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Interacting Stochastic Systems

Jean-Dominique Deuschel ; Andreas Greven (eds.)

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Institución detectada Año de publicación Navegá Descargá Solicitá
No detectada 2005 SpringerLink

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Tipo de recurso:

libros

ISBN impreso

978-3-540-23033-5

ISBN electrónico

978-3-540-27110-9

Editor responsable

Springer Nature

País de edición

Reino Unido

Fecha de publicación

Información sobre derechos de publicación

© Springer-Verlag Berlin Heidelberg 2005

Tabla de contenidos

Introduction

Jean-Dominique Deuschel; Andreas Greven

Palabras clave: Gibbs Measure; Dirichlet Form; Stochastic Analysis; Random Potential; Interact Particle System.

Pp. 1-8

Coarse-Graining Techniques for (Random) Kac Models

Anton Bovier; Christof Külske

We review our recent results on the low temperature behavior of Kac models. We discuss translation-invariant models and the Kac version of the random field model. For the latter we outline, how various coarse-graining techniques can be used to prove ferromagnetic ordering in dimensions d ≥ 3, small randomness, and low temperatures, uniformly in the range of the interaction.

Palabras clave: Partition Function; Renormalization Group; Ising Model; Gibbs Measure; Cluster Expansion.

Part I - Stochastic Methods in Statistical Physics | Pp. 11-28

Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and a Priori Estimates

Sergio Albeverio; Yuri Kondratiev; Tatiana Pasurek; Michael Röckner

We give a review of recent results obtained by the authors on the existence, uniqueness and a priori estimates for Euclidean Gibbs measures corresponding to quantum anharmonic crystals. Especially we present a new method to prove existence and a priori estimates for Gibbs mesures on loop lattices, which is based on the alternative characterization of Gibbs measures in terms of their logarithmic derivatives through integration by parts formulas. This method allows us to get improvements of essentially all related existence results known so far in the literature. In particular, it applies to general (non necessary translation invariant) interactions of unbounded order and infinite range given by many-particle potentials of superquadratic growth. We also discuss different techniques for proving uniqueness of Euclidean Gibbs measures, including Dobrushin’s criterion, correlation inequalities, exponential decay of correlations, as well as Poincaré and log-Sobolev inequalities for the corresponding Dirichlet operators on loop lattices. In the special case of ferromagnetic models, we present the strongest result of such a type saying that uniqueness occurs for sufficiently small values of the particle mass.

Palabras clave: Gibbs Measure; Gibbs State; Path Space; Loop Lattice; Priori Estimate.

Part I - Stochastic Methods in Statistical Physics | Pp. 29-54

Some Jump Processes in Quantum Field Theory

Roderich Tumulka; Hans-Otto Georgii

A jump process for the positions of interacting quantum particles on a lattice, with time-dependent transition rates governed by the state vector, was first considered by J.S. Bell. We review this process and its continuum variants involving “minimal” jump rates, describing particles as they get created, move, and get annihilated. In particular, we sketch a recent proof of global existence of Bell’s process. As an outlook, we suggest how methods of this proof could be applied to similar global existence questions, and underline the particular usefulness of minimal jump rates on manifolds with boundaries.

Palabras clave: Transition Rate; Global Existence; Jump Process; Jump Rate; Bohmian Mechanic.

Part I - Stochastic Methods in Statistical Physics | Pp. 55-73

Gibbs Measures on Brownian Paths: Theory and Applications

Volker Betz; József Lőrinczi; Herbert Spohn

We review our investigations on Gibbs measures relative to Brownian motion, in particular the existence of such measures and their path properties, uniqueness, resp. non-uniqueness. For the case when the energy only depends on increments, we present a functional central limit theorem. We also explain connections with other work and state open problems of interest.

Palabras clave: Brownian Motion; Central Limit Theorem; Gibbs Measure; Cluster Expansion; Path Space.

Part I - Stochastic Methods in Statistical Physics | Pp. 75-102

Spectral Theory for Nonstationary Random Potentials

Stefan Böcker; Werner Kirsch; Peter Stollmann

Palabras clave: Spectral Theory; Essential Spectrum; Anderson Model; Random Potential; Anderson Localization.

