Stable non-Gaussian random processes , by G. Samorodnitsky and M. S. Taqqu. Pp. 632. £49.50. 1994. ISBN 0-412-05171-0 (Chapman and Hall).

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An Introduction To The Theory Of Point Processes

Introduction to Probability and its Applications. By R. L. Scheaffer. ISBN 0 534 91970 7. PWS–Kent, Boston, 1990. 364 pp. £16.95.

Introduction to Probability and its Applications

Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random variable, given by a Wiener chaos expansion over the d-dimensional white noise. A key ingredient in our approach is a Lindeberg principle for polynomial chaos expansions, which extends earlier work of Mossel, O'Donnell and Oleszkiewicz. These results provide a unified framework to study the continuum and weak disorder scaling limits of statistical mechanics systems that are disorder relevant, including the disordered pinning model, the (long-range) directed polymer model in dimension 1+1, and the two-dimensional random field Ising model. This gives a new perspective in the study of disorder relevance, and leads to interesting new continuum models that warrant further studies.

Polynomial chaos and scaling limits of disordered systems

The effect of disorder for pinning models is a subject which has attracted much attention in theoretical physics and rigorous mathematical physics. A peculiar point of interest is the question of coincidence of the quenched and annealed critical point for a small amount of disorder. The question has been mathematically settled in most cases in the last few years, giving in particular a rigorous validation of the Harris Criterion on disorder relevance. However, the marginal case, where the return probability exponent is equal to $1/2$, i.e. where the inter-arrival law of the renewal process is given by $K(n)=n^{-3/2}\phi(n)$ where $\phi$ is a slowly varying function, has been left partially open. In this paper, we give a complete answer to the question by proving a simple necessary and sufficient criterion on the return probability for disorder relevance, which confirms earlier predictions from the literature. Moreover, we also provide sharp asymptotics on the critical point shift: in the case of the pinning (or wetting) of a one dimensional simple random walk, the shift of the critical point satisfies the following high temperature asymptotics $$ \lim_{\beta\rightarrow 0}\beta^2\log h_c(\beta)= - \frac{\pi}{2}. $$ This gives a rigorous proof to a claim of B. Derrida, V. Hakim and J. Vannimenus (Journal of Statistical Physics, 1992).

https://hal.archives-ouvertes.fr/hal-01141691/document

Pinning on a defect line: characterization of marginal disorder relevance and sharp asymptotics for the critical point shift

We study random pinning and copolymer models, when the return distribution of the underlying renewal process has a polynomial tail with finite mean. We compute the asymptotic behavior of the critical curves of the models in the weak coupling regime, showing that it is universal. This proves a conjecture of Bolthausen, den Hollander and Opoku for copolymer models (Bolthausen et al., in Ann Probab, 2012), which we also extend to pinning models.

http://www.matapp.unimib.it/~fcaraven/download/papers/bcpsz.pdf

The critical curves of the random pinning and copolymer models at weak coupling

https://hal.archives-ouvertes.fr/hal-00744358/document

Quenched central limit theorems for random walks in random scenery

We consider a continuum percolation model on $\R^d$, where $d\geq 4$.
The occupied set is given by 
the union of independent Wiener sausages with radius $r$ running up to time $t$ and whose
initial points are distributed according to a homogeneous Poisson point process.
It was established in a previous work by Erhard, Mart\'{i}nez and Poisat~\cite{EMP13} that (1) if $r$ is small enough there is a non-trivial percolation transition
in $t$ occuring at a critical time $t_c(r)$ and (2) in the supercritical regime the unbounded cluster is unique. In this paper we investigate the asymptotic behaviour of the critical time when the radius $r$ converges to $0$. The latter does not seem to be deducible from simple scaling arguments. We prove that for $d\geq 4$, there is a positive constant $c$ such that
$c^{-1}\sqrt{\log(1/r)}\leq t_c(r)\leq c\sqrt{\log(1/r)}$ when $d=4$ and $c^{-1}r^{(4-d)/2}\leq t_c(r) \leq c\ r^{(4-d)/2}$ when $d\geq 5$, as $r$ converges to $0$. We derive along the way moment estimates on the capacity of Wiener sausages, which may be of independent interest.

/pdf/asymptotics-of-the-critical-time-in-wiener-sausage-4n47kofqtn.pdf

Asymptotics of the critical time in Wiener sausage percolation with a small radius

Random pinning model with finite range correlations: Disorder relevant regime

This paper focuses on directed polymers pinned at a disordered and correlated interface. We assume that the disorder sequence is a q-order moving average and show that the critical curve of the annealed model can be expressed in terms of the Perron-Frobenius eigenvalue of an explicit transfer matrix, which generalizes the annealed bound of the critical curve for i.i.d. disorder. We provide explicit values of the annealed critical curve for $q=1$, 2 and a weak disorder asymptotic in the general case. Following the renewal theory approach of pinning, the processes arising in the study of the annealed model are particular Markov renewal processes. We consider the intersection of two replicas of this process to prove a result of disorder irrelevance (i.e. quenched and annealed critical curves as well as exponents coincide) via the method of second moment.

Julien Poisat

Papers

The critical curves of the random pinning and copolymer models at weak coupling

Quenched central limit theorems for random walks in random scenery

Asymptotics of the critical time in Wiener sausage percolation with a small radius

Random pinning model with finite range correlations: Disorder relevant regime

On quenched and annealed critical curves of random pinning model with finite range correlations