Random media, phase transitions

and information theory

September 8th – 19th, 2008


Talks will be 45 mn long.

Enrique Andjel (Marseille): The one-dimensional contact process with two types.

Abstract : We consider a Markov process on $\{0,1,2\}^Z$ whose transition rates for coordinate $x$ and configuration $\eta$ are given by: $1\rightarrow 0$ at rate 1, $2\rightarrow 0$ at rate 1, $0\rightarrow 1$ at rate $\lambda_1(1_{\eta(x-1)=1}+1_{\eta(x+1)=1})$ and $0\rightarrow 2$ at rate $\lambda_2(1_{\eta(x-1)=2}+1_{\eta(x+1)=2})$. We show that if an initial configuration has a single "2", then the population of "2"'s has a positive probability of surviving forever if there are only finite many "1"'s either to the left or to the right of the unique "2", and $\lambda_2$ is bigger than the critical value of the contact process and than $\lambda_1-\epsilon$ for some $\epsilon>0$. Moreover, this does not happen if $\lambda_1=\lambda_2$ and the initial condition has infinitely many "1" both to the left and to the right of the unique "2".

Amine Asselah (Paris): Large deviation estimates for the energy of a randomly charged random polymer.

Abstract : We consider the energy of randomly charged random walk. The random walk evolves on $\Z^d$ with $d\ge 3$, and the charges satisfy Cramer's condition. We study the probability, averaged over both randomness, that the energy is large.

Christophe Bahadoran (Clermont-Ferrand): The quasi-potential and a generalized Derrida-Lebowitz-Speer functional for asymmetric particle systems with open boundaries.

Abstract : Stationary large deviation functionals for ASEP or SSEP with open boundaries were derived by Derrida, Lebowitz and Speer by explicit computations. Their non-local structure reflects long-range correlations in nonequilibrium steady states. For SSEP a different approach was initiated by Bertini et al., the so-called ``macroscopic fluctuation theory", which derives the stationary functional as a quasi-potential associated to a dynamical one. This approach partially extends to other models but was so far restricted to diffusive models. I will explain how it can be made effective for TASEP and more general asymmetric particle systems. The outcome is a generalization of the DLS functional and identification of the mimimizing paths. In our case the dynamical functional is quite different because of shocks (including the boundaries). It consists of a bulk term introduced by Jensen and Varadhan (which measures how far a weak solution of Burger's equation is from being entropic) and a boundary term introduced by Bodineau and Derrida (which measures violation of boundary conditions in the sense introduced by Bardos, Leroux and Nédélec for hyperbolic conservation laws). As opposed to the diffusive case the variational problem cannot be solved by a Hamilton-Jacobi equation.

Raffaele Esposito (L'Aquila): Critical Droplet Size for the Mesoscopic Kac-Ising Model.

Authors : E. A. Carlen, M. C. Carvalho, R. Esposito, J. L. Lebowitz and R. Marra.

Abstract : The equilibrium states of the Kac-Ising model in a box of size L are described, on a mesoscopic scale, by magnetization profiles which are the constrained minimizers of the Gates-Penrose free energy functional with fixed total magnetization. When the total magnetization is slightly above the negative minimum, the optimal profile may or may not create a droplet of positive magnetization, depending on the size of the possible droplet as function of L. There is a critical power of growth with L, and a corresponding critical size, below which the droplet evaporates and above which a droplet of spherical shape is created. A similar behavior has been stated by Biskup Chayes and Kotecky for the two dimensional local Ising model via a microscopic analysis of contours. Here, extending a previous result on the Allen-Cahn free energy functional, we prove the existence of the above droplet size by suitable upper and lower bounds for the Gates-Penrose free energy functional by using rearrangement techniques. The results give information on the structure of the microscopic states of the Kac-Ising model by means of large deviations arguments.

Antonio Galves (São Paulo): Stochastic chains with memory of variable length: perfect simulation and consequences.

Authors : A. Gallo, A. Galves.

