SearcharxivSearch

arXiv · 2608.12270

Logarithmic intermittency of the critical 2D SHF

Abstract

While the solution to the $1+1$ dimensional stochastic heat equation with multiplicative noise is closely related to the exponential of a Brownian motion, the two-dimensional picture exhibits an additional weak-to-strong disorder transition. In [CSZ '23], the critical two-dimensional stochastic heat flow (SHF) was constructed as the scaling limit of the partition function of $2+1$ dimensional directed polymers under the logarithmic intermediate-disorder scaling at criticality. The SHF is a random measure and, like many naturally occurring random measures, it is expected to exhibit rich intermittency. [CSZ '25] established that it is almost surely singular with respect to the Lebesgue measure. More recently, [GT '26] showed that the logarithm of the SHF averaged over small balls is asymptotically Gaussian, with both its mean and variance diverging as the ball radius tends to zero. In this paper we prove a sharp result quantifying the singularity of the support of the SHF as well as its intermittency. In particular, we show that, almost surely, for all small $\varepsilon>0$, up to a vanishing error, all the mass of the point-to-plane SHF in any domain is concentrated on ${1}/{\big(\varepsilon^2\log^{1/2+o(1)}(1/\varepsilon)\big)}$ balls of radius $\varepsilon$, each containing $\varepsilon^2{\log^{1/2+o(1)}(1/\varepsilon)}$ mass, thus precisely establishing its logarithmic fractal behavior. A key ingredient in the proof is a refined large-deviations theory, which allows access to conditional distributions, by taking advantage of the Gaussian-like behavior of the SHF at quasi-critical scales. A further useful observation that features prominently is that conditioning a Brownian motion on its endpoint being unusually large essentially induces a shift in the mean of its increments, and consequently, at small enough scales, their distributions do not alter significantly.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Shirshendu Ganguly, Kyeongsik Nam. 2026-08-12. Logarithmic intermittency of the critical 2D SHF. https://arxiv.org/abs/2608.12270

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