SearcharxivSearch

arXiv · 1507.08332

Interacting partially directed self avoiding walk : scaling limits

Abstract

This paper is dedicated to the investigation of a $1+1$ dimensional self-interacting and partially directed self-avoiding walk, usually referred to by the acronym IPDSAW and introduced in \cite{ZL68} by Zwanzig and Lauritzen to study the collapse transition of an homopolymer dipped in a poor solvant. In \cite{POBG93}, physicists displayed numerical results concerning the typical growth rate of some geometric features of the path as its length $L$ diverges. From this perspective the quantities of interest are the projections of the path onto the horizontal axis (also called horizontal extension) and onto the vertical axis for which it is useful to define the lower and the upper envelopes of the path. With the help of a new random walk representation, we proved in \cite{CNGP13} that the path grows horizontally like $\sqrt{L}$ in its collapsed regime and that, once rescaled by $\sqrt{L}$ vertically and horizontally, its upper and lower envelopes converge to some deterministic Wulff shapes. In the present paper, we bring the geometric investigation of the path several steps further. In the extended regime, we prove a law of large number for the horizontal extension of the polymer rescaled by its total length $L$, we provide a precise asymptotics of the partition function and we show that its lower and upper envelopes, once rescaled in time by $L$ and in space by $\sqrt{L}$, converge to the same Brownian motion. At criticality, we identify the limiting distribution of the horizontal extension rescaled by $L^{2/3}$ and we show that the excess partition function decays as $L^{2/3}$ with an explicit prefactor. In the collapsed regime, we identify the joint limiting distribution of the fluctuations of the upper and lower envelopes around their associated limiting Wulff shapes, rescaled in time by $\sqrt{L}$ and in space by $L^{1/4}$.

Explore related subjects

Keep this discovery

BibTeXRIS

Philippe Carmona, Nicolas Pétrélis. 2015-07-29. Interacting partially directed self avoiding walk : scaling limits. https://arxiv.org/abs/1507.08332

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