2004




2004 Volume 10 Issue 1

O. Hryniv and D. Ioffe
Self-Avoiding Polygons: Sharp Asymptotics of Canonical Partition Functions Under the Fixed Area Constraint pp. 1-64

We study the self-avoiding polygons (SAP) connecting the vertical and the horizontal semi-axes of the positive quadrant of $\Z^2$. For a fixed $\beta>0$, assign to each such polygon $\omega$ the weight $\exp\{-\beta |\omega|\}$, $|\omega|$ denoting the length of $\omega$, and consider the sum ${\cal Z}_{Q,+}$ of these weights for all SAP enclosing area $Q>0$. We study the statistical properties of such SAP and, in particular, derive the exact asymptotics for the partition function ${\cal Z}_{Q,+}$ as $Q\to\infty$. The results are valid for any $\beta>\beta_c$, $\beta_c$ being the critical value for the 2D self-avoiding walks.
Keywords: self-avoiding random walks, phase boundaries, sharp local limit theorems, equilibrium crystal shapes

A. Le Ny and F. Redig
Large Deviation Principle at Fixed Time in Glauber Evolutions pp. 65-74

We consider the evolution of an asymptotically decoupled probability measure $\nu$ on Ising spin configurations under a Glauber dynamics. We prove that for any $t>0$, $\nu_t$ is asymptotically decoupled and hence satisfies a large deviation principle with the relative entropy density as rate function.
Keywords: Glauber dynamics, large deviations, abstract cluster expansion

C. Kulske
Regularity Properties of Potentials for Joint Measures of Random Spin Systems pp. 75-88

We consider general quenched disordered lattice spin models on compact local spin spaces with possibly dependent disorder. We discuss their corresponding joint measures on the product space of disorder variables and spin variables in the infinite volume. These measures often possess pathologies in a low temperature region reminiscent of renormalization group pathologies in the sense that they are not Gibbs measures on the product space. Often the joint measures are not even almost Gibbs, but it is known that there is always a potential for their conditional expectations that may however only be summable on a full measure set, and not everywhere. In this note we complement the picture from the non-pathological side. We show regularity properties for the potential in the region of interactions where the joint potential is absolutely summable everywhere. We prove unicity and Lipschitz-continuity, much in analogy to the two fundamental regularity theorems proved by van Enter, Fernandez, Sokal for renormalization group transformations.
Keywords: disordered systems, Gibbs measures, non-Gibbsian measures, joint measures, random field model

O. Benois, R. Esposito, R. Marra and M.Mourragui
Hydrodynamics of a Driven Lattice Gas with Open Boundaries: the Asymmetric Simple Exclusion pp. 89-112

We consider the asymmetric simple exclusion process in $d\ge 3$ with open boundaries. The particle reservoirs of constant densities are modeled by birth and death processes at the boundary. We prove that, if the initial density and the densities of the boundary reservoirs differ for order of $\epsilon$ from $1/2$, the empirical density field, rescaled as $\epsilon^{-1}$, converges to the solution of the initial-boundary value problem for the viscous Burgers equation in a finite domain with given density on the boundary.
Keywords: interacting particle systems, open systems, hydrodynamic limit

P. Dai Pra and S. Roelly
An Existence Result for Infinite-Dimensional Brownian Diffusions with Non-Regular and Non-Markovian Drift pp. 113-136

We prove in this paper an existence result for infinite-dimensional stationary interactive Brownian diffusions. The interaction is supposed to be small in the norm $\|\cdot\|_{\infty}$ but otherwise is very general, being possibly non-regular and non-Markovian. Our method consists in using the characterization of such diffusions as space-time Gibbs fields so that we construct them by space-time cluster expansions in the small coupling parameter.
Keywords: infinite-dimensional Brownian diffusion, space-time Gibbs field, cluster expansion

M.V. Menshikov, S.Yu. Popov, V. Sisko and M. Vachkovskaia
On a Many-Dimensional Random Walk in a Rarefied Random Environment pp. 137-160

