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Francesca Cottini

Publications and source records attributed to Francesca Cottini.

7 recordsLinked to original sources

Free energy and phase transition for 2D directed polymers with critical spatial correlations

We study the two-dimensional directed polymer model in a Gaussian environment which is independent in time and spatially correlated, with covariances $h(x)$ either summable or with a critical decay, satisfying $h(x) \sim (\log |x|)^a/|x|^2$ as $|x|\to\infty$ for some $a>-1$. We determine the precise high-temperature asymptotics of the free energy, confirming a conjecture of Lacoin (Ann. Probab. 2011), later refined by Cosco, Cottini and Donadini (2025). We also establish a phase transition for the diffusively rescaled partition functions: below some critical point they converge to the Lebesgue measure, while above it they converge to zero. A key feature of our approach is that both results are obtained using only second-moment estimates and are based on a simplified change-of-measure argument in the supercritical regime, that may prove useful for other disordered models.

math.PR

Non-coincidence of critical points for directed polymers on supercritical percolation clusters

We consider the model of a directed polymer in a random environment defined on the infinite cluster of supercritical Bernoulli bond percolation in dimensions $d \geq 3$. For this model, it was proved in arXiv:2205.06206 that for almost every realization of the cluster, the polymer is in a strong disorder regime for any positive inverse temperature. Here, we show for almost every realization of the cluster the existence of a non-empty sub-phase of the strong disorder regime, consisting of positive inverse temperatures in which very strong disorder does not hold. This is in contrast to the recently established sharpness of the phase transition for the directed polymer on the full lattice, see arXiv:2402.02562, arXiv:2502.04113.

math.PR

On irreducible central limit theorems

We consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the classical Lindeberg-Feller CLT through a restriction of the summation domain?". We provide several sufficient conditions for such irreducibility, expressed both in terms of (hyper)graphs Laplace eigenvalues, and of a certain notion of combinatorial dimension. Our analysis combines Cheeger-type inequalities with fourth moment theorems, showing that the irreducibility of a given CLT for homogeneous sums can be naturally encoded by the connectivity properties of the associated sequence of weighted hypergraphs. Several ad-hoc constructions are provided in the special case of quadratic forms.

math.PR

A central limit theorem for two-dimensional directed polymers with critical spatial correlation

On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the square in the polynomial is known to be critical (Lacoin, Ann. Prob. (2011)). We introduce an intermediate regime of temperature $\beta_N \propto \hat \beta/(\log N)^{\frac{a+2}{2}}$, under which the log-partition function $\log W_N^{\beta_N}$ converges in distribution towards a Gaussian random variable if $\hat \beta\in (0,\hat \beta_c)$, whereas $W_N^{\beta_N}$ vanishes for $\hat \beta\geq \hat \beta_c$. The variance of the limiting Gaussian distribution, which is given by an inverse Bessel function, is determined by an induction scheme whose multi-scale dependence reflects the critical nature of the correlation. The Gaussianity of the limit follows from a decoupling argument of Cosco, Donadini (2024+).

math.PR

Quasi-critical fluctuations for 2d directed polymers

We study the 2d directed polymer in random environment in a novel *quasi-critical regime*, which interpolates between the much studied sub-critical and critical regimes. We prove Edwards-Wilkinson fluctuations throughout the quasi-critical regime, showing that the diffusively rescaled partition functions are asymptotically Gaussian. We deduce a corresponding result for the critical 2d Stochastic Heat Flow. A key challenge is the lack of hypercontractivity, which we overcome deriving new moment estimates.

math.PR

Gaussian Limits for Subcritical Chaos

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of two-dimensional directed polymers in the sub-critical regime, including a singular product between the partition function and the disorder. These results can also be applied to the KPZ and Stochastic Heat Equation. As a tool of independent interest, we derive an explicit chaos expansion which sharply approximates the logarithm of the partition function.

math.PR

Random evolution equations: well-posedness, asymptotics, and applications to graphs

We study diffusion-type equations supported on structures that are randomly varying in time. After settling the issue of well-posedness, we focus on the asymptotic behavior of solutions: our main result gives sufficient conditions for pathwise convergence in norm of the (random) propagator towards a (deterministic) steady state. We apply our findings in two environments with randomly evolving features: ensembles of difference operators on combinatorial graphs, or else of differential operators on metric graphs.

math.DS