SearcharxivSearch

arXiv · 2411.07809

Pirogov--Sinai Theory Beyond Lattices

Abstract

Pirogov--Sinai theory is a well-developed method for understanding the low-temperature phase diagram of statistical mechanics models on lattices. Motivated by physical and algorithmic questions beyond the setting of lattices, we develop a combinatorially flexible version of Pirogov--Sinai theory for the hard-core model of independent sets. Our results illustrate that the main conclusions of Pirogov--Sinai theory can be obtained in significantly greater generality than that of $\mathbb Z^{d}$. The main ingredients in our generalization are combinatorial and involve developing appropriate definitions of contours based on the notion of cycle basis connectivity. This is inspired by works of Tim\'{a}r and Georgakopoulos--Panagiotis.

Explore related subjects

Keep this discovery

BibTeXRIS

Sarah Cannon, Tyler Helmuth, Will Perkins. 2024-11-12. Pirogov--Sinai Theory Beyond Lattices. https://arxiv.org/abs/2411.07809

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