arXiv subjects

Francis Comets

Publications and source records attributed to Francis Comets.

47 records · Page 3Linked to original sources

arXiv2007

The number of open paths in an oriented $ρ$-percolation model

We study the asymptotic properties of the number of open paths of length $n$ in an oriented $ρ$-percolation model. We show that this number is $e^{nα(ρ)(1+o(1))}$ as $n \to \infty$. The exponent $α$ is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitely computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is $n^{-1/2} W e^{nα(ρ)}(1+o(1))$ for some nondegenerate random variable $W$. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

math.PR↗

arXiv2006

Fluctuations of the front in a one dimensional model of X+Y-->2X

We consider a model of the reaction $X+Y\to 2X$ on the integer lattice in which $Y$ particles do not move while $X$ particles move as independent continuous time, simple symmetric random walks. $Y$ particles are transformed instantaneously to $X$ particles upon contact. We start with a fixed number $a\ge 1$ of $Y$ particles at each site to the right of the origin, and define a class of configurations of the $X$ particles to the left of the origin having a finite $l^1$ norm with a specified exponential weight. Starting from any configuration of $X$ particles to the left of the origin within such a class, we prove a central limit theorem for the position of the rightmost visited site of the $X$ particles.

math.PR↗

arXiv2006

Weak disorder for low dimensional polymers: The model of stable laws

In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some properties are drastically different when the underlying random walk belongs to the domain of attraction of an $\a$-stable law. For instance, we construct natural examples of directed polymers in random environment which experience weak disorder in low dimension.

math.PR↗

arXiv2005

Fluctuations of the front in a stochastic combustion model

We consider an interacting particle system on the one dimensional lattice $\bf Z$ modeling combustion. The process depends on two integer parameters $2\le a<M<\infty$. Particles move independently as continuous time simple symmetric random walks except that 1. When a particle jumps to a site which has not been previously visited by any particle, it branches into $a$ particles; 2. When a particle jumps to a site with $M$ particles, it is annihilated. We start from a configuration where all sites to the left of the origin have been previously visited and study the law of large numbers and central limit theorem for $r_t$, the rightmost visited site at time $t$. The proofs are based on the construction of a renewal structure leading to a definition of regeneration times for which good tail estimates can be performed.

math.PR↗

arXiv2005

Majorizing multiplicative cascades for directed polymers in random media

In this note we give upper bounds for the free energy of discrete polymers in random media. The bounds are given by the so-called generalized multiplicative cascades from the statistical theory of turbulence. For the polymer model, we derive that the quenched free energy is different from the annealed one in dimension 1, for any finite temperature and general environment. This implies localization of the polymer.

math.PR↗

arXiv2005

Distributed Algorithms in an Ergodic Markovian Environment

We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along the trajectory of an ergodic Markovian environment, whereas the spatial parameter just acts on long runs. Our model appears as a new (small) step towards more general time and space dependent protocols. Our analysis relies on well-known results in stochastic homogenization theory and investigates the asymptotic behaviour of the rescaled algorithm as the total amount of resource available for allocation tends to the infinity. In the two dimensional setting, we manage to exhibit three different possible regimes for the deadlock time of the limit system.

math.PR↗

arXiv2005

On multidimensional branching random walks in random environment

We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience, depending only on the support of the environmental law. We give sufficient conditions for recurrence and for transience. In the recurrent case, we study the asymptotics of the tail of the distribution of the hitting times and prove a shape theorem for the set of lattice sites which are visited up to a large time.

math.PR↗

arXiv2005

Directed Polymers in Random Environment are Diffusive at Weak Disorder

In this paper, we consider directed polymers in random environment with discrete space and time. For transverse dimension at least equal to 3, we prove that diffusivity holds for the path in the full weak disorder region, i.e., where the partition function differs from its annealed value only by a non-vanishing factor. Deep inside this region, we also show that the quenched averaged energy has fluctuations of order 1. In complete generality (arbitrary dimension and temperature), we prove monotonicity of the phase diagram in the temperature.

math.PR↗

arXiv2005

The Ising-Sherrington-Kirpatrick model in a magnetic field at high temperature

We study a spin system on a large box with both Ising interaction and Sherrington-Kirpatrick couplings, in the presence of an external field. Our results are: (i) existence of the pressure in the limit of an infinite box. When both Ising and Sherrington-Kirpatrick temperatures are high enough, we prove that: (ii) the value of the pressure is given by a suitable replica symmetric solution, and (iii) the fluctuations of the pressure are of order of the inverse of the square of the volume with a normal distribution in the limit. In this regime, the pressure can be expressed in terms of random field Ising models.

math.PR↗

arXiv2002

A law of large numbers for random walks in random mixing environments

We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of Dobrushin and Shlosman. Our result holds if the mixing rate balances moments of some random times depending on the path. It applies in the non-nestling case, but we also provide examples of nestling walks that satisfy our assumptions. The derivation is based on an adaptation, using coupling, of the regeneration argument of Sznitman-Zerner.

math.PR↗

arXiv2001

Processes with Long Memory: Regenerative Construction and Perfect Simulation

We present a perfect simulation algorithm for stationary processes indexed by Z, with summable memory decay. Depending on the decay, we construct the process on finite or semi-infinite intervals, explicitly from an i.i.d. uniform sequence. Even though the process has infinite memory, its value at time 0 depends only on a finite, but random, number of these uniform variables. The algorithm is based on a recent regenerative construction of these measures by Ferrari, Maass, Mart{\'ı}nez and Ney. As applications, we discuss the perfect simulation of binary autoregressions and Markov chains on the unit interval.

math.PR↗