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Christopher Janjigian

Publications and source records attributed to Christopher Janjigian.

16 recordsLinked to original sources

Rooted Gibbs-DLR Measures in Planar Directed Polymers

We study rooted Gibbs-DLR measures in the directed polymer model on $\mathbb{Z}^2$ with an ergodic disorder distribution which satisfies an additional mild hypothesis. We prove that the set of extremal rooted Gibbs-DLR measures is closed and totally ordered, characterize extremality in terms of path coalescence, and show that each fully supported extremal rooted Gibbs measure canonically generates a globally consistent and coalescing family of extremal rooted Gibbs measures indexed by all lattice sites. These families are, moreover, totally ordered. Building on this structure, we prove strong existence and strong uniqueness of the associated Busemann process, together with an $L^1$ continuity theorem for the shift-covariant Busemann cocycles which is joint in the inverse temperature, the tilt parameter, and the random environment. This yields, as a corollary, in-probability continuity of the generated extremal Gibbs measures corresponding to directions of differentiability under bounded i.i.d. perturbations of the weights. In positive temperature, it shows in-probability convergence of the generated extremal Gibbs measures. At zero temperature, it also yields quenched subsequential large deviation principles for the corresponding positive-temperature rooted Gibbs-DLR measures on path space. The rate functions are determined by a zero-temperature Busemann cocycle and vanish precisely on the infinite geodesics generated by that cocycle.

math.PR

Anomalous geodesics in the inhomogeneous corner growth model

We study Busemann functions, semi-infinite geodesics, and competition interfaces in the exactly solvable last-passage percolation with inhomogeneous exponential weights. New phenomena concerning geodesics arise due to inhomogeneity. These include novel Busemann functions associated with flat regions of the limit shape and thin rectangles, undirected semi-infinite geodesics, non-trivial axis-directed geodesics, intervals with no geodesic directions, and isolated geodesic directions. We further observe a new dichotomy for competition interfaces and second-class customers in a series of memoryless continuous-time queues with inhomogeneous service rates: a second class customer either becomes trapped or proceeds through the queue at strictly positive speed.

math.PR

Optimal-order exit point bounds in exponential last-passage percolation via the coupling technique

We develop a new probabilistic method for deriving deviation estimates in directed planar polymer and percolation models. The key estimates are for exit points of geodesics as they cross transversal down-right boundaries. These bounds are of optimal cubic-exponential order. We derive them in the context of last-passage percolation with exponential weights with near-stationary boundary conditions. As a result, the probabilistic coupling method is empowered to treat a variety of problems optimally, which could previously be achieved only via inputs from integrable probability. As applications in the bulk setting, we obtain upper bounds of cubic-exponential order for transversal fluctuations of geodesics, and cube-root upper bounds with a logarithmic correction for distributional Busemann limits and competition interface limits. Several other applications are already in the literature.

math.PR

Existence of generalized Busemann functions and Gibbs measures for random walks in random potentials

We establish the existence of generalized Busemann functions and Gibbs-Dobrushin-Landford-Ruelle measures for a general class of lattice random walks in random potential with finitely many admissible steps. This class encompasses directed polymers in random environments, first- and last-passage percolation, and elliptic random walks in both static and dynamic random environments in all dimensions and with minimal assumptions on the random potential.

math.PR

Ergodicity and synchronization of the Kardar-Parisi-Zhang equation

The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian motion with a linear drift as a stationary distribution (modulo additive constants). We show that these solutions are attractive, a result known as a one force--one solution (1F1S) principle or synchronization: the solution to the KPZ equation started in the distant past from an initial condition with a given slope will converge almost surely to a Brownian motion with that drift, which shows in particular that these invariant measures are totally ergodic. Our proof constructs the Busemann process for the equation, which gives the natural jointly stationary coupling of all of these stationary solutions. Synchronization then holds simultaneously (on a single full probability event) for all but an at most countable random set of asymptotic slopes. This set of exceptional slopes of instability for which synchronization fails is either almost surely empty or almost surely dense. Along the way, we prove a shape theorem which implies almost sure stochastic homogenization of the KPZ equation, for which the Busemann process gives the process of correctors. We also show that the forward and backward point-to-point and point-to-line continuum polymers converge to semi-infinite continuum polymers whose transitions are Doob transforms via Busemann functions of the transitions of the finite length polymers.

