arXiv subjects

Timo Seppäläinen

Publications and source records attributed to Timo Seppäläinen.

At least 37 records · Page 2Linked to original sources

arXiv2021

Flats, spikes and crevices: the evolving shape of the inhomogeneous corner growth model

We study the macroscopic evolution of the growing cluster in the exactly solvable corner growth model with independent exponentially distributed waiting times. The rates of the exponentials are given by an addivitely separable function of the site coordinates. When computing the growth process (last-passage times) at each site, the horizontal and vertical additive components of the rates are allowed to also vary respectively with the column and row number of that site. This setting includes several models of interest from the literature as special cases. Our main result provides simple explicit variational formulas for the a.s. first-order asymptotics of the growth process under a decay condition on the rates. Formulas of similar flavor were conjectured in arXiv:math/0004082, which we also establish. Subject to further mild conditions, we prove the existence of the limit shape and describe it explicitly. We observe that the boundary of the limit shape can develop flat segments adjacent to the axes and spikes along the axes. Furthermore, we record the formation of persistent macroscopic spikes and crevices in the cluster that are nonetheless not visible in the limit shape. As an application of the results for the growth process, we compute the flux function and limiting particle profile for the TASEP with the step initial condition and disorder in the jump rates of particles and holes. Our methodology is based on concentration bounds and estimating the boundary exit probabilities of the geodesics in the increment-stationary version of the model, with the only input from integrable probability being the distributional invariance of the last-passage times under permutations of columns and rows.

math.PR↗

arXiv2020

Bounds on the running maximum of a random walk with small drift

We derive a lower bound for the probability that a random walk with i.i.d.\ increments and small negative drift $μ$ exceeds the value $x>0$ by time $N$. When the moment generating functions are bounded in an interval around the origin, this probability can be bounded below by $1-O(x|μ| \log N)$. The approach is elementary and does not use strong approximation theorems.

math.PR↗

arXiv2020

Non-existence of bi-infinite polymer Gibbs measures

We show that nontrivial bi-infinite polymer Gibbs measures do not exist in typical environments in the inverse-gamma (or log-gamma) directed polymer model on the planar square lattice. The precise technical result is that, except for measures supported on straight-line paths, such Gibbs measures do not exist in almost every environment when the weights are independent and identically distributed inverse-gamma random variables. The proof proceeds by showing that when two endpoints of a point-to-point polymer distribution are taken to infinity in opposite directions but not parallel to lattice directions, the midpoint of the polymer path escapes. The proof is based on couplings, planar comparison arguments, and a recently discovered joint distribution of Busemann functions.

math.PR↗

arXiv2020

Coalescence estimates for the corner growth model with exponential weights

We establish estimates for the coalescence time of semi-infinite directed geodesics in the planar corner growth model with i.i.d. exponential weights. There are four estimates: upper and lower bounds on the probabilities of both fast and slow coalescence on the correct spatial scale with exponent $3/2$. Our proofs utilize a geodesic duality introduced by Pimentel and properties of the increment-stationary last-passage percolation process. For fast coalescence our bounds are new and they have matching optimal exponential order of magnitude. For slow coalescence we reproduce bounds proved earlier with integrable probability inputs, except that our upper bound misses the optimal order by a logarithmic factor.

math.PR↗

arXiv2020

Variational formulas, Busemann functions, and fluctuation exponents for the corner growth model with exponential weights

These lecture notes discuss several related features of the exactly solvable two-dimensional corner growth model with exponentially distributed weights. A key property of this model is the availability of a fairly explicit stationary version that possesses useful independence properties. With the help of couplings and estimates, we prove the existence of Busemann functions for this model, and the precise values of the longitudinal and transversal fluctuation exponents for the stationary corner growth model. The Busemann functions in turn furnish extremals for variational formulas that describe limiting shape functions.

