The lace expansion and its application. École d'Été de Probabilités de Saint-Flour XXXIV -- 2004. (Q2495113)

The lace expansion was introduced by \textit{D. Brydges} and \textit{T. Spencer} [Commun. Math. Phys. 97, 125--148 (1985; Zbl 0575.60099)] to prove rigorously that the scaling limit of weakly interacting self-avoiding random walks is Gaussian when the penalty associated with self-intersection is sufficiently small. \textit{G. Slade} [Ann. Probab. 17, No. 1, 91--107 (1989; Zbl 0664.60069)] then showed how the lace expansion can be used to obtain a Gaussian scaling limit for self-avoiding random walks on \({\mathbb Z}^ d\) for sufficiently high dimensions. It finally lead to the Hara-Slade theorem for dimensions above the upper critical dimension \(d=4\) [\textit{T. Hara} and \textit{G. Slade}, Commun. Math. Phys. 147, No. 1, 101--136 (1992; Zbl 0755.60053) and Bull. Am. Math. Soc., New Ser. 25, No. 2, 417--423 (1991; Zbl 0728.60103)]. Many aspects of its proof can be found in the book by \textit{N. Madras} and \textit{G. Slade} [``The self-avoiding walk'' (1993; Zbl 0780.60103)]. The first part of the present course, which consists of the first six chapters, is a presentation of the key techniques used to study the self-avoiding random walk with the lace expansion. Differential inequalities and the bubble condition are introduced from Chapter 2 by a single application of the inclusion-exclusion relation. The lace expansion is derived in the next chapter. The second part, consisting of Chapters 7 to 17 is devoted to related models: lattice trees and lattice animals, percolation and oriented percolation, the contact process, branching random walks and super Brownian motion. More details on this part are given below. Throughout the emphasis is on obtaining the appropriate form of the lace expansion. The collection of this wide variety of models in a single lecture notes is particularly useful to appreciate their specific properties and the possible analogies between them. The text contains many exercises. The complete solutions, edited by S. Kliem and R. Liang (2005), can be found on \url{http://www.math.ubc.ca/~slade/sfsolutions.ps}. This course can be complemented with the lecture notes by \textit{R. van der Hofstad} [in: Ensaios Matemáticos 9, 91--181 (2005; Zbl 1077.60075)]. The lace expansion for lattice trees and lattice animals is derived in Chapters 7 and 8 following the ideas of \textit{T. Hara} and \textit{G. Slade} [J. Stat. Phys. 59, No. 5/6, 1469--1510 (1990; Zbl 0718.60117)] where the reader will find a proof of the convergence. For lattice trees, the predicted upper critical dimension is \(d= 8\). Chapters 9--11 are devoted to percolation. After a brief introduction, differential inequalities for the susceptibility and the magnetization are given and the triangle condition is discussed. The expansion for percolation, using the inclusion-exclusion relation, and bounds in terms of Feynman diagrams are given. The reader can then go to \textit{C. Borgs, J. T. Chayes, R. van der Hofstad, G. Slade} and \textit{J. Spencer} [Ann. Probab. 33, No. 5, 1886--1944 (2005; Zbl 1079.05087)] for a proof of the convergence of the expansion for dimensions \(d>6\). Chapter 11 surveys results obtained for percolation by this method. Oriented percolation is introduced in Chapter 12 with a survey of the results obtained for the critical behavior above the critical dimension \(d=4\). Then three different approaches to obtain the expansion are described in the second one. These results are then used in Chapter 14 to study the critical behavior of the contact process above its upper critical dimension \(d=4\). The expansion is first obtained for a discretized approximation of the contact process from the expansion for an oriented percolation model. The analysis of the diagrammatic estimates is carried out by \textit{R. van der Hofstad} and \textit{A. Sakai} [Electron. J. Probab. 9, Paper No. 24, 710--769 (2004; Zbl 1077.60076)] and \textit{A. Sakai} [J. Stat. Phys. 104, No. 1-2, 111--143 (2001; Zbl 1019.82012)]. In Chapter 16, it is proved that the integrated super-Brownian excursion is the scaling limit of the rescaled critical Poisson branching random walk in all dimensions and of sufficiently spread-out lattice trees for dimensions \(d>8\). The proof uses generating functions associated to a model of branching random walk introduced in Chapter 15. Chapter 17 gives an overview of the following result from \textit{R. van der Hofstad} and \textit{G. Slade} [Ann. Inst. Henri Poincaré, Probab. Stat. 39, No. 3, 413--485 (2003; Zbl 1020.60099)]: for dimensions \(d+1>4+1\), ``the moment measures of rescaled critical oriented percolation converge to those of the canonical measure of super-Brownian motion.'' Recent work by A. Sakai and R. van der Hofstad shows that a similar result holds for the critical contact process for dimensions \(d>4\).