Abstract : Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to predict the next symbol. These models were first introduced in the information theory literature by Rissanen (1983) as a universal tool to perform data compression. Subsequently, they have been used to model up scientific data in areas as different as biology, linguistics and music.
In recent years chains with memory of variable length received a lot of attention in the statistics literature, with several papers dedicated to the study of the properties of the algorithm Context and other estimators of the probabilistic context tree defining the chain. But not much has been done to better understand the probabilistic structure of these chains. Not even the basic problem of the existence of these chains when the tree of contexts is unbounded has been properly addressed.
In my talk I will present a new way to perform a perfect simulation of a chain with memory of variable length. This will imply the existence and uniqueness of the stationary chain. This will also provide an upper bound for the rate at which the chain converges to the stationary regime. The success of the procedure is assured by a new type of condition on the rate at which the length of the contexts grow.

Thierry Gobron (Cergy): Attractiveness and couplings for conservative particle systems.

Authors : T. Gobron, E. Saada.

Abstract : Attractiveness is a fundamental tool in the study of interacting particle systems. On classical models such a simple exclusion, this property is shown to hold through the basic coupling construction, which proves the existence of a markovian coupled process $(\xi_t,zeta_t)_{t\geq 0}$ that satisfies:(P) for any two initial configurations $\xi_0\leq\zeta_0$ (coordinate-wise), $\xi_t\leq\zeta_t$ a.s. for all $t\geq 0$. We generalize this classical result on two classes of models, on which the basic coupling construction is however not possible:In one part, we consider conservative particle systems on $\Z^d$ for which, in each transition, $k$ particles can jump between sites, with $1\leq k$. In the second part, we consider exclusion systems with interaction. In both cases, we give necessary and sufficient conditions on the rates under which those systems are attractive, and give some details on the construction of a markovian coupled process satisfying (P).We also emphasize some of the main differences between basic coupling and the present construction.

Dima Ioffe (Haifa): Semi-directed polymers at weak disorder.

Authors : Dima Ioffe (Haifa), Yvan Velenik (Genève).

Abstract : We show that semi-directed (or crossing) polymers in dimensions larger than three are diffusive at weak disorder.

Vlada Limic (Marseille): The Lambda-coalescent speed of coming down from infinity.

Authors : Julien and Nathanaël Berestycki, Vlada Limic.

Abstract : Consider a $\Lambda$-coalescent that comes down from infinity (meaning that it starts from a configuration containing infinitely many blocks at time $0$, yet it has a finite number $N_t$ of blocks at any positive time $t>0$). We exhibit a deterministic function $v:(0,\infty)\to (0,\infty)$, such that $N_t/v(t)\to 1$, almost surely and in $L^p$ for any $p\geq 1$, as $t\to 0$. Our approach relies on a novel martingale technique.

Kirone Mallick (Saclay): Exact results for the Asymmetric Exclusion Process.

Abstract : The Asymmetric Simple Exclusion Process (ASEP) plays the role of a paradigm in Non-Equilibrium Statistical Mechanics: it is one of the simplest interacting N-body systems far from equilibrium that can be solved analytically. By using the Bethe Ansatz, we calculate the spectral gap of the model and predict global spectral properties such as the existence of multiplets. We then discuss the fluctuations of the current in the stationary state. Finally, we explain that the stationary state of the ASEP and of some of its generalizations with multiple classes of particles has an underlying combinatorial structure that leads naturally to a matrix product representation.

Rossana Marra (Roma): Segregation phase transition.

Abstract : A system of two species of particles interacting through a long-range (Kac) potential, repulsive between different species is modeled by interacting Ornstein-Uhlenbeck processes. This system undergoes a first-order phase transition with coexistence at low temperature of two equilibrium states, one richer in species 1 and the other richer in species 2. In the mean field limit the behavior of the system is described by mesoscopic equations, called Vlasov-Fokker-Plank equations. These equations have homogeneous and non-homogeneous stationary solutions (like solitons in 1d), because of the phase transition. I will discuss the stability of these solutions in 1d, proving the stability of the constant one at high temperature and the stability of the soliton at low temperature and the extension of this results to a finite volume.

Pierre Mathieu (Marseille): Entropy and rate of escape of random walks on groups.

Authors : S. Blachère, P. Haissinsky, P. Mathieu.

