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Nikos Zygouras

Publications and source records attributed to Nikos Zygouras.

35 records · Page 2Linked to original sources
arXiv2019

On the moments of the (2+1)-dimensional directed polymer and stochastic heat equation in the critical window

The partition function of the directed polymer model on Z^{2+1} undergoes a phase transition in a suitable continuum and weak disorder limit. In this paper, we focus on a window around the critical point. Exploiting local renewal theorems, we compute the limiting third moment of the space-averaged partition function, showing that it is uniformly bounded. This implies that the rescaled partition functions, viewed as a generalized random field on R^2, have non-trivial subsequential limits, and each such limit has the same explicit covariance structure. We obtain analogous results for the stochastic heat equation on R^2, extending previous work by Bertini and Cancrini.

math.PR↗
arXiv2019

GOE and ${\rm Airy}_{2\to 1}$ marginal distribution via symplectic Schur functions

We derive Sasamoto's Fredholm determinant formula for the Tracy-Widom GOE distribution, as well as the one-point marginal distribution of the ${\rm Airy}_{2\to1}$ process, originally derived by Borodin-Ferrari-Sasamoto, as scaling limits of point-to-line and point-to-half-line last passage percolation with exponentially distributed waiting times. The asymptotic analysis goes through new expressions for the last passage times in terms of integrals of (the continuous analog of) symplectic and classical Schur functions, obtained recently in [BZ19a].

math.PR↗
arXiv2019

Point-to-line polymers and orthogonal Whittaker functions

We study a one dimensional directed polymer model in an inverse-gamma random environment, known as the log-gamma polymer, in three different geometries: point-to-line, point-to-half line and when the polymer is restricted to a half space with end point lying free on the corresponding half line.Via the use of A.N.Kirillov's geometric Robinson-Schensted-Knuth correspondence, we compute the Laplace transform of the partition functions in the above geometries in terms of orthogonal Whittaker functions, thus obtaining new connections between the ubiquitous class of Whittaker functions and exactly solvable probabilistic models. In the case of the first two geometries we also provide multiple contour integral formulae for the corresponding Laplace transforms. Passing to the zero-temperature limit, we obtain new formulae for the corresponding last passage percolation problems with exponential weights.

math.PR↗
arXiv2017

Universality in marginally relevant disordered systems

We consider disordered systems of directed polymer type, for which disorder is so-called marginally relevant. These include the usual (short-range) directed polymer model in dimension (2+1), the long-range directed polymer model with Cauchy tails in dimension (1+1) and the disordered pinning model with tail exponent 1/2. We show that in a suitable weak disorder and continuum limit, the partition functions of these different models converge to a universal limit: a log-normal random field with a multi-scale correlation structure, which undergoes a phase transition as the disorder strength varies. As a by-product, we show that the solution of the two-dimensional Stochastic Heat Equation, suitably regularized, converges to the same limit. The proof, which uses the celebrated Fourth Moment Theorem, reveals an interesting chaos structure shared by all models in the above class.

math.PR↗
arXiv2016

Polynomial chaos and scaling limits of disordered systems

Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random variable, given by a Wiener chaos expansion over the d-dimensional white noise. A key ingredient in our approach is a Lindeberg principle for polynomial chaos expansions, which extends earlier work of Mossel, O'Donnell and Oleszkiewicz. These results provide a unified framework to study the continuum and weak disorder scaling limits of statistical mechanics systems that are disorder relevant, including the disordered pinning model, the (long-range) directed polymer model in dimension 1+1, and the two-dimensional random field Ising model. This gives a new perspective in the study of disorder relevance, and leads to interesting new continuum models that warrant further studies.

math.PR↗
arXiv2016

Variants of geometric RSK, geometric PNG and the multipoint distribution of the log-gamma polymer

