Weak interaction limits for one-dimensional random polymers

Central limit and other weak theorems (60F05) Large deviations (60F10) Local time and additive functionals (60J55) Statistical mechanics of polymers (82D60)

Abstract: In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our method is based on cutting the path into pieces of an appropriately scaled length, controlling the interaction between the different pieces, and applying an invariance principle to the single pieces. In this way we show that the self-repellent random walk large deviation rate function for the empirical drift of the path converges to the self-repellent Brownian motion large deviation rate function after appropriate scaling with the interaction parameters. The method is considerably simpler than the approach followed in our earlier work, which was based on functional analytic arguments applied to variational representations and only worked in a very limited number of situations. We consider two examples of a weak interaction limit: (1) vanishing self-repellence, (2) diverging step variance. In example (1), we recover our earlier scaling results for simple random walk with vanishing self-repellence and show how these can be extended to random walk with steps that have zero mean and a finite exponential moment. Moreover, we show that these scaling results are stable against adding self-attraction, provided the self-repellence dominates. In example (2), we prove a conjecture by Aldous for the scaling of self-avoiding walk with diverging step variance. Moreover, we consider self-avoiding walk on a two-dimensional horizontal strip such that the steps in the vertical direction are uniform over the width of the strip and find the scaling as the width tends to infinity.

Review text

A series of limit theorems are established for a whole class of one-dimensional self-repellent random walks; these walks being considered in the limit of vanishing self-repellence or in the limit of diverging step variance. The strength of these results lies in their universality: The authors prove e.g. that the height of the walk after \(n\) steps satisfies a law of large numbers, and that the scaling coefficients appearing in this LLN do not depend on the details of the walk other than its step variance. These scaling coefficients may all be expressed in terms of the Edwards model (or self-repellent Brownian motion), and most of the proofs in the present paper rely in an essential way on the results obtained in the companion paper [Ann. Probab. 31, 2003--2039 (2003)]. More precisely, approximative rate functions are introduced for the empirical drift of the path, and it is shown that these rate functions scale to the rate function of the Edwards model. This approach proves to be very flexible in the present context, and it yields improved convergence results where the probabilities of rare events are being controlled exponentially.

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