Abstract : We shall explain how the entropy of a random walk on a countable group can be interpreted as its rate of escape in an appropriate metric. We shall also discuss the connection with the 'entropy-rate of escape-log volume growth' inequality.
Reference: Annals Probability 2008.

Eugene Pechersky (Moscou): Boolean percolation of Gibbs particle fields in $R^2$.

Abstract : The field is defined by a pair potential as Gibbs reconstruction of Poisson field with its parameter $\lambda$. We describe a region in plane $(\beta,\lambda)$ ($\beta$ is inverse temperature) where an infinite cluster exists with probability 1.

Christian P. Robert (Paris): Adaptive Importance Sampling in General Mixture Classes.

Authors : Olivier Cappé (LTCI), Randal Douc (CMAP), Arnaud Guillin (LATP), Jean-Michel Marin (INRIA Futurs), Christian P. Robert (CEREMADE).

Abstract : In this talk, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the importance sampling performances, as measured by an entropy criterion. The method is shown to be applicable to a wide class of importance sampling densities, which includes in particular mixtures of multivariate Student t distributions. The performances of the proposed scheme are studied on both artificial and real examples, highlighting in particular the benefit of a novel Rao-Blackwellisation device which can be easily incorporated in the updating scheme.

Support : ANR Adap'MC & ANR Ecosstat.

Rinaldo Schinazi (Colorado Springs): Spatial and non spatial stochastic models for immune response.

Abstract : We consider a model in which every individual can give birth to an individual of the same type or to a mutated individual. Each type lives a mean 1 exponential time and then all the individuals of a given type are killed simultaneously. We compare a non spatial version of this model to versions on the square lattice and on the homogeneous tree.

Gordon Slade (Vancouver): Invasion percolation on a regular tree.

Abstract : Invasion percolation is a natural stochastic growth model, closely related to critical percolation and the incipient infinite cluster. This talk will report on joint work with Omer Angel, Jesse Goodman, and Frank den Hollander, in which a detailed analysis of invasion percolation on a rooted regular tree is carried out. An important structural property of the invasion percolation cluster will be described, which shows that the invasion percolation cluster is stochastically dominated by the incipient infinite cluster, and which explains why the two processes are in fact globally different, despite the fact that they are locally the same far above the root.

Yvan Velenik (Genève): Ballistic phase of self-interacting polymers.

Authors : Dima Ioffe (Haifa), Yvan Velenik (Genève).

Abstract : We consider a general class of polymers with attractive or repulsive self-interaction. Examples of repulsive models are the SAW and the Domb-Joyce model; examples of attractive models are reinforced polymers and annealed RW in random potential. We suppose that the polymer is subject to a force pulling it at one end, the other end being pinned. We prove that there is a sharp transition between a collapsed and a ballistic phase in the attractive case as the force increases, while the polymer is in the stretched phase for an arbitrarily weak force in the repulsive case. We then provide a sharp description of the ballistic regime (local limit theorem for the endpoint, Brownian asymptotics, statistics of local observables, stability under perturbations, etc.), and discuss properties of the phase transition occurring in the attractive case.


Paul Chleboun (Warwick): Nonequilibrium phase transitions in perturbed particle systems.

Abstract : We consider a one dimensional zero range process that is well known to exhibit a condensation transition. We examine the effect of quenched disorder in the particle interactions on the critical behaviour of the system. Recent theoretical results on the change of phase diagram under perturbation are supported by Monte Carlo simulations in the canonical ensemble. We also present a numerical study of the stationary current for finite systems.

Alexsandro Gallo (São Paulo): Markov approximation for unbounded variable length memory.

Abstract : We consider chains with unbounded variable length memory. These chains are a particular class of chains of infinite order, which are constructed using a "probabilistic context tree". The subject of this poster is to show how we can use these trees in order to obtain Markov approximation of infinite order processes under new conditions.

Pablo Martin Rodriguez (São Paulo): An upper bound for the critical probability of a long range percolation model on trees.

Abstract : We consider a simple long range percolation model on infinite graphs and discuss sufficient conditions for phase transition. In addition, we study the model on spherically symmetric trees and obtain an upper bound for the critical probability. As a consequence we obtain the asymptotic behavior of this critical parameter on homogeneous trees.

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Last update : September 10, 2008.