Overlaps and Pathwise Localization in the Anderson Polymer Model

Abstract : We consider large time behavior of typical paths under the Anderson polymer measure. If $P$ is the measure induced by rate $\kappa,$ simple, symmetric random walk on $Z^d$ started at $x,$ this measure is defined as $$ d\mu(X)={Z^{-1} \exp\{\beta\int_0^T dW_{X(s)}(s)\}dP(X) $$ where $\{W_x:x\in Z^d\}$ is a field of $iid$ standard, one-dimensional Brownian motions, $\beta>0, \kappa>0$ and $Z$ the normalizing constant. We establish that the polymer measure gives a macroscopic mass to a small neighborhood of a typical path as $T \to \infty$, for parameter values outside the perturbative regime of the random walk, giving a pathwise approach to polymer localization, in contrast with existing results. The localization becomes complete as $\frac{\beta^2}{\kappa}\to\infty$ in the sense that the mass grows to 1. The proof makes use of the overlap between two independent samples drawn under the Gibbs measure $\mu$, which can be estimated by the integration by parts formula for the Gaussian environment. Conditioning this measure on the number of jumps, we obtain a canonical measure which already shows scaling properties, thermodynamic limits, and decoupling of the parameters.
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Contributeur : Francis Comets <>
Soumis le : jeudi 20 décembre 2012 - 13:56:13
Dernière modification le : mardi 11 octobre 2016 - 14:10:19
Document(s) archivé(s) le : jeudi 21 mars 2013 - 03:49:13


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  • HAL Id : hal-00607809, version 3
  • ARXIV : 1107.2011



Francis Comets, Michael Cranston. Overlaps and Pathwise Localization in the Anderson Polymer Model. 2012. <hal-00607809v3>



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