Related papers: Scaling limit for trap models on $\mathbb{Z}^d$
The critical behavior of a quenched random hypercubic sample of linear size $L$ is considered, within the ``random-$T_{c}$'' field-theoretical mode, by using the renormalization group method. A finite-size scaling behavior is established…
The dynamics of a population undergoing selection is a central topic in evolutionary biology. This question is particularly intriguing in the case where selective forces act in opposing directions at two population scales. For example, a…
We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…
We prove a scaling limit theorem for the super-replication cost of options in a Cox--Ross--Rubinstein binomial model with transient price impact. The correct scaling turns out to keep the market depth parameter constant while resilience…
We consider the scaling behavior of circuit complexity under quantum quench in an a relativistic fermion field theory on a one dimensional spatial lattice. This is done by finding an exactly solvable quench protocol which asymptotes to…
Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…
We study a random walk pinning model, where conditioned on a simple random walk Y on Z^d acting as a random medium, the path measure of a second independent simple random walk X up to time t is Gibbs transformed with Hamiltonian -L_t(X,Y),…
We study a modified model of the Kardar-Parisi-Zhang equation with quenched disorder, in which the driving force decreases as the interface rises up. A critical state is self-organized, and the anomalous scaling law with roughness exponent…
Expressions for scaling limits of random walks, such as those obtained in several areas of the Probability theory literature, are of great significance in characterizing long term, stationary behavior of random processes. Presumably, in the…
We consider the Ising model between 2 and 4 dimensions perturbed by quenched disorder in the strength of the interaction between nearby spins. In the interval 2<d<4 this disorder is a relevant perturbation that drives the system to a new…
We prove an analytical limitation on the use of time-delayed feedback control for the stabilization of periodic orbits in autonomous systems. This limitation depends on the number of real Floquet multipliers larger than unity, and is…
Going from a scaling approach for birth/death processes, we investigate the scaling limit of solutions to non-Markovian stochastic control problems by studying the convergence of solutions to BSDEs driven a sequence of converging…
We introduce a one-parameter deformation for one-dimensional (1D) quantum lattice models, the hyperbolic deformation, where the scale of the local energy is proportional to cosh lambda j at the j-th site. Corresponding to a 2D classical…
We present a theoretical framework which is generally applicable to the study of time scales of activated processes in systems with Brownian type dynamics. This framework is applied to a prototype system: magnetization reversal times in the…
We prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces…
A $p$-adic Brownian motion is a continuous time stochastic process in a $p$-adic state space that has a Vladimirov operator as its infinitesimal generator. The current work shows that any such process is the scaling limit of a discrete time…
Sheffield (2011) introduced an inventory accumulation model which encodes a random planar map decorated by a collection of loops sampled from the critical Fortuin-Kasteleyn (FK) model. He showed that a certain two-dimensional random walk…
In the conceptual framework of phase ordering after temperature quenches below transition, we consider the underdamped Bales-Gooding-type 'momentum conserving' dynamics of a 2D martensitic structural transition from a square-to-rectangle…
The work contains a detailed study of the scaling limit of a certain critical, integrable inhomogeneous six-vertex model subject to twisted boundary conditions. It is based on a numerical analysis of the Bethe ansatz equations as well as…
We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually…