arXiv subjects

Dimitris Lygkonis

Publications and source records attributed to Dimitris Lygkonis.

4 recordsLinked to original sources

arXiv2022

A multivariate extension of the Erd\"os-Taylor theorem

The Erd\"os-Taylor theorem [Acta Math. Acad. Sci. Hungar, 1960] states that if $\mathsf{L}_N$ is the local time at zero, up to time $2N$, of a two-dimensional simple, symmetric random walk, then $\tfrac{\pi}{\log N} \,\mathsf{L}_N$ converges in distribution to an exponential random variable with parameter one. This can be equivalently stated in terms of the total collision time of two independent simple random walks on the plane. More precisely, if $\mathsf{L}_N^{(1,2)}=\sum_{n=1}^N 1_{\{S_n^{(1)}= S_n^{(2)}\}}$, then $\tfrac{\pi}{\log N}\, \mathsf{L}^{(1,2)}_N$ converges in distribution to an exponential random variable of parameter one. We prove that for every $h \geq 3$, the family $ \big\{ \frac{\pi}{\log N} \,\mathsf{L}_N^{(i,j)} \big\}_{1\leq i<j\leq h}$, of logarithmically rescaled, two-body collision local times between $h$ independent simple, symmetric random walks on the plane converges jointly to a vector of independent exponential random variables with parameter one, thus providing a multivariate version of the Erd\"os-Taylor theorem. We also discuss connections to directed polymers in random environments.

math.PR↗

arXiv2021

Moments of the 2d directed polymer in the subcritical regime and a generalisation of the Erd\"os-Taylor theorem

We compute the limit of the moments of the partition function $Z_{N}^{\beta_N} $ of the directed polymer in dimension $d=2$ in the subcritical regime, i.e. when the inverse temperature is scaled as $\beta_N \sim \hat{\beta} \sqrt{\tfrac{\pi}{\log N}}$ for $\hat{\beta} \in (0,1)$. In particular, we establish that for every $h \in \mathbb{R}$, $\lim_{N \to \infty } \mathbb{E}\big[\big(Z_{N}^{\beta_N}\big)^h\big]=\big(\frac{1}{1-\hat{\beta}^2}\big)^{\frac{h(h-1)}{2}}.$ We also identify the limit of the moments of the averaged field $\tfrac{\sqrt{\log N}}{N} \sum_{x \in \mathbb{Z}^2} \varphi(\tfrac{x}{\sqrt{N}})\big(Z_{N}^{\beta_N}(x)-1 \big )$, for $\varphi \in C_c(\mathbb{R}^2)$, as those of a gaussian free field. As a byproduct, we identify the limiting probability distribution of the total pairwise collisions between $h$ independent, two dimensional random walks starting at the origin. In particular, we derive that $$ \frac{\pi}{\log N}\sum_{1 \leq i<j\leq h} \mathsf{L}_N^{(i,j)}\xrightarrow[N \to \infty ]{(d)} \Gamma\big( \tfrac{h(h-1)}{2},1\big) \, ,$$ where ${\mathsf{L}}^{(i,j)}_N$ denotes the collision local time by time $N$ between copies $i,j$ and $\Gamma$ denotes the Gamma distribution. This generalises a classical result of Erd\"{o}s-Taylor.

math.PR↗

arXiv2020

Edwards-Wilkinson fluctuations for the directed polymer in the full $L^2$-regime for dimensions $d \geq 3$

We prove that in the full $L^2$-regime the partition function of the directed polymer model in dimensions $d\geq 3$, if centered, scaled and averaged with respect to a test function $\varphi \in C_c(\mathbb{R}^d)$, converges in distribution to a Gaussian random variable with explicit variance. Introducing a new idea in this context of a martingale difference representation, we also prove that the log-partition function, which can be viewed as a discretisation of the KPZ equation, exhibits the same fluctuations, when centered and averaged with respect to a test function. Thus, the two models fall within the Edwards-Wilkinson universality class in the full $L^2$-regime, a result that was only established, so far, for a strict subset of this regime in $d\geq 3$.

math.PR↗

arXiv2017

Localized versions of function spaces and generic results

We consider generalizations of classical function spaces by requiring that a holomorphic in ${\Omega}$ function satisfies some property when we approach from ${\Omega}$, not the whole boundary, but only a part of it. These spaces endowed with their natural topology are Fr$\'{e}$chet spaces. We prove some generic non-extendability results in such spaces and generic nowhere differentiability on the corresponding part of ${\partial{\Omega}}$.

math.CV↗