SearcharxivSearch

arXiv · 1602.06629

Nested critical points for a directed polymer on a disordered diamond lattice

Abstract

We consider a model for a directed polymer in a random environment defined on a hierarchical diamond lattice in which i.i.d. random variables are attached to the lattice bonds. Our focus is on scaling schemes in which a size parameter $n$, counting the number of hierarchical layers of the system, becomes large as the inverse temperature $\beta$ vanishes. When $\beta$ has the form $\widehat{\beta}/\sqrt{n}$ for a parameter $\widehat{\beta}>0$, we show that there is a cutoff value $0 < \kappa < \infty$ such that as $n \to \infty$ the variance of the normalized partition function tends to zero for $\widehat{\beta}\leq \kappa $ and grows without bound for $\widehat{\beta} > \kappa $. We obtain a more refined description of the border between these two regimes by setting the inverse temperature to $\kappa/\sqrt{n} + \alpha_n$ where $0 < \alpha_n \ll 1/\sqrt{n}$ and analyzing the asymptotic behavior of the variance. We show that when $\alpha_n = \alpha (\log n-\log \log n)/n^{3/2}$ (with a small modification to deal with non-zero third moment) there is a similar cutoff value $\eta$ for the parameter $\alpha$ such that when $\alpha < \eta$ the variance goes to zero and grows without bound when $\alpha > \eta$. Extending the analysis yet again by probing around the inverse temperature $\kappa/\sqrt{n} + \eta (\log n-\log \log n)/n^{3/2}$ we find an infinite sequence of nested critical points for the variance behavior of the normalized partition function. In the subcritical cases $\widehat{\beta} \leq \kappa$ and $\alpha \leq \eta$ this analysis is extended to a central limit theorem result for the fluctuations of the normalized partition function.

Explore related subjects

Keep this discovery

BibTeXRIS

Tom Alberts, Jeremy Clark. 2016-02-22. Nested critical points for a directed polymer on a disordered diamond lattice. https://arxiv.org/abs/1602.06629

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