We consider a modification of the Simple Random Walk (SRW), which can be described as follows. Initially, any $x\in\Z^d$ becomes ``special'' with probability $p(x)$; then, in all special sites we modify the transition probabilities in order to create a drift which is directed outwards the origin (in the case of one- or two-dimensional SRW) or towards the origin (for higher dimensions), thus constructing a random environment. Then, based on the asymptotic behaviour of the function $p(x)$, we give some sufficient conditions for transience and recurrence.
Keywords: recurrence, transience, Lyapunov functions, random environment

L.M. Morato
Some New Conditions for the Existence of Singular Non-Symmetric Diffusions pp. 161-174

Some new conditions which ensure the existence of diffusion processes with values in $\R ^{d}$ properly associated to non-symmetric Dirichlet forms are given. The results are extended to the case of diffusions taking values in Wiener spaces. Some of them can be expressed in terms of dynamical potentials appearing in Schroedinger operators so that they are suitable for application to Stochastic Mechanics both in finite and infinite dimension.
Keywords: non-symmetric diffusions, Dirichlet forms, Hamiltonians

K. Duffy and W.G. Sullivan
Logarithmic Asymptotics for Unserved Messages at a FIFO pp. 175-189

We consider an infinite-buffered single server First In, First Out (FIFO) queue. Messages arrive at stochastic intervals and take random amounts of time to process. Logarithmic asymptotics are proved for the tail of the distribution of the number of messages awaiting service, under general large deviation and stability assumptions, and formulae presented for the asymptotic decay rate.
Keywords: FIFO-system, logarithmic asymptotics, large deviations

2004 Volume 10 Issue 2

C. Tremoulet
Equilibrium Fluctuations for an Interacting Brownian Particles Process pp. 191-215

In this paper, we study the equilibrium fluctuations for an interacting Brownian particles process. The interaction between particles is given by a two-body superstable potential. The result is old and it is due to Spohn, [H. Spohn, Equilibrium fluctuations for interacting Brownian particles, Commun. Math. Phys., 1986, v. 103, 1-33]. He proved that the time-dependent density fluctuations field converges in law to the solution of a stochastic partial differential equation driven by white noise. In this paper, we give a new and simpler proof introduced by Chang in [C.-C. Chang, Equilibrium fluctuations of gradient reversible particles systems, Probab. Theory and Relat. Fields, 1994, v. 100, 269-283]. Moreover, in [R. Lang, Unendlich-dimensionale Wienerprozesse mit Wechselwirkung Teil I, Z. Wahrsch. verw. Geb., 1977, v. 38, 819-834], the existence of the dynamics of the process is proven. But, in this paper, we also add a new and less difficult proof of the existence of the dynamics at equilibrium.
Keywords: interacting particles process, equilibrium fluctuations, bulk diffusion

M. Deijfen, O. Haggstrom and J. Bagley
A Stochastic Model for Competing Growth on R^d. pp. 217-248

A stochastic model, describing the growth of two competing infections on $R^d$, is introduced. The growth is driven by outbursts in the infected region, an outburst in the type 1 (2) infected region transmitting the type 1 (2) infection to the previously uninfected parts of a ball with stochastic radius around the outburst point. The main result is that with the growth rate for one of the infection types fixed, mutual unbounded growth has probability zero for all but at most countably many values of the other infection rate. This is a continuum analog of a result of Haggstrom and Pemantle. We also extend a shape theorem of Deijfen for the corresponding model with just one type of infection.
Keywords: spatial spread, Richardson's model, shape theorem, competing growth

T. Kuneth
Large Deviations for Random Fields on $Z^d$ with Unbounded Interaction pp. 249-288

We prove a Large Deviation Principle (LDP) for the empirical fields of Gibbs random fields with arbitrary state space. The stationary manybody interaction $\varphi$ may be unbounded, but must satisfy strong regularity and stability conditions. The underlying topology on the set of all stationary probability measures is defined by the local functions with a suitable growth condition. Along the way we prove existence and various properties of specific energy and entropy.
Keywords: large deviations, Gibbs fields, unbounded interaction

E.E. Dyakonova, J. Geiger and V.A. Vatutin
On the Survival Probability and a Functional Limit Theorem for Branching Processes in Random Environment pp. 289-306

