Metastability in stochastic dynamics of disordered mean-field models

We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the problem to the properties of the rate functions of the corresponding Gibbs measures. We derive the analog of the Wentzell-Freidlin theory in this case, showing that any transition can be decomposed, with probability exponentially close to one, into a deterministic sequence of “admissible transitions”. For these admissible transitions we give upper and lower bounds on the expected transition times that differ only by a constant factor. The distributions of the rescaled transition times are shown to converge to the exponential distribution. We exemplify our results in the context of the random field Curie-Weiss model. Received: 26 November 1998 / Revised version: 21 March 2000 / Published online: 14 December 2000     

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     

Lifschitz tail in a magnetic field: the nonclassical regime

We obtain the Lifschitz tail, i.e. the exact low energy asymptotics of the integrated density of states (IDS) of the two-dimensional magnetic Schr?dinger operator with a uniform magnetic field and random Poissonian impurities. The single site potential is repulsive and it has a finite but nonzero range. We show that the IDS is a continuous function of the energy at the bottom of the spectrum. This result complements the earlier (nonrigorous) calculations by Brézin, Gross and Itzykson which predict that the IDS is discontinuous at the bottom of the spectrum for zero range (Dirac delta) impurities at low density. We also elucidate the reason behind this apparent controversy. Our methods involve magnetic localization techniques (both in space and energy) in addition to a modified version of the “enlargement of obstacles” method developed by A.-S. Sznitman. Received: 20 July 1997 / Revised version: 20 April 1998     

Weakly Gibbsian representations for joint measures of quenched lattice spin models

Can the joint measures of quenched disordered lattice spin models (with finite range) on the product of spin-space and disorder-space be represented as (suitably generalized) Gibbs measures of an “annealed system”? - We prove that there is always a potential (depending on both spin and disorder variables) that converges absolutely on a set of full measure w.r.t. the joint measure (“weak Gibbsianness”). This “positive” result is surprising when contrasted with the results of a previous paper [K6], where we investigated the measure of the set of discontinuity points of the conditional expectations (investigation of “a.s. Gibbsianness”). In particular we gave natural “negative” examples where this set is even of measure one (including the random field Ising model). Further we discuss conditions giving the convergence of vacuum potentials and conditions for the decay of the joint potential in terms of the decay of the disorder average over certain quenched correlations. We apply them to various examples. From this one typically expects the existence of a potential that decays superpolynomially outside a set of measure zero. Our proof uses a martingale argument that allows to cut (an infinite-volume analogue of) the quenched free energy into local pieces, along with generalizations of Kozlov's constructions. Received: 11 November 1999 / Revised version: 18 April 2000 / Published online: 22 November 2000 RID="*" ID="*" Work supported by the DFG Schwerpunkt `Wechselwirkende stochastische Systeme hoher Komplexit?t'     

High temperature regime for a multidimensional Sherrington–Kirkpatrick model of spin glass

Comets and Neveu have initiated in [5] a method to prove convergence of the partition function of disordered systems to a log-normal random variable in the high temperature regime by means of stochastic calculus. We generalize their approach to a multidimensional Sherrington-Kirkpatrick model with an application to the Heisenberg model of uniform spins on a sphere of ℝ ^d , see [9]. The main tool that we use is a truncation of the partition function outside a small neighbourhood of the typical energy path. Received: 30 October 1996 / In revised form: 13 October 1997     

Schottky uniformization¶and vector bundles over Riemann surfaces

We study a natural map from representations of a free group of rank g in GL(n,ℂ), to holomorphic vector bundles of degree 0 over a compact Riemann surface X of genus g, associated with a Schottky uniformization of X. Maximally unstable flat bundles are shown to arise in this way. We give a necessary and sufficient condition for this map to be a submersion, when restricted to representations producing stable bundles. Using a generalized version of Riemann's bilinear relations, this condition is shown to be true on the subspace of unitary Schottky representations. Received: 13 June 2000 / Revised version: 29 December 2000     

Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential

We consider d-dimensional Brownian motion in a scaled Poissonian potential and the principal Dirichlet eigenvalue (ground state energy) of the corresponding Schr?dinger operator. The scaling is chosen to be of critical order, i.e. it is determined by the typical size of large holes in the Poissonian cloud. We prove existence of a phase transition in dimensions d≥ 4: There exists a critical scaling constant for the potential. Below this constant the scaled infinite volume limit of the corresponding principal Dirichlet eigenvalue is linear in the scale. On the other hand, for large values of the scaling constant this limit is strictly smaller than the linear bound. For d > 4 we prove that this phase transition does not take place on that scale. Further we show that the analogous picture holds true for the partition sum of the underlying motion process. Received: 10 December 1999 / Revised version: 14 July 2000/?Published online: 15 February 2001     

The high temperature case for the random K-sat problem

We give a completely rigorous proof that the replica-symmetric solution holds at high enough temperature for the random K-sat problem. The most notable feature of this problem is that the order parameter of the system is a function and not a number. Received: 21 April 1998 / Revised version: 24 April 2000 / Published online: 21 December 2000     

Diffusive scaling of the spectral gap for the dilute Ising lattice-gas dynamics below the percolation threshold

We consider a conservative stochastic lattice-gas dynamics reversible with respect to the canonical Gibbs measure of the bond dilute Ising model on ℤ ^d at inverse temperature β. When the bond dilution density p is below the percolation threshold we prove that for any particle density and any β, with probability one, the spectral gap of the generator of the dyamics in a box of side L centered at the origin scales like L ⁻². Such an estimate is then used to prove a decay to equilibrium for local functions of the form where ε is positive and arbitrarily small and α = ? for d = 1, α=1 for d≥2. In particular our result shows that, contrary to what happes for the Glauber dynamics, there is no dynamical phase transition when β crosses the critical value β _c of the pure system. Received: 10 April 2000 / Revised version: 23 October 2000 / Published online: 5 June 2001     

The asymmetric random cluster model and comparison of Ising and Potts models

We introduce the asymmetric random cluster (or ARC) model, which is a graphical representation of the Potts lattice gas, and establish its basic properties. The ARC model allows a rich variety of comparisons (in the FKG sense) between models with different parameter values; we give, for example, values (β, h) for which the 0‘s configuration in the Potts lattice gas is dominated by the “+” configuration of the (β, h) Ising model. The Potts model, with possibly an external field applied to one of the spins, is a special case of the Potts lattice gas, which allows our comparisons to yield rigorous bounds on the critical temperatures of Potts models. For example, we obtain 0.571 ≤ 1 − exp(−β _c ) ≤ 0.600 for the 9-state Potts model on the hexagonal lattice. Another comparison bounds the movement of the critical line when a small Potts interaction is added to a lattice gas which otherwise has only interparticle attraction. ARC models can also be compared to related models such as the partial FK model, obtained by deleting a fraction of the nonsingleton clusters from a realization of the Fortuin-Kasteleyn random cluster model. This comparison leads to bounds on the effects of small annealed site dilution on the critical temperature of the Potts model. Received: 27 August 2000 / Revised version: 31 August 2000 / Published online: 8 May 2001     

Inégalités de concentration pour les processus empiriques de classes de parties

We propose new concentration inequalities for maxima of set-indexed empirical processes. Our approach is based either on entropy inequalities or on martingale methods. The improvements we get concern the rate function which is exactly the large deviations rate function of a binomial law in most of the cases. Received: 11 January 2000 / Revised version: 12 May 2000 / Published online: 14 December 2000     

Slowdown estimates and central limit theorem for random walks in random environment

This work is concerned with asymptotic properties of multi-dimensional random walks in random environment. Under Kalikow’s condition, we show a central limit theorem for random walks in random environment on ℤ ^d , when d≥2. We also derive tail estimates on the probability of slowdowns. These latter estimates are of special interest due to the natural interplay between slowdowns and the presence of traps in the medium. The tail behavior of the renewal time constructed in [25] plays an important role in the investigation of both problems. This article also improves the previous work of the author [24], concerning estimates of probabilities of slowdowns for walks which are neutral or biased to the right. Received May 31, 1999 / final version received January 18, 2000?Published online April 19, 2000     

Scaling identity for crossing Brownian motion in a Poissonian potential

We consider d-dimensional Brownian motion in a truncated Poissonian potential (d≥ 2). If Brownian motion starts at the origin and ends in the closed ball with center y and radius 1, then the transverse fluctuation of the path is expected to be of order |y|^ξ, whereas the distance fluctuation is of order |y|^χ. Physics literature tells us that ξ and χ should satisfy a scaling identity 2ξ− 1 = χ. We give here rigorous results for this conjecture. Received: 31 December 1997 / Revised version: 14 April 1998     

