Weakly self-avoiding walk in a Pareto-distributed random potential

dc.bibliographicCitation.seriesTitleWIAS Preprintseng
dc.bibliographicCitation.volume3023
dc.contributor.authorKönig, Wolfgang
dc.contributor.authorPétrélis, Nicolas
dc.contributor.authorSoares dos Santos, Renato
dc.contributor.authorvan Zuijlen, Willem
dc.date.accessioned2026-03-26T09:05:37Z
dc.date.available2026-03-26T09:05:37Z
dc.date.issued2023
dc.description.abstractWe investigate a model of continuous-time simple random walk paths in ℤ d undergoing two competing interactions: an attractive one towards the large values of a random potential, and a self-repellent one in the spirit of the well-known weakly self-avoiding random walk. We take the potential to be i.i.d. Pareto-distributed with parameter α > d, and we tune the strength of the interactions in such a way that they both contribute on the same scale as t → ∞. Our main results are (1) the identification of the logarithmic asymptotics of the partition function of the model in terms of a random variational formula, and, (2) the identification of the path behaviour that gives the overwhelming contribution to the partition function for α > 2d: the random-walk path follows an optimal trajectory that visits each of a finite number of random lattice sites for a positive random fraction of time. We prove a law of large numbers for this behaviour, i.e., that all other path behaviours give strictly less contribution to the partition function.The joint distribution of the variational problem and of the optimal path can be expressed in terms of a limiting Poisson point process arising by a rescaling of the random potential. The latter convergence is in distribution?and is in the spirit of a standard extreme-value setting for a rescaling of an i.i.d. potential in large boxes, like in KLMS09.eng
dc.description.versionpublishedVersioneng
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/33651
dc.identifier.urihttps://doi.org/10.34657/32719
dc.language.isoeng
dc.publisherBerlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
dc.relation.doihttps://doi.org/10.20347/WIAS.PREPRINT.3023
dc.relation.essn2198-5855
dc.relation.issn0946-8633
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.subject.ddc510
dc.subject.otherRandom walk in random potentialeng
dc.subject.otherrandom variational problemeng
dc.subject.otherparabolic Anderson modeleng
dc.subject.otherpath localisationeng
dc.subject.otherintermittent islandseng
dc.subject.otherweakly self-avoiding walkeng
dc.subject.otherPoisson point process convergenceeng
dc.subject.otherspatial extreme-value analysiseng
dc.subject.otherPareto potential distributioneng
dc.titleWeakly self-avoiding walk in a Pareto-distributed random potentialeng
dc.typeReport
tib.accessRightsopenAccess
wgl.contributorWIAS
wgl.subjectMathematik
wgl.typeReport / Forschungsbericht / Arbeitspapier

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