Let $(Z_n)_{n\ge 0}$ be a branching process in i.i.d. random environment. We consider a generalization of the so-called critical case assuming that the distribution of the logarithmic conditional mean offspring number is attracted without centering to a stable law. We show that subject to moment assumptions the exact asymptotics of $P\{Z_n>0\}$ is proportional to $n^{-(1-\rho)} L_1(n)$, where $\rho\in (0,1)$ can be expressed in terms of the index and the skewness parameter of the attracting stable law and $L_1$ is some slowly varying function. Moreover, we prove a conditional functional limit law for the suitably rescaled generation size process.
Keywords: branching process, random environment, survival probability, functional limit theorem, conditioned random walk

E. Zhizhina
Convergence Properties of Quasi-Particles of Various Species in the Stochastic Blume-Capel Model pp. 307-326

We construct two leading invariant subspaces of the generator of the stochastic Blume - Capel model under high temperatures, describing states of two various quasi-particles. We show that the corresponding spectrum branches of the generator occupy small vicinities of the point $-1$ and prove that the restrictions of the generator to these invariant subspaces have different spectral gaps.
Keywords: Glauber dynamics, invariant subspaces of the generator, spectral gap

Y. Kovchegov
The Brownian Bridge Asymptotics in the Subcritical Phase of Bernoulli Bond Percolation Model pp. 327-344

For a given point $\vec{\mathbf{a}}$ in $Z^d$, we prove that a cluster in the $d$-dimensional subcritical Bernoulli bond percolation model conditioned on connecting points $(0,\dots,0)$ and $n \vec{\mathbf{a}}$ if scaled by $1 / (n \| \vec{\mathbf{a}} \|)$ along $\vec{\mathbf{a}}$ and by $1 / \sqrt{n}$ in the orthogonal directions converges asymptotically to Time $\times$ ($d-1$)-dimensional Brownian bridge.
Keywords: percolation, Brownian bridge, cluster

P. Eichelsbacher and M. Lowe
Moderate Deviations for a Class of Mean-Field Models pp. 345-366

We derive moderate deviation principles for partial sums $S_n$ for triangular arrays of dependent random variables, known as Curie - Weiss models. Outside the critical inverse temperature $\beta_c=1$ we obtain a quadratic rate function, at the critical temperature the rate function is non-Gaussian: under appropriate assumptions on the underlying measure there exists a positive real number $\lambda$, and a positive integer $k$ such that $S_n/n^{\alpha}$ satisfies a moderate deviations principle with speed $n^{1-2k+2 \alpha k}$ and rate function $- \lambda x^{2k}/(2k!)$ for every $ 1- 1/(2k) < \alpha <1$. Moreover, we analyze the moderate deviations behaviour as the temperature $1/\beta_n$ converges to one and obtain a threshold for the speed of this convergence to one: if $\beta_n$ converges to $\beta_c$ fast enough, faster than ${\mathcal O}(n^{2 \alpha (k-1)+ 2 -2k})$, then the non-Gaussian rate function persists, whereas for $\beta_n$ converging to one slowly, slower than ${\mathcal O}(n^{2 \alpha (k-1)+ 2 -2k})$, the moderate deviations principle is given by the Gaussian rate. At the borderline the moderate deviation rate function is the one at criticality plus an additional term.
Keywords: moderate deviations, mean-field, Curie - Weiss model, critical temperature, large deviations

N. Konno, R.B. Schinazi and H. Tanemura
Coexistence Results for a Spatial Stochastic Epidemic Model pp. 367-376

We introduce a spatial stochastic model for infectious diseases, such as influenza, that do not confer immunity and from which one usually recovers. We prove the existence of an endemic state in any dimension for any strictly positive value of the recovery rate. This is in sharp contrast with what happens for the model with no recovery in $d=1$ for which it is known that the disease dies out for all parameters values.
Keywords: epidemic, infectious diseases, influenza, spatial stochastic model

2004 Volume 10 Issue 3

Special issue containing proceedings of the workshop ``Gibbs vs. Non-Gibbs in Statistical Mechanics and Related Fields''. Editors: Aernout C.D. van Enter, Frank Redig and Arnaud Le Ny. Introduction pp. 377-379

