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On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…

Probability · Mathematics 2025-10-02 Clément Cosco , Francesca Cottini , Anna Donadini

Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta \omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{N}, x\in \mathbb{Z}^2$…

Probability · Mathematics 2023-05-11 Clément Cosco , Ofer Zeitouni

Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta\omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{Z}_+, x\in \mathbb{Z}^2$…

Probability · Mathematics 2023-06-21 Clément Cosco , Ofer Zeitouni

For the directed polymer in a random environment (DPRE), two critical inverse-temperatures can be defined. The first one, $\beta_c$, separates the strong disorder regime (in which the normalized partition function $W^{\beta}_n$ tends to…

Probability · Mathematics 2026-04-15 Stefan Junk , Hubert Lacoin

In this article, we present an invariance principle for the paths of the directed random polymer in space dimension two in the subcritical intermediate disorder regime. More precisely, the distribution of diffusively rescaled polymer paths…

Probability · Mathematics 2025-07-21 Simon Gabriel

Let $W_{\infty}(\beta)$ be the limit of the Biggins martingale $W_n(\beta)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the…

Probability · Mathematics 2015-05-12 Rudolf Grübel , Zakhar Kabluchko

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

We prove, for any $\beta >0$, a central limit theorem for the fluctuations of linear statistics in the Sine-$\beta$ process, which is the infinite volume limit of the random microscopic behavior in the bulk of one-dimensional log-gases at…

Probability · Mathematics 2018-09-11 Thomas Leblé

We show that if the normalized partition function $W^{\beta}_n$ of the directed polymer model on $\mathbb Z^d$ converges to zero, then it does so exponentially fast. This implies that there exists a critical value $\beta_c$ for the inverse…

Probability · Mathematics 2025-11-11 Stefan Junk , Hubert Lacoin

We study the maximum $\phi_N^*$ of the partition function of the two dimensional (subcritical) Gaussian directed polymer over an $\sqrt N \times \sqrt N$ box. We show that $\phi_N^*/\log N$ converges towards a constant $\sigma^*$, which we…

Probability · Mathematics 2025-03-24 Clément Cosco , Shuta Nakajima , Ofer Zeitouni

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…

Probability · Mathematics 2022-07-11 Iain M. Johnstone , Yegor Klochkov , Alexei Onatski , Damian Pavlyshyn

The partition function of the random energy model at inverse temperature $\beta$ is a sum of random exponentials $Z_N(\beta)=\sum_{k=1}^N \exp(\beta \sqrt{n} X_k)$, where $X_1,X_2,...$ are independent real standard normal random variables…

Probability · Mathematics 2014-02-11 Zakhar Kabluchko , Anton Klimovsky

We consider directed random polymers in $(d+1)$ dimensions with nearly gamma i.i.d. disorder. We study the partition function $Z_{N,\omega}$ and establish exponential concentration of $\log Z_{N,\omega}$ about its mean on the subgaussian…

Probability · Mathematics 2013-03-26 Kenneth S. Alexander , Nikos Zygouras

We prove a distributional limit theorem conjectured in [Journal of Statistical Physics 174, No. 6, 1372-1403 (2019)] for partition functions defining models of directed polymers on diamond hierarchical graphs with disorder variables placed…

Mathematical Physics · Physics 2020-09-01 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 consider a model for a directed polymer in a random environment defined on a hierarchical diamond lattice in which i.i.d. random variables are attached to the lattice bonds. Our focus is on scaling schemes in which a size parameter $n$,…

Probability · Mathematics 2017-09-29 Tom Alberts , Jeremy Clark

Let $(W_n(\theta))_{n\in\mathbb N_0}$ be the Biggins martingale associated with a supercritical branching random walk and denote by $W_\infty(\theta)$ its limit. Assuming essentially that the martingale $(W_n(2\theta))_{n\in\mathbb N_0}$ is…

Probability · Mathematics 2016-01-14 Alexander Iksanov , Zakhar Kabluchko

We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…

Probability · Mathematics 2007-12-06 Nobuo Yoshida

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

We study microscopic observables of the Discrete Gaussian model (i.e., the Gaussian free field restricted to take integer values) at high temperature using the renormalisation group method. In particular, we show the central limit theorem…

Probability · Mathematics 2024-04-16 Jiwoon Park
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