An invariance principle to Ferrari-Spohn diffusions

DOI10.1007/S00220-014-2277-5zbMATH Open1323.60055arXiv1403.5073OpenAlexW3099366873MaRDI 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)

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.

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

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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)

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Cited In (21)

• Scaling limit for line ensembles of random walks with geometric area tilts
• Formation of Facets for an Effective Model of Crystal Growth
• Interface fluctuations in non equilibrium stationary states: the SOS approximation
• Local and global geometry of the 2D Ising interface in critical prewetting
• Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution
• 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
• Invariance principles for integrated random walks conditioned to stay positive
• 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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