L. Bertini, E.N.M. Cirillo and E. Olivieri
Gibbsian Properties and Convergence of the Iterates for the Block Averaging Transformation pp. 381-394

We analyze the Block Averaging Transformation applied to the two-dimensional Ising model in the uniqueness region. We discuss the Gibbs property of the renormalized measure and the convergence of renormalized potential under iteration of the map. It turns out that for any temperature $T$ higher than the critical one $T_c$ the renormalized measure is strongly Gibbsian, whereas for $TT_c$ and in a weak sense for $TKeywords: lattice systems, cluster expansion, disordered systems, renormalization group

D. Dereudre and S. Roelly
On Gibbsianness of Infinite-Dimensional Diffusions pp. 395-410

We analyse different Gibbsian properties of interactive Brownian diffusions $X$ indexed by the lattice $Z^d : X=(X_i(t)$, $i \in Z^d$, $t \in [0,T]$, $0Keywords: infinite-dimensional Brownian diffusion, Gibbs field, cluster expansion

A.C.D. van Enter and E.A. Verbitskiy
On the Variational Principle for Generalized Gibbs Measures pp. 411-434

We present a novel approach to establishing the variational principle for Gibbs and generalized (weak and almost) Gibbs states. Limitations of a thermodynamic formalism for generalized Gibbs states will be discussed. A new class of intuitively Gibbs measures is introduced, and a typical example is studied. Finally, we present a new example of a non-Gibbsian measure arising from an industrial application.
Keywords: Gibbs versus non-Gibbs, generalized Gibbs measures, variational principle, relative entropy density

R. Fernandez and G. Maillard
Chains and Specifications pp. 435-456

We review four types of results combining or relating the theories of discrete-time stochastic processes and of one-dimensional specifications. First we list some general properties of stochastic processes which are extremal among those consistent with a given set of transition probabilities. They include: triviality on the tail field, short-range correlations, realization via infinite-volume limits and ergodicity. Second we detail two new uniqueness criteria for stochastic processes and discuss corresponding mixing bounds. These criteria are analogous to those obtained by Dobrushin and Georgii for Gibbs measures. Third, we discuss conditions for a stochastic process to define a Gibbs measure and vice versa, that generalize well known equivalence results between ergodic Markov chains and fields. Finally we state a (re)construction theorem for specifications starting from single-site conditioning, which applies in a rather general setting.
Keywords: discrete-time stochastic processes, Gibbs measure, chains with complete connections, Markov chains, ergodicity and rates of mixing

H. Guiol
About the Long Range Exclusion Process pp. 457-476

Introduced by Spitzer [F. Spitzer, Interaction of Markov processes, Adv. Math., 1970, v. 5, 246-290] and studied by Liggett [T.M. Liggett, Long range exclusion processes, Ann. Prob., 1980, v. 8, N 5, 861-889], the Long Range Exclusion Process (LREP) is an interacting particle system with truly long range interaction. Informally speaking: each particle on a lattice hops at independent random times following instantaneously a random dynamic on the lattice until finding a vacant site (if any). These instantaneous, potentially long jumps prevent the process to have the Feller property. In this paper we review the main results about the LREP including recent developments obtained in [X. Zheng, Ergodic theorem for generalized long-range exclusion processes with positive recurrent transition probabilities. Acta Mathematica Sinica (N.S.), 1988, v. 4, N 3, 193-209; H. Guiol, Un resultat pour le processus d'exclusion a longue portee, Ann. Inst. H. Poincare, Probabilites et Statistiques, 1997, v. 33, N 4, 387-405] and [E. Andjel and H. Guiol, Long range exclusion processes, generator and invariant measures, To appear in Ann. Prob., 2004]. New results on Feller approximations and about the regularity set of the LREP are also provided. Finally we briefly discuss some connections of the LREP with the discrete Hammersley process introduced in [P.A. Ferrari, Limit theorems for tagged particles, Markov Processes Relat. Fields, 1996, v. 2, N 1, 17-40] and the sandpile process in infinite volume developed in [C. Maes, F. Redig, E. Saada and A. Van Moffaert, On the thermodynamic limit for a one-dimensional sandpile process, Markov Processes Relat. Fields, 2000, v. 6, N 1, 1-21] and [C. Maes, F. Redig and E. Saada, The abelian sandpile model on an infinite tree, Ann. Prob., 2002, v. 30, N 4, 2081-2107].
Keywords: infinite particle systems, non-Feller process, long range exclusion, invariant measures, formal generator

