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Philippe Carmona

Publications and source records attributed to Philippe Carmona.

17 recordsLinked to original sources
arXiv2026

Differentiability of the Leading Lyapunov Exponent of a linear differential equation with random coefficients Application to the Calculation of the Selection Gradient in Random Environments

The study of evolution in temporally fluctuating environments often relies on the analysis of Lyapunov exponents, which quantify the exponential growth of populations. However, when model parameters depend on a stochastic process, calculating the selection gradient, a key tool for predicting the evolution of phenotypic traits, becomes a mathematical challenge. While the periodic case has been resolved, a general approach for random environments remains to be developed. This article proposes a rigorous method to: Establish the differentiability of the leading Lyapunov exponent with respect to a parameter, providing an explicit integral formula for its derivative. Develop a numerical algorithm to approximate the derivative by solving an extended differential equation. Apply these results to the analysis of mutant invasion in a resident population at equilibrium, identifying the selection gradient as the derivative of the top Lyapunov exponent.

math.PR↗
arXiv2025

Non-local random deposition models for earthquakes and energy propagation

We investigate a new class of non-local random deposition models, initially introduced by physicists to study the field of mechanical constraints (stress) applied along a line or on a given area located in a seismic zone. The non-local features are twofold. First, the falling objects have random and heavy-tailed dimensions. Second, the locations where the objects are falling are at least for some of the models that we consider, depending on the shape of the surface before deposition. We consider $(h_N)_{N\in \N}$ a sequence of random $(d+1)$-dimensional surfaces defined on $[0,D]^d$ for $d\in \{1,2\}$. Thus, the process $h_{N}$ is obtained by adding to $h_{N-1}$ an object $$\s\in [0,D]^d \mapsto Z_{N}^{α-1} ψ\Big(\frac{v_{Y_N}(\s)}{Z_N}\Big),$$ where $Z=(Z_i)_{i\in \N}$ is an i.i.d. sequence of Pareto random variables, where $ψ:[0,\infty)\mapsto \mathbb{R}^+$ determines the global shape of the object, where $v_{\y}(\x)$ is the distance between $\x$ and $\y$ on the torus and where $Y=(Y_i)_{i\in \N}$ are random variables in $[0,D]^d$ that provide the location of each falling object. In the present paper we focus on three variations of this model. First, the rand-model for which $Y$ is an i.i.d. sequence of uniform random variables. Then, the min-model, that introduces an important property of the physics of earthquakes but is also harder to tract since a strong correlation appears between the $N$-th falling object and the shape of the profile $h_{N-1}$. Finally we consider a variant of the rand-model: the stellar model, which allows us to study the intensity of the microwaves emitted by stellar clouds and measured at the Earth surface. For those three models, our results identify the limit in law of $(h_N)_{N\in \N}$ viewed as a sequence of continuous random functions rescaled properly. We also determine the limit in law of the fluctuations of $(h_N)_{N\in \N}$.

math.PR↗
arXiv2019

Limit theorems for Random Walk excursion conditioned to have a typical area

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to zero and a finite fourth moment. This result complements the work of \citep{DKW13} where local central limit theorems are provided for the geometric area of the excursion of a symmetric random walk with finite second moments. Our result turns out to be a key tool to derive the scaling limit of the \emph{Interacting Partially-Directed Self-Avoiding Walk} at criticality which is the object of a companion paper \citep{CarPet17a}. This requires to derive a reinforced version of our result in the case of a random walk with Laplace symmetric increments.

math.PR↗
arXiv2018

Some deterministic structured population models which are limit of stochastic individual based models

The aim of this paper is to tackle part of the program set by Diekmann et al. in their seminal paper Diekmann et al. (2001). We quote "It remains to investigate whether, and in what sense, the nonlinear determin-istic model formulation is the limit of a stochastic model for initial population size tending to infinity" We set a precise and general framework for a stochastic individual based model : it is a piecewise deterministic Markov process defined on the set of finite measures. We then establish a law of large numbers under conditions easy to verify. Finally we show how this applies to old and new examples.

math.PR↗
arXiv2018

Interacting partially directed self-avoiding walk: a probabilistic perspective

We review some recent results obtained in the framework of the 2-dimensional Interacting Self-Avoiding Walk (ISAW). After a brief presentation of the rigorous results that have been obtained so far for ISAW we focus on the Interacting Partially Directed Self-Avoiding Walk (IPDSAW), a model introduced in Zwanzig and Lauritzen (1968) to decrease the mathematical complexity of ISAW. In the first part of the paper, we discuss how a new probabilistic approach based on a random walk representation (see Nguyen and Pétrélis (2013)) allowed for a sharp determination of the asymptotics of the free energy close to criticality (see Carmona, Nguyen and Pétrélis (2016)). Some scaling limits of IPDSAW were conjectured in the physics literature (see e.g. Brak et al. (1993)). We discuss here the fact that all limits are now proven rigorously, i.e., for the extended regime in Carmona and Pétrélis (2016), for the collapsed regime in Carmona, Nguyen and Pétrélis (2016) and at criticality in Carmona and Pétrélis (2017a). The second part of the paper starts with the description of four open questions related to physically relevant extensions of IPDSAW. Among such extensions is the Interacting Prudent Self-Avoiding Walk (IPSAW) whose configurations are those of the 2-dimensional prudent walk. We discuss the main results obtained in Pétrélis and Torri (2016+) about IPSAW and in particular the fact that its collapse transition is proven to exist rigorously.

