Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.     

Dynamic structure factor in a random diffusion model

Let {X _t:0} denote random walk in the random waiting time model, i.e., simple random walk with jump ratew ^–1(X _t), where {w(x):x^d} is an i.i.d. random field. We show that (under some mild conditions) theintermediate scattering function F(q,t)=E ₀ (q^d) is completely monotonic int (E ₀ denotes double expectation w.r.t. walk and field). We also show that thedynamic structure factor S(q, w)=2 ₀ cos(t)F(q, t) exists for 0 and is strictly positive. Ind=1, 2 it diverges as 1/||^1/2, resp. –ln(||), in the limit 0; ind3 its limit value is strictly larger than expected from hydrodynamics. This and further results support the conclusion that the hydrodynamic region is limited to smallq and small such that ||D |q|², whereD is the diffusion constant.     

Self-avoiding walks and trees in spread-out lattices

LetG _R be the graph obtained by joining all sites ofZ ^d which are separated by a distance of at mostR. Let (G _R ) denote the connective constant for counting the self-avoiding walks in this graph. Let (G _R ) denote the coprresponding constant for counting the trees embedded inG _R . Then asR, (G _R ) is asymptotic to the coordination numberk _R ofG _R , while (G _R ) is asymptotic toek _R. However, ifd is 1 or 2, then (G _R )-k _R diverges to –.Dedicated to Oliver Penrose on this occasion of his 65th birthday.     

On three conjectures by K. E. Shuler

Some fifteen years ago, Shuler formulated three conjectures relating to the large-time asymptotic properties of a nearest-neighbor random walk on ² that is allowed to make horizontal steps everywhere but vertical steps only on a random fraction of the columns. We give a proof of his conjectures for the situation where the column distribution is stationary and satisfies a certain mixing codition. We also prove a strong form of scaling to anisotropic Brownian motion as well as a local limit theorem. The main ingredient of the proofs is a large-deviation estimate for the number of visits to a random set made by a simple random walk on . We briefly discuss extensions to higher dimension and to other types of random walk.Dedicated to Prof. K. E. Shuler on the occasion of his 70th birthday, celebrated at a Symposium in his honor on July 13, 1992, at the University of California at San Diego, La Jolla, California.     

Polymer diffusion in quenched disorder: A renormalization group approach

We study the diffusion of polymers through quenched short-range correlated random media by renormalization group (RG) methods, which allow us to derive universal predictions in the limit of long chains and weak disorder. We take local quenched random potentials with second momentv and the excluded-volume interactionu of the chain segments into account. We show that our model contains the relevant features of polymer diffusion in random media in the RG sense if we focus on the local entropic effects rather than on the topological constraints of a quenched random medium. The dynamic generating functional and the general structure of its perturbation expansion inu andv are derived. The distribution functions for the center-of-mass motion and the internal modes of one chain and for the correlation of the center of mass motions of two chains are calculated to one-loop order. The results allow for sufficient cross-checks to have trust in the one-loop renormalizability of the model. The general structure as well as the one-loop results of the integrated RG flow of the parameters are discussed. Universal results can be found for the effective static interactionwu–v0 and for small effective disorder coupling on the intermediate length scalel. As a first physical prediction from our analysis, we determine the general nonlinear scaling form of the chain diffusion constant and evaluate it explicitly as for .     

The covariance matrix of the Potts model: A random cluster analysis

We consider the covariance matrix,G ^mm =q ²<(_x,m);(_y,m)>, of thed-dimensionalq-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In any of theq ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length corresponding to the decay rate of one of the eigenvalues is the same as the inverse decay rate of the diameter of finite clusers. For dimensiond=2, we show that this correlation length and the correlation length of the two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point _o. For systems with second order transitions, this relation implies the equality of the correlation length exponents from above and below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at _o. We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events. The first is similar to the FKG inequality, but holds for events which are neither increasing nor decreasing; the second is similar to the van den Berg-Kesten inequality in standard percolation. Both inequalities hold for an arbitrary FKG measure.     

Wiener's test for space-time random walks and its applications

This paper establishes a criterion for whether a -dimensional random walk on the integer lattice visits a space-time subset infinitely often or not. It is a precise analogue of Wiener's test for regularity of a boundary point with respect to the classical Dirichlet problem. The test obtained is applied to strengthen the harder half of Kolmogorov's test for the random walk.

     

Carleson measure characterization of Bloch functions

We give several equivalences of Bloch functions and little Bloch functions. Using these results we obtain the generalized Carleson measure characterization of Bloch functions and the generalized vanishing Carleson measure characterization of little Bloch functions, that is,f B if and only if |D f(z)| ^p (1-|z|²)^p-1 dm(z) is a generalized Carleson measure;f B ₀ if and only if |D f(z)| ^p (1-|z|²)^p-1 dm(z) is a generalized vanishing Carleson measure, whereD f( > 0) is the fractional derivative of analytic functionf of order, m denotes the normalised Lebesgue measure.Supported partly by the Young Teacher Natural Science Foundation of Shandong Province.     

Steady flux in a continuous-space Sinai chain

We examine the steady-state flux of particles diffusing in a one-dimensional finite chain with Sinai-type disorder, i.e., the system in which in addition to the thermal noise, particles are subject to a stationary random-correlated in space Gaussian force. For this model we calculate the disorder average (over configurations of the random force) flux exactly for arbitrary values of system's parameters, such as chain lengthN, strength of the force, and temperature. We prove that within the limitN1 the average flux decreases withN as J(N)=C/N and thus confirm our recent predictions that the flux in the discrete-space Sinai model is anomalous.     

Rigorous results on the thermodynamics of the dilute Hopfield model

We study the Hopfield model of an autoassociative memory on a random graph onN vertices where the probability of two vertices being joined by a link isp(N). Assuming thatp(N) goes to zero more slowly thanO(1/N), we prove the following results: (1) If the number of stored patternsm(N) is small enough such thatm(N)/Np(N) 0, asN, then the free energy of this model converges, upon proper rescaling, to that of the standard Curie-Weiss model, for almost all choices of the random graph and the random patterns. (2) If in additionm(N) < ln N/ln 2, we prove that there exists, forT< 1, a Gibbs measure associated to each original pattern, whereas for higher temperatures the Gibbs measure is unique. The basic technical result in the proofs is a uniform bound on the difference between the Hamiltonian on a random graph and its mean value.