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On the global maximum of the solution to a stochastic heat equation with compact-support initial data

Mohammud Foondun, Davar Khoshnevisan (2010)

Annales de l'I.H.P. Probabilités et statistiques

Consider a stochastic heat equation ∂tu=κ  ∂xx2u+σ(u)ẇ for a space–time white noise ẇ and a constant κ>0. Under some suitable conditions on the initial function u0 and σ, we show that the quantities lim sup t→∞t−1sup x∈Rln El(|ut(x)|2) and lim sup t→∞t−1ln E(sup x∈R|ut(x)|2) are equal, as well as bounded away from zero and infinity by explicit multiples of 1/κ. Our proof works by demonstrating quantitatively that the peaks of the stochastic process x↦ut(x) are highly concentrated...

On the mixed even-spin Sherrington–Kirkpatrick model with ferromagnetic interaction

Wei-Kuo Chen (2014)

Annales de l'I.H.P. Probabilités et statistiques

We study a spin system with both mixed even-spin Sherrington–Kirkpatrick (SK) couplings and Curie–Weiss (CW) interaction. Our main results are: (i) The thermodynamic limit of the free energy is given by a variational formula involving the free energy of the SK model with a change in the external field. (ii) In the presence of a centered Gaussian external field, the positivity of the overlap and the extended Ghirlanda–Guerra identities hold on a dense subset of the temperature parameters. (iii) We...

On the multiple overlap function of the SK model.

Sergio de Carvalho Bezerra, Samy Tindel (2007)

Publicacions Matemàtiques

In this note, we prove an asymptotic expansion and a central limit theorem for the multiple overlap R1, ..., s of the SK model, defined for given N, s ≥ 1 by R1, ..., s = N-1Σi≤N σ1i ... σsi. These results are obtained by a careful analysis of the terms appearing in the cavity derivation formula, as well as some graph induction procedures. Our method could hopefully be applied to other spin glasses models.

On the number of ground states of the Edwards–Anderson spin glass model

Louis-Pierre Arguin, Michael Damron (2014)

Annales de l'I.H.P. Probabilités et statistiques

Ground states of the Edwards–Anderson (EA) spin glass model are studied on infinite graphs with finite degree. Ground states are spin configurations that locally minimize the EA Hamiltonian on each finite set of vertices. A problem with far-reaching consequences in mathematics and physics is to determine the number of ground states for the model on d for any d . This problem can be seen as the spin glass version of determining the number of infinite geodesics in first-passage percolation or the number...

On the proof of the Parisi formula by Guerra and Talagrand

Erwin Bolthausen (2004/2005)

Séminaire Bourbaki

The Parisi formula is an expression for the limiting free energy of the Sherrington-Kirkpatrick spin glass model, which had first been derived by Parisi using a non-rigorous replica method together with an hierarchical ansatz for the solution of the variational problem. It had become quickly clear that behind the solution, if correct, lies an interesting mathematical structure. The formula has recently been proved by Michel Talagrand based partly on earlier ideas and results by Francesco Guerra....

Quenched law of large numbers for branching brownian motion in a random medium

János Engländer (2008)

Annales de l'I.H.P. Probabilités et statistiques

We study a spatial branching model, where the underlying motion is d-dimensional (d≥1) brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result of this paper is the quenched law of large numbers for the population for all d≥1. We also show that the branching brownian motion with mild obstacles spreads less quickly than ordinary branching brownian motion by giving an upper estimate on its speed. When the underlying...

Resonant delocalization for random Schrödinger operators on tree graphs

Michael Aizenman, Simone Warzel (2013)

Journal of the European Mathematical Society

We analyse the spectral phase diagram of Schrödinger operators T + λ V on regular tree graphs, with T the graph adjacency operator and V a random potential given by i i d random variables. The main result is a criterion for the emergence of absolutely continuous ( a c ) spectrum due to fluctuation-enabled resonances between distant sites. Using it we prove that for unbounded random potentials a c spectrum appears at arbitrarily weak disorder ( λ 1 ) in an energy regime which extends beyond the spectrum of T . Incorporating...

Spectral gap for an unrestricted Kawasaki type dynamics

Gustavo Posta (2010)

ESAIM: Probability and Statistics

We give an accurate asymptotic estimate for the gap of the generator of a particular interacting particle system. The model we consider may be informally described as follows. A certain number of charged particles moves on the segment [1,L] according to a Markovian law. One unitary charge, positive or negative, jumps from a site k to another site k'=k+1 or k'=k-1 at a rate which depends on the charge at site k and at site k'. The total charge of the system is preserved by the dynamics, in...

Spectral statistics for random Schrödinger operators in the localized regime

François Germinet, Frédéric Klopp (2014)

Journal of the European Mathematical Society

We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy E in the localized phase. Assume the density of states function is not too flat near E . Restrict it to some large cube Λ . Consider now I Λ , a small energy interval centered at E that asymptotically contains infintely many eigenvalues when the volume of the cube Λ grows to infinity. We prove that, with probability one in the large volume...

Spectral theory of corrugated surfaces

Vojkan Jakšić (2001)

Journées équations aux dérivées partielles

We discuss spectral and scattering theory of the discrete laplacian limited to a half-space. The interesting properties of such operators stem from the imposed boundary condition and are related to certain phenomena in surface physics.

Stein’s method in high dimensions with applications

Adrian Röllin (2013)

Annales de l'I.H.P. Probabilités et statistiques

Let h be a three times partially differentiable function on n , let X = ( X 1 , ... , X n ) be a collection of real-valued random variables and let Z = ( Z 1 , ... , Z n ) be a multivariate Gaussian vector. In this article, we develop Stein’s method to give error bounds on the difference 𝔼 h ( X ) - 𝔼 h ( Z ) in cases where the coordinates of X are not necessarily independent, focusing on the high dimensional case n . In order to express the dependency structure we use Stein couplings, which allows for a broad range of applications, such as classic occupancy,...

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