An invariance principle to Ferrari-Spohn diffusions

DOI10.1007/S00220-014-2277-5zbMATH Open1323.60055OpenAlexW3099366873MaRDI QIDQ2018310FDOQ2018310

Authors S. B. Shlosman, Dmitry Ioffe, Yvan Velenik 

Publication date 14 April 2015

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.5073

zbMATH Keywords

Ising modelinvariance principlestatistical physicsscaling limitSOS modelFerrari-Spohn diffusionsGibbs random fieldstilted random walk bridge

Mathematics Subject Classification ID

Random fields (60G60) Applications of functional analysis in probability theory and statistics (46N30) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of statistics to physics (62P35) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) 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)

Abstract: We prove an invariance principle for a class of tilted (1+1)-dimensional SOS models or, equivalently, for a class of tilted random walk bridges in Z_+. The limiting objects are stationary reversible ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated singular Sturm-Liouville operators. In the case of a linear area tilt, we recover the Ferrari-Spohn diffusion with log-Airy drift, which was derived by Ferrari and Spohn in the context of Brownian motions conditioned to stay above circular and parabolic barriers.

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Cited In (21)

• Scaling limit for line ensembles of random walks with geometric area tilts
• Interface fluctuations in non equilibrium stationary states: the SOS approximation
• Local and global geometry of the 2D Ising interface in critical prewetting
• Fixman problem revisited: when fluctuations of inflated ideal polymer loop are non-Gaussian?
• Geometrical optics of constrained Brownian motion: three short stories
• The Airy₂ process and the 3D Ising model
• Interaction versus entropic repulsion for low temperature Ising polymers
• Bounded Bessel processes and Ferrari-Spohn diffusions
• Lifshitz tails at spectral edge and holography with a finite cutoff
• Critical prewetting in the 2d Ising model
• Fixed-magnetization Ising model with a slowly varying magnetic field
• Surface transition in the collapsed phase of a self-interacting walk adsorbed along a hard wall
• On level line fluctuations of SOS surfaces above a wall
• Confinement of Brownian polymers under geometric area tilts
• Constrained non-crossing Brownian motions, fermions and the Ferrari-Spohn distribution
• Invariance principles for integrated random walks conditioned to stay positive
• Formation of facets for an effective model of crystal growth
• Asymptotics of wave functions of the stationary Schrödinger equation in the Weyl chamber
• Geometrical optics of constrained Brownian excursion: from the KPZ scaling to dynamical phase transitions
• Metastability for expanding bubbles on a sticky substrate
• Dyson Ferrari-Spohn diffusions and ordered walks under area tilts

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