math.PR↗
arXiv2017

A shape theorem for the scaling limit of the IPDSAW at criticality

In this paper we give a complete characterization of the scaling limit of the critical Interacting Partially Directed Self-Avoiding Walk (IPDSAW) introduced in Zwanzig and Lauritzen (1968). As the system size $L$ diverges, we prove that the set of occupied sites, rescaled horizontally by $L^{2/3}$ and vertically by $L^{1/3}$ converges in law for the Hausdorff distance towards a non trivial random set. This limiting set is built with a Brownian motion $B$ conditioned to come back at the origin at $a_1$ the time at which its geometric area reaches $1$. The modulus of $B$ up to $a_1$ gives the height of the limiting set, while its center of mass process is an independent Brownian motion. Obtaining the shape theorem requires to derive a functional central limit theorem for the excursion of a random walk with Laplace symmetric increments conditioned on sweeping a prescribed geometric area. This result is proven in a companion paper arXiv:1709.06448.

math.PR↗
arXiv2015

Interacting partially directed self avoiding walk : scaling limits

This paper is dedicated to the investigation of a $1+1$ dimensional self-interacting and partially directed self-avoiding walk, usually referred to by the acronym IPDSAW and introduced in \cite{ZL68} by Zwanzig and Lauritzen to study the collapse transition of an homopolymer dipped in a poor solvant. In \cite{POBG93}, physicists displayed numerical results concerning the typical growth rate of some geometric features of the path as its length $L$ diverges. From this perspective the quantities of interest are the projections of the path onto the horizontal axis (also called horizontal extension) and onto the vertical axis for which it is useful to define the lower and the upper envelopes of the path. With the help of a new random walk representation, we proved in \cite{CNGP13} that the path grows horizontally like $\sqrt{L}$ in its collapsed regime and that, once rescaled by $\sqrt{L}$ vertically and horizontally, its upper and lower envelopes converge to some deterministic Wulff shapes. In the present paper, we bring the geometric investigation of the path several steps further. In the extended regime, we prove a law of large number for the horizontal extension of the polymer rescaled by its total length $L$, we provide a precise asymptotics of the partition function and we show that its lower and upper envelopes, once rescaled in time by $L$ and in space by $\sqrt{L}$, converge to the same Brownian motion. At criticality, we identify the limiting distribution of the horizontal extension rescaled by $L^{2/3}$ and we show that the excess partition function decays as $L^{2/3}$ with an explicit prefactor. In the collapsed regime, we identify the joint limiting distribution of the fluctuations of the upper and lower envelopes around their associated limiting Wulff shapes, rescaled in time by $\sqrt{L}$ and in space by $L^{1/4}$.

math.PR↗
arXiv2012

The Spread of a Catalytic Branching Random Walk

We consider a random walk on $\Z$ that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position $M_n$. Then we determine all possible limiting law for the sequence $M_n -αn$ where $α$ is a deterministic constant.

math.PR↗
arXiv2010

The discrete-time parabolic Anderson model with heavy-tailed potential

We consider a discrete-time version of the parabolic Anderson model. This may be described as a model for a directed (1+d)-dimensional polymer interacting with a random potential, which is constant in the deterministic direction and i.i.d. in the d orthogonal directions. The potential at each site is a positive random variable with a polynomial tail at infinity. We show that, as the size of the system diverges, the polymer extremity is localized almost surely at one single point which grows ballistically. We give an explicit characterization of the localization point and of the typical paths of the model.

math.PR↗
arXiv2008

Directed polymer in random environment and last passage percolation

The sequence of random probability measures $ν_n$ that gives a path of length $n$, $\unsur{n}$ times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the Legendre transform of the free energy of the associated directed polymer in a random environment. Consequences on the asymptotics of the typical number of paths whose collected weight is above a fixed proportion are then drawn.

math.PR↗
arXiv2006

Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths

In this note we consider a chain of $N$ oscillators, whose ends are in contact with two heat baths at different temperatures. Our main result is the exponential convergence to the unique invariant probability measure (the stationary state). We use the Lyapunov's function technique of Rey-Bellet and coauthors with different model of heat baths, and adapt these techniques to two new case recently considered in the literature by respectively Bernardin and Olla, Lefevere and Schenkel

math.PR↗
arXiv2002

High temperature Sherrington-Kirkpatrick model for general spins

Francesco Guerra and Fabio Toninelli have developped a very powerful technique to study the high temperature behaviour of the Sherrington-Kirkpatrick mean field spin glass model. They show that this model is asymptoticaly comparable to a linear model. The key ingredient is a clever interpolation technique between the two different Hamiltonians describing the models. This paper contribution to the subject are the following: (1) The replica-symmetric solution holds for general spins, not just $\pm 1$ valued. (2) The proof does not involve cavitation but only first order differential calculus and Gaussian integration by parts.

math.PR↗
arXiv1998

Fractional Brownian motion and the Markov Property

Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to approximate the process. - An infinite dimensional ergodic theorem which applies to functionals of the type $integral_0^t phi(V_h(s)) ds $ where $V_h(s)=integral_0^t h(t-u) dB_u$ and $B$ is a standard Brownian motion.

math.PR↗