No Arabic abstract
In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our method is based on cutting the path into pieces of an appropriately scaled length, controlling the interaction between the different pieces, and applying an invariance principle to the single pieces. In this way we show that the self-repellent random walk large deviation rate function for the empirical drift of the path converges to the self-repellent Brownian motion large deviation rate function after appropriate scaling with the interaction parameters. The method is considerably simpler than the approach followed in our earlier work, which was based on functional analytic arguments applied to variational representations and only worked in a very limited number of situations. We consider two examples of a weak interaction limit: (1) vanishing self-repellence, (2) diverging step variance. In example (1), we recover our earlier scaling results for simple random walk with vanishing self-repellence and show how these can be extended to random walk with steps that have zero mean and a finite exponential moment. Moreover, we show that these scaling results are stable against adding self-attraction, provided the self-repellence dominates. In example (2), we prove a conjecture by Aldous for the scaling of self-avoiding walk with diverging step variance. Moreover, we consider self-avoiding walk on a two-dimensional horizontal strip such that the steps in the vertical direction are uniform over the width of the strip and find the scaling as the width tends to infinity.
We consider a nearest-neighbor, one-dimensional random walk ${X_n}_{ngeq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $sin(1,2)$ such that the annealed law of $n^{-1/s} (X_n - n v_P)$ converges to a stable law of parameter s. Under the quenched law (i.e., conditioned on the environment), we show that no limit laws are possible. In particular we show that there exist sequences {t_k} and {t_k} depending on the environment only, such that a quenched central limit theorem holds along the subsequence t_k, but the quenched limiting distribution along the subsequence t_k is a centered reverse exponential distribution. This complements the results of a recent paper of Peterson and Zeitouni (arXiv:0704.1778v1 [math.PR]) which handled the case when the parameter $sin(0,1)$.
We study variable-speed random walks on $mathbb Z$ driven by a family of nearest-neighbor time-dependent random conductances ${a_t(x,x+1)colon xinmathbb Z, tge0}$ whose law is assumed invariant and ergodic under space-time shifts. We prove a quenched invariance principle for the random walk under the minimal moment conditions on the environment; namely, assuming only that the conductances possess the first positive and negative moments. A novel ingredient is the representation of the parabolic coordinates and the corrector via a dual random walk which is considerably easier to analyze.
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We study the probability that the random walk travels slower than its typical speed and determine its decay rate asymptotic.
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 OConnell 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 formulas to compute mixed moments, are also identified from this convergence result.
This review is devoted to the detailed consideration of the universal statistical properties of one-dimensional directed polymers in a random potential. In terms of the replica Bethe ansatz technique we derive several exact results for different types of the free energy probability distribution functions. In the second part of the review we discuss the problems which are still waiting for their solutions. Several mathematical appendices in the ending part of the review contain various technical details of the performed calculations.