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In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

Probability · Mathematics 2008-09-09 Atilla Yilmaz

We show that the amplitude of the finite size correction term for the $n$th moment of the partition function, for randomly interacting directed polymers, diverges (on the high temperature side) as $(n_c - n)^{-r}$, as a critical moment…

Condensed Matter · Physics 2009-10-22 Somendra M. Bhattacharjee , Sutapa Mukherji

We obtain an exact result for the midpoint probability distribution function (pdf) of the stationary continuum directed polymer, when averaged over the disorder. It is obtained by relating that pdf to the linear response of the stochastic…

Disordered Systems and Neural Networks · Physics 2017-10-09 Christian Maes , Thimothée Thiery

We give an exact expression for the partition function of a continuous time DPRE on a two points state space.

Probability · Mathematics 2016-07-18 Philippe Carmona

We prove a central limit theorem for the winding number of a directed polymer on a cylinder, which is equivalent with proving the Gaussian fluctuations of the endpoint of the directed polymer in a spatial periodic environment.

Probability · Mathematics 2023-01-18 Yu Gu , Tomasz Komorowski

We show that choosing appropriate distributions of the randomness, the search for optimal paths links diverse problems of disordered media like directed percolation, invasion percolation, directed and non-directed spanning polymers. We also…

Statistical Mechanics · Physics 2009-11-10 Alex Hansen , Janos Kertesz

I discuss models for a continuum directed random polymer in a disordered environment in which the polymer lives on a fractal called the \textit{diamond hierarchical lattice}, a self-similar metric space forming a network of interweaving…

Probability · Mathematics 2019-07-12 Jeremy Clark

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…

Probability · Mathematics 2015-10-29 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We calculate the large deviation function of the end-to-end distance and the corresponding extension-versus-force relation for (isotropic) random walks, on and off-lattice, with and without persistence, and in any spatial dimension. For…

Statistical Mechanics · Physics 2019-03-21 Karel Proesmans , Raul Toral , Christian Van den Broeck

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

We study the scaling properties of polymers in a d-dimensional medium with quenched defects that have power law correlations ~r^{-a} for large separations r. This type of disorder is known to be relevant for magnetic phase transitions. We…

Soft Condensed Matter · Physics 2009-11-07 Victoria Blavats'ka , Christian von Ferber , Yurij Holovatch

We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities…

Probability · Mathematics 2012-06-15 Frederique Watbled

We perform a Monte Carlo study of $N$-step self-avoiding walks, attached to the corner of an impenetrable wedge in two dimensions ($d=2$), or the tip of an impenetrable cone in $d=3$, of sizes ranging up to $N=10^6$ steps. We find that the…

Statistical Mechanics · Physics 2015-12-22 Yosi Hammer , Yacov Kantor

We study the directed polymer with fixed endpoints near an absorbing wall, in the continuum and in presence of disorder, equivalent to the KPZ equation on the half space with droplet initial conditions. From a Bethe Ansatz solution of the…

Disordered Systems and Neural Networks · Physics 2015-06-11 Thomas Gueudre , Pierre Le Doussal

We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

In this paper, we are interested in some questions of Greven and den Hollander about the rate function $I\_{\eta}^q$ of quenched large deviations for random walk in random environment. By studying the hitting times of RWRE, we prove that in…

Probability · Mathematics 2007-05-23 Alexis Devulder

The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…

Statistical Mechanics · Physics 2021-07-01 Cecile Monthus

We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…

Probability · Mathematics 2007-05-23 Amine Asselah

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

We show that the weak disorder phase for the directed polymer model in a bounded random environment is characterized by the integrability of the running supremum $\sup_{n\in \mathbb N}W_n^\beta$ of the associated martingale…

Probability · Mathematics 2022-10-19 Stefan Junk