arXiv subjects

Hubert Lacoin

Publications and source records attributed to Hubert Lacoin.

At least 55 records · Page 3Linked to original sources

arXiv2016

Mixing time and cutoff for the adjacent transposition shuffle and the simple exclusion

In this paper, we investigate the mixing time of the adjacent transposition shuffle for a deck of $N$ cards. We prove that around time $N^2\log N/(2π^2)$, the total variation distance to equilibrium of the deck distribution drops abruptly from $1$ to $0$, and that the separation distance has a similar behavior but with a transition occurring at time $(N^2\log N)/π^2$. This solves a conjecture formulated by David Wilson. We present also similar results for the exclusion process on a segment of length $N$ with $k$ particles.

math.PR↗

arXiv2016

Pinning and disorder relevance for the lattice Gaussian Free Field II: the two dimensional case

This paper continues a study initiated in [34], on the localization transition of a lattice free field on $\mathbb Z^d$ interacting with a quenched disordered substrate that acts on the interface when its height is close to zero. The substrate has the tendency to localize or repel the interface at different sites. A transition takes place when the average pinning potential $h$ goes past a threshold $h_c$: from a delocalized phase $h h_c$ where the field sticks to the substrate. Our goal is to investigate the effect of the presence of disorder on this phase transition. We focus on the two dimensional case $(d=2)$ for which we had obtained so far only limited results. We prove that the value of $h_c(β)$ is the same as for the annealed model, for all values of $β$ and that in a neighborhood of $h_c$. Moreover we prove that in contrast with the case $d\ge 3$ where the free energy has a quadratic behavior near the critical point, the phase transition is of infinite order $$\lim_{u\to 0+} \frac{ \log \mathrm{F}(β,h_c(β)+u)}{(\log u)}= \infty.$$

math-ph↗

arXiv2016

The Simple Exclusion Process on the Circle has a diffusive Cutoff Window

In this paper, we investigate the mixing time of the simple exclusion process on the circle with $N$ sites, with a number of particle $k(N)$ tending to infinity, both from the worst initial condition and from a typical initial condition. We show that the worst-case mixing time is asymptotically equivalent to $(8π^2)^{-1}N^2\log k$, while the cutoff window, is identified to be $N^2$. Starting from a typical condition, we show that there is no cutoff and that the mixing time is of order $N^2$.

math.PR↗

arXiv2015

Pinning and disorder relevance for the lattice Gaussian free field

This paper provides a rigorous study of the localization transition for a Gaussian free field on $\mathbb{Z}^d$ interacting with a quenched disordered substrate that acts on the interface when the interface height is close to zero. The substrate has the tendency to localize or repel the interface at different sites and one can show that a localization-delocalization transition takes place when varying the average pinning potential $h$: the free energy density is zero in the delocalized regime, that is for $h$ smaller than a threshold $h_c$, and it is positive for $h>h_c$. For $d\ge 3$ we compute $h_c$ and we show that the transition happens at the same value as for the annealed model. However we can show that the critical behavior of the quenched model differs from the one of the annealed one. While the phase transition of the annealed model is of first order, we show that the quenched free energy is bounded above by $ (h-h_c)_+^2$ times a positive constant and that, for Gaussian disorder, the quadratic behavior is sharp. Therefore this provides an example in which a {\sl relevant disorder critical exponent} can be made explicit: in theoretical physics disorder is said to be {\sl relevant} when the disorder changes the critical behavior of a system and, while there are cases in which it is known that disorder is relevant, the exact critical behavior is typically unknown. For $d=2$ we are not able to decide whether the quenched and annealed critical points coincide, but we provide an upper bound for the difference between them.

math.PR↗

arXiv2015

The high-temperature behavior for the directed polymer in dimension 1+2

We investigate the high-temperature behavior of the directed polymer model in dimension $1+2$. More precisely we study the difference $Δ\mathtt{F}(β)$ between the quenched and annealed free energies for small values of the inverse temperature $β$. This quantity is associated to localization properties of the polymer trajectories, and is related to the overlap fraction of two replicas. Adapting recent techniques developed by the authors in the context of the disordered pinning model (Berger and Lacoin, arXiv:1503.07315 [math-ph]), we identify the sharp asymptotic high temperature behavior \[\lim_{β\to 0} \, β^2 \log Δ\mathtt{F}(β) = -π\, .\]

math-ph↗

arXiv2015

Pinning on a defect line: characterization of marginal disorder relevance and sharp asymptotics for the critical point shift

The effect of disorder for pinning models is a subject which has attracted much attention in theoretical physics and rigorous mathematical physics. A peculiar point of interest is the question of coincidence of the quenched and annealed critical point for a small amount of disorder. The question has been mathematically settled in most cases in the last few years, giving in particular a rigorous validation of the Harris Criterion on disorder relevance. However, the marginal case, where the return probability exponent is equal to $1/2$, i.e. where the inter-arrival law of the renewal process is given by $K(n)=n^{-3/2}ϕ(n)$ where $ϕ$ is a slowly varying function, has been left partially open. In this paper, we give a complete answer to the question by proving a simple necessary and sufficient criterion on the return probability for disorder relevance, which confirms earlier predictions from the literature. Moreover, we also provide sharp asymptotics on the critical point shift: in the case of the pinning (or wetting) of a one dimensional simple random walk, the shift of the critical point satisfies the following high temperature asymptotics $$ \lim_{β\rightarrow 0}β^2\log h_c(β)= - \fracπ{2}. $$ This gives a rigorous proof to a claim of B. Derrida, V. Hakim and J. Vannimenus (Journal of Statistical Physics, 1992).

math-ph↗

arXiv2015

Complex Gaussian multiplicative chaos

In this article, we study complex Gaussian multiplicative chaos. More precisely, we study the renormalization theory and the limit of the exponential of a complex log-correlated Gaussian field in all dimensions (including Gaussian Free Fields in dimension 2). Our main working assumption is that the real part and the imaginary part are independent. We also discuss applications in 2D string theory; in particular we give a rigorous mathematical definition of the so-called Tachyon fields, the conformally invariant operators in critical Liouville Quantum Gravity with a c=1 central charge, and derive the original KPZ formula for these fields.

math.PR↗

arXiv2014

A product chain without cutoff

In this note, we construct an example of a sequence of $n$-fold product chains which does not display cutoff for total-variation distance neither for separation distance. In addition we show that this type of product chains necessarily displays pre-cutoff.

math.PR↗

arXiv2014

The rounding of the phase transition for disordered pinning with stretched exponential tails

The presence of frozen-in or quenched disorder in a system can often modify the nature of its phase transition. A particular instance of this phenomenon is the so-called rounding effect: it has been shown in many cases that the free-energy curve of the disordered system at its critical point is smoother than that of the homogenous one. In particular some disordered systems do not allow first-order transitions. We study this phenomenon for the pinning of a renewal with stretched-exponential tails on a defect line (the distribution $K$ of the renewal increments satisfies $K(n) \sim c_K\exp(-n^α),$ $α\in (0,1)$) which has a first order transition when disorder is not present. We show that the critical behavior of the disordered system depends on the value of $α$: when $α>1/2$ the transition remains first order, whereas the free-energy diagram is smoothed for $α\le 1/2$. Furthermore we show that the rounding effect is getting stronger when $α$ diminishes.

math-ph↗

arXiv2013

A mathematical perspective on metastable wetting

In this paper we investigate the dynamical behavior of an interface or polymer, in interaction with a distant attractive substrate. The interface is modeled by the graph of a nearest neighbor path with non-negative integer coordinates, and the equilibrium measure associates to each path η a probability proportional to λ^{H(η)} where λ is non-negative and H(η) is the number of contacts between η and the substrate at zero. The dynamics is the natural "spin flip" dynamics associated to this equilibrium measure. We let the distance to the substrate at both polymer ends be equal to aN, where 0 < a < 1/2 is a fixed parameter, and N is the length the system. With this setup, we show that the dynamical behavior of the system crucially depends on λ: when λ \leq 2/(1-2a) we show that the system only needs a time which is polynomial in N to reach its equilibrium state, whereas if λ > 2/(1-2a) the mixing time is exponential in N and the system relaxes in an exponential manner which is typical of metastability.

math.PR↗

arXiv2013

Non-coincidence of Quenched and Annealed Connective Constants on the supercritical planar percolation cluster

In this paper, we study the abundance of self-avoiding paths of a given length on a supercritical percolation cluster on $\bbZ^d$. More precisely, we count $Z_N$ the number of self-avoiding paths of length $N$ on the infinite cluster, starting from the origin (that we condition to be in the cluster). We are interested in estimating the upper growth rate of $Z_N$, $\limsup_{N\to \infty} Z_N^{1/N}$, that we call the connective constant of the dilute lattice. After proving that this connective constant is a.s.\ non-random, we focus on the two-dimensional case and show that for every percolation parameter $p\in (1/2,1)$, almost surely, $Z_N$ grows exponentially slower than its expected value. In other word we prove that $\limsup_{N\to \infty} (Z_N)^{1/N} <\lim_{N\to \infty} \bbE[Z_N]^{1/N}$ where expectation is taken with respect to the percolation process. This result can be considered as a first mathematical attempt to understand the influence of disorder for self-avoiding walk on a (quenched) dilute lattice. Our method, which combines change of measure and coarse graining arguments, does not rely on specifics of percolation on $\bbZ^2$, so that our result can be extended to a large family of two dimensional models including general self-avoiding walk in random environment.

math.PR↗

arXiv2013

Existence of a non-averaging regime for the self-avoiding walk on a high-dimensional infinite percolation cluster

Let Z_N be the number of self-avoiding paths of length N starting from the origin on the infinite cluster obtained after performing Bernoulli percolation on Z^d with parameter p>p_c(Z^d). The object of this paper is to study the connective constant of the dilute lattice \limsup_{N\to \infty} Z_N^{1/N}, which is a non-random quantity. We want to investigate if the inequality \limsup_{N\to \infty} (Z_N)^{1/N} \le \lim_{N\to \infty} E[Z_N]^{1/N} obtained with the Borel-Cantelli Lemma is strict or not. In other words, we want to know the the quenched and annealed versions of the connective constant are the same. On a heuristic level, this indicates whether or not localization of the trajectories occurs. We prove that when d is sufficiently large there exists p^{(2)}_c>p_c such that the inequality is strict for p\in (p_c,p^{(2)}_c).

math.PR↗

arXiv2013

The scaling limit of polymer pinning dynamics and a one dimensional Stefan freezing problem

We consider the stochastic evolution of a 1+1-dimensional interface (or polymer) in presence of a substrate. This stochastic process is a dynamical version of the homogeneous pinning model. We start from a configuration far from equilibrium: a polymer with a non-trivial macroscopic height profile, and look at the evolution of a space-time rescaled interface. In two cases, we prove that this rescaled interface has a scaling limit on the diffusive scale (space rescaled by $L$ in both dimensions and time rescaled by $L^2$ where $L$ denotes the length of the interface) which we describe: when the interaction with the substrate is such that the system is unpinned at equilibrium, then the scaling limit of the height profile is given by the solution of the heat equation with Dirichlet boundary condition ; when the attraction to the substrate is infinite, the scaling limit is given a free-boundary problem which belongs to the class of Stefan problems with contracting boundary, also referred to as Stefan freezing problems. In addition, we prove the existence and regularity of the solution to this problem until a maximal time, where the boundaries collide.

math-ph↗

arXiv2012

The scaling limit for zero temperature planar Ising droplets: with and without magnetic fields

We consider the continuous time, zero-temperature heat-bath dynamics for the nearest-neighbor Ising model on $Z^2$ with positive magnetic field. For a system of size $L\in N$, we start with initial condition $σ$ such that $σ_x=-1$ if $x\in[-L,L]^2$ and $σ_x=+1$ and investigate the scaling limit of the set of $-$ spins when both time and space are rescaled by $L$. We compare the obtained result and its proof with the case of zero-magnetic fields, for which a scaling result was proved in arXiv:1112.3160. In that case, the time-scaling is diffusive and the scaling limit is given by anisotropic motion by curvature.

math.PR↗

arXiv2012

Approximate Lifshitz law for the zero-temperature stochastic Ising model in any dimension

We study the Glauber dynamics for the zero-temperature Ising model in dimension d=4 with "plus" boundary condition.Let T+ be the time needed for an hypercube of size L entirely filled with "minus" spins to become entirely "plus". We prove that T+ is O(L^2(log L)^c) for some constant c, not depending on the dimension. This brings further rigorous justification for the so-called "Lifshitz law" T+ = O(L^2) [5, 3] conjectured on heuristic grounds. The key point of our proof is to use the detail knowledge that we have on the three-dimensional problem: results for fluctuation of monotone interfaces at equilibrium and mixing time for monotone interfaces dynamics extracted from [2], to get the result in higher dimension.

math-ph↗

arXiv2012

On the easiest way to connect $k$ points in the Random Interlacements process

We consider the random interlacements process with intensity $u$ on ${\mathbb Z}^d$, $d\ge 5$ (call it $I^u$), built from a Poisson point process on the space of doubly infinite nearest neighbor trajectories on ${\mathbb Z}^d$. For $k\ge 3$ we want to determine the minimal number of trajectories from the point process that is needed to link together $k$ points in $\mathcal I^u$. Let $$n(k,d):=\lceil \frac d 2 (k-1) \rceil - (k-2).$$ We prove that almost surely given any $k$ points $x_1,...,x_k\in \mathcal I^u$, there is a sequence ofof $n(k,d)$ trajectories $γ^1,...,γ^{n(k,d)}$ from the underlying Poisson point process such that the union of their traces $\bigcup_{i=1}^{n(k,d)}\tr(γ^{i})$ is a connected set containing $x_1,...,x_k$. Moreover we show that this result is sharp, i.e. that a.s. one can find $x_1,...,x_k in I^u$ that cannot be linked together by $n(k,d)-1$ trajectories.

math.PR↗

arXiv2012

Existence of an intermediate phase for oriented percolation

We consider the following oriented percolation model of $\mathbb {N} \times \mathbb{Z}^d$: we equip $\mathbb {N}\times \mathbb{Z}^d$ with the edge set $\{[(n,x),(n+1,y)] | n\in \mathbb {N}, x,y\in \mathbb{Z}^d\}$, and we say that each edge is open with probability $p f(y-x)$ where $f(y-x)$ is a fixed non-negative compactly supported function on $\mathbb{Z}^d$ with $\sum_{z\in \mathbb{Z}^d} f(z)=1$ and $p\in [0,\inf f^{-1}]$ is the percolation parameter. Let $p_c$ denote the percolation threshold ans $Z_N$ the number of open oriented-paths of length $N$ starting from the origin, and study the growth of $Z_N$ when percolation occurs. We prove that for if $d\ge 5$ and the function $f$ is sufficiently spread-out, then there exists a second threshold $p_c^{(2)}>p_c$ such that $Z_N/p^N$ decays exponentially fast for $p\in(p_c,p_c^{(2)})$ and does not so when $p> p_c^{(2)}$. The result should extend to the nearest neighbor-model for high-dimension, and for the spread-out model when $d=3,4$. It is known that this phenomenon does not occur in dimension 1 and 2.

math.PR↗

arXiv2011

Cutoff phenomenon for the simple exclusion process on the complete graph

We study the time that the simple exclusion process on the complete graph needs to reach equilibrium in terms of total variation distance. For the graph with n vertices and 1<<k<n/2 particles we show that the mixing time is of order (n/2)\log \min(k, \sqrt{n}), and that around this time, for any small positive epsilon the total variation distance drops from 1-epsilon to epsilon in a time window whose width is of order n (i.e. in a much shorter time). Our proof is purely probabilistic and self-contained.

math.PR↗