SearcharxivSearch

arXiv · 1307.5825

Entropic repulsion of Gaussian free field on high-dimensional Sierpinski carpet graphs

Abstract

Consider the free field on a fractal graph based on a high-dimensional Sierpinski carpet (e.g. the Menger sponge), that is, a centered Gaussian field whose covariance is the Green's function for simple random walk on the graph. Moreover assume that a "hard wall" is placed at height zero so that the field stays positive everywhere. We prove the leading-order asymptotics for the local sample mean of the free field above the hard wall on any transient Sierpinski carpet graph, thereby extending a result of Bolthausen, Deuschel, and Zeitouni for the free field on $\mathbb{Z}^d$, $d \geq 3$, to the fractal setting. Our proof utilizes the theory of transient regular Dirichlet forms, in conjunction with the relative entropy, coarse graining, and conditioning arguments introduced in the previous literature.

Explore related subjects

Keep this discovery

BibTeXRIS

Joe P. Chen, Baris Evren Ugurcan. 2015-07-19. Entropic repulsion of Gaussian free field on high-dimensional Sierpinski carpet graphs. https://doi.org/10.1016/j.spa.2015.07.011

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR