arXiv subjects

Lisa Hartung

Publications and source records attributed to Lisa Hartung.

34 records · Page 2Linked to original sources

arXiv2021

Branching Brownian motion with self repulsion

We consider a model of branching Brownian motion with self repulsion. Self-repulsion is introduced via change of measure that penalises particles spending time in an $\e$-neighbourhood of each other. We derive a simplified version of the model where only branching events are penalised. This model is almost exactly solvable and we derive a precise description of the particle numbers and branching times. In the limit of weak penalty, an interesting universal time-inhomogeneous branching process emerges. The position of the maximum is governed by a F-KPP type reaction-diffusion equation with a time dependent reaction term.

math.PR↗

arXiv2020

Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: Convergence of the maximum in the regime of weak correlations

We continue the study of the maximum of the scale-inhomogeneous discrete Gaussian free field in dimension two. In this paper, we consider the regime of weak correlations and prove the convergence in law of the centred maximum to a randomly shifted Gumbel distribution. In particular, we obtain limiting expressions for the random shift. As in the case of variable speed branching Brownian motion, the shift is of the form CY, where C is a constant that depends only on the variance at the shortest scales, and Y is a random variable that depends only on the variance at the largest scales. Moreover, we investigate the geometry of highest local maxima. We show that they occur in clusters of finite size that are separated by macroscopic distances. The poofs are based on Gaussian comparison with branching random walks and second moment estimates.

math.PR↗

arXiv2020

Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: Extremal process in the weakly correlated regime

We prove convergence of the full extremal process of the two-dimensional scale-inhomogeneous discrete Gaussian free field in the weak correlation regime. The scale-inhomogeneous discrete Gaussian free field is obtained from the 2d discrete Gaussian free field by modifying the variance through a function $\mathcal{I}:[0,1]\rightarrow [0,1]$. The limiting process is a cluster Cox process. The random intensity of the Cox process depends on the $\mathcal{I}^\prime(0)$ through a random measure $Y$ and on the $\mathcal{I}^\prime(1)$ through a constant $β$. We describe the cluster process, which only depends on $\mathcal{I}^\prime(1)$, as points of a standard 2d discrete Gaussian free field conditioned to be unusually high.

math.PR↗

arXiv2019

High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos

We study the total mass of high points in a random model for the Riemann-Zeta function. We consider the same model as in [8], [2], and build on the convergence to 'Gaussian' multiplicative chaos proved in [14]. We show that the total mass of points which are a linear order below the maximum divided by their expectation converges almost surely to the Gaussian multiplicative chaos of the approximating Gaussian process times a random function. We use the second moment method together with a branching approximation to establish this convergence.

math.PR↗

arXiv2019

From $1$ to $6$: a finer analysis of perturbed branching Brownian motion

The logarithmic correction for the order of the maximum for two-speed branching Brownian motion changes discontinuously when approaching slopes $σ_1^2=σ_2^2=1$ which corresponds to standard branching Brownian motion. In this article we study this transition more closely by choosing $σ_1^2=1\pm t^{-α}$ and $σ_2^2=1\pm t^{-α}$. We show that the logarithmic correction for the order of the maximum now smoothly interpolates between the correction in the iid case $\frac{1}{2\sqrt 2}\ln(t),\;\frac{3}{2\sqrt 2}\ln(t)$ and $\frac{6}{2\sqrt 2}\ln(t)$ when $0<α<\frac{1}{2}$. This is due to the localisation of extremal particles at the time of speed change which depends on $α$ and differs from the one in standard branching Brownian motion. We also establish in all cases the asymptotic law of the maximum and characterise the extremal process, which turns out to coincide essentially with that of standard branching Brownian motion.

math.PR↗

arXiv2019

Dynamic phase diagram of the REM

By studying the two-time overlap correlation function, we give a comprehensive analysis of the phase diagram of the Random Hopping Dynamics of the Random Energy Model (REM) on time-scales that are exponential in the volume. These results are derived from the convergence properties of the clock process associated to the dynamics and fine properties of the simple random walk in the $n$-dimensional discrete cube.

math.PR↗

arXiv2019

The Structure of Extreme Level Sets in Branching Brownian Motion

We study the structure of extreme level sets of a standard one dimensional branching Brownian motion, namely the sets of particles whose height is within a fixed distance from the order of the global maximum. It is well known that such particles congregate at large times in clusters of order-one genealogical diameter around local maxima which form a Cox process in the limit. We add to these results by finding the asymptotic size of extreme level sets and the typical height and shape of those clusters which carry such level sets. We also find the right tail decay of the distribution of the distance between the two highest particles. These results confirm two conjectures of Brunet and Derrida, 2011. The proofs rely on studying the cluster distribution and should carry over to the branching random walk and the two-dimensional discrete Gaussian free field with no conceptual difficulty.

math.PR↗

arXiv2019

More on the Structure of Extreme Level Sets in Branching Brownian Motion

This work is a continuation of the manuscript "the structure of extreme level sets in branching Brownian motion", in which the same authors studied the fine structure of the extreme level sets of branching Brownian motion, namely the sets of particles whose height is within a finite distance from the global maximum. It is well known that such particles congregate at large times in clusters of order-one genealogical diameter around local maxima which form a Cox process in the limit. Our main finding here is that most of the particles in an extreme level set come from only a small fraction of the clusters, which are atypically large.

math.PR↗

arXiv2019

Decorated Random Walk Restricted to Stay Below a Curve (Supplement Material)

We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent random variables which are added at each step, but do not get accumulated. We study the probability that such process, conditioned to form a bridge, stays below a curve which grows at most polynomially fast away from the boundaries, with exponent less than one half. Both bounds and asymptotics are derived. These estimates are used in the manuscript "the structure of extreme level sets in branching Brownian motion" by the same authors, to which this manuscript is a supplement.

math.PR↗

arXiv2018

Diffusion processes on branching Brownian motion

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal process of branching Brownian motion and are supported on a Cantor-like set. The processes are obtained via a time-change of a standard one-dimensional reflected Brownian motion on $\mathbb{R}_+$ in terms of the associated positive continuous additive functionals. The processes introduced in this paper may be regarded as an analogue of the Liouville Brownian motion which has been recently constructed in the context of a Gaussian free field.

math.PR↗

arXiv2017

Trace reconstruction with varying deletion probabilities

In the trace reconstruction problem an unknown string ${\bf x}=(x_0,\dots,x_{n-1})\in\{0,1,...,m-1\}^n$ is observed through the deletion channel, which deletes each $x_k$ with a certain probability, yielding a contracted string $\widetilde{\bf X}$. Earlier works have proved that if each $x_k$ is deleted with the same probability $q\in[0,1)$, then $\exp(O(n^{1/3}))$ independent copies of the contracted string $\widetilde{\bf X}$ suffice to reconstruct $\bf x$ with high probability. We extend this upper bound to the setting where the deletion probabilities vary, assuming certain regularity conditions. First we consider the case where $x_k$ is deleted with some known probability $q_k$. Then we consider the case where each letter $ζ\in \{0,1,...,m-1\}$ is associated with some possibly unknown deletion probability $q_ζ$.

math.PR↗

arXiv2017

The phase diagram of the complex branching Brownian motion energy model

We complete the analysis of the phase diagram of the complex branching Brownian motion energy model by studying Phases I, III and boundaries between all three phases (I-III) of this model. For the properly rescaled partition function, in Phase III and on the boundaries I/III and II/III, we prove a central limit theorem with a random variance. In Phase I and on the boundary I/II, we prove an a.s. and $L^1$ martingale convergence. All results are shown for any given correlation between the real and imaginary parts of the random energy.

math.PR↗

arXiv2016

Extended Convergence of the Extremal Process of Branching Brownian Motion

We extend the results of Arguin et al and A\"ıdékon et al on the convergence of the extremal process of branching Brownian motion by adding an extra dimension that encodes the "location" of the particle in the underlying Galton-Watson tree. We show that the limit is a cluster point process on $\mathbb{R}_+\times \mathbb{R}$ where each cluster is the atom of a Poisson point process on $\mathbb{R}_+\times \mathbb{R}$ with a random intensity measure $Z(dz) \times Ce^{-\sqrt 2x}dx$, where the random measure is explicitly constructed from the derivative martingale. This work is motivated by an analogous result for the Gaussian free field by Biskup and Louidor.

math.PR↗

arXiv2015

The glassy phase of the complex branching Brownian motion energy model

We identify the fluctuations of the partition function for a class of random energy models, where the energies are given by the positions of the particles of the complex-valued branching Brownian motion (BBM). Specifically, we provide the weak limit theorems for the partition function in the so-called "glassy phase" -- the regime of parameters, where the behaviour of the partition function is governed by the extrema of BBM. We allow for arbitrary correlations between the real and imaginary parts of the energies. This extends the recent result of Madaule, Rhodes and Vargas, where the uncorrelated case was treated. In particular, our result covers the case of the real-valued BBM energy model at complex temperatures.

math.PR↗

arXiv2015

Variable speed branching Brownian motion 1. Extremal processes in the weak correlation regime

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak regularity condition. These limiting objects are universal in the sense that they only depend on the slope of the speed function at $0$ and the final time $t$. The proof is based on previous results for two-speed BBM obtained in a recent paper of ours and uses Gaussian comparison arguments to extend these to the general case.

math.PR↗

arXiv2013

The extremal process of two-speed branching Brownian motion

We construct and describe the extremal process for variable speed branching Brownian motion, studied recently by Fang and Zeitouni, for the case of piecewise constant speeds; in fact for simplicity we concentrate on the case when the speed is $σ_1$ for $s\leq bt$ and $σ_2$ when $bt\leq s\leq t$. In the case $σ_1>σ_2$, the process is the concatenation of two BBM extremal processes, as expected. In the case $σ_1<σ_2$, a new family of cluster point processes arises, that are similar, but distinctively different from the BBM process. Our proofs follow the strategy of Arguin, Bovier, and Kistler.

math.PR↗