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Christophe Garban

Publications and source records attributed to Christophe Garban.

At least 37 records · Page 2Linked to original sources

A new proof of Liggett's theorem for non-interacting Brownian motions

In this note, we give a new proof of Liggett's theorem on the invariant measures of independent particle systems from [Lig78] in the particular case of independent drifted Brownian motions. This particular case has received a lot of attention recently due to its applications for the analysis of the local extrema of discrete Gaussian free field. The novelty of our proof is that it identifies directly the expected Poisson Point Process with exponential intensity without relying on the Choquet-Deny convolution equation $μ* P=μ$ ([ChoquetDeny60,Deny60]).

math.PR↗

The fixed points of Branching Brownian Motion

In this work, we characterize all the point processes $θ=\sum_{i\in \mathbb{N}} δ_{x_i}$ on $\mathbb{R}$ which are left invariant under branching Brownian motions with critical drift $-\sqrt{2}$. Our characterization holds under the only assumption that $θ(\mathbb{R}_+)<\infty$ almost surely.

math.PR↗

Long-range order for critical Book-Ising and Book-percolation

In this paper, we investigate the behaviour of statistical physics models on a book with pages that are isomorphic to half-planes. We show that even for models undergoing a continuous phase transition on $\mathbb Z^2$, the phase transition becomes discontinuous as soon as the number of pages is sufficiently large. In particular, we prove that the Ising model on a three pages book has a discontinuous phase transition (if one allows oneself to consider large coupling constants along the line on which pages are glued). Our work confirms predictions in theoretical physics which relied on renormalization group, conformal field theory and numerics ([Car91,ITB91,SMP10]) some of which were motivated by the analysis of the Renyi entropy of certain quantum spin systems.

math-ph↗

Bargmann-Fock percolation is noise sensitive

We show that planar Bargmann-Fock percolation is noise sensitive under the Ornstein-Ulhenbeck process. The proof is based on the randomized algorithm approach introduced by Schramm and Steif and gives quantitative polynomial bounds on the noise sensitivity of crossing events for Bargmann-Fock. A rather counter-intuitive consequence is as follows. Let $F$ be a Bargmann-Fock Gaussian field in $\mathbb{R}^3$ and consider two horizontal planes $P_1,P_2$ at small distance $\varepsilon$ from each other. Even though $F$ is a.s. analytic, the above noise sensitivity statement implies that the full restriction of $F$ to $P_1$ (i.e. $F_{| P_1}$) gives almost no information on the percolation configuration induced by $F_{|P_2}$. As an application of this noise sensitivity analysis, we provide a Schramm-Steif based proof that the near-critical window of level line percolation around $\ell_c=0$ is polynomially small. This new approach extends earlier sharp threshold results to a larger family of planar Gaussian fields.

math.PR↗

Statistical reconstruction of the Gaussian free field and KT transition

In this paper, we focus on the following question. Assume $ϕ$ is a discrete Gaussian free field (GFF) on $Λ\subset \frac 1 n \mathbb{Z}^2$ and that we are given $e^{iT ϕ}$, or equivalently $ϕ\pmod{\frac {2π} T}$. Can we recover the macroscopic observables of $ϕ$ up to $o(1)$ precision? We prove that this statistical reconstruction problem undergoes the following Kosterlitz-Thouless type phase transition: -) If $T T_{rec}^+$, it is impossible to fully recover the field $ϕ$ from the knowledge of $ϕ\pmod{\frac {2π} T}$. To prove this result, we generalise the delocalisation theorem by Fröhlich-Spencer to the case of integer-valued GFF in an inhomogeneous medium. This delocalisation result is of independent interest and we give an application of our techniques to the {\em random-phase Sine-Gordon model} in Appendix B. Also, an interesting connection with Riemann-theta functions is drawn along the proof. This statistical reconstruction problem is motivated by the two-dimensional XY and Villain models. Indeed, at low-temperature $T$, the large scale fluctuations of these continuous spin systems are conjectured to be governed by a Gaussian free field. It is then natural to ask if one can recover the underlying macroscopic GFF from the observation of the spins of the XY or Villain model. Another motivation for this work is that it provides us with an ``integrable model'' (the GFF) that undergoes a KT transition.

