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The intermediate disorder regime for a directed polymer model on a hierarchical lattice

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  • Alberts, Tom
  • Clark, Jeremy
  • Kocić, Saša

Abstract

We study a directed polymer model defined on a hierarchical diamond lattice, where the lattice is constructed recursively through a recipe depending on a branching number b∈N and a segment number s∈N. When b≤s it is known that the model exhibits strong disorder for all positive values of the inverse temperature β, and thus weak disorder reigns only for β=0 (infinite temperature). Our focus is on the so-called intermediate disorder regime in which the inverse temperature β≡βn vanishes at an appropriate rate as the size n of the system grows. Our analysis requires separate treatment for the cases b0, the normalized partition function of the system converges weakly as n→∞ to a distribution L(β̂) and does so universally with respect to the initial weight distribution. We prove the convergence using renormalization group type ideas rather than the standard Wiener chaos analysis. In the case b=s we find a critical point in the behavior of the model when the inverse temperature is scaled as βn=β̂/n; for an explicitly computable critical value κb>0 the variance of the normalized partition function converges to zero with large n when β̂≤κb and grows without bound when β̂>κb. Finally, we prove a central limit theorem for the normalized partition function when β̂≤κb.

Suggested Citation

  • Alberts, Tom & Clark, Jeremy & Kocić, Saša, 2017. "The intermediate disorder regime for a directed polymer model on a hierarchical lattice," Stochastic Processes and their Applications, Elsevier, vol. 127(10), pages 3291-3330.
  • Handle: RePEc:eee:spapps:v:127:y:2017:i:10:p:3291-3330
    DOI: 10.1016/j.spa.2017.02.011
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    References listed on IDEAS

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    1. Lacoin, Hubert & Moreno, Gregorio, 2010. "Directed polymers on hierarchical lattices with site disorder," Stochastic Processes and their Applications, Elsevier, vol. 120(4), pages 467-493, April.
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    Cited by:

    1. Clark, Jeremy Thane, 2020. "Continuum directed random polymers on disordered hierarchical diamond lattices," Stochastic Processes and their Applications, Elsevier, vol. 130(3), pages 1643-1668.
    2. Clark, Jeremy & Lochridge, Casey, 2023. "Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 75-102.
    3. Tom Alberts & Jeremy Clark, 2019. "Nested Critical Points for a Directed Polymer on a Disordered Diamond Lattice," Journal of Theoretical Probability, Springer, vol. 32(1), pages 64-89, March.
    4. Rang, Guanglin, 2020. "From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in 1+1 dimensions," Stochastic Processes and their Applications, Elsevier, vol. 130(6), pages 3408-3444.

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    1. Tom Alberts & Jeremy Clark, 2019. "Nested Critical Points for a Directed Polymer on a Disordered Diamond Lattice," Journal of Theoretical Probability, Springer, vol. 32(1), pages 64-89, March.
    2. Clark, Jeremy Thane, 2020. "Continuum directed random polymers on disordered hierarchical diamond lattices," Stochastic Processes and their Applications, Elsevier, vol. 130(3), pages 1643-1668.
    3. Clark, Jeremy & Lochridge, Casey, 2023. "Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 75-102.

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