arXiv subjects

Thomas Madaule

Publications and source records attributed to Thomas Madaule.

11 recordsLinked to original sources

arXiv2018

On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk

Consider a branching random walk on the real line. Madaule showed the renormalized trajectory of an individual selected according to the critical Gibbs measure converges in law to a Brownian meander. Besides, Chen proved that the renormalized trajectory leading to the leftmost individual at time $n$ converges in law to a standard Brownian excursion. In this article, we prove that the renormalized trajectory of an individual selected according to a supercritical Gibbs measure also converges in law toward the Brownian excursion. Moreover, refinements of this results enables to express the probability for the trajectories of two individuals selected according to the Gibbs measure to have split before time $t$, partially answering a question of Derrida and Spohn.

math.PR↗

arXiv2017

On the maximum of the C$β$E field

In this paper, we investigate the extremal values of (the logarithm of) the characteristic polynomial of a random unitary matrix whose spectrum is distributed according the Circular Beta Ensemble (C$β$E). More precisely, if $X_n$ is this characteristic polynomial and $\mathbb{U}$ the unit circle, we prove that: $$\sup_{z \in \mathbb{U} } \Re \log X_n(z) = \sqrt{\frac{2}β} \left(\log n - \frac{3}{4} \log \log n + \mathcal{O}(1) \right)\ ,$$ as well as an analogous statement for the imaginary part. The notation $\mathcal{O}(1)$ means that the corresponding family of random variables, indexed by $n$, is tight. This answers a conjecture of Fyodorov, Hiary and Keating, originally formulated for the case where $β$ equals to $2$, which corresponds to the CUE field.

math.PR↗

arXiv2016

The tail distribution of the Derivative martingale and the global minimum of the branching random walk

In a seminal paper Biggins and Kyprianou \cite{BKy04} proved the existence of a non degenerate limit for the {\it Derivative martingale} of the branching random walk. As shown in \cite{Aid11} and \cite{Mad11}, this is an object of central importance in the study of the extremes of the branching random walk. In this paper we investigate the tail distribution of the limit of the {\it Derivative Martingale} by mean of the study of the global minimum of the branching random walk. This new approach leads us to extend the results of \cite{Gui90} and \cite{Bur09} under slighter assumptions.

math.PR↗

arXiv2015

Convergence in law for the branching random walk seen from its tip

Considering a critical branching random walk on the real line. In a recent paper, Aidekon [3] developed a powerful method to obtain the convergence in law of its minimum after a log-factor normalization. By an adaptation of this method, we show that the point process formed by the branching random walk and its minimum converge in law to a Poisson point process colored by a certain point process. This result, confirming a conjecture of Brunet and Derrida [10], can be viewed as a discrete analog of the corresponding results for the branching brownian motion, previously established by Arguin et al. [5] [6] and Aidekon et al. [2].

math.PR↗

arXiv2015

The Seneta-Heyde scaling for homogeneous fragmentations

Homogeneous mass fragmentation processes describe the evolution of a unit mass that breaks down randomly into pieces as time. Mathematically speaking, they can be thought of as continuous-time analogues of branching random walks with non-negative displacements. Following recent developments in the theory of branching random walks, in particular the work of \cite{AShi10}, we consider the problem of the Seneta-Heyde norming of the so-called additive martingale at criticality. Aside from replicating results for branching random walks in the new setting of fragmentation processes, our main goal is to present a style of reasoning, based on $L^p$ estimates, which works for a whole host of different branching-type processes. We show that our methods apply equally to the setting of branching random walks, branching Brownian motion as well as Gaussian multiplicative chaos.

math.PR↗

arXiv2015

Continuity estimates for the complex cascade model on the phase boundary

We consider the complex branching random walk on a dyadic tree with Gaussian weights on the boundary between the diffuse phase and the glassy phase. We study the branching random walk in the space of continuous functions and establish convergence in this space. The main difficulty here is that the expected modulus of continuity of the limit is too weak in order to show tightness in the space of continuous functions by means of standard tools from the theory of stochastic processes.

math.PR↗

arXiv2014

The minimum of a branching random walk outside the boundary case

This paper is a complement to the studies on the minimum of a real-valued branching random walk. In the boundary case (Biggins, Kyprianou 2005), Aïdékon in a seminal paper (2013) obtained the convergence in law of the minimum after a suitable renormalization. We study here the situation when the log-generating function of the branching random walk explodes at some positive point and it cannot be reduced to the boundary case. In the associated thermodynamics framework this corresponds to a first order phase transition, while the boundary case corresponds to a second order phase transition.

math.PR↗

arXiv2014

Maximum of a log-correlated Gaussian field

We study the maximum of a Gaussian field on $[0,1]^\d$ ($\d \geq 1$) whose correlations decay logarithmically with the distance. Kahane \cite{Kah85} introduced this model to construct mathematically the Gaussian multiplicative chaos in the subcritical case. Duplantier, Rhodes, Sheffield and Vargas \cite{DRSV12a} \cite{DRSV12b} extended Kahane's construction to the critical case and established the KPZ formula at criticality. Moreover, they made in \cite{DRSV12a} several conjectures on the supercritical case and on the maximum of this Gaussian field. In this paper we resolve Conjecture 12 in \cite{DRSV12a}: we establish the convergence in law of the maximum and show that the limit law is the Gumbel distribution convoluted by the limit of the derivative martingale.

math.PR↗

arXiv2013

The glassy phase of complex branching Brownian motion

In this paper, we study complex valued branching Brownian motion in the so-called glassy phase, or also called phase II. In this context, we prove a limit theorem for the complex partition function hence confirming a conjecture formulated by Lacoin and the last two authors in a previous paper on complex Gaussian multiplicative chaos. We will show that the limiting partition function can be expressed as a product of a Gaussian random variable, mainly due to the windings of the phase, and a stable transform of the so called derivative martingale, mainly due to the clustering of the modulus. The proof relies on the fine description of the extremal process available in the branching Brownian motion context.

math.PR↗

arXiv2013

Glassy phase and freezing of log-correlated Gaussian potentials

In this paper, we consider the Gibbs measure associated to a logarithmically correlated random potential (including two dimensional free fields) at low temperature. We prove that the energy landscape freezes and enters in the so-called glassy phase. The limiting Gibbs weights are integrated atomic random measures with random intensity expressed in terms of the critical Gaussian multiplicative chaos. This could be seen as a first rigorous step in the renormalization theory of super-critical Gaussian multiplicative chaos.

math.PR↗

arXiv2013

First order transition for the branching random walk at the critical parameter

Considering a critical branching random walk on the real line. From a study of the law of the trajectory of a particle chosen under the polymer measure, we establish a first order transition for the partition function at the critical parameter. This result is strongly related to a recent paper of Aïdékon and Shi in which they solved the problem of the normalisation of the partition function in the critical regime.

math.PR↗