{"title":"Lévy area without approximation","authors":"Isao Sauzedde","doi":"10.1214/21-aihp1230","DOIUrl":"https://doi.org/10.1214/21-aihp1230","url":null,"abstract":"We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give a new definition of the Lévy area which does not rely on approximations of the Brownian path. It also does not depend on the metric structure on the plane.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2021-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80535605","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Momenta spacing distributions in anharmonic oscillators and the higher order finite temperature Airy kernel","authors":"Thomas Bothner, M. Cafasso, Sofia Tarricone","doi":"10.1214/21-aihp1211","DOIUrl":"https://doi.org/10.1214/21-aihp1211","url":null,"abstract":"We rigorously compute the integrable system for the limiting $(Nrightarrowinfty)$ distribution function of the extreme momentum of $N$ noninteracting fermions when confined to an anharmonic trap $V(q)=q^{2n}$ for $ninmathbb{Z}_{geq 1}$ at positive temperature. More precisely, the edge momentum statistics in the harmonic trap $n=1$ are known to obey the weak asymmetric KPZ crossover law which is realized via the finite temperature Airy kernel determinant or equivalently via a Painlev'e-II integro-differential transcendent, cf. cite{LW,ACQ}. For general $ngeq 2$, a novel higher order finite temperature Airy kernel has recently emerged in physics literature cite{DMS} and we show that the corresponding edge law in momentum space is now governed by a distinguished Painlev'e-II integro-differential hierarchy. Our analysis is based on operator-valued Riemann-Hilbert techniques which produce a Lax pair for an operator-valued Painlev'e-II ODE system that naturally encodes the aforementioned hierarchy. As byproduct, we establish a connection of the integro-differential Painlev'e-II hierarchy to a novel integro-differential mKdV hierarchy.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2021-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76427404","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation","authors":"R. Catellier, Fabian A. Harang","doi":"10.1214/22-aihp1302","DOIUrl":"https://doi.org/10.1214/22-aihp1302","url":null,"abstract":"Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path establish wellposedness of such equations, even when the drift and diffusion coefficients are given as generalized functions or distributions. In addition we prove regularity of the averaged field associated to a L'evy fractional stable motion, and use this as an example of a perturbation regularizing the multiplicative stochastic heat equation.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2021-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89241213","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Manuel de Logistique. Tome I & II","authors":"Oliver Schlaudt, A. Schmid","doi":"10.1007/978-3-030-84828-6_3","DOIUrl":"https://doi.org/10.1007/978-3-030-84828-6_3","url":null,"abstract":"","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80225858","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Cours de Caen 1898–1899","authors":"Oliver Schlaudt, A. Schmid","doi":"10.1007/978-3-030-84828-6_1","DOIUrl":"https://doi.org/10.1007/978-3-030-84828-6_1","url":null,"abstract":"","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87989456","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Cours 1905-1906: Histoire de la Logique formelle moderne","authors":"Oliver Schlaudt, A. Schmid","doi":"10.1007/978-3-030-84828-6_2","DOIUrl":"https://doi.org/10.1007/978-3-030-84828-6_2","url":null,"abstract":"","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83303970","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Maxwell principle for generalized Orlicz balls","authors":"S. Johnston, J. Prochno","doi":"10.1214/22-aihp1298","DOIUrl":"https://doi.org/10.1214/22-aihp1298","url":null,"abstract":"In [A dozen de {F}inetti-style results in search of a theory, Ann. Inst. H. Poincar'{e} Probab. Statist. 23(2)(1987), 397--423], Diaconis and Freedman studied low-dimensional projections of random vectors from the Euclidean unit sphere and the simplex in high dimensions, noting that the individual coordinates of these random vectors look like Gaussian and exponential random variables respectively. In subsequent works, Rachev and R\"uschendorf and Naor and Romik unified these results by establishing a connection between $ell_p^N$ balls and a $p$-generalized Gaussian distribution. In this paper, we study similar questions in a significantly generalized and unifying setting, looking at low-dimensional projections of random vectors uniformly distributed on sets of the form [B_{phi,t}^N := Big{(s_1,ldots,s_N)inmathