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.     

Inclusion-exclusion and point processes

A combinatorial (inclusion-exclusion) approach to the construction of point processes starting from densities is proposed. A formal sufficient crifficient criterion is derived and then applied with positive results to systems of functions having a special product form. Thus, a new class of point processes is derived to play a role within classical Gibbs processes.     

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

ＴＨＥＢＬＯＷ┐ＵＰＰＲＯＰＥＲＴＹＦＯＲＡＳＹＳＴＥＭＯＦＨＥＡＴＥＱＵＡＴＩＯＮＳＷＩＴＨＮＯＮＬＩＮＥＡＲＢＯＵＮＤＡＲＹＣＯＮＤＩＴＩＯＮＳＬＩＮＺＨＩＧＵＩ,ＸＩＥＣＨＵＮＨＯＮＧＡＮＤＷＡＮＧＭＩＮＧＸＩＮＡｂｓｔｒａｃｔ．Ｔｈｉｓｐａｐ...     

Harness processes and harmonic crystals

In the Hammersley harness processes the R$\mathbb{R}$-valued height at each site i∈Z^d$i\in {\mathbb{Z}}^d$ is updated at rate 1 to an average of the neighboring heights plus a centered random variable (the noise). We construct the process “a la Harris” simultaneously for all times and boxes contained in Z^d${\mathbb{Z}}^d$. With this representation we compute covariances and show L²$L^2$ and almost sure time and space convergence of the process. In particular, the process started from the flat configuration and viewed from the height at the origin converges to an invariant measure. In dimension three and higher, the process itself converges to an invariant measure in L²$L^2$ at speed t^1−d/2$t^{1-d/2}$ (this extends the convergence established by Hsiao). When the noise is Gaussian the limiting measures are Gaussian fields (harmonic crystals) and are also reversible for the process.     

On some global well-posedness and asymptotic results for quasilinear parabolic equations

We prove that the quasilinear parabolic initial-boundary value problem (1.1) below is globally well-posed in a class of high order Sobolev solutions, and that these solutions possess compact, regular attractors ast+.     

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.     

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.     

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.     

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.     

Critical phenomenon for a percolation model

We consider a percolation model which consists of oriented lines placed randomly on the plane. The lines are of random length and at a random angle with respect to the horizontal axis and are placed according to a Poisson point process; the length, angle, and orientation being independent of the underlying Poisson process. We establish a critical behaviour of this model, i.e., percolation occurs for large intensity of the Poisson process and does not occur for smaller intensities. In the special case when the lines are of fixed unit length and are either oriented vertically up or oriented horizontally to the left, with probability p or (1-p), respectively, we obtain a lower bound on the critical intensity of percolation.     

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.     

Mean-field lattice trees

We introduce a mean-field model of lattice trees based on embeddings into ^d of abstract trees having a critical Poisson offspring distribution. This model provides a combinatorial interpretation for the self-consistent mean-field model introduced previously by Derbez and Slade [9], and provides an alternative approach to work of Aldous. The scaling limit of the meanfield model is integrated super-Brownian excursion (ISE), in all dimensions. We also introduce a model of weakly self-avoiding lattice trees, in which an embedded tree receives a penaltye ^– for each self-intersection. The weakly self-avoiding lattice trees provide a natural interpolation between the mean-field model (=0), and the usual model of strictly self-avoiding lattice tress (=) which associates the uniform measure to the set of lattice trees of the same size.     

Finite clusters in high-density continuous percolation: Compression and sphericality

Summary A percolation process inR ^d is considered in which the sites are a Poisson process with intensity and the bond between each pair of sites is open if and only if the sites are within a fixed distancer of each other. The distribution of the number of sites in the clusterC of the origin is examined, and related to the geometry ofC. It is shown that when andk are large, there is a characteristic radius such that conditionally on |C|=k, the convex hull ofC closely approximates a ball of radius , with high probability. When the normal volumek/ thatk points would occupy is small, the cluster is compressed, in that the number of points per unit volume in this -ball is much greater than the ambient density . For larger normal volumes there is less compression. This can be compared to Bernoulli bond percolation on the square lattice in two dimensions, where an analog of this compression is known not to occur.Research supported by NSF grant number DMS-9006395     

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.     

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.     

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