Quenched asymptotics of the ground state energy of random Schrödinger operators with scaled Gibbsian potentials

 This article describes the almost sure infinite volume asymptotics of the ground state energy of random Schr?dinger operators with scaled Gibbsian potentials. The random potential is obtained by distributing soft obstacles according to an infinite volume grand canonical tempered Gibbs measure with a superstable pair interaction. There is no restriction on the strength of the pair interaction: it may be taken, e.g., at a critical point. The potential is scaled with the box size in a critical way, i.e. the scale is determined by the typical size of large deviations in the Gibbsian cloud. The almost sure infinite volume asymptotics of the ground state energy is described in terms of two equivalent deterministic variational principles involving only thermodynamic quantities. The qualitative behaviour of the ground state energy asymptotics is analysed: Depending on the dimension and on the H?lder exponents of the free energy density, it is identified which cases lead to a phase transition of the asymptotic behaviour of the ground state energy. Received: 24 June 2002 / Revised version: 17 February 2003 Published online: 12 May 2003 Mathematics Subject Classification (2000): Primary 82B44; Secondary 60K35 Key words or phrases: Gibbs measure – H?lder exponents – Random Schr?dinger operator – Ground state – Large deviations     

Localization transition of <Emphasis Type="Italic">d</Emphasis>-friendly walkers

 Friendly walkers is a stochastic model obtained from independent one-dimensional simple random walks {S ^k _j } _j≥0 , k=1,2,…,d by introducing ``non-crossing condition': and ``reward for collisions' characterized by parameters . Here, the reward for collisions is described as follows. If, at a given time n, a site in ℤ is occupied by exactly m≥2 walkers, then the site increases the probabilistic weight for the walkers by multiplicative factor exp (β _m )≥1. We study the localization transition of this model in terms of the positivity of the free energy and describe the location and the shape of the critical surface in the (d−1)-dimensional space for the parameters . Received: 13 June 2002 / Revised version: 24 August 2002 Published online: 28 March 2003 Mathematics Subject Classification (2000): 82B41, 82B26, 82D60, 60G50 Key words or phrases: Random walks – Random surfaces – Lattice animals – Phase transitions – Polymers – Random walks     

The modal logic of the countable random frame

 We study the modal logic M L ^r of the countable random frame, which is contained in and `approximates' the modal logic of almost sure frame validity, i.e. the logic of those modal principles which are valid with asymptotic probability 1 in a randomly chosen finite frame. We give a sound and complete axiomatization of M L ^r and show that it is not finitely axiomatizable. Then we describe the finite frames of that logic and show that it has the finite frame property and its satisfiability problem is in EXPTIME. All these results easily extend to temporal and other multi-modal logics. Finally, we show that there are modal formulas which are almost surely valid in the finite, yet fail in the countable random frame, and hence do not follow from the extension axioms. Therefore the analog of Fagin's transfer theorem for almost sure validity in first-order logic fails for modal logic. Received: 1 May 2000 / Revised version: 29 July 2001 / Published online: 2 September 2002 Mathematics Subject Classification (2000): 03B45, 03B70, 03C99 Key words or phrases: Modal logic – Random frames – Almost sure frame validity – Countable random frame – Axiomatization – Completeness     

Reconstructing a random scenery observed with random errors along a random walk path

 We show that an i.i.d. uniformly colored scenery on ℤ observed along a random walk path with bounded jumps can still be reconstructed if there are some errors in the observations. We assume the random walk is recurrent and can reach every point with positive probability. At time k, the random walker observes the color at her present location with probability 1−δ and an error Y _k with probability δ. The errors Y _k , k≥0, are assumed to be stationary and ergodic and independent of scenery and random walk. If the number of colors is strictly larger than the number of possible jumps for the random walk and δ is sufficiently small, then almost all sceneries can be almost surely reconstructed up to translations and reflections. Received: 3 February 2002 / Revised version: 15 January 2003 Published online: 28 March 2003 Mathematics Subject Classification (2000): 60K37, 60G50 Key words or phrases:Scenery reconstruction – Random walk – Coin tossing problems     

Weak convergence to fractional Brownian motion in Brownian scenery

 Kesten and Spitzer have shown that certain random walks in random sceneries converge to stable processes in random sceneries. In this paper, we consider certain random walks in sceneries defined using stationary Gaussian sequence, and show their convergence towards a certain self-similar process that we call fractional Brownian motion in Brownian scenery. Received: 17 April 2002 / Revised version: 11 October 2002 / Published online: 15 April 2003 Research supported by NSFC (10131040). Mathematics Subject Classification (2002): 60J55, 60J15, 60J65 Key words or phrases: Weak convergence – Random walk in random scenery – Local time – Fractional Brownian motion in Brownian scenery     

The speed of biased random walk on percolation clusters

 We consider biased random walk on supercritical percolation clusters in ℤ². We show that the random walk is transient and that there are two speed regimes: If the bias is large enough, the random walk has speed zero, while if the bias is small enough, the speed of the random walk is positive. Received: 20 November 2002 / Revised version: 17 January 2003 Published online: 15 April 2003 Research supported by Microsoft Research graduate fellowship. Research partially supported by the DFG under grant SPP 1033. Research partially supported by NSF grant #DMS-0104073 and by a Miller Professorship at UC Berkeley. Mathematics Subject Classification (2000): 60K37; 60K35; 60G50 Key words or phrases: Percolation – Random walk     

Enhanced interface repulsion from quenched hard–wall randomness

 We consider the harmonic crystal, or massless free field, , , that is the centered Gaussian field with covariance given by the Green function of the simple random walk on ℤ ^d . Our main aim is to obtain quantitative information on the repulsion phenomenon that arises when we condition to be larger than , is an IID field (which is also independent of ϕ), for every x in a large region , with N a positive integer and D a bounded subset of ℝ ^d . We are mostly motivated by results for given typical realizations of σ (quenched set–up), since the conditioned harmonic crystal may be seen as a model for an equilibrium interface, living in a (d+1)–dimensional space, constrained not to go below an inhomogeneous substrate that acts as a hard wall. We consider various types of substrate and we observe that the interface is pushed away from the wall much more than in the case of a flat wall as soon as the upward tail of σ ₀ is heavier than Gaussian, while essentially no effect is observed if the tail is sub–Gaussian. In the critical case, that is the one of approximately Gaussian tail, the interplay of the two sources of randomness, ϕ and σ, leads to an enhanced repulsion effect of additive type. This generalizes work done in the case of a flat wall and also in our case the crucial estimates are optimal Large Deviation type asymptotics as of the probability that ϕ lies above σ in D _N . Received: 6 February 2002 / Revised version: 23 May 2002 / Published online: 30 September 2002 Mathematics Subject Classification (2000): 82B24, 60K35, 60G15 Keywords or phrases: Harmonic Crystal – Rough Substrate – Quenched and Annealed Models – Entropic Repulsion – Gaussian fields – Extrema of Random Fields – Large Deviations – Random Walks     

Hydrodynamic limit for ∇φ interface model on a wall

 We consider random evolution of an interface on a hard wall under periodic boundary conditions. The dynamics are governed by a system of stochastic differential equations of Skorohod type, which is Langevin equation associated with massless Hamiltonian added a strong repelling force for the interface to stay over the wall. We study its macroscopic behavior under a suitable large scale space-time limit and derive a nonlinear partial differential equation, which describes the mean curvature motion except for some anisotropy effects, with reflection at the wall. Such equation is characterized by an evolutionary variational inequality. Received: 10 January 2002 / Revised version: 18 August 2002 / Published online: 15 April 2003 Mathematics Subject Classification (2000): 60K35, 82C24, 35K55, 35K85 Key words or phrases: Hydrodynamic limit – Effective interfaces – Hard wall – Skorohod's stochastic differential equation – Evolutionary variational inequality     

Multifractal products of cylindrical pulses

 New multiplicative and statistically self-similar measures μ are defined on ℝ as limits of measure-valued martingales. Those martingales are constructed by multiplying random functions attached to the points of a statistically self-similar Poisson point process defined in a strip of the plane. Several fundamental problems are solved, including the non-degeneracy and the multifractal analysis of μ. On a bounded interval, the positive and negative moments of diverge under broad conditions. First received: 14 September 1999 / Resubmited: 27 June 2001 / Revised version: 30 May 2002 / Published online: 30 September 2002 Mathematics Subject Classification (2002): 28A80, 60G18, 60G44, 60G55, 60G57 Key words or phrases: Random measures – Multifractal analysis – Continuous time martingales – Statistically self-similar Poisson point processes     

The Patterson–Sullivan Embedding and Minimal Volume Entropy for Outer Space

Motivated by Bonahon’s result for hyperbolic surfaces, we construct an analogue of the Patterson–Sullivan–Bowen–Margulis map from the Culler–Vogtmann outer space CV (F _k ) into the space of projectivized geodesic currents on a free group. We prove that this map is a continuous embedding and thus obtain a new compactification of the outer space. We also prove that for every k ≥ 2 the minimum of the volume entropy of the universal covers of finite connected volume-one metric graphs with fundamental group of rank k and without degree-one vertices is equal to (3k − 3) log 2 and that this minimum is realized by trivalent graphs with all edges of equal lengths, and only by such graphs. Received: December 2005, Accepted: March 2006     

Rectifiability of Sets of Finite Perimeter in Carnot Groups: Existence of a Tangent Hyperplane

We consider sets of locally finite perimeter in Carnot groups. We show that if E is a set of locally finite perimeter in a Carnot group G then, for almost every x∈G with respect to the perimeter measure of E, some tangent of E at x is a vertical halfspace. This is a partial extension of a theorem of Franchi-Serapioni-Serra Cassano in step 2 Carnot groups: they show in Math. Ann. 321, 479–531, 2001 and J. Geom. Anal. 13, 421–466, 2003 that, for almost every x, E has a unique tangent at x, and this tangent is a vertical halfspace. The second author was partially supported by NSF grant DMS-0701515.     

Weak interaction limits for one-dimensional random polymers

 In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our method is based on cutting the path into pieces of an appropriately scaled length, controlling the interaction between the different pieces, and applying an invariance principle to the single pieces. In this way, we show that the self-repellent random walk large deviation rate function for the empirical drift of the path converges to the self-repellent Brownian motion large deviation rate function after appropriate scaling with the interaction parameters. The method is considerably simpler than the approach followed in our earlier work, which was based on functional analytic arguments applied to variational representations and only worked in a very limited number of situations. We consider two examples of a weak interaction limit: (1) vanishing self-repellence, (2) diverging step variance. In example (1), we recover our earlier scaling results for simple random walk with vanishing self-repellence and show how these can be extended to random walk with steps that have zero mean and a finite exponential moment. Moreover, we show that these scaling results are stable against adding self-attraction, provided the self-repellence dominates. In example (2), we prove a conjecture by Aldous for the scaling of self-avoiding walk with diverging step variance. Moreover, we consider self-avoiding walk on a two-dimensional horizontal strip such that the steps in the vertical direction are uniform over the width of the strip and find the scaling as the width tends to infinity. Received: 6 March 2002 / Revised version: 11 October 2002 / Published online: 21 February 2003 Mathematics Subject Classification (2000): 60F05, 60F10, 60J55, 82D60 Key words or phrases: Self-repellent random walk and Brownian motion – Invariance principles – Large deviations – Scaling limits – Universality     

CM-triviality and generic structures

 We show that any relational generic structure whose theory has finite closure and amalgamation over closed sets is stable CM-trivial with weak elimination of imaginaries. Received: 21 December 2001 / Published online: 5 November 2002 Mathematics Subject Classification (2000): 03C45 Key words or phrases: CM-triviality – Generic structures – Stability     

Symmetrized Induced Ramsey Theory

We prove induced Ramsey theorems in which the monochromatic induced subgraph satisfies that all members of a prescribed set of its partial isomorphisms extend to automorphisms of the colored graph (without requirement of preservation of colors). We consider vertex and edge colorings, and extensions of partial isomorphisms in the set of all partial isomorphisms between singletons as considered by Babai and Sós (European J Combin 6(2):101–114, 1985), the set of all finite partial isomorphisms as considered by Hrushovski (Combinatorica 12(4):411–416, 1992), Herwig (Combinatorica 15:365–371, 1995) and Herwig-Lascar (Trans Amer Math Soc 5:1985–2021, 2000), and the set of all total isomorphisms. We observe that every finite graph embeds into a finite vertex transitive graph by a so called bi-embedding, an embedding that is compatible with a monomorphism between the corresponding automorphism groups. We also show that every countable graph bi-embeds into Rado’s universal countable graph Γ.     

Chaotic time dependence in a disordered spin system

Stochastic Ising and voter models on ℤ ^d are natural examples of Markov processes with compact state spaces. When the initial state is chosen uniformly at random, can it happen that the distribution at time t has multiple (subsequence) limits as t→∞? Yes for the d = 1 Voter Model with Random Rates (VMRR) – which is the same as a d = 1 rate-disordered stochastic Ising model at zero temperature – if the disorder distribution is heavy-tailed. No (at least in a weak sense) for the VMRR when the tail is light or d≥ 2. These results are based on an analysis of the “localization” properties of Random Walks with Random Rates. Received: 10 August 1998     

On the Mean Distance in Scale Free Graphs

We consider a graph, where the nodes have a pre-described degree distribution F, and where nodes are randomly connected in accordance to their degree. Based on a recent result (R. van der Hofstad, G. Hooghiemstra and P. Van Mieghem, “Random graphs with finite variance degrees,” Random Structures and Algorithms, vol. 17(5) pp. 76–105, 2005), we improve the approximation of the mean distance between two randomly chosen nodes given by M. E. J. Newman, S. H. Strogatz, and D. J. Watts, “Random graphs with arbitrary degree distribution and their application,” Physical Review. E vol. 64, 026118, pp. 1–17, 2001. Our new expression for the mean distance involves the expectation of the logarithm of the limit of a super-critical branching process. We compare simulations of the mean distance with the results of Newman et al. and with our new approach. AMS 2000 Subject Classification: 05C80, 60F05     

Measure-valued limits of interacting particle systems with <Emphasis Type="Italic">k</Emphasis>-nary interactions

 Results on existence, uniqueness, non-explosion and stochastic monotonicity are obtained for one-dimensional Markov processes having non-local pseudo-differential generators with symbols of polynomial growth. It is proven that the processes of this kind can be obtained as the limits of random evolutions of systems of identical indistinguishable particles with k-nary interaction. Received: 24 May 2002 / Revised version: 19 February 2003 / Published online: 12 May 2003 Mathematics Subject Classification (2000): 60K35, 60J75, 60J80 Key words or phrases: Interacting particles – k-nary interaction – Measure-valued processes – One-dimensional Feller processes with polynomially growing symbols – Duality – Stochastic monotonicity – Heat kernel