No Arabic abstract
We consider two models for directed polymers in space-time independent random media (the OConnell-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 quenched random media on the limiting free energy statistics. For the semi-discrete directed polymer, when the drifts of a finite number of the Brownian motions forming the quenched random media are critically tuned, the statistics are instead governed by the limiting Baik-Ben Arous-Peche distributions from spiked random matrix theory. For the continuum polymer, the boundary perturbations correspond to choosing the initial data for the stochastic heat equation from a particular class, and likewise for its logarithm -- the Kardar-Parisi-Zhang equation. The Laplace transform formula we prove can be inverted to give the one-point probability distribution of the solution to these stochastic PDEs for the class of initial data.
The asymptotic analytic expression for the two-time free energy distribution function in (1+1) random directed polymers is derived in the limit when the two times are close to each other
The joint statistical properties of two free energies computed at two different temperatures in {it the same sample} of $(1+1)$ directed polymers is studied in terms of the replica technique. The scaling dependence of the reduced free energies difference ${cal F} = F(T_{1})/T_{1} - F(T_{2})/T_{2}$ on the two temperatures $T_{1}$ and $T_{2}$ is derived. In particular, it is shown that if the two temperatures $T_{1} , < , T_{2}$ are close to each other the typical value of the fluctuating part of the reduced free energies difference ${cal F}$ is proportional to $(1 - T_{1}/T_{2})^{1/3}$. It is also shown that the left tail asymptotics of this free energy difference probability distribution function coincides with the corresponding tail of the TW distribution.
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 $beta$. Our proof of existence at $beta=-infty$ differs from existing ones in that it avoids the direct use of subadditivity. Secondly, we identify the asymptotics of the free energy at $beta=-infty$ in the limit of the success probability of the Bernoulli variables tending to one. It is described by using the so-called time constant of a certain directed first passage percolation. Our proof relies on a certain continuity property of the time constant, which is of independent interest.
Zero temperature limit in (1+1) directed polymers with finite range correlated random potential is studied. In terms of the standard replica technique it is demonstrated that in this limit the considered system reveals the one-step replica symmetry breaking structure similar to the one which takes place in the Random Energy Model. In particular, it is shown that at the temperature $T_{*} sim (u R)^{1/3}$ (where $u$ and $R$ are the strength and the correlation length of the random potential) there is a crossover from the high- to the low-temperature regime. Namely, in the high-temperature regime at $T >> T_{*}$ the model is equivalent to the one with the $delta$-correlated potential where the non-universal prefactor of the free energy is proportional to $T^{-2/3}$, while at $T << T_{*}$ this non-universal prefactor saturates at a finite (temperature independent) value.
The objective of the present paper is to establish exponential large deviation inequalities, and to use them to show exponential concentration inequalities for the free energy of a polymer in general random environment, its rate of convergence, and an expression of its limit value in terms of those of some multiplicative cascades.