Variational formulas and disorder regimes of random walks in random potentials

DOI10.3150/15-BEJ747zbMATH Open1368.60105arXiv1410.4474OpenAlexW1856281569MaRDI QIDQ502877FDOQ502877

Authors: Firas Rassoul-Agha, Timo Seppäläinen, Atilla Yilmaz 

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We give two variational formulas (qVar1) and (qVar2) for the quenched free energy of a random walk in random potential (RWRP) when (i) the underlying walk is directed or undirected, (ii) the environment is stationary and ergodic, and (iii) the potential is allowed to depend on the next step of the walk which covers random walk in random environment (RWRE). In the directed i.i.d. case, we also give two variational formulas (aVar1) and (aVar2) for the annealed free energy of RWRP. These four formulas are the same except that they involve infima over different sets, and the first two are modified versions of a previously known variational formula (qVar0) for which we provide a short alternative proof. Then, we show that (qVar0) always has a minimizer, (aVar2) never has any minimizers unless the RWRP is an RWRE, and (aVar1) has a minimizer if and only if the RWRP is in the weak disorder regime. In the latter case, the minimizer of (aVar1) is unique and it is also the unique minimizer of (qVar1), but (qVar2) has no minimizers except for RWRE. In the case of strong disorder, we give a sufficient condition for the nonexistence of minimizers of (qVar1) and (qVar2) which is satisfied for the log-gamma directed polymer with a sufficiently small parameter. We end with a conjecture which implies that (qVar1) and (qVar2) have no minimizers under very strong disorder.

Full work available at URL: https://arxiv.org/abs/1410.4474

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zbMATH Keywords

large deviationsrandom walksKPZ universalitydirected polymerdisorder regimesquenched free energyrandom potentialsvariational formulae

Mathematics Subject Classification ID

Large deviations (60F10) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

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