Intermediate disorder directed polymers and the multi-layer extension of the stochastic heat equation

DOI10.1214/17-EJP32zbMATH Open1357.60107arXiv1603.08168OpenAlexW3100397727MaRDI QIDQ508470FDOQ508470

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 7 February 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider directed polymer models involving multiple non-intersecting random walks moving through a space-time disordered environment in one spatial dimension. For a single random walk, Alberts, Khanin and Quastel proved that under intermediate disorder scaling (in which time and space are scaled diffusively, and the strength of the environment is scaled to zero in a critical manner) the polymer partition function converges to the solution to the stochastic heat equation with multiplicative white noise. In this paper we prove the analogous result for multiple non-intersecting random walks started and ended grouped together. The limiting object now is the multi-layer extension of the stochastic heat equation introduced by O'Connell and Warren.

Full work available at URL: https://arxiv.org/abs/1603.08168

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zbMATH Keywords

partition functionstochastic heat equationscaling limitsdirected polymersnon-intersecting random walks

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Statistical mechanics of polymers (82D60) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Cited In (17)

• On the moments of the \((2+1)\)-dimensional directed polymer and stochastic heat equation in the critical window
• Stationary measures for integrable polymers on a strip
• Hidden invariance of last passage percolation and directed polymers
• Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
• A stationary model of non-intersecting directed polymers
• Intermediate disorder regime for half-space directed polymers
• The intermediate disorder regime for stable directed polymer in Poisson environment
• Intermediate disorder limits for multi-layer semi-discrete directed polymers
• Concentration for integrable directed polymer models
• Scaling limit of a directed polymer among a Poisson field of independent walks
• The critical 2d stochastic heat flow
• Invariance of polymer partition functions under the geometric RSK correspondence
• Scaling limits for non-intersecting polymers and Whittaker measures
• Continuity and strict positivity of the multi-layer extension of the stochastic heat equation
• Scaling limits of directed polymers in spatial-correlated environment
• An invariance principle for the stochastic heat equation
• Central moments of the free energy of the stationary O'Connell-Yor polymer

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