math.PR↗

Inverted orbits of exclusion processes, diffuse-extensive-amenability and (non-?)amenability of the interval exchanges

The recent breakthrough works [6,8,9] which established the amenability for new classes of groups, lead to the following question: is the action $W(\mathbb{Z}^d) \curvearrowright \mathbb{Z}^d$ extensively amenable? (Where $W(\mathbb{Z}^d)$ is the {\em wobbling group} of permutations $σ:\mathbb{Z}^d \to \mathbb{Z}^d$ with bounded range). This is equivalent to asking whether the action $(\mathbb{Z}/2\ \mathbb{Z})^{(\mathbb{Z}^d)} \rtimes W(\mathbb{Z}^d) \curvearrowright (\mathbb{Z}/2\mathbb{Z})^{(\mathbb{Z}^d)}$ is amenable. The $d=1$ and $d=2$ and have been settled respectively in [6,8]. By [9], a positive answer to this question would imply the amenability of the IET group. In this work, we give a partial answer to this question by introducing a natural strengthening of the notion of extensive-amenability which we call diffuse-extensive-amenability. Our main result is that for any bounded degree graph $X$, the action $W(X)\curvearrowright X$ is diffuse-extensively amenable if and only if $X$ is recurrent. Our proof is based on the construction of suitable stochastic processes $(τ_t)_{t\geq 0}$ on $W(X)\, <\, \mathfrak{S}(X)$ whose {\em inverted orbits} $$ \bar O_t(x_0) = \{x\in X, \exists s\leq t,\, τ_s(x)=x_0\} = \bigcup_{0\leq s \leq t} τ_s^{-1}(\{x_0\}) $$ are exponentially unlikely to be sub-linear when $X$ is transient. This result leads us to conjecture that the action $W(\mathbb{Z}^d) \curvearrowright \mathbb{Z}^d$ is not extensively amenable when $d\geq 3$ and that a different route towards the (non-?)amenability of the IET group may be needed.

math.GR↗

On the convergence of FK-Ising Percolation to SLE$(16/3, 16/3-6)$

We give a simplified and complete proof of the convergence of the chordal exploration process in critical FK-Ising percolation to chordal SLE$_κ( κ-6)$ with $κ=16/3$. Our proof follows the classical excursion-construction of SLE$_κ(κ-6)$ processes in the continuum and we are thus led to introduce suitable cut-off stopping times in order to analyse the behaviour of the driving function of the discrete system when Dobrushin boundary condition collapses to a single point. Our proof is very different from [KS15, KS16] as it only relies on the convergence to the chordal SLE$_κ$ process in Dobrushin boundary condition and does not require the introduction of a new observable. Still, it relies crucially on several ingredients: a) the powerful topological framework developed in [KS17] as well as its follow-up paper [CDCH$^+$14], b) the strong RSW Theorem from [CDCH16], c) the proof is inspired from the appendix A in [BH16]. One important emphasis of this paper is to carefully write down some properties which are often considered {\em folklore} in the literature but which are only justified so far by hand-waving arguments. The main examples of these are: 1) the convergence of natural discrete stopping times to their continuous analogues. (The usual hand-waving argument destroys the spatial Markov property). 2) the fact that the discrete spatial Markov property is preserved in the the scaling limit. (The enemy being that $\mathbb{E}[X_n |\, Y_n]$ does not necessarily converge to $\mathbb{E}[X|\, Y]$ when $(X_n,Y_n)\to (X,Y)$). We end the paper with a detailed sketch of the convergence to radial SLE$_κ( κ-6)$ when $κ=16/3$ as well as the derivation of Onsager's one-arm exponent $1/8$.

