super-exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical mechanics systems to which a lot of attention has been devoted both for their relevance for applications and because they are solvable models exhibiting a non-trivial phase transition. The spatial decay of correlations in these systems is directly mapped to the speed of convergence to equilibrium for the associated renewal processes. We show that close to critic…
We study the discrete massless Gaussian Free Field on Z^d, d \geq 2, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is introduced by reward/penalty interaction coefficients, which are given by i.i.d. random variables. In the previous note, we proved under minimal assumptions on the law of the environment, that the quenched free energy associated to this model exists in R^+, is deterministic, and strictly smaller than the annealed free energy whenever the latter is strictly positive. Here we consider Bernoulli reward/penalty coefficie…
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 $δ-$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 …
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 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…
In this note, we show how the penalization method, introduced in order to describe some non-trivial changes of the Wiener measure, can be applied to the study of some simple polymer models such as the pinning model. The bulk of the analysis is then focused on the study of a martingale which has to be computed as a Markovian limit.
The article [Bolthausen et al., 2000] provides a proof of the absence of a wetting transition for the discrete Gaussian free field conditioned to stay positive, and undergoing a weak delta-pinning at height 0. The proof is generalized to the case of a square pinning-potential replacing the delta-pinning, but it relies on a lower bound on the probability for the field to stay above the support of the potential, the proof of which appears to be incorrect. We provide a modified proof of the absence of a wetting transition in the square-potential case, which does not require the aforementioned low…
We study the nonlinear supersymmetric hyperbolic sigma model introduced by Zirnbauer in 1991. This model can be related to the mixing measure of a vertex- reinforced jump process. We prove that the two-point correlation function has a probabilistic interpretation in terms of connectivity in rooted random spanning forests. Using this interpretation, we dominate the two-point correlation function for general pinning, e.g. for uniform pinning, with the corresponding correlation function with pinning at one point. The result holds for a general finite graph, asymptotically as the strength of the p…
In this paper we study the pinning model with correlated Gaussian disorder. The presence of correlations makes the annealed model more involved than the usual homogeneous model, which is fully solvable. We prove however that if the disorder correlations decay fast enough then the annealed critical behaviour is the same as the homogeneous one. Our result is sharper if the decay is exponential. The approach we propose relies on the spectral properties of a transfer or Ruelle-Perron Frobenius operator related to the model. We use results on these operators that were obtained in the framework of t…
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 $δ-$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 r…
We study the localization/delocalization phase transition in a class of directed models for a homogeneous linear chain attracted to a defect line. The self-interaction of the chain is of mixed gradient and Laplacian kind, whereas the attraction to the defect line is of $δ$-pinning type, with strength $ε\geq 0$. It is known that, when the self-interaction is purely Laplacian, such models undergo a non-trivial phase transition: to localize the chain at the defect line, the reward $ε$ must be greater than a strictly positive critical threshold $ε_c > 0$. On the other hand, when the self-interacti…
The membrane model is a Gaussian interface model with a Hamiltonian involving second derivatives of the interface height. We consider the model in dimension $\mathsf{d}\ge4$ under the influence of $δ$-pinning of strength $\varepsilon$. It is known that this pinning potential manages to localize the interface for any $\varepsilon>0$. We refine this result by establishing the $\varepsilon$-dependence of the variance and of the exponential decay rate of the covariances for small $\varepsilon$ (similar to the corresponding results for the discrete Gaussian free field by Bolthausen-Velenik). We als…
For the two-dimensional random field Ising model (RFIM) with bimodal (i.e., two-valued) external field, we prove exponential decay of correlations either (1) when the temperature is larger than the critical temperature of the Ising model without external field and the magnetic field strength is small or (2) at any temperature when the magnetic field strength is sufficiently large. Unlike previous work on exponential decay, our approach is not based on cluster expansions but rather on arguably simpler methods; these combine an analysis of the Kertész line and a coupling of Ising measures (and a…
Results have been moved to a published article, see arXiv:0812.2669v4[math.PR]
This note deals with the linear Boltzmann equation in the non-compact setting with a confining potential which is close to quadratic. We prove that in this case, starting from a smooth initial datum, the Fisher Information (hence, the relative entropy) with respect to the stationary state converges exponentially fast to zero.
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.
The goal of this paper is to prove a result conjectured in Föllmer and Schachermayer [FS07], even in slightly more general form. Suppose that S is a continuous semimartingale and satisfies a large deviations estimate; this is a particular growth condition on the mean-variance tradeoff process of S. We show that S then allows asymptotic exponential arbitrage with exponentially decaying failure probability, which is a strong and quantitative form of long-term arbitrage. In contrast to Föllmer and Schachermayer [FS07], our result does not assume that S is a diffusion, nor does it need any ergodic…
This note discusses two problems related to the Fredrickson-Andersen one spin facilitated model in stationarity. The first, considered in 2008 in a paper of Cancrini, Martinelli, Roberto and Toninelli, is the spectral gap of the model's infinitesimal generator. They study the decay of this spectral gap when the density is large, but in dimensions $3$ and higher, they do not find the exact exponent. They also show that the persistence function of the model has exponential tail, but the typical decay time is not analyzed. We will see that the correct exponent for the decay of the spectral gap in…
A note on transience of generalized many-dimensional excited random walks
本文研究广义激发随机游走的一种变体，其漂移下界随时间衰减至零，证明当下界衰减慢于 $n^{-β}$ 时，游走在漂移方向上具有暂态性。
We prove extensions of classical concentration inequalities for random variables which have $α$-subexponential tail decay for any $α\in (0,2]$. This includes Hanson--Wright type and convex concentration inequalities. We also provide some applications of these results. This includes uniform Hanson--Wright inequalities and concentration results for simple random tensors in the spirit of previous work by Klochkov--Zhivotovskiy and Vershynin.
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