An invariance principle to Ferrari-Spohn diffusions
Ferrari-Spohn diffusionsGibbs random fieldsinvariance principleIsing modelscaling limitSOS modelstatistical physicstilted random walk bridge
Applications of functional analysis in probability theory and statistics (46N30) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Random fields (60G60) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of statistics to physics (62P35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Interface problems; diffusion-limited aggregation arising in equilibrium statistical mechanics (82B24) Critical phenomena in equilibrium statistical mechanics (82B27)
Consider a Gibbs random field \(X= (X_i)_{1\leq i\leq N}\) with \(X_i\in\mathbb{N}\) for all \(i\) and effective Hamiltonian \[ H_\lambda= \sum^{N-1}_{i=1} \Phi(X_{i+1}- X_i)+ \sum^N_{i=1} V_\lambda(X_i) \] depending on a parameter \(\lambda>0\). For fairly general interactions \(\Phi\) and external potentials \(V_\lambda\), the authors derive scaling limits for \(X\), letting \(N\to\infty\) and \(\lambda(N)\to 0\) in a suitably connected way. The limiting objects are stationary, reversible, ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated Sturm-Liouville operators. In particular, if \(V_\lambda= x\lambda\), the Ferrari-Spohn diffusion with log-Airy drift is recovered [\textit{P. L. Ferrari} and \textit{H. Spohn}, Ann. Probab. 33, No. 4, 1302--1325 (2005; Zbl 1082.60071)]. The proofs combine functional analysis with probabilistic estimates for random walks based on an earlier paper [\textit{O. Hryniv} and \textit{Y. Velenik}, Probab. Theory Relat. Fields 130, No. 2, 222--258 (2004; Zbl 1078.60034)]. Some applications to problems of statistical physics are mentioned, such as critical prewetting in the two-dimensional Ising model, interfacial adsorption between equilibrium phases, geometry of the top-most layer of the \(2+1\)-dimensional SOS model above a wall, and island of activity in kinetically constrained models.
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