We show that the reformulation of the geometric Robinson-Schensted-Knuth (gRSK) correspondence via local moves, introduced in \cite{OSZ14} can be extended to cases where the input matrix is replaced by more general polygonal, Young-diagram-like, arrays of the form $\polygon$. We also show that a rearrangement of the sequence of the local moves gives rise to a geometric version of the polynuclear growth model (PNG). These reformulations are used to obtain integral formulae for the Laplace transform of the joint distribution of the point-to-point partition functions of the log-gamma polymer at different space-time points. In the case of two points at equal time $N$ and space at distance of order $N^{2/3}$, we show formally that the joint law of the partition functions, scaled by $N^{1/3}$, converges to the two-point function of the Airy process

math.PR↗
arXiv2015

High temperature limits for $(1+1)$-dimensional directed polymer with heavy-tailed disorder

The directed polymer model at intermediate disorder regime was introduced by Alberts-Khanin-Quastel~\cite{AKQ12}. It was proved that at inverse temperature $βn^{-γ}$ with $γ=1/4$ the partition function, centered appropriately, converges in distribution and the limit is given in terms of the solution of the stochastic heat equation. This result was obtained under the assumption that the disorder variables posses exponential moments, but its universality was also conjectured under the assumption of six moments. We show that this conjecture is valid and we further extend it by exhibiting classes of different universal limiting behaviors in the case of less than six moments. We also explain the behavior of the scaling exponent for the log-partition function under different moment assumptions and values of $γ$.

math.PR↗
arXiv2014

The continuum disordered pinning model

Any renewal processes on $\mathbb{N}$ with a polynomial tail, with exponent $α\in (0,1)$, has a non-trivial scaling limit, known as the $α$-stable regenerative set. In this paper we consider Gibbs transformations of such renewal processes in an i.i.d. random environment, called disordered pinning models. We show that for $α\in (1/2, 1)$ these models have a universal scaling limit, which we call the continuum disordered pinning model (CDPM). This is a random closed subset of $\mathbb{R}$ in a white noise random environment, with subtle features: -Any fixed a.s. property of the $α$-stable regenerative set (e.g., its Hausdorff dimension) is also an a.s. property of the CDPM, for almost every realization of the environment. -Nonetheless, the law of the CDPM is singular with respect to the law of the $α$-stable regenerative set, for almost every realization of the environment. The existence of a disordered continuum model, such as the CDPM, is a manifestation of disorder relevance for pinning models with $α\in (1/2, 1)$.

math.PR↗
arXiv2014

Path properties of the disordered pinning model in the delocalized regime

We study the path properties of a random polymer attracted to a defect line by a potential with disorder, and we prove that in the delocalized regime, at any temperature, the number of contacts with the defect line remains in a certain sense "tight in probability" as the polymer length varies. On the other hand we show that at sufficiently low temperature, there exists a.s. a subsequence where the number of contacts grows like the log of the length of the polymer.

math.PR↗
arXiv2013

The Critical Curve of the Random Pinning and Copolymer Models at Weak Coupling

We study random pinning and copolymer models, when the return distribution of the underlying renewal process has a polynomial tail with finite mean. We compute the asymptotic behavior of the critical curves of the models in the weak coupling regime, showing that it is universal. This proves a conjecture of Bolthausen, den Hollander and Opoku for copolymer models (ref. [8]), which we also extend to pinning models.

math.PR↗
arXiv2013

Geometric RSK correspondence, Whittaker functions and symmetrized random polymers

We show that the geometric lifting of the RSK correspondence introduced by A.N. Kirillov (2001) is volume preserving with respect to a natural product measure on its domain, and that the integrand in Givental's integral formula for GL(n,R)-Whittaker functions arises naturally in this context. Apart from providing further evidence that Whittaker functions are the natural analogue of Schur polynomials in this setting, our results also provide a new `combinatorial' framework for the study of random polymers. When the input matrix consists of random inverse gamma distributed weights, the probability distribution of a polymer partition function constructed from these weights can be written down explicitly in terms of Whittaker functions. Next we restrict the geometric RSK mapping to symmetric matrices and show that the volume preserving property continues to hold. We determine the probability law of the polymer partition function with inverse gamma weights that are constrained to be symmetric about the main diagonal, with an additional factor on the main diagonal. The third combinatorial mapping studied is a variant of the geometric RSK mapping for triangular arrays, which is again showed to be volume preserving. This leads to a formula for the probability distribution of a polymer model whose paths are constrained to stay below the diagonal. We also show that the analogues of the Cauchy-Littlewood identity in the setting of this paper are equivalent to a collection of Whittaker integral identities conjectured by Bump (1989) and Bump and Friedberg (1990) and proved by Stade (2001, 2002). Our approach leads to new `combinatorial' proofs and generalizations of these identities, with some restrictions on the parameters.