O. Haggstrom and C. Kulske
Gibbs Properties of the Fuzzy Potts Model on Trees and in Mean Field pp. 477-506

We study Gibbs properties of the fuzzy Potts model in the mean field case (i.e. on a complete graph) and on trees. For the mean field case, a complete characterization of the set of temperatures for which non-Gibbsianness happens is given. The results for trees are somewhat less explicit, but we do show for general trees that non-Gibbsianness of the fuzzy Potts model happens exactly for those temperatures where the underlying Potts model has multiple Gibbs measures.
Keywords: Potts model, fuzzy Potts model, Gibbs measures, non-Gibbsian measures, trees, mean-field models

F. den Hollander
Gibbs under Stochastic Dynamics? pp. 507-516

This paper is a mini-overview of some recent results on the evolution of Ising-spin systems under Glauber spin-flip dynamics, in particular, the question whether Gibbsianness is preserved, lost or recovered during the dynamics. Examples of all three scenarios are given, with an explanation of what drives the behavior. Some open problems are formulated as well.
Keywords: Ising-spin systems, Glauber spin-flip dynamics, Gibbs measure, bad configuration, preservation, loss or recovery of Gibbsianness

R.B. Israel
Some Generic Results in Mathematical Physics pp. 517-521

We discuss three consequences of the Baire Category Theorem. In spaces of long-range interactions, typical phase diagrams are trivial. Most ergodic states of a lattice system are not Gibbs states. Unitarily-equivalent self-adjoint operators on Hilbert space with purely discrete spectrum usually can't be added.
Keywords: generic sets, very sparse sets, generic nonGibbsianness, generic lack of self-adjointness properties

R. Kuhn
Gibbs vs. Non-Gibbs in the Equilibrium Ensemble Approach to Disordered Systems pp. 523-545

We describe the salient ideas of the equilibrium ensemble approach to disordered systems, paying due attention to the appearance of non-Gibbsian measures. A canonical scheme of approximations --- constrained annealing --- is described and characterised in terms of a Gibbs' variational principle for the free energy functional. It provides a family of increasing exact lower bounds of the quenched free energy of disordered systems, and is shown to avoid the use of non-Gibbsian measures. The connection between the equilibrium ensemble approach and conventional low-concentration expansions or perturbation expansions about ordered reference systems is also explained. Finally applications of the scheme to a number of disordered Ising models and to protein folding are briefly reviewed.
Keywords: disordered systems, non-Gibbsianness, variational bounds, Morita method

C. Kulske
How Non-Gibbsianness Helps a Metastable Morita Minimizer to Provide a Stable Free Energy pp. 547-564

We analyze a simple approximation scheme based on the Morita-approach for the example of the mean field random field Ising model where it is claimed to be exact in some of the physics literature. We show that the approximation scheme is flawed, but it provides a set of equations whose metastable solutions surprisingly yield the correct solution of the model. We explain how the same equations appear in a different way as rigorous consistency equations. We clarify the relation between the validity of their solutions and the almost surely discontinuous behavior of the single-site conditional probabilities.
Keywords: disordered systems, Morita approach, non-Gibbsian measures, mean field models, random field model

2004 Volume 10 Issue 4

P. Jung
Perturbations of the Symmetric Exclusion Process pp. 565-584

This paper gives results concerning the asymptotics of the invariant measures, $\mathcal{I},$ for exclusion processes where $p(x,y)=p(y,x)$ except for finitely many $x,y\in\mathcal{S}$ and $p(x,y)$ corresponds to a transient Markov chain on $\mathcal{S}$. As a consequence, a complete characterization of $\mathcal{I}$ is given for the case where $p(x,y)=p(y,x)$ for all but a single ordered pair $(u,v)$. Also, this paper addresses the question: When do local changes to a symmetric kernel $p(x,y)=p(y,x)$ affect the evolution of the exclusion process globally?
Keywords: interacting particle system, exclusion process, infinitesimal coupling, invariant measures

