Large deviations and the equivalence of ensembles for Gibbsian particle systems with superstable interaction

Summary For Gibbsian systems of particles inR ^d , we investigate large deviations of the translation invariant empirical fields in increasing boxes. The particle interaction is given by a superstable, regular pair potential. The large deviation principle is established for systems with free or periodic boundary conditions and, under a stronger stability hypothesis on the potential, for systems with tempered boundary conditions, and for tempered (infinite-volume) Gibbs measures. As a by-product we obtain the Gibbs variational formula for the pressure. We also prove the asymptotic equivalence of microcanonical and grand canonical Gibbs distributions and establish a variational expression for the thermodynamic entropy density.     

Gibbsianness of fermion random point fields

We consider fermion (or determinantal) random point fields on Euclidean space ℝ^d. Given a bounded, translation invariant, and positive definite integral operator J on L²(ℝ^d), we introduce a determinantal interaction for a system of particles moving on ℝ^d as follows: the n points located at x₁,· · ·,x_n ∈ ℝ^d have the potential energy given by where j(x−y) is the integral kernel function of the operator J. We show that the Gibbsian specification for this interaction is well-defined. When J is of finite range in addition, and for d≥2 if the intensity is small enough, we show that the fermion random point field corresponding to the operator J(I+J)⁻¹ is a Gibbs measure admitted to the specification.     

Singularity of full scaling limits of planar nearcritical percolation

We consider full scaling limits of planar nearcritical percolation in the Quad-Crossing-Topology introduced by Schramm and Smirnov. We show that two nearcritical scaling limits with different parameters are singular with respect to each other. The results hold for percolation models on rather general lattices, including bond percolation on the square lattice and site percolation on the triangular lattice.     

The Legendre transform of two replicas of the Sherrington-Kirkpatrick spin glass model

Summary We prove a variational inequality linking the values of the free energy per site at different temperatures. This inequality is based on the Legendre transform of the free energy of two replicas of the system. We prove that equality holds when1/ and fails when 1/ <1. We deduce from this that the mean entropy per site of the uniform distribution with respect to the distribution of the coupling _i ¹ _i ² = _i between two replicas is null when 01/ and strictly positive when 1/ <1. We exhibit thus a new secondary critical phenomenon within the high temperature region 01. We given an interpretation of this phenomenon showing that the fluctuations of the law of the coupling with the interactions remains strong in the thermodynamic limit when>1/ . We also use our inequality numerically within the low temperature region to improve (slightly) the best previously known lower bounds for the free energy and the ground state energy per site.     

Large scale properties of the IIIC for 2D percolation

We reinvestigate the 2D problem of the inhomogeneous incipient infinite cluster   where, in an independent percolation model, the density decays to _pc$p_c$ with an inverse power, λ$\lambda$, of the distance to the origin. Assuming the existence of critical exponents (as is known in the case of the triangular site lattice) if the power is less than 1/ν$1/\nu$, with ν$\nu$ the correlation length exponent, we demonstrate an infinite cluster with scale dimension given by _DH=2−βλ$D_H=2-\beta \lambda$. Further, we investigate the critical case _λc=1/ν${\lambda }_c=1/\nu$ and show that iterated logarithmic corrections will tip the balance between the possibility and impossibility of an infinite cluster.     

Non-Markovianity of the Boltzmann-Grad limit of a system of random obstacles in a given force field

In this paper we consider a particle moving in a random distribution of obstacles. Each obstacle is absorbing and a fixed force field is imposed. We show rigorously that certain (very smooth) fields prevent the process obtained by the Boltzmann-Grad limit from being Markovian. Then, we propose a slightly different setting which allows this difficulty to be removed.     

Existence of an infinite particle limit of stochastic ranking process

We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon.co.jp). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the queue, and otherwise stays in the queue, being pushed toward the tail every time another particle jumps to the top. In an infinite particle limit, the random motion of each particle between its jumps converges to a deterministic trajectory. (This trajectory is actually observed in the ranking data on web sites.) We prove that the (random) empirical distribution of this particle system converges to a deterministic space–time-dependent distribution. A core of the proof is the law of large numbers for dependent random variables.     

The blow-up property for a system of heat equations with nonlinear boundary conditions

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Time-periodic solutions of the time-dependent Ginzburg-Landau equations of superconductivity

The problem of existence of time-periodic solutions for the time-dependent Ginzburg-Landau equations of superconductivity is discussed. It is assumed that the applied magnetic field H is -periodic in time, and so is the associated dynamical process. We prove the existence of -periodic solutions in time, which are exactly the fixed points of the associated period mapping.     

The diffusive phase of a model of self-interacting walks

Summary We consider simple random walk onZ ^d perturbed by a factor exp[T ^–P J _T], whereT is the length of the walk and . Forp=1 and dimensionsd2, we prove that this walk behaves diffusively for all – < <₀, with ₀ > 0. Ford>2 the diffusion constant is equal to 1, but ford=2 it is renormalized. Ford=1 andp=3/2, we prove diffusion for all real (positive or negative). Ford>2 the scaling limit is Brownian motion, but ford2 it is the Edwards model (with the wrong sign of the coupling when >0) which governs the limiting behaviour; the latter arises since for ,T ^–p J _T is the discrete self-intersection local time. This establishes existence of a diffusive phase for this model. Existence of a collapsed phase for a very closely related model has been proven in work of Bolthausen and Schmock.     

Percolation of even sites for random sequential adsorption

Consider random sequential adsorption on a red/blue chequerboard lattice with arrivals at rate 1 on the red squares and rate λ$\lambda$ on the blue squares. We prove that the critical value of λ$\lambda$, above which we get an infinite blue component, is finite and strictly greater than 1.     

Fluctuations of the front in a stochastic combustion model

We consider an interacting particle system on the one-dimensional lattice Z modeling combustion. The process depends on two integer parameters 2?a?M<∞. Particles move independently as continuous time simple symmetric random walks except that (i) when a particle jumps to a site which has not been previously visited by any particle, it branches into a particles, (ii) when a particle jumps to a site with M particles, it is annihilated. We start from a configuration where all sites to the left of the origin have been previously visited and study the law of large numbers and central limit theorem for rt, the rightmost visited site at time t. The proofs are based on the construction of a renewal structure leading to a definition of regeneration times for which good tail estimates can be performed.     

Gibbs states of the Hopfield model in the regime of perfect memory

Summary We study the thermodynamic properties of the Hopfield model of an autoassociative memory. IfN denotes the number of neurons andM (N) the number of stored patterns, we prove the following results: IfM/N 0 asN , then there exists an infinite number of infinite volume Gibbs measures for all temperaturesT<1 concentrated on spin configurations that have overlap with exactly one specific pattern. Moreover, the measures induced on the overlap parameters are Dirac measures concentrated on a single point and the Gibbs measures on spin configurations are products of Bernoulli measures. IfM/N , asN for small enough, we show that for temperaturesT smaller than someT()<1, the induced measures can have support only on a disjoint union of balls around the previous points, but we cannot construct the infinite volume measures through convergent sequences of measures.Work partially supported by the Commission of the European Communities under contract No. SC1-CT91-0695     

Some rigorous results on semiflexible polymers,I: Free and confined polymers

We introduce a class of models of semiflexible polymers. The latter are characterized by a strong rigidity, the correlation length associated with the gradient–gradient correlations, called the persistence length, being of the same order as the polymer length.     

Percolation on random Johnson–Mehl tessellations and related models

We make use of the recent proof that the critical probability for percolation on random Voronoi tessellations is 1/2 to prove the corresponding result for random Johnson–Mehl tessellations, as well as for two-dimensional slices of higher-dimensional Voronoi tessellations. Surprisingly, the proof is a little simpler for these more complicated models. B. Bollobás’s research was supported in part by NSF grants CCR-0225610 and DMS-0505550 and ARO grant W911NF-06-1-0076. O. Riordan’s research was supported by a Royal Society Research Fellowship.     

Coexistence of infinite (*)-clusters II. Ising percolation in two dimensions

Summary We show a strong type of conditionally mixing property for the Gibbs states ofd-dimensional Ising model when the temperature is above the critical one. By using this property, we show that there is always coexistence of infinite (+ *)-and (–*)-clusters when is smaller than _c andh=0 in two dimensions. It is also possible to show that this coexistence region extends to some non-zero external field case, i.e., for every < _c, there exists someh _c()>0 such that |h|<h _c() implies the coexistence of infinite (*)-clusters with respect to the Gibbs state for (,h).work supported in part by Grant in Aid for Cooperative research no. 03302010, Grant in Aid for Scientific Research no. 03640056 and ISM Cooperative research program (91-ISM,CRP-3)To the memory of Professor Haruo Totoki     

A central limit theorem for solutions of the porous medium equation

We study the large–time behavior of the second moment (energy) for the flow of a gas in a N-dimensional porous medium with initial density v₀(x) 0. The density v(x, t) satisfies the nonlinear degenerate parabolic equation v_t = v^m where m > 1 is a physical constant. Assuming that for some > 0, we prove that E(t) behaves asymptotically, as t , like the energy E_B(t) of the Barenblatt-Pattle solution B(|x|, t). This is shown by proving that E(t)/E_B(t) converges to 1 at the (optimal) rate t^{–2/(N(m-1)+2)}. A simple corollary of this result is a central limit theorem for the scaled solution E(t)^N/2v(E(t)^1/2x, t).     

Reverse Hölder inequalities for singular parabolic equations near the boundary

We show that weak solutions to a singular parabolic partial differential equation globally belong to a higher Sobolev space than assumed a priori. To this end, we prove that the gradients satisfy a reverse Hölder inequality near the boundary. The results extend to singular parabolic systems as well. Motivation for studying reverse Hölder inequalities comes partly from applications to regularity theory.