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Anton Bovier

Publications and source records attributed to Anton Bovier.

At least 55 records · Page 3Linked to original sources
arXiv2011

The genealogy of extremal particles of Branching Brownian Motion

Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the Fisher-KPP equation to traveling waves, the law of the rightmost particle in the limit of large times is rather well understood. In this work, we address the full statistics of the extremal particles (first-, second-, third- etc. largest). In particular, we prove that in the large $t-$limit, such particles descend with overwhelming probability from ancestors having split either within a distance of order one from time 0, or within a distance of order one from time $t$. The approach relies on characterizing, up to a certain level of precision, the paths of the extremal particles. As a byproduct, a heuristic picture of Branching Brownian Motion "at the edge" emerges, which sheds light on the still unknown limiting extremal process.

math.PR↗
arXiv2011

A Stochastic Energy Budget Model Using Physically Based Red Noise

A method to describe unresolved processes in meteorological models by physically based stochastic processes (SP) is proposed by the example of an energy budget model (EBM). Contrary to the common approach using additive white noise, a suitable variable within the model is chosen to be represented by a SP. Spectral analysis of ice core time series shows a red noise character of the underlying fluctuations. Fitting Ornstein Uhlenbeck processes to the observed spectrum defines the parameters for the stochastic dynamic model (SDM). Numerical simulations for different sets of ice core data lead to three sets of strongly differing systems. Pathwise, statistical and spectral analysis of these models show the importance of carefully choosing suitable stochastic terms in order to get a physically meaningful SDM.

physics.ao-ph↗
arXiv2011

The Extremal Process of Branching Brownian Motion

We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the clusters is a Poisson process with exponential density. The law of the individual clusters is characterized as branching Brownian motions conditioned to perform "unusually large displacements", and its existence is proved. The proof combines three main ingredients. First, the results of Bramson on the convergence of solutions of the Kolmogorov-Petrovsky-Piscounov equation with general initial conditions to standing waves. Second, the integral representations of such waves as first obtained by Lalley and Sellke in the case of Heaviside initial conditions. Third, a proper identification of the tail of the extremal process with an auxiliary process, which fully captures the large time asymptotics of the extremal process. The analysis through the auxiliary process is a rigorous formulation of the cavity method developed in the study of mean field spin glasses.

math.PR↗
arXiv2010

Uniform estimates for metastable transition times in a coupled bistable system

We consider a coupled bistable N-particle system driven by a Brownian noise, with a strong coupling corresponding to the synchronised regime. Our aim is to obtain sharp estimates on the metastable transition times between the two stable states, both for fixed N and in the limit when N tends to infinity, with error estimates uniform in N. These estimates are a main step towards a rigorous understanding of the metastable behavior of infinite dimensional systems, such as the stochastically perturbed Ginzburg-Landau equation. Our results are based on the potential theoretic approach to metastability.

math.PR↗
arXiv2009

Convergence of a kinetic equation to a fractional diffusion equation

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), Y(t)), where K(t) is a autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance, while Y(t) is an additive functional of K(t). We prove that under a suitable rescaling the process Y converges in distribution to a Levy process, stable with index 3/2. Moreover, the solution of the linear Boltzmann equation converges to the solution of a fractional diffusion equation.

math.PR↗
arXiv2009

The Aizenman-Sims-Starr and Guerra's schemes for the SK model with multidimensional spins

We prove upper and lower bounds on the free energy in the Sherrington-Kirkpatrick model with multidimensional (e.g., Heisenberg) spins in terms of the variational inequalities based on the corresponding Parisi functional. We employ the comparison scheme of Aizenman, Sims and Starr and the one of Guerra involving the generalised random energy model-inspired processes and Ruelle's probability cascades. For this purpose an abstract quenched large deviations principle of the Gaertner-Ellis type is obtained. Using the properties of Ruelle's probability cascades and the Bolthausen-Sznitman coalescent, we derive Talagrand's representation of the Guerra remainder term for our model. We study the properties of the multidimensional Parisi functional by establishing a link with a certain class of the non-linear partial differential equations. Solving a problem posed by Talagrand, we show the strict convexity of the local Parisi functional. We prove the Parisi formula for the local free energy in the case of the multidimensional Gaussian a priori distribution of spins using Talagrand's methodology of the a priori estimates.