T.C. Dorlas and W.M.B. Dukes
Fluctuations of the Local Magnetic Field in Frustrated Mean-Field Ising Models pp. 585-606

We consider fluctuations of the local magnetic field in frustrated mean-field Ising models. Frustration can come about due to randomness of the interaction as in the Sherrington - Kirkpatrick model, or through fixed interaction parameters but with varying signs. We consider central limit theorems for the fluctuation of the local magnetic field values w.r.t. the a priori spin distribution for both types of models. We show that, in the case of the Sherrington - Kirkpatrick model there is a central limit theorem for the local magnetic field, a.s. with respect to the randomness. On the other hand, we show that, in the case of non-random frustrated models, there is no central limit theorem for the distribution of the values of the local field, but that the probability distribution of this distribution does converge. We compute the moments of this probability distribution on the space of measures and show in particular that it is not Gaussian.
Keywords: spin glasses, frustrated spin systems, probability measures on infinite-dimensional spaces, limit theorems, occupation measures

A. Procacci, B. Scoppola, G.A. Braga and R. Sanchis
Percolation Connectivity in the Highly Supercritical Regime pp. 607-628

We prove that the two point finite connectivity function $\t^{\rm f}(x,y)$ in the $d$-dimensional Bernoulli bond percolation is analytic in $p$ around $1$. We also provide upper and lower bounds for this function in the case $d\ge 3$ and near $p=1$. The gap between lower bound and upper bound is sufficiently narrow to conclude that the rate of exponential decay, i.e. the inverse correlation length $m(p)$, is, for $p$ sufficiently near to $1$ and for $x-y$ in the coordinate axis directions, of the form $m(p)=2(d-1)|\ln (1-p)|+O(1-p)$, as expected by intuition based on low temperature expansion arguments.
Keywords: supercritical percolation, finite connectivity

A.M. Alhakim, J. Kawczak and S. Molchanov
On the Class of Nilpotent Markov Chains, I. The Spectrum of Covariance Operator pp.629-652

We study the central limit theorem and the structure of the corresponding covariance operator for the Markov chains generated by successive (overlapping) $k$-tuples $(X_{n+1},\ldots,X_{n+k})$, $n=0,1,\ldots$ formed from the i.i.d.r.v. $\{X_n\}$. The potential application of the theory includes the design of statistical tests. In particular, we present the explicit spectral analysis of the covariance matrices related to Marsaglia's $k$ permutation test for $k=2, 3, 4, 5$.
Keywords: CLT for the nilpotent Markov chain, spectral decomposition, testing random number generators

S. Roelly and M. Sortais
Space-Time Asymptotics of an Infinite-Dimensional Diffusion Having a Long-Range Memory pp.653-686

We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field.
Keywords: random field Ising model, Langevin dynamics, interacting diffusion processes, space-time cluster expansions

M. Hildebrand
Rates of Convergence of the Diaconis - Holmes - Neal Markov Chain Sampler with a V-Shaped Stationary Probability pp.687-704

The Diaconis - Holmes - Neal Markov chain sampler is a modification of the Metropolis algorithm based on the nearest neighbor random walk. For certain V-shaped stationary probabilities $\pi$ and a choice of a parameter $\theta$, this paper proves that the Diaconis - Holmes - Neal Markov chain approaches its stationary distribution faster than the Markov chain of the corresponding Metropolis algorithm.
Keywords: Metropolis algorithm, Diaconis - Holmes - Neal sampler

A. Hinojosa
Exit Time for a Reaction Diffusion Model pp.705-744

We consider an interacting particle system, the Glauber+Kawasaki model. This model is the result of the combination of a fast stirring, the Kawasaki part, and a spin flip process, the Glauber part. This process has a Reaction Diffusion equation as hydrodynamic limit. The ergodicity of this dynamics in the presence of a metastable state (double well potential) was recently proven, for any dimension. In this article we obtain the asymptotic exponential distribution of certain exit time from a subset of the basin of attraction of one of the wells.
Keywords: exit times, interacting particle systems, Glauber - Kawasaki dynamics, Reaction Diffusion equations, hydrodynamic limits

Back to Abstracts