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Collision Local Time of Transient Random Walks and Intermediate Phases in Interacting Stochastic Systems


 
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1. Title Title of document Collision Local Time of Transient Random Walks and Intermediate Phases in Interacting Stochastic Systems
 
2. Creator Author's name, affiliation, country Matthias Birkner; University Mainz; Germany
 
2. Creator Author's name, affiliation, country Andreas Greven; Universität Erlangen Nürnberg; Germany
 
2. Creator Author's name, affiliation, country Frank den Hollander; Leiden University and Eurandom; Netherlands
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random walks, collision local time, annealed vs. quenched, large deviation principle, interacting stochastic systems, intermediate phase
 
3. Subject Subject classification 60G50, 60F10, 60K35, 82D60
 
4. Description Abstract In a companion paper (M. Birkner, A. Greven, F. den Hollander, Quenched LDP for words in a letter sequence, Probab. Theory Relat. Fields 148, no. 3/4 (2010), 403-456), a quenched large deviation principle (LDP) has been established for the empirical process of words obtained by cutting an i.i.d. sequence of letters into words according to a renewal process. We apply this LDP to prove that the radius of convergence of the generating function of the collision local time of two independent copies of a symmetric and strongly transient random walk on $\mathbb{Z}^d$, $d\geq1$, both starting from the origin, strictly increases when we condition on one of the random walks, both in discrete time and in continuous time. We conjecture that the same holds when the random walk is transient but not strongly transient. The presence of these gaps implies the existence of an intermediate phase for the long-time behaviour of a class of coupled branching processes, interacting diffusions, respectively, directed polymers in random environments.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Dutch-German Bilateral Research Group ``Mathematics of Random Spatial Models from Physics and Biology''
 
7. Date (YYYY-MM-DD) 2011-01-11
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/878
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-878
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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