Related papers: Pinning Model with Heavy Tailed Disorder
Disordered pinning models deal with the (de)localization tran- sition of a polymer in interaction with a heterogeneous interface. In this paper, we focus on two models where the inhomogeneities at the interface are not independent but given…
We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…
The tail chain of a Markov chain can be used to model the dependence between extreme observations. For a positive recurrent Markov chain, the tail chain aids in describing the limit of a sequence of point processes $\{N_n,n\geq1\}$,…
We study discrete statistical mechanics systems perturbed by a random environment without a finite second moment. Specifically, we consider a random environment whose tail distribution satisfies $P[\omega > x] \sim x^{-\gamma}$ as $x \to…
The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…
We consider disordered pinning models, when the return time distribution of the underlying renewal process has a polynomial tail with exponent $\alpha \in (1/2,1)$. This corresponds to a regime where disorder is known to be relevant, i.e.…
We consider a polymer, with monomer locations modeled by the trajectory of an underlying Markov chain, in the presence of a potential thatinteracts with the polymer when it visits a particular site 0. Disorder is introduced by having the…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…
We study the influence of a correlated disorder on the localization phase transition in the pinning model. When correlations are strong enough, a strong disorder regime arises: large and frequent attractive regions appear in the…
This paper focuses on directed polymers pinned at a disordered and correlated interface. We assume that the disorder sequence is a q-order moving average and show that the critical curve of the annealed model can be expressed in terms of…
In this paper, stability of linearly coupled dynamical systems with feedback pinning algorithm is studied. Here, both the coupling matrix and the set of pinned-nodes vary with time, induced by a continuous-time Markov chain with finite…
We consider a renewal process \tau={\tau_0,\tau_1,...} on the integers, where the law of \tau_i-\tau_{i-1} has a power-like tail P(\tau_i-\tau_{i-1}=n)=n^{-(\alpha+1)}L(n) with \alpha\ge0 and L(.) slowly varying. We then assign a random,…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…
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…
The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behavior. In this paper, for a higher order Markov chain, we establish some properties related to its exact limiting…
Disordered pinning models are statistical mechanics models built on discrete renewal processes: renewal epochs in this context are called contacts. It is well known that pinning models can undergo a localization/delocalization phase…
The presence of frozen-in or quenched disorder in a system can often modify the nature of its phase transition. A particular instance of this phenomenon is the so-called rounding effect: it has been shown in many cases that the free-energy…