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 | |
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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