Search arXivSearch

arXiv · math/0610100

Fluctuation theory of connectivities for subcritical random cluster models

Abstract

We develop a fluctuation theory of connectivities for subcritical random cluster models. The theory is based on a comprehensive nonperturbative probabilistic description of long connected clusters in terms of essentially one-dimensional chains of irreducible objects. Statistics of local observables, for example, displacement, over such chains obey classical limit laws, and our construction leads to an effective random walk representation of percolation clusters. The results include a derivation of a sharp Ornstein--Zernike type asymptotic formula for two point functions, a proof of analyticity and strict convexity of inverse correlation length and a proof of an invariance principle for connected clusters under diffusive scaling. In two dimensions duality considerations enable a reformulation of these results for supercritical nearest-neighbor random cluster measures, in particular, for nearest-neighbor Potts models in the phase transition regime. Accordingly, we prove that in two dimensions Potts equilibrium crystal shapes are always analytic and strictly convex and that the interfaces between different phases are always diffusive. Thus, no roughening transition is possible in the whole regime where our results apply. Our results hold under an assumption of exponential decay of finite volume wired connectivities [assumption (1.2) below] in rectangular domains that is conjectured to hold in the whole subcritical regime; the latter is known to be true, in any dimensions, when $q=1$, $q=2$, and when $q$ is sufficiently large. In two dimensions assumption (1.2) holds whenever there is an exponential decay of connectivities in the infinite volume measure. By duality, this includes all supercritical nearest-neighbor Potts models with positive surface tension between ordered phases.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Massimo Campanino, Dmitry Ioffe, Yvan Velenik. 2008-08-26. Fluctuation theory of connectivities for subcritical random cluster models. https://doi.org/10.1214/07-aop359

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Local well-posedness of general mean field game master equations

This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov forward-backward stochastic differential equation system. The core of our approach is a representation formula for the first-order Lions derivative of the decoupling field of this forward-backward SDE system. We then employ a bootstrap argument to recursively compute its higher-order derivatives. To demonstrate the method's versatility, we establish the local well-posedness for master equations in three distinct models: extended mean field games, mean field games with volatility control, and mean field games with a major player.

math.PR

Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes

This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type \begin{equation} u_{t}-\sum_{i,j=1}^{d} D^{2}_{ij}(a_{ij}(x)β(x,u))+ \text{div}(b(x,u)u)=0 \quad \text{in}\; (0, \infty) \times \mathbb{R}^{d} ,\notag \end{equation} with initial condition $u(0,x)\equiv u_{0}(x)$, where $a_{ij}$, $β$, and $b$ are suitable functions. Under suitable assumptions, this equation generates a continuous contraction semigroup $S(t): L^{1}(\mathbb{R}^{d}) \rightarrow L^{1}(\mathbb{R}^{d})$, and $u(t)=S(t)u_{0}$ is a mild solution to the equation. Our main contribution is to prove that this mild solution is unique in the much larger class of distributional solutions. This extends previous uniqueness results for the diagonal (also called isotropic) diffusion case $a_{ij} \equiv δ_{ij}$. Another key analytical result of this paper is the uniqueness for distributional solutions of the associated linearized equation. As a main application, we prove weak uniqueness for the corresponding McKean-Vlasov SDEs. Moreover, we prove that, the probabilistically weak solution to the McKean-Vlasov SDEs is also the unique probabilistically strong solution. Furthermore, we establish a new $L^{\infty}$ estimate for mild solutions starting from data in $L^{1}\cap L^{\infty}$ and this estimate is used in the construction of nonlinear Markov processes. Finally, we prove that the path laws of the solutions to the McKean-Vlasov SDEs form a nonlinear Markov process in the sense of McKean.

math.PR

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-ρ(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{ρ(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random. We assume that for each fixed realization of the environment, $ρ$ and $a$ are continuous and locally exponentially integrable, and that the support of the associated intrinsic coordinates is compact and non-collapsing. This framework includes the extensively studied Brox diffusion $dX_t=dB_t-\frac12\dot W(X_t)\,dt$, where $B$ is a standard Brownian motion and $W$ is an independent two-sided Brownian motion representing the environment. The Itô--McKean representation of the diffusions and the estimates of the first exit probabilities derived via Moser iteration play a crucial role.

math.PR