Extremal regime for one-dimensional Mott variable-range hopping

Functional limit theorems; invariance principles (60F17) Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on discrete state spaces (60J27) Processes in random environments (60K37) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

Abstract: We study the asymptotic behaviour of a version of the one-dimensional Mott random walk in a regime that exhibits severe blocking. We establish that, for any fixed time, the appropriately-rescaled Mott random walk is situated between two environment-measurable barriers, the locations of which are shown to have an extremal scaling limit. Moreover, we give an asymptotic description of the distribution of the Mott random walk between the barriers that contain it.

Review text

The paper studies the asymptotic behaviour of a version of the Mott random walk in dimension one. This process describes the movement of a particle in a random environment and arises in physics, specifically as the dynamics of an electron in a disordered conduction medium. The process is designed to model variable range hopping (VRH), under which the electron moves between localised states over varying distances. The process is defined in terms of the realisation \(\omega\) of a unit-intensity homogeneous Poisson process on the real line (the assumption of unit-intensity is for notational convenience and could be removed), conditioned to have an atom at 0 and labelled such that \(\cdots<\omega_{-2}<\omega_{-1}<\omega_0=0<\omega_1<\omega_2<\cdots\). Given \(\omega\), the Mott random walk is a continuous-time Markov chain that jumps from site \(i\) to site \(j\) at rate proportional to \begin{align*} c^{\alpha,\lambda}(\omega_i,\omega_j)=\exp\{-|\omega_i-\omega_j|^\alpha + \lambda(\omega_i+\omega_j) \}. \end{align*} Thus, there is a drift term defined in terms of the constant \(\lambda\in\mathbb{R}\) and the variable-range hopping term with exponent \(\alpha>1\). In the paper, three main results are proved. The first states that asymptotically, taking the drift to zero, the Mott random walk is situated between two environment-measurable barriers. The second gives the scaling limit (under the annealed law) of the running supremum and infimum processes. The third states that the asymptotic finite-dimensional distributions of the Mott random walk has density proportional to \(e^{2\lambda x}\) between the barriers obtained in the first main result. To state the results more precisely, define the running maxima and minima process \[ \overline X_t = \sup_{s\leq t} X_s,\quad\quad \underline{X}_t = \inf_{s\leq t} X_s, \] and their right-continuous inverses \(\Delta_x^+\) and \(\Delta_x^-\). The first main result of the paper states that if \(d_{M_1}\) metrises the local \(M_1\) Skorokhod topology then as \(n\to\infty\), \[ d_{M_1}\left( \left( \frac1n \underline {X}_{nL^{-1}(nt)} , \frac1n \overline {X}_{nL^{-1}(nt)} \right)_{t\geq 0}, \left(m_{n,-}^{-1}(t) , m_{n,+}^{-1}(t)\right)_{t\geq 0} \right) \longrightarrow 0. \] as \(n\to\infty\), in probability under the annealed law of the Mott random walk with VRH exponent \(\alpha\) and drift \(\lambda/n\) (i.e., the drift tends to zero with \(n\)). Here, \(m^{-1}_{n+}(x)\) and \(m^{-1}_{n-}\) are explicitly defined functions of the environment \(\omega\) and the function \(L(u)=\exp\{\log^{1/\alpha}(u)\}\) is slowly varying. An analogous convergence result holds for the right-continuous inverses \(\Delta_x^+\) and \(\Delta_x^-\). The second main result characterises explicitly the \(n\to\infty\) limit, in probability, of \(m^{-1}_{n+}(x)\) and \(m^{-1}_{n-}\) and their right-continuous limits: Let \(\{x_i,v_i\}\) be the atoms of a Poisson process on \(\mathbb{R}\times (0,\infty)\) of intensity \(\nu^{-2}\,d\nu\,dx\), then \(m^{-1}_{n+}\) and \(m^{-1}_{n-}\) converge jointly in probability to the right-continuous inverses of \(m_+\) and \(m_-\) given by \[ m_+(x)=\sup\{\nu_i\colon 0\leq x_i\leq x\},\quad\quad m_-(x)=\sup\{\nu_i\colon -x\leq x_i\leq 0\}. \] The third result of the paper concerns the asymptotic finite-dimensional distributions of the Mott random walk: firstly, for continuous bounded functions \(f_1,\ldots,f_k\) and \(0<t_1<\ldots<t_k\), we have the following convergence in probability (with respect to the law of the environment), \[ \left| E_\omega^{\alpha,\lambda/n} \left[\prod_{i=1}^k f_i\left( \frac1n X_{nL^{-1}(nt_i}) \right) \right] - \prod_{i=1}^k \frac{\int e^{2\lambda x}f_i(x)\, dx}{\int e^{2\lambda x}\, dx} \right| \longrightarrow 0 \quad\text{as }n\to\infty, \] where \(E_\omega\) denotes expectation with respect to the quenched law of the walk (i.e., conditioned on a given realisation of the Poisson process \(\omega\)) and the integrals in the fraction are from \(m_{n,-}^{-1}(t_i)\) to \(m_{n,+}^{-1}(t_i)\). Finally, under the annealed law \(\mathbb{P}^{\alpha, \lambda/n}\) (i.e., the law of the walk integrated out over the environment), the random vector \((n^{-1}X_{nL^{-1}(nt_1)},\ldots,n^{-1}X_{nL^{-1}(nt_k)})\) converges to \((U_{t_1}^\lambda,\ldots U_{t_k}^\lambda)\), an independent collection of random variables such that, conditional on \((m_-,m_+)\), the law of \(U_{t_i}^\lambda\) has density \(e^{2\lambda x}\) on \([m_-^{-1}(t_i), m_+^{-1}(t_i)]\) and zero elsewhere.

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