math.PR

The Green's function of the parabolic Anderson model and the continuum directed polymer

We build a regular version of the field $Z_{\beta}(t,x|s,y)$ which describes the Green's function, or fundamental solution, of the parabolic Anderson model (PAM) with white noise forcing on $\mathbb{R}^{1+1}$: $\partial_t Z_{\beta}(t,x | s,y) =$ $\frac{1}{2}\partial_{xx} Z_{\beta}(t,x|s,y) + \beta Z_{\beta}(t,x | s,y)W(t,x)$, $Z_{\beta}(s,x | s,y) = \delta(x-y)$ for all $-\infty < s \leq t < \infty$, all $x,y \in \mathbb{R}$, and all $\beta \in \mathbb{R}$ simultaneously. Through the superposition principle, our construction gives a pointwise coupling of all solutions to the PAM with initial or terminal conditions satisfying sharp growth assumptions, for all initial and terminal times. Using this coupling, we show that the PAM with a (sub-)exponentially growing initial condition admits conserved quantities given by the limits $\displaystyle \lim_{x\to \pm\infty} x^{-1}\log Z_{\beta}(t,x)$, in addition to proving many new basic properties of solutions to the PAM with general initial conditions. These properties are then connected to the existence, regularity, and continuity of the quenched continuum polymer measures. Through the polymer connection, we also show that the kernel $(x,y) \mapsto Z_{\beta}(t,x | s,y)$ is strictly totally positive for all $t>s$ and $\beta\in \mathbb{R}$.

math.PR

Non-existence of non-trivial bi-infinite geodesics in Geometric Last Passage Percolation

We show non-existence of non-trivial bi-infinite geodesics in the solvable last-passage percolation model with i.i.d. geometric weights. This gives the first example of a model with discrete weights where non-existence of non-trivial bi-infinite geodesics has been proven. Our proofs rely on the structure of the increment-stationary versions of the model, following the approach recently introduced by Balázs, Busani, and Seppäläinen. Most of our results work for a general weights distribution and we identify the two properties of the stationary distributions which would need to be shown in order to generalize the main result to a non-solvable setting.

math.PR

Geometry of geodesics through Busemann measures in directed last-passage percolation

We consider planar directed last-passage percolation on the square lattice with general i.i.d. weights and study the geometry of the full set of semi-infinite geodesics in a typical realization of the random environment. The structure of the geodesics is studied through the properties of the Busemann functions viewed as a stochastic process indexed by the asymptotic direction. Our results are further connected to the ergodic program for and stability properties of random Hamilton-Jacobi equations. In the exactly solvable exponential model, our results specialize to give the first complete characterization of the uniqueness and coalescence structure of the entire family of semi-infinite geodesics for any model of this type. Furthermore, we compute statistics of locations of instability, where we discover an unexpected connection to simple symmetric random walk.

math.PR

Flats, spikes and crevices: the evolving shape of the inhomogeneous corner growth model

We study the macroscopic evolution of the growing cluster in the exactly solvable corner growth model with independent exponentially distributed waiting times. The rates of the exponentials are given by an addivitely separable function of the site coordinates. When computing the growth process (last-passage times) at each site, the horizontal and vertical additive components of the rates are allowed to also vary respectively with the column and row number of that site. This setting includes several models of interest from the literature as special cases. Our main result provides simple explicit variational formulas for the a.s. first-order asymptotics of the growth process under a decay condition on the rates. Formulas of similar flavor were conjectured in arXiv:math/0004082, which we also establish. Subject to further mild conditions, we prove the existence of the limit shape and describe it explicitly. We observe that the boundary of the limit shape can develop flat segments adjacent to the axes and spikes along the axes. Furthermore, we record the formation of persistent macroscopic spikes and crevices in the cluster that are nonetheless not visible in the limit shape. As an application of the results for the growth process, we compute the flux function and limiting particle profile for the TASEP with the step initial condition and disorder in the jump rates of particles and holes. Our methodology is based on concentration bounds and estimating the boundary exit probabilities of the geodesics in the increment-stationary version of the model, with the only input from integrable probability being the distributional invariance of the last-passage times under permutations of columns and rows.

math.PR

Estimates for the empirical distribution along a geodesic in first-passage percolation