Slowdown and neutral pockets for a random walk in random environment

We consider a d-dimensional random walk in random environment for which transition probabilities at each site are either neutral or present an effective drift “pointing to the right”. We obtain large deviation estimates on the probability that the walk moves in a too slow ballistic fashion, both under the annealed and quenched measures. These estimates underline the key role of large neutral pockets of the medium in the occurrence of slowdowns of the walk. Received: 12 March 1998 / Revised version: 19 February 1999     

An explicit bound for uniform perfectness of the Julia sets of rational maps

A compact set C in the Riemann sphere is called uniformly perfect if there is a uniform upper bound on the moduli of annuli which separate C. Julia sets of rational maps of degree at least two are uniformly perfect. Proofs have been given independently by Ma né and da Rocha and by Hinkkanen, but no explicit bounds are given. In this note, we shall provide such an explicit bound and, as a result, give another proof of uniform perfectness of Julia sets of rational maps of degree at least two. As an application, we provide a lower estimate of the Hausdorff dimension of the Julia sets. We also give a concrete bound for the family of quadratic polynomials in terms of the parameter c. Received: 7 June 1999; in final form: 9 November 1999 / Published online: 17 May 2001     

An explicit upper bound for Weil-Petersson volumes of the moduli spaces of punctured Riemann surfaces

An explicit upper bound for the Weil-Petersson volumes of punctured Riemann surfaces is obtained using Penner's combinatorial integration scheme from [4]. It is shown that for a fixed number of punctures n and for genus g increasing, while this limit is exactly equal to two for n=1. Received: 17 May 2000 / Revised version: 9 August 2000 / Published online: 23 July 2001     

Anomalous behaviour for the random corrections to the cumulants of random walks in fluctuating random media

The Central Limit Theorem for a model of discrete-time random walks on the lattice ℤ^ν in a fluctuating random environment was proved for almost-all realizations of the space-time nvironment, for all ν > 1 in [BMP1] and for all ν≥ 1 in [BBMP]. In [BMP1] it was proved that the random correction to the average of the random walk for ν≥ 3 is finite. In the present paper we consider the cases ν = 1,2 and prove the Central Limit Theorem as T→∞ for the random correction to the first two cumulants. The rescaling factor for theaverage is for ν = 1 and (ln T), for ν=2; for the covariance it is , ν = 1,2. Received: 25 November 1999 / Revised version: 7 June 2000 / Published online: 15 February 2001     

Large deviation principles for Euclidean functionals and other nearly additive processes

We prove a large deviation principle for a process indexed by cubes of the multidimensional integer lattice or Euclidean space, under approximate additivity and regularity hypotheses. The rate function is the convex dual of the limiting logarithmic moment generating function. In some applications the rate function can be expressed in terms of relative entropy. The general result applies to processes in Euclidean combinatorial optimization, statistical mechanics, and computational geometry. Examples include the length of the minimal tour (the traveling salesman problem), the length of the minimal matching graph, the length of the minimal spanning tree, the length of the k-nearest neighbors graph, and the free energy of a short-range spin glass model. Received: 3 April 1999 / Revised version: 23 June 1999 / Published online: 8 May 2001     

Gauge symmetries and percolation in ±J Ising spin glasses

We consider the ±J spin glass on a finite graph G=(V,E), with i.i.d. couplings. Our approach considers the Z ₂ local gauge invariance of the system. We see the gauge group as a graph theoretic linear code ? over GF(2). The gauge is fixed by choosing a convenient linear supplement of ?. Assuming some relation between the disorder parameter p and the inverse temperature of the thermal bath β _pb , we study percolation in the random interaction random cluster model, and extend the results to dilute spin glasses. Received: 5 May 1997 / Revised version: 9 April 1998     

Density results in the Δ20 e-degrees

We show that the Δ⁰ ₂ enumeration degrees are dense. We also show that for every nonzero n-c. e. e-degree a, with n≥ 3, one can always find a nonzero 3-c. e. e-degree b such that b < a on the other hand there is a nonzero ωc. e. e-degree which bounds no nonzero n-c. e. e-degree. Received: 13 June 2000 / Published online: 3 October 2001