Possible Loss and Recovery of Gibbsianness¶During the Stochastic Evolution of Gibbs Measures

We consider Ising-spin systems starting from an initial Gibbs measure ν and evolving under a spin-flip dynamics towards a reversible Gibbs measure μ≠ν. Both ν and μ are assumed to have a translation-invariant finite-range interaction. We study the Gibbsian character of the measure νS(t) at time t and show the following: (1) For all ν and μ, νS(t) is Gibbs for small t. (2) If both ν and μ have a high or infinite temperature, then νS(t) is Gibbs for all t > 0. (3) If ν has a low non-zero temperature and a zero magnetic field and μ has a high or infinite temperature, then νS(t) is Gibbs for small t and non-Gibbs for large t. (4) If ν has a low non-zero temperature and a non-zero magnetic field and μ has a high or infinite temperature, then νS(t) is Gibbs for small t, non-Gibbs for intermediate t, and Gibbs for large t. The regime where μ has a low or zero temperature and t is not small remains open. This regime presumably allows for many different scenarios. Received: 26 April 2001 / Accepted: 10 October 2001     

Concentration inequalities for random fields via coupling

We present a new and simple approach to concentration inequalities in the context of dependent random processes and random fields. Our method is based on coupling and does not use information inequalities. In case one has a uniform control on the coupling, one obtains exponential concentration inequalities. If such a uniform control is no more possible, then one obtains polynomial or stretched-exponential concentration inequalities. Our abstract results apply to Gibbs random fields, both at high and low temperatures and in particular to the low-temperature Ising model which is a concrete example of non-uniformity of the coupling.      

Loss without recovery of Gibbsianness during diffusion of continuous spins

We consider a specific continuous-spin Gibbs distribution μ_t=0 for a double-well potential that allows for ferromagnetic ordering. We study the time-evolution of this initial measure under independent diffusions. For `high temperature' initial measures we prove that the time-evoved measure μ<sub>t</sub> is Gibbsian for all t. For `low temperature' initial measures we prove that μ_t stays Gibbsian for small enough times t, but loses its Gibbsian character for large enough t. In contrast to the analogous situation for discrete-spin Gibbs measures, there is no recovery of the Gibbs property for large t in the presence of a non-vanishing external magnetic field. All of our results hold for any dimension d≥2. This example suggests more generally that time-evolved continuous-spin models tend to be non-Gibbsian more easily than their discrete-spin counterparts. Research carried out at EURANDOM and supported by Deutsche Forschungsgemeinschaft     

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.     

An exponential upper bound for the survival probability in a dynamic random trap model

We consider a symmetric translation-invariant random walk on thed-dimensional lattice ? ^d . The walker moves in an environment of moving traps. When the walker hits a trap, he is killed. The configuration of traps in the course of time is a reversible Markov process satisfying a level-2 large-deviation principle. Under some restrictions on the entropy function, we prove an exponential upper bound for the survival probability, i.e., $$\mathop {lim sup}\limits_{t \to \infty } \frac{1}{t}\log \mathbb{P}(T \geqslant t)< 0$$ whereT is the survival time of the walker. As an example, our results apply to a random walk in an environment of traps that perform a simple symmetric exclusion process.     

Duality and Hidden Symmetries in Interacting Particle Systems

In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum spin system, then the “hidden” symmetries are easily derived. We illustrate our approach in processes of symmetric exclusion type, in which the symmetry is of SU(2) type, as well as for the Kipnis-Marchioro-Presutti (KMP) model for which we unveil its SU(1,1) symmetry. The KMP model is in turn an instantaneous thermalization limit of the energy process associated to a large family of models of interacting diffusions, which we call Brownian energy process (BEP) and which all possess the SU(1,1) symmetry. We treat in details the case where the system is in contact with reservoirs and the dual process becomes absorbing.     

Freezing Transitions in Non-Fellerian Particle Systems

Non-Fellerian particle systems are characterized by nonlocal interactions, somewhat analogous to non-Gibbsian distributions. They exhibit new phenomena that are unseen in standard interacting particle systems. We consider freezing transitions in one-dimensional non-Fellerian processes which are built from the abelian sandpile additions to which in one case, spin flips are added, and in another case, so called anti-sandpile subtractions. In the first case and as a function of the sandpile addition rate, there is a sharp transition from a non-trivial invariant measure to the trivial invariant measure of the sandpile process. For the combination sandpile plus anti-sandpile, there is a sharp transition from one frozen state to the other anti-state.     

Generalized immediate exchange models and their symmetries

We reconsider the discrete dual of the immediate exchange model and define a more general class of models where mass is split, exchanged and merged. We relate the splitting process to the symmetric inclusion process via thermalization and from that obtain symmetries and self-duality for it and its generalization. We show that analogous properties hold for models where the splitting is related to the symmetric exclusion process or to independent random walkers.     

Occurrence, Repetition and Matching of Patterns in the Low-temperature Ising Model

We continue our study of the exponential law for occurrences and returns of patterns in the context of Gibbsian random fields. For the low-temperature plus-phase of the Ising model, we prove exponential laws with error bounds for occurrence, return, waiting and matching times. Moreover we obtain a Poisson law for the number of occurrences of large cylindrical events and a Gumbel law for the maximal overlap between two independent copies. As a by-product, we derive precise fluctuation results for the logarithm of waiting and return times. The main technical tool we use, in order to control mixing, is disagreement percolation     

Hydrodynamic Limit of the Symmetric Exclusion Process on a Compact Riemannian Manifold

Journal of Statistical Physics - We consider the symmetric exclusion process on suitable random grids that approximate a compact Riemannian manifold. We prove that a class of random walks on these...