math.PR↗

arXiv2020

Right-tail moderate deviations in the exponential last-passage percolation

We study moderate deviations in the exponential corner growth model, both in the bulk setting and the increment-stationary setting. The main results are sharp right-tail bounds on the last-passage time and the exit point of the increment-stationary process. The arguments utilize calculations with the stationary version and a moment generating function identity due to E. Rains, for which we give a short probabilistic proof. As applications of the deviation bounds, we derive upper bounds on the speed of distributional convergence in the Busemann function and competition interface limits.

math.PR↗

arXiv2020

Local stationarity of exponential last passage percolation

We consider point to point last passage times to every vertex in a neighbourhood of size $δN^{\frac{2}{3}}$, distance $N$ away from the starting point. The increments of these last passage times in this neighbourhood are shown to be jointly equal to their stationary versions with high probability that depends on $δ$ only. With the help of this result we show that 1) the $\text{Airy}_2$ process is locally close to a Brownian motion in total variation; 2) the tree of point to point geodesics starting from every vertex in a box of side length $δN^{\frac{2}{3}}$ going to a point at distance $N$ agree inside the box with the tree of infinite geodesics going in the same direction; 3) two geodesics starting from $N^{\frac{2}{3}}$ away from each other, to a point at distance $N$ will not coalesce too close to either endpoints on the macroscopic scale. Our main results rely on probabilistic methods only.

math.PR↗

arXiv2019

Non-existence of bi-infinite geodesics in the exponential corner growth model

This paper gives a self-contained proof of the non-existence of nontrivial bi-infinite geodesics in directed planar last-passage percolation with exponential weights. The techniques used are couplings, coarse graining, and control of geodesics through planarity and estimates derived from increment-stationary versions of the last-passage percolation process.

math.PR↗

arXiv2019

Existence, uniqueness and coalescence of directed planar geodesics: proof via the increment-stationary growth process

We present a proof of the almost sure existence, uniqueness and coalescence of directed semi-infinite geodesics in planar growth models that is based on properties of an increment-stationary version of the growth process. The argument is developed in the context of the exponential corner growth model. It uses coupling, planar monotonicity, and properties of the stationary growth process to derive the existence of Busemann functions, which in turn control geodesics. This soft approach is in some situations an alternative to the much-applied 20-year-old arguments of C. Newman and co-authors. Along the way we derive some related results such as the distributional equality of the directed geodesic tree and its dual, originally due to L. Pimentel.

math.PR↗

arXiv2019

Joint distribution of Busemann functions in the exactly solvable corner growth model

The 1+1 dimensional corner growth model with exponential weights is a centrally important exactly solvable model in the Kardar-Parisi-Zhang class of statistical mechanical models. While significant progress has been made on the fluctuations of the growing random shape, understanding of the optimal paths, or geodesics, is less developed. The Busemann function is a useful analytical tool for studying geodesics. This paper describes the joint distribution of the Busemann functions, simultaneously in all directions of growth. As applications of this description we derive a marked point process representation for the Busemann function across a single lattice edge and calculate some marginal distributions of Busemann functions and semi-infinite geodesics.

math.PR↗

arXiv2018

Independent Particles in a Dynamical Random Environment

We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant measures. These invariant distributions are mixtures of inhomogeneous Poisson product measures that depend on the past of the environment. We also investigate the correlations in this measure. For dimensions one and two, we prove convergence to equilibrium from spatially ergodic initial distributions. In the one-dimensional situation we study fluctuations of the net current seen by an observer traveling at a deterministic speed. When this current is centered by its quenched mean its limit distributions are the same as for classical independent particles.

math.PR↗

arXiv2018

Large deviations and wandering exponent for random walk in a dynamic beta environment

Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its marginal density function is a product of a beta density and a hypergeometric function. Under its averaged distribution the transformed walk obeys the wandering exponent 2/3 that agrees with Kardar-Parisi-Zhang universality. The harmonic function in the Doob transform comes from a Busemann-type limit and appears as an extremal in a variational problem for the quenched large deviation rate function.