math.PR↗
arXiv2013

Tropical Combinatorics and Whittaker functions

We establish a fundamental connection between the geometric RSK correspondence and GL(N,R)-Whittaker functions, analogous to the well known relationship between the RSK correspondence and Schur functions. This gives rise to a natural family of measures associated with GL(N,R)-Whittaker functions which are the analogues in this setting of the Schur measures on integer partitions. The corresponding analogue of the Cauchy-Littlewood identity can be seen as a generalisation of an integral identity for GL(N,R)-Whittaker functions due to Bump and Stade. As an application, we obtain an explicit integral formula for the Laplace transform of the law of the partition function associated with a one-dimensional directed polymer model with log-gamma weights recently introduced by one of the authors (TS).

math.PR↗
arXiv2013

Subgaussian concentration and rates of convergence in directed polymers

We consider directed random polymers in $(d+1)$ dimensions with nearly gamma i.i.d. disorder. We study the partition function $Z_{N,ω}$ and establish exponential concentration of $\log Z_{N,ω}$ about its mean on the subgaussian scale $\sqrt{N/\log N}$ . This is used to show that $\mathbb{E}[ \log Z_{N,ω}]$ differs from $N$ times the free energy by an amount which is also subgaussian (i.e. $o(\sqrt{N})$), specifically $O(\sqrt{\frac{N}{\log N}}\log \log N)$.

math.PR↗
arXiv2010

Strong disorder in semidirected random polymers

We consider a random walk in a random potential, which models a situation of a random polymer and we study the annealed and quenched costs to perform long crossings from a point to a hyperplane. These costs are measured by the so called Lyapounov norms. We identify situations where the point-to-hyperplane annealed and quenched Lyapounov norms are different. We also prove that in these cases the polymer path exhibits localization.

math.PR↗
arXiv2010

Equality of critical points for polymer depinning transitions with loop exponent one

We consider a polymer with configuration modelled by the trajectory of a Markov chain, interacting with a potential of form $u+V_n$ when it visits a particular state 0 at time $n$, with $\{V_n\}$ representing i.i.d. quenched disorder. There is a critical value of $u$ above which the polymer is pinned by the potential. A particular case not covered in a number of previous studies is that of loop exponent one, in which the probability of an excursion of length $n$ takes the form $ϕ(n)/n$ for some slowly varying $ϕ$; this includes simple random walk in two dimensions. We show that in this case, at all temperatures, the critical values of $u$ in the quenched and annealed models are equal, in contrast to all other loop exponents, for which these critical values are known to differ, at least at low temperatures.

math.PR↗
arXiv2008

Quenched and Annealed Critical Points in Polymer Pinning Models

We consider a polymer with configuration modeled by the path of a Markov chain, interacting with a potential $u+V_n$ which the chain encounters when it visits a special state 0 at time $n$. The disorder $(V_n)$ is a fixed realization of an i.i.d. sequence. The polymer is pinned, i.e. the chain spends a positive fraction of its time at state 0, when $u$ exceeds a critical value. We assume that for the Markov chain in the absence of the potential, the probability of an excursion from 0 of length $n$ has the form $n^{-c}ϕ(n)$ with $c \geq 1$ and $ϕ$ slowly varying. Comparing to the corresponding annealed system, in which the $V_n$ are effectively replaced by a constant, it is known that the quenched and annealed critical points differ at all temperatures for $3/2 2$, but only at low temperatures for $c<3/2$. For high temperatures and $3/2 3/2$ with arbitrary temperature we provide a new proof that the gap is positive, and extend it to $c=2$.

math.PR↗