math.PR↗
arXiv2008

Homogeneous nucleation for Glauber and Kawasaki dynamics in large volumes at low temperatures

In this paper we study metastability in large volumes at low temperatures. We consider both Ising spins subject to Glauber spin-flip dynamics and lattice gas particles subject to Kawasaki hopping dynamics. Let $\b$ denote the inverse temperature and let $Ł_\b \subset \Z^2$ be a square box with periodic boundary conditions such that $\lim_{\b\to\infty}|Ł_\b|=\infty$. We run the dynamics on $Ł_\b$ starting from a random initial configuration where all the droplets (= clusters of plus-spins, respectively, clusters of particles)are small. For large $\b$, and for interaction parameters that correspond to the metastable regime, we investigate how the transition from the metastable state (with only small droplets) to the stable state (with one or more large droplets) takes place under the dynamics. This transition is triggered by the appearance of a single \emph{critical droplet} somewhere in $Ł_\b$. Using potential-theoretic methods, we compute the \emph{average nucleation time} (= the first time a critical droplet appears and starts growing) up to a multiplicative factor that tends to one as $\b\to\infty$. It turns out that this time grows as $Ke^{Γ\b}/|Ł_\b|$ for Glauber dynamics and $K\b e^{Γ\b}/|Ł_\b|$ for Kawasaki dynamics, where $Γ$ is the local canonical, respectively, grand-canonical energy to create a critical droplet and $K$ is a constant reflecting the geometry of the critical droplet, provided these times tend to infinity (which puts a growth restriction on $|Ł_\b|$). The fact that the average nucleation time is inversely proportional to $|Ł_\b|$ is referred to as \emph{homogeneous nucleation}, because it says that the critical droplet for the transition appears essentially independently in small boxes that partition $Ł_\b$.

math.PR↗
arXiv2008

Fluctuations of the partition function in the GREM with external field

We study Derrida's generalized random energy model in the presence of uniform external field. We compute the fluctuations of the ground state and of the partition function in the thermodynamic limit for all admissible values of parameters. We find that the fluctuations are described by a hierarchical structure which is obtained by a certain coarse-graining of the initial hierarchical structure of the GREM with external field. We provide an explicit formula for the free energy of the model. We also derive some large deviation results providing an expression for the free energy in a class of models with Gaussian Hamiltonians and external field. Finally, we prove that the coarse-grained parts of the system emerging in the thermodynamic limit tend to have a certain optimal magnetization, as prescribed by strength of external field and by parameters of the GREM.

math.PR↗
arXiv2007

Spectral analysis of Sinai's walk for small eigenvalues

Sinai's walk can be thought of as a random walk on $\mathbb {Z}$ with random potential $V$, with $V$ weakly converging under diffusive rescaling to a two-sided Brownian motion. We consider here the generator $\mathbb {L}_N$ of Sinai's walk on $[-N,N]\cap \mathbb {Z}$ with Dirichlet conditions on $-N,N$. By means of potential theory, for each $h>0$, we show the relation between the spectral properties of $\mathbb {L}_N$ for eigenvalues of order $o(\exp(-h\sqrt{N}))$ and the distribution of the $h$-extrema of the rescaled potential $V_N(x)\equiv V(Nx)/\sqrt{N}$ defined on $[-1,1]$. Information about the $h$-extrema of $V_N$ is derived from a result of Neveu and Pitman concerning the statistics of $h$-extrema of Brownian motion. As first application of our results, we give a proof of a refined version of Sinai's localization theorem.

math.PR↗
arXiv2007

Universality of the REM for dynamics of mean-field spin glasses

We consider a version of a Glauber dynamics for a p-spin Sherrington--Kirkpatrick model of a spin glass that can be seen as a time change of simple random walk on the N-dimensional hypercube. We show that, for any p>2 and any inverse temperature β>0, there exist constants g>0, such that for all exponential time scales, $\exp(γN)$, with $γ< g$, the properly rescaled clock process (time-change process), converges to an α-stable subordinator where α=γ/β^2<1. Moreover, the dynamics exhibits aging at these time scales with time-time correlation function converging to the arcsine law of this α-stable subordinator. In other words, up to rescaling, on these time scales (that are shorter than the equilibration time of the system), the dynamics of p-spin models ages in the same way as the REM, and by extension Bouchaud's REM-like trap model, confirming the latter as a universal aging mechanism for a wide range of systems. The SK model (the case p=2) seems to belong to a different universality class.