math.PR↗

arXiv2016

Variational formulas and disorder regimes of random walks in random potentials

We give two variational formulas (qVar1) and (qVar2) for the quenched free energy of a random walk in random potential (RWRP) when (i) the underlying walk is directed or undirected, (ii) the environment is stationary and ergodic, and (iii) the potential is allowed to depend on the next step of the walk which covers random walk in random environment (RWRE). In the directed i.i.d. case, we also give two variational formulas (aVar1) and (aVar2) for the annealed free energy of RWRP. These four formulas are the same except that they involve infima over different sets, and the first two are modified versions of a previously known variational formula (qVar0) for which we provide a short alternative proof. Then, we show that (qVar0) always has a minimizer, (aVar2) never has any minimizers unless the RWRP is an RWRE, and (aVar1) has a minimizer if and only if the RWRP is in the weak disorder regime. In the latter case, the minimizer of (aVar1) is unique and it is also the unique minimizer of (qVar1), but (qVar2) has no minimizers except for RWRE. In the case of strong disorder, we give a sufficient condition for the nonexistence of minimizers of (qVar1) and (qVar2) which is satisfied for the log-gamma directed polymer with a sufficiently small parameter. We end with a conjecture which implies that (qVar1) and (qVar2) have no minimizers under very strong disorder.

math.PR↗

arXiv2016

Stationary cocycles and Busemann functions for the corner growth model

We study the directed last-passage percolation model on the planar square lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside of the class of exactly solvable models. Stationary cocycles are constructed for this percolation model from queueing fixed points. These cocycles serve as boundary conditions for stationary last-passage percolation, solve variational formulas that characterize limit shapes, and yield existence of Busemann functions in directions where the shape has some regularity. In a sequel to this paper the cocycles will be used to prove results about semi-infinite geodesics and the competition interface.

math.PR↗

arXiv2016

Geodesics and the competition interface for the corner growth model

We study the directed last-passage percolation model on the planar integer lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside the class of exactly solvable models. In a previous paper we constructed stationary cocycles and Busemann functions for this model. Using these objects, we prove new results on the competition interface, on existence, uniqueness, and coalescence of directional semi-infinite geodesics, and on nonexistence of doubly infinite geodesics.

math.PR↗

arXiv2016

Averaged vs. quenched large deviations and entropy for random walk in a dynamic random environment

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the level-3 averaged and quenched large deviation principles from the point of view of the particle. In the averaged case the rate function is a specific relative entropy, while in the quenched case it is a Donsker-Varadhan type relative entropy for Markov processes. We relate these entropies to each other and seek to identify the minimizers of the level-3 to level-1 contractions in both settings. Motivation for this work comes from variational descriptions of the quenched free energy of directed polymer models where the same Markov process entropy appears.

math.PR↗

arXiv2016

Variational formulas and cocycle solutions for directed polymer and percolation models

We discuss variational formulas for the limits of certain models of motion in a random medium: namely, the limiting time constant for last-passage percolation and the limiting free energy for directed polymers. The results are valid for models in arbitrary dimension, steps of the admissible paths can be general, the environment process is ergodic under shifts, and the potential accumulated along a path can depend on the environment and the next step of the path. The variational formulas come in two types: one minimizes over gradient-like cocycles, and another one maximizes over invariant measures on the space of environments and paths. Minimizing cocycles can be obtained from Busemann functions when these can be proved to exist. The results are illustrated through 1+1 dimensional exactly solvable examples, periodic examples, and polymers in weak disorder.

math.PR↗

arXiv2015

Ratios of partition functions for the log-gamma polymer

We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit of quenched polymer measures. We prove this limit for the exactly solvable log-gamma polymer, as a consequence of almost sure limits of ratios of partition functions. These limits of ratios give the Busemann functions of the log-gamma polymer, and furnish centered cocycles that solve a variational formula for the limiting free energy. Limits of ratios of point-to-point and point-to-line partition functions manifest a duality between tilt and velocity that comes from quenched large deviations under polymer measures. In the log-gamma case, we identify a family of ergodic invariant distributions for the random walk in random environment.

math.PR↗