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We show analogs of the classical arcsine theorem for the occupation time of a random walk in $(-\infty,0)$ in the case of a small positive drift. To study the asymptotic behavior of the total time spent in $(-\infty,0)$ we consider…

Probability · Mathematics 2016-05-31 Ernst Schulte-Geers , Wolfgang Stadje

We consider the simple random walk on the infinite cluster of a general class of percolation models on $\mathbb{Z}^d$, $d\geq 3$, including Bernoulli percolation as well as models with strong, algebraically decaying correlations. For almost…

Probability · Mathematics 2026-02-25 Alberto Chiarini , Zhizhou Liu , Maximilian Nitzschner

We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $\tau_x:=\min\{n>0: x_{1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics…

Probability · Mathematics 2022-10-11 Denis Denisov , Vitali Wachtel

We prove that the susceptibility of the continuous-time weakly self-avoiding walk on $\mathbb{Z}^d$, in the critical dimension $d=4$, has a logarithmic correction to mean-field scaling behaviour as the critical point is approached, with…

Mathematical Physics · Physics 2015-11-05 Roland Bauerschmidt , David C. Brydges , Gordon Slade

We use a self-consistent Ornstein-Zernike approximation to study the Blume-Capel ferromagnet on three-dimensional lattices. The correlation functions and the thermodynamics are obtained from the solution of two coupled partial differential…

Statistical Mechanics · Physics 2009-10-31 S. Grollau , E. Kierlik , M. L. Rosinberg , G. Tarjus

In three-dimensional O(N) models, we investigate the low-momentum behavior of the two-point Green's function G(x) in the critical region of the symmetric phase. We consider physical systems whose criticality is characterized by a…

Condensed Matter · Physics 2010-11-19 M. Campostrini , A. Pelissetto , P. Rossi , E. Vicari

We construct the field theory which describes the universal properties of the quasi-static isotropic depinning transition for interfaces and elastic periodic systems at zero temperature, taking properly into account the non-analytic form of…

Condensed Matter · Physics 2009-11-07 Pierre Le Doussal , Kay Joerg Wiese , Pascal Chauve

We investigate both analytically and numerically the ensemble of minimum-weight loops and paths in the negative-weight percolation model on random graphs with fixed connectivity and bimodal weight distribution. This allows us to study the…

Disordered Systems and Neural Networks · Physics 2015-05-28 O. Melchert , A. K. Hartmann , M. Mezard

We recently introduced a robust approach to the derivation of sharp asymptotic formula for correlation functions of statistical mechanics models in the high-temperature regime. We describe its application to the nonperturbative proof of…

Probability · Mathematics 2011-08-25 M. Campanino , D. Ioffe , Y. Velenik

To explain the ubiquity of power laws and fractals in nature, Bak, Tang, and Wiesenfeld formulated simple conditions for a system to self-organize into a critical state. Dickman, Mu\~noz, Vespignani, and Zapperi postulated that the…

Statistical Mechanics · Physics 2026-05-04 Christopher Hoffman , Tobias Johnson , Matthew Junge , Josh Meisel

In [BEI] we introduced a Levy process on a hierarchical lattice which is four dimensional, in the sense that the Green's function for the process equals 1/x^2. If the process is modified so as to be weakly self-repelling, it was shown that…

Mathematical Physics · Physics 2007-05-23 David C. Brydges , John Z. Imbrie

It has been proposed that the deconfined criticality in $(2+1)d$ -- the quantum phase transition between a Neel anti-ferromagnet and a valence-bond-solid (VBS) -- may actually be pseudo-critical, in the sense that it is a weakly first-order…

Strongly Correlated Electrons · Physics 2020-07-29 Ruochen Ma , Chong Wang

We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…

Probability · Mathematics 2015-12-16 Artem Sapozhnikov , Daisuke Shiraishi

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

Probability · Mathematics 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

We consider a random walk $S$ in the domain of attraction of a standard normal law $Z$, \textit{ie} there exists a positive sequence $a_n$ such that $S_n/a_n$ converges in law towards $Z$. The main result of this note is that the rescaled…

Probability · Mathematics 2010-12-02 Julien Sohier

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

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 study analytically the metal-insulator transition in a disordered conductor by combining the self-consistent theory of localization with the one parameter scaling theory. We provide explicit expressions of the critical exponents and the…

Disordered Systems and Neural Networks · Physics 2009-11-13 Antonio M. Garcia-Garcia

We study the multicritical behavior arising from the competition of two distinct types of ordering characterized by O(n) symmetries. For this purpose, we consider the renormalization-group flow for the most general $O(n_1)\oplus…

Statistical Mechanics · Physics 2009-11-07 Pasquale Calabrese , Andrea Pelissetto , Ettore Vicari

We study the Landau-Zener Problem for a decaying two-level-system described by a non-hermitean Hamiltonian, depending analytically on time. Use of a super-adiabatic basis allows to calculate the non-adiabatic transition probability P in the…

Quantum Physics · Physics 2009-11-13 R. Schilling , Mark Vogelsberger , D. A. Garanin
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