math.PR↗

Dynamical Liouville

The aim of this paper is to analyze an SPDE which arises naturally in the context of Liouville quantum gravity. This SPDE shares some common features with the so-called Sine-Gordon equation and is built to preserve the Liouville measure which has been constructed recently on the two-dimensional sphere $S^2$ and the torus $T^2$ in the work by David-Kupiainen-Rhodes-Vargas. The SPDE we shall focus on has the following (simplified) form: \[ p_t X = \frac 1 {4π} ΔX - e^{γX} + ξ\,, \] where $ξ$ is a space-time white noise on $R_+ \times S^2$ or $R_+ \times T^2$. The main aspect which distinguishes this singular stochastic SPDE with well-known SPDEs studied recently (KPZ, dynamical $Φ^4_3$, dynamical Sine-Gordon, etc.) is the presence of intermittency. One way of picturing this effect is that a naive rescaling argument suggests the above SPDE is sub-critical for all $γ>0$, while we don't expect solutions to exist when $γ> 2$. In this work, we initiate the study of this intermittent SPDE by analyzing what one might call the "classical" or "Da Prato-Debussche" phase which corresponds here to $γ\in[0,γ_{dPD}=2\sqrt{2} -\sqrt{6})$. By exploiting the positivity of the non-linearity $e^{γX}$, we can push this classical threshold further and obtain this way a weaker notion of solution when $γ\in[γ_{dPD}, γ_{pos}=2\sqrt{2} - 2)$. Our proof requires an analysis of the Besov regularity of natural space/time Gaussian multiplicative chaos (GMC) measures. Regularity Structures of arbitrary high degree should potentially give strong solutions all the way to the same threshold $γ_{pos}$ and should not push this threshold further. Of independent interest, we prove along the way (using techniques from [HS16]) a stronger convergence result for approximate GMC measures which holds in Besov spaces.

math.PR↗

Exceptional times for percolation under exclusion dynamics

We analyse in this paper a conservative analogue of the celebrated model of dynamical percolation introduced by Häggström, Peres and Steif in [HPS97]. It is simply defined as follows: start with an initial percolation configuration $ω(t=0)$. Let this configuration evolve in time according to a simple exclusion process with symmetric kernel $K(x,y)$. We start with a general investigation (following [HPS97]) of this dynamical process $t \mapsto ω_K(t)$ which we call $K$-exclusion dynamical percolation. We then proceed with a detailed analysis of the planar case at the critical point (both for the triangular grid and the square lattice $Z^2$) where we consider the power-law kernels $K^α$ \[ K^α(x,y) \propto \frac 1 {\|x-y\|_2^{2+α}} \, . \] We prove that if $α> 0$ is chosen small enough, there exist exceptional times $t$ for which an infinite cluster appears in $ω_{K^α}(t)$. (On the triangular grid, we prove that it holds for all $α< α_0 = \frac {217}{816}$.) The existence of such exceptional times for standard i.i.d. dynamical percolation (where sites evolve according to independent Poisson point processes) goes back to the work by Schramm-Steif in [SS10]. In order to handle such a $K$-exclusion dynamics, we push further the spectral analysis of exclusion noise sensitivity which had been initiated in [BGS13]. (The latter paper can be viewed as a conservative analogue of the seminal paper by Benjamini-Kalai-Schramm [BKS99] on i.i.d. noise sensitivity.) The case of a nearest-neighbour simple exclusion process, corresponding to the limiting case $α= +\infty$, is left widely open.