In first-passage percolation, we assign i.i.d.~nonnegative weights $(t_e)$ to the nearest-neighbor edges of $\mathbb{Z}^d$ and study the induced pseudometric $T = T(x,y)$. In this paper, we focus on geodesics, or optimal paths for $T$, and estimate the empirical distribution of weights along them. We prove an upper bound for the expected number of edges with weight $\geq M$ in the union of all geodesics from $0$ to $x$ of the form $q(M) \mathbb{P}(t_e \geq M)|x|$, where $q(M) \leq e^{-cM}$. This shows that the tail of the expected empirical distribution along a geodesic is lighter than that of the original weight distribution by an exponential factor. We also give a lower bound for the expected minimal number of edges with weight $\geq M$ in any geodesic from $0$ to $x$ in terms of $\mathbb{P}(t_e \geq M)$ and $\mathbb{P}(t_e \in [M,2M])$. For example, these two imply that if $t_e$ has a power law tail of the form $\mathbb{P}(t_e \geq M) \sim M^{-\alpha}$, then the tail of the expected empirical distribution asymptotically lies between $e^{-CM \log M}$ and $e^{-cM}$. We also provide estimates for the expected number of edges in a geodesic with weight in a set $A$ for (a) arbitrary $A$, (b) $A$ an interval separated from the infimum of the support of $t_e$ and (c) $A=[0,a]$ for some $a \geq 0$.

math.PR

A shape theorem and a variational formula for the quenched Lyapunov exponent of random walk in a random potential

We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a square lattice of arbitrary dimension and with an arbitrary finite set of steps. The potential is a function of a stationary environment and the step of the walk. This potential is subject to a moment assumption whose strictness is tied to the mixing of the environment. Our setting includes directed and undirected polymers, random walk in static and dynamic random environment, and, when the temperature is taken to zero, our results also give a shape theorem and a variational formula for the time constant of both site and edge directed last-passage percolation and standard first-passage percolation.

math.PR

Busemann functions and Gibbs measures in directed polymer models on $\mathbb{Z}^2$

We consider random walk in a space-time random potential, also known as directed random polymer measures, on the planar square lattice with nearest-neighbor steps and general i.i.d. weights on the vertices. We construct covariant cocycles and use them to prove new results on existence, uniqueness/non-uniqueness, and asymptotic directions of semi-infinite polymer measures (solutions to the Dobrushin-Lanford-Ruelle equations). We also prove non-existence of covariant or deterministically directed bi-infinite polymer measures. Along the way, we prove almost sure existence of Busemann function limits in directions where the limiting free energy has some regularity.

math.PR

Upper tail large deviations in Brownian directed percolation

This paper presents a new, short proof of the computation of the upper tail large deviation rate function for the Brownian directed percolation model. Through a distributional equivalence between the last passage time in this model and the largest eigenvalue in a random matrix drawn from the Gaussian Unitary Ensemble, this provides a new proof a previously known result. The method leads to associated results for the stationary Brownian directed percolation model which have not been observed before.

math.PR

Uniqueness and ergodicity of stationary directed polymers on $\mathbb Z^2$

We study the ergodic theory of stationary directed nearest-neighbor polymer models on $\mathbb Z^2$, with i.i.d. weights. Such models are equivalent to specifying a stationary distribution on the space of weights and correctors that satisfy certain consistency conditions. We show that for prescribed weight distribution and corrector mean, there is at most one stationary polymer distribution which is ergodic under the $e_1$ or $e_2$ shift. Further, if the weights have more than two moments and the corrector mean vector is an extreme point of the superdifferential of the limiting free energy, then the corrector distribution is ergodic under each of the $e_1$ and $e_2$ shifts.

math.PR

Particle representations for stochastic partial differential equations with boundary conditions

In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic differential equations (SDEs). The evolution of the particles is modeled by an infinite system of stochastic differential equations with reflecting boundary condition and driven by independent finite dimensional Brownian motions. The weights of the particles evolve according to an infinite system of stochastic differential equations driven by a common cylindrical noise $W$ and interact through $V$, the associated weighted empirical measure. When the particles hit the boundary their corresponding weights are assigned a pre-specified value. We show the existence and uniqueness of a solution of the infinite dimensional system of stochastic differential equations modeling the location and the weights of the particles. We also prove that the associated weighted empirical measure $V$ is the unique solution of a nonlinear stochastic partial differential equation driven by $W$ with Dirichlet boundary condition. The work is motivated by and applied to the stochastic Allen-Cahn equation and extends the earlier of work of Kurtz and Xiong.

math.PR