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Firas Rassoul-Agha

Publications and source records attributed to Firas Rassoul-Agha.

At least 19 recordsLinked to original sources

Coalescence and fluctuations of O'Connell$\unicode{x2013}$Yor polymers via the free-energy correlation profile

We establish an identity relating the spatial derivative of a two-point free-energy correlation to two fundamental geometric quantities: the annealed probability that two independently sampled polymers, in the same environment, meet before reaching the prescribed terminal level, and the exit-point location of a single polymer. Our result is inspired in part by recent integration-by-parts work of Gu and Quastel for the KPZ equation. A crucial step in their continuous setting relies on an ingenious application of Itô's formula, which has no direct analogue in our semi-discrete setting. Instead, we exploit intrinsic symmetries of the polymer model together with the memoryless property. We also provide two applications: (i) we recover the horizontal Burke property by proving that the anchored stationary horizontal free-energy profile is a two-sided Brownian motion; (ii) in the zero-temperature limit, we obtain the corresponding identity for Brownian last-passage percolation.

math.PR↗

The Martin boundary of the Directed Landscape

In the directed landscape, the Martin boundary coincides with the horofunction boundary. We show that functions in this boundary are precisely the eternal solutions possessing a spatial growth rate, and that the minimal Martin boundary is given by the Busemann functions. Moreover, every eternal solution can be expressed as a max-plus convex combination of countably many Busemann functions. Horofunctions are exactly those eternal solutions that admit a representation in terms of at most two Busemann functions with a common growth rate. As a consequence of instability, not all horofunctions are Busemann functions, and the Martin boundary is strictly larger than its minimal part.

math.PR↗

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

We build a regular version of the field $Z_β(t,x|s,y)$ which describes the Green's function, or fundamental solution, of the parabolic Anderson model (PAM) with white noise forcing on $\mathbb{R}^{1+1}$: $\partial_t Z_β(t,x | s,y) =$ $\frac{1}{2}\partial_{xx} Z_β(t,x|s,y) + βZ_β(t,x | s,y)W(t,x)$, $Z_β(s,x | s,y) = δ(x-y)$ for all $-\infty < s \leq t < \infty$, all $x,y \in \mathbb{R}$, and all $β\in \mathbb{R}$ 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 $\displaystyle \lim_{x\to \pm\infty} x^{-1}\log Z_β(t,x)$, 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 $(x,y) \mapsto Z_β(t,x | s,y)$ is strictly totally positive for all $t>s$ and $β\in \mathbb{R}$.

math.PR↗

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↗

Shocks, instability, and the twenty networks of infinite geodesics in the Directed Landscape

For stochastic Hamilton-Jacobi (SHJ) equations, instability points are the space-time locations where two eternal solutions with the same asymptotic velocity differ. Another fundamental structure in such equations is shocks, which are the space-time locations where the velocity field is discontinuous. In this work, we study the KPZ fixed point, the central object of the KPZ universality class, which can be viewed as a prototype--albeit degenerate--of an inviscid SHJ equation in one spatial dimension. We describe the geometric structure of the instability region and give a detailed and precise analysis of its interplay with the shock structures of the two eternal solutions. We show that these shock structures allow one to reconstruct the instability region. Along the way, we obtain a complete classification of all possible configurations of semi-infinite geodesics emanating from arbitrary space-time points, in the directed landscape--the random environment in which the KPZ fixed point evolves.

math.PR↗

Shocks and instability in Brownian last-passage percolation

For stochastic Hamilton-Jacobi (SHJ) equations, instability points are the space-time locations where two eternal solutions with the same asymptotic velocity differ. Another crucial structure in such equations is shocks, which are the space-time locations where the velocity field is discontinuous. In this work, we provide a detailed analysis of the structure and relationships between shocks, instability, and competition interfaces in the Brownian last-passage percolation model, which serves as a prototype of a semi-discrete inviscid stochastic HJ equation in one space dimension. Among our findings, we show that the shock trees of the two unstable eternal solutions differ within the instability region and align outside of it. Furthermore, we demonstrate that one can reconstruct a skeleton of the instability region from these two shock trees.

math.PR↗

Jointly invariant measures for the Kardar-Parisi-Zhang Equation

We give an explicit description of the jointly invariant measures for the KPZ equation. These are couplings of Brownian motions with drift, and can be extended to a process defined for all drift parameters simultaneously. We term this process the KPZ horizon (KPZH). As a corollary of this description, we resolve a recent conjecture of Janjigian, and the second and third authors by showing the existence of a random, countably infinite dense set of directions at which the Busemann process of the KPZ equation is discontinuous. This signals instability and shows the failure of the one force--one solution principle and the existence of at least two extremal semi-infinite polymer measures in the exceptional directions. As the inverse temperature parameter $β$ for the KPZ equation goes to $\infty$, the KPZH converges to the stationary horizon (SH) first introduced by Busani, and studied further by Busani and the third and fourth authors. As $β\searrow 0$, the KPZH converges to a coupling of Brownian motions that differ by linear shifts, which is a jointly invariant measure for the Edwards-Wilkinson fixed point.

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↗

Coalescence and total-variation distance of semi-infinite inverse-gamma polymers

We show that two semi-infinite positive temperature polymers coalesce on the scale predicted by KPZ (Kardar-Parisi-Zhang) universality. The two polymer paths have the same asymptotic direction and evolve in the same environment, independently until coalescence. If they start at distance $k$ apart, their coalescence occurs on the scale $k^{3/2}$. It follows that the total variation distance of two semi-infinite polymer measures decays on this same scale. Our results are upper and lower bounds on probabilities and expectations that match, up to constant factors and occasional logarithmic corrections. Our proofs are done in the context of the solvable inverse-gamma polymer model, but without appeal to integrable probability. With minor modifications, our proofs give also bounds on transversal fluctuations of the polymer path. Since the free energy of a directed polymer is a discretization of a stochastically forced viscous Hamilton-Jacobi equation, our results suggest that the hyperbolicity phenomenon of such equations obeys the KPZ exponent.

math.PR↗

Geodesic length and shifted weights in first-passage percolation

We study first-passage percolation through related optimization problems over paths of restricted length. The path length variable is in duality with a shift of the weights. This puts into a convex duality framework old observations about the convergence of the normalized Euclidean length of geodesics due to Hammersley and Welsh, Smythe and Wierman, and Kesten, and leads to new results about geodesic length and the regularity of the shape function as a function of the weight shift. For points far enough away from the origin, the ratio of the geodesic length and the $\ell^1$ distance to the endpoint is uniformly bounded away from one. The shape function is a strictly concave function of the weight shift. Atoms of the weight distribution generate singularities, that is, points of nondifferentiability, in this function. We generalize to all distributions, directions and dimensions an old singularity result of Steele and Zhang for the planar Bernoulli case. When the weight distribution has two or more atoms, a dense set of shifts produce singularities. The results come from a combination of the convex duality, the shape theorems of the different first-passage optimization problems, and modification arguments.

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↗

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↗

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 semi-infinite O'Connell-Yor polymers

We prove that given any fixed asymptotic velocity, the finite length O'Connell-Yor polymer has an infinite length limit satisfying the law of large numbers with this velocity. By a Markovian property of the quenched polymer this reduces to showing the existence of Busemann functions: almost sure limits of ratios of random point-to-point partition functions. The key ingredients are the Burke property of the O'Connell-Yor polymer and a comparison lemma for the ratios of partition functions. We also show the existence of infinite length limits in the Brownian last passage percolation model.

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↗

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↗