math.PR↗
arXiv2005

Spectral characterization of aging: the rem-like trap model

We review the aging phenomenon in the context of the simplest trap model, Bouchaud's REM-like trap model, from a spectral theoretic point of view. We show that the generator of the dynamics of this model can be diagonalized exactly. Using this result, we derive closed expressions for correlation functions in terms of complex contour integrals that permit an easy investigation into their large time asymptotics in the thermodynamic limit. We also give a ``grand canonical'' representation of the model in terms of the Markov process on a Poisson point process. In this context we analyze the dynamics on various time scales.

math.PR↗
arXiv2005

Energy statistics in disordered systems: The local REM conjecture and beyond

Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. Here we give necessary conditions for this hypothesis to be true, which we show to hold in wide classes of examples: short range spin glasses and mean field spin glasses of the SK type. We also show that, under certain conditions, the conjecture holds even if energy levels that grow moderately with the volume of the system are considered. In the case of the Generalised Random energy model, we give a complete analysis for the behaviour of the local energy statistics at all energy scales. In particular, we show that, in this case, the REM conjecture holds exactly up to energies $E_N<\b_c N$, where $\b_c$ is the critical temperature. We also explain the more complex behaviour that sets in at higher energies.

cond-mat.dis-nn↗
arXiv2005

Local energy statistics in disordered systems: a proof of the local REM conjecture

Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. Here we give necessary conditions for this hypothesis to be true, which we show to hold in wide classes of examples: short range spin glasses and mean field spin glasses of the SK type. We also show that, under certain conditions, the conjecture holds even if energy levels that grow moderately with the volume of the system are considered.

cond-mat.dis-nn↗
arXiv2005

A tomography of the GREM: beyond the REM conjecture

Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. This was proven in a large class of models for energies that do not grow too fast with the system size. Considering the example of the generalized random energy model, we show that the conjecture breaks down for energies proportional to the volume of the system, and describe the far more complex behavior that then sets in.

cond-mat.dis-nn↗
arXiv2004

Poisson convergence in the restricted $k$-partioning problem

The randomized $k$-number partitioning problem is the task to distribute $N$ i.i.d. random variables into $k$ groups in such a way that the sums of the variables in each group are as similar as possible. The restricted $k$-partitioning problem refers to the case where the number of elements in each group is fixed to $N/k$. In the case $k=2$ it has been shown that the properly rescaled differences of the two sums in the close to optimal partitions converge to a Poisson point process, as if they were independent random variables. We generalize this result to the case $k>2$ in the restricted problem and show that the vector of differences between the $k$ sums converges to a $k-1$-dimensional Poisson point process.

cond-mat.dis-nn↗
arXiv2004

The Opinion Game: Stock price evolution from microscopic market modelling

We propose a class of Markovian agent based models for the time evolution of a share price in an interactive market. The models rely on a microscopic description of a market of buyers and sellers who change their opinion about the stock value in a stochastic way. The actual price is determined in realistic way by matching (clearing) offers until no further transactions can be performed. Some analytic results for a non-interacting model are presented. We also propose basic interaction mechanisms and show in simulations that these already reproduce certain particular features of prices in real stock markets.

cond-mat.other↗
arXiv2002

Rigorous results on some simple spin glass models

In this paper we review some recent rigorous results that provide an essentially complete solution of a class of spin glass models introduced by Derrida in the 1980ies. These models are based on Gaussian random processes on $\{-1,1\}^N$ whose covariance is a function of a ultrametric distance on that set. We prove the convergence of the free energy as well as the Gibbs measures in an appropriate sense. These results confirm fully the predictions of the replica method including in situations where continuous replica symmetry breaking takes place.

cond-mat.dis-nn↗