Part I - Stochastic Methods in Statistical Physics | Pp. 103-117

A Survey of Rigorous Results on Random Schrödinger Operators for Amorphous Solids

Hajo Leschke; Peter Müller; Simone Warzel

Electronic properties of amorphous or non-crystalline disordered solids are often modelled by one-particle Schrödinger operators with random potentials which are ergodic with respect to the full group of Euclidean translations. We give a short, reasonably self-contained survey of rigorous results on such operators, where we allow for the presence of a constant magnetic field. We compile robust properties of the integrated density of states like its self-averaging, uniqueness and leading high-energy growth. Results on its leading low-energy fall-off, that is, on its Lifshits tail, are then discussed in case of Gaussian and non-negative Poissonian random potentials. In the Gaussian case with a continuous and non-negative covariance function we point out that the integrated density of states is locally Lipschitz continuous and present explicit upper bounds on its derivative, the density of states. Available results on Anderson localization concern the almost-sure pure-point nature of the low-energy spectrum in case of certain Gaussian random potentials for arbitrary space dimension. Moreover, under slightly stronger conditions all absolute spatial moments of an initially localized wave packet in the pure-point spectral subspace remain almost surely finite for all times. In case of one dimension and a Poissonian random potential with repulsive impurities of finite range, it is known that the whole energy spectrum is almost surely only pure point.

Palabras clave: Covariance Function; Landau Level; Dynamical Localization; Random Potential; Rigorous Result.

Part I - Stochastic Methods in Statistical Physics | Pp. 119-151

The Parabolic Anderson Model

Jürgen Gärtner; Wolfgang König

This is a survey on the intermittent behavior of the parabolic Anderson model, which is the Cauchy problem for the heat equation with random potential on the lattice ℤ^d. We first introduce the model and give heuristic explanations of the long-time behavior of the solution, both in the annealed and the quenched setting for time-independent potentials. We thereby consider examples of potentials studied in the literature. In the particularly important case of an i.i.d. potential with double-exponential tails we formulate the asymptotic results in detail. Furthermore, we explain that, under mild regularity assumptions, there are only four different universality classes of asymptotic behaviors. Finally, we study the moment Lyapunov exponents for space-time homogeneous catalytic potentials generated by a Poisson field of random walks.

Palabras clave: Parabolic Anderson problem; heat equation with random potential; intermittency; Feynman-Kac formula; random environment.

Part I - Stochastic Methods in Statistical Physics | Pp. 153-179

Random Spectral Distributions

Friedrich Götze; Franz Merkl

We review recent results and new methods for the distributions of spectra of random matrices and prove a kind of Mock-Gaussian behavior for eigenvalues of unitary random matrices (CUE), using creation and annihilation operators from quantum field theory. The result is non-asymptotic and plays a key role in establishing the relation between the local distribution of the zeros of the zeta function and the universal asymptotic local distribution of eigenvalues of unitary matrix ensembles.

Palabras clave: Zeta Function; Random Matrice; Random Matrix; Riemann Zeta Function; Random Matrix Theory.

Part I - Stochastic Methods in Statistical Physics | Pp. 181-205

Renormalization and Universality for Multitype Population Models

Andreas Greven

We are concerned with spatial models of populations, where individuals have a type and a geographic location which both undergo a stochastic dynamic. Typical classes we consider are branching systems, state dependent branching systems, catalytic branching, mutually catalytic branching and we also touch on properties of Fleming-Viot models. Many features of such systems are universal in large classes of possible branching mechanism. Important features are the longtime behavior and the small-scale structure of spatial continuum limits of such systems and structural properties of the historical process associated with them. To exhibit these universal features the systems are analysed by renormalizing them through rescaling space and time according to whole sequences of separating scales. The arising collection of limiting systems can be described in a simpler fashion namely as a Markov chain governed by parameters given as a function on the one-component state space. Two such objects arise, one for the longtime and one for the small-scale behavior of the continuum limit. Hence the universality classes of the stochastic system are associated with universality classes for certain nonlinear maps in function spaces, which can be analysed via analytical tools. We review the progress made from 1993 to 2003 and formulate the problems currently under investigation. The techniques developed in the renormalization analysis also have many applications in the analysis of evolutionary models in population genetics.

Palabras clave: Branching; multitype population models; renormalization; universality; continuum limit; longtime behavior; clustering; equilibria; historical process.

Part II - Stochastic in Population Models | Pp. 209-246