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We consider directed polymers in random environment on the lattice Z d at small inverse temperature and dimension d $\ge$ 3. Then, the normalized partition function W n is a regular martingale with limit W. We prove that n (d--2)/4 (W n --…

Probability · Mathematics 2016-05-19 Francis Comets , Quansheng Liu

We continue with the study of the mollified stochastic heat equation in $d\geq 3$ given by $d u_{\epsilon,t}=\frac 12\Delta u_{\epsilon,t}+ \beta \epsilon^{(d-2)/2} \,u_{\epsilon,t} \,d B_{\epsilon,t}$ with spatially smoothened cylindrical…

Probability · Mathematics 2018-09-25 Yannic Broeker , Chiranjib Mukherjee

In this paper we give a new proof of the second order Boltzmann-Gibbs principle. The proof does not impose the knowledge on the spectral gap inequality for the underlying model and it relies on a proper decomposition of the antisymmetric…

Probability · Mathematics 2017-08-30 Patricia Gonçalves , Milton Jara , Marielle Simon

Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation…

Probability · Mathematics 2015-04-21 Alberto Lanconelli

A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…

Probability · Mathematics 2026-04-17 Luigi Borasi , Francesco Carlo De Vecchi , Stefania Ugolini

We prove a factorization formula for the point-to-point partition function associated with a model of directed polymers on the space-time lattice $\mathbb{Z}^{d+1}$, subject to an i.i.d. random potential and in the regime of weak disorder.…

Probability · Mathematics 2021-07-28 Tobias Hurth , Konstantin Khanin , Beatriz Navarro Lameda , Fedor Nazarov

Asymptotically entropy of chaotic systems increases linearly and the sensitivity to initial conditions is exponential with time: these two behaviors are related. Such relationship is the analogous of and under specific conditions has been…

Statistical Mechanics · Physics 2011-01-04 Roberto Tonelli , Giuseppe Mezzorani , Franco Meloni , Marcello Lissia , Massimo Coraddu

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…

Probability · Mathematics 2016-01-14 Benjamin Arras , Ehsan Azmoodeh , Guillaume Poly , Yvik Swan

Counting problems, determining the number of possible states of a large system under certain constraints, play an important role in many areas of science. They naturally arise for complex disordered systems in physics and chemistry, in…

Statistical Mechanics · Physics 2009-05-15 Marc Timme , Frank van Bussel , Denny Fliegner , Sebastian Stolzenberg

We compute the limit of the moments of the partition function $Z_{N}^{\beta_N} $ of the directed polymer in dimension $d=2$ in the subcritical regime, i.e. when the inverse temperature is scaled as $\beta_N \sim \hat{\beta}…

Probability · Mathematics 2023-08-02 Dimitris Lygkonis , Nikos Zygouras

We consider the directed polymer model in the weak disorder phase under the assumption that the partition function is $L^p$-bounded for some $p>1+\frac{2}d$. We prove that the point-to-point partition function can be approximated by two…

Probability · Mathematics 2025-07-03 Stefan Junk

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…

Probability · Mathematics 2015-10-05 Christian Webb

The ``close limit,'' a method based on perturbations of Schwarzschild spacetime, has proved to be a very useful tool for finding approximate solutions to models of black hole collisions. Calculations carried out with second order…

General Relativity and Quantum Cosmology · Physics 2009-10-31 A. Garat , R. H. Price

We obtain a Poisson Limit for return times to small sets for product systems. Only one factor is required to be hyperbolic while the second factor is only required to satisfy polynomial deviation bounds for ergodic sums. In particular, the…

Dynamical Systems · Mathematics 2023-12-13 Max Auer

The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an approach to overcome these issues by defining limit objects for infinite sequences of…

Optimization and Control · Mathematics 2024-07-02 Alex Dunyak , Peter E. Caines

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

The Chirikov resonance-overlap criterion predicts the onset of global chaos if nonlinear resonances overlap in energy, which is conventionally assumed to require a non-small magnitude of perturbation. We show that, for a time-periodic…

Chaotic Dynamics · Physics 2009-11-07 S. M. Soskin , O. M. Yevtushenko , R. Mannella

We prove Central Limit Theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combine asymptotic analysis of higher order moments for Legendre polynomials…

Mathematical Physics · Physics 2015-06-11 Domenico Marinucci , Igor Wigman

In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching random walks, converges almost surely (in…

Probability · Mathematics 2016-08-14 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

Chaos criterion for quantum field theory is proposed. Its accordance with classical chaos criterion is demonstrated in the semi-classical limit of quantum mechanics.

Chaotic Dynamics · Physics 2007-05-23 V. I. Kuvshinov , A. V. Kuzmin