math.PR↗

Liouville dynamical percolation

We construct and analyze a continuum dynamical percolation process which evolves in a random environment given by a $γ$-Liouville measure. The homogeneous counterpart of this process describes the scaling limit of discrete dynamical percolation on the rescaled triangular lattice. Our focus here is to study the same limiting dynamics, but where the speed of microscopic updates is highly inhomogeneous in space and is driven by the $γ$-Liouville measure associated with a two-dimensional log-correlated field $h$. Roughly speaking, this continuum percolation process evolves very rapidly where the field $h$ is high and barely moves where the field $h$ is low. Our main results can be summarized as follows. 1. First, we build this inhomogeneous dynamical percolation which we call $γ$-Liouville dynamical percolation (LDP) by taking the scaling limit of the associated process on the triangular lattice. We work with three different regimes each requiring different tools: $γ\in [0,2-\sqrt{5/2})$, $γ\in [2-\sqrt{5/2}, \sqrt{3/2})$, and $γ\in(\sqrt{3/2},2)$. 2. When $γ<\sqrt{3/2}$, we prove that $γ$-LDP is mixing in the Schramm-Smirnov space as $t\to \infty$, quenched in the log-correlated field $h$. On the contrary, when $γ>\sqrt{3/2}$ the process is frozen in time. The ergodicity result is a crucial piece of the Cardy embedding project of the second and fourth coauthors, where LDP for $γ=\sqrt{1/6}$ is used to study the scaling limit of a variant of dynamical percolation on uniform triangulations. 3. When $γ<\sqrt{3/4}$, we obtain quantitative bounds on the mixing of quad crossing events.

math.PR↗

Negative moments for Gaussian multiplicative chaos on fractal sets

The objective of this note is to study the probability that the total mass of a sub-critical Gaussian multiplicative chaos (GMC) with arbitrary base measure $σ$ is small. When $σ$ has some continuous density w.r.t Lebesgue measure, a scaling argument shows that the logarithm of the total GMC mass is sub-Gaussian near $-\infty$. However, when $σ$ has no scaling properties, the situation is much less clear. In this paper, we prove that for any base measure $σ$, the total GMC mass has negative moments of all orders.

math.PR↗

On a skewed and multifractal uni-dimensional random field, as a probabilistic representation of Kolmogorov's views on turbulence

We construct, for the first time to our knowledge, a one-dimensional stochastic field $\{u(x)\}_{x\in \mathbb{R}}$ which satisfies the following axioms which are at the core of the phenomenology of turbulence mainly due to Kolmogorov: (i) Homogeneity and isotropy: $u(x) \overset{\mathrm{law}}= -u(x) \overset{\mathrm{law}}=u(0)$ (ii) Negative skewness (i.e. the $4/5^{\mbox{\tiny th}}$-law): \\ $\mathbb{E}{(u(x+\ell)-u(x))^3} \sim_{\ell \to 0+} - C \, \ell\,,$ \, for some constant $C>0$ (iii) Intermittency: $\mathbb{E}{|u(x+\ell)-u(x) |^q} \asymp_{\ell \to 0} |\ell|^{ξ_q}\,,$ for some non-linear spectrum $q\mapsto ξ_q$ Since then, it has been a challenging problem to combine axiom (ii) with axiom (iii) (especially for Hurst indexes of interest in turbulence, namely $H<1/2$). In order to achieve simultaneously both axioms, we disturb with two ingredients a underlying fractional Gaussian field of parameter $H\approx \frac 1 3 $. The first ingredient is an independent Gaussian multiplicative chaos (GMC) of parameter $γ$ that mimics the intermittent, i.e. multifractal, nature of the fluctuations. The second one is a field that correlates in an intricate way the fractional component and the GMC without additional parameters, a necessary inter-dependence in order to reproduce the asymmetrical, i.e. skewed, nature of the probability laws at small scales.

math.PR↗

The scaling limits of near-critical and dynamical percolation

We prove that near-critical percolation and dynamical percolation on the triangular lattice $η\mathbb{T}$ have a scaling limit as the mesh $η\to 0$, in the "quad-crossing" space $\mathcal{H}$ of percolation configurations introduced by Schramm and Smirnov. The proof essentially proceeds by "perturbing" the scaling limit of the critical model, using the pivotal measures studied in our earlier paper. Markovianity and conformal covariance of these new limiting objects are also established.

math.PR↗

The scaling limits of the Minimal Spanning Tree and Invasion Percolation in the plane

We prove that the Minimal Spanning Tree and the Invasion Percolation Tree on a version of the triangular lattice in the complex plane have unique scaling limits, which are invariant under rotations, scalings, and, in the case of the MST, also under translations. However, they are not expected to be conformally invariant. We also prove some geometric properties of the limiting MST. The topology of convergence is the space of spanning trees introduced by Aizenman, Burchard, Newman & Wilson (1999), and the proof relies on the existence and conformal covariance of the scaling limit of the near-critical percolation ensemble, established in our earlier works.

math.PR↗

Liouville Brownian motion

We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric $e^{γX(z)}\,dz^2$, $γ<γ_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to be related to the scaling limit of random walks on large planar maps eventually weighted by a model of statistical physics which are embedded in the Euclidean plane or in the sphere in a conformal manner. The construction amounts to changing the speed of a standard two-dimensional Brownian motion $B_t$ depending on the local behavior of the Liouville measure "$M_γ(dz)=e^{γX(z)}\,dz$". We prove that the associated Markov process is a Feller diffusion for all $γ<γ_c=2$ and that for all $γ<γ_c$, the Liouville measure $M_γ$ is invariant under $P_{\mathbf{t}}$. This Liouville Brownian motion enables us to introduce a whole set of tools of stochastic analysis in Liouville quantum gravity, which will be hopefully useful in analyzing the geometry of Liouville quantum gravity.

math.PR↗

A dissipative random velocity field for fully developed fluid turbulence

We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent flow. A key step in the construction of this model is the introduction of some aspects of the vorticity stretching mechanism that governs the dynamics of fluid particles along their trajectory. An additional further phenomenological step aimed at including the long range correlated nature of turbulence makes this model depending on a single free parameter $γ$ that can be estimated from experimental measurements. We confirm the realism of the model regarding the geometry of the velocity gradient tensor, the power-law behaviour of the moments of velocity increments (i.e. the structure functions), including the intermittent corrections, and the existence of energy transfers across scales. We quantify the dependence of these basic properties of turbulent flows on the free parameter $γ$ and derive analytically the spectrum of exponents of the structure functions in a simplified non dissipative case. A perturbative expansion in power of $γ$ shows that energy transfers, at leading order, indeed take place, justifying the dissipative nature of this random field.

physics.flu-dyn↗

Coalescing Brownian flows: A new approach

The coalescing Brownian flow on $\mathbb{R}$ is a process which was introduced by Arratia [Coalescing Brownian motions on the line (1979) Univ. Wisconsin, Madison] and Tóth and Werner [Probab. Theory Related Fields 111 (1998) 375-452], and which formally corresponds to starting coalescing Brownian motions from every space-time point. We provide a new state space and topology for this process and obtain an invariance principle for coalescing random walks. This result holds under a finite variance assumption and is thus optimal. In previous works by Fontes et al. [Ann. Probab. 32 (2004) 2857-2883], Newman et al. [Electron. J. Probab. 10 (2005) 21-60], the topology and state-space required a moment of order $3-\varepsilon$ for this convergence to hold. The proof relies crucially on recent work of Schramm and Smirnov on scaling limits of critical percolation in the plane. Our approach is sufficiently simple that we can handle substantially more complicated coalescing flows with little extra work - in particular similar results are obtained in the case of coalescing Brownian motions on the Sierpinski gasket. This is the first such result where the limiting paths do not enjoy the noncrossing property.

math.PR↗

Planar Ising magnetization field I. Uniqueness of the critical scaling limit

The aim of this paper is to prove the following result. Consider the critical Ising model on the rescaled grid $a\mathbb{Z}^2$, then the renormalized magnetization field \[Φ^a:=a^{15/8}\sum_{x\in a\mathbb{Z}^2}σ_xδ_x,\] seen as a random distribution (i.e., generalized function) on the plane, has a unique scaling limit as the mesh size $a\searrow0$. The limiting field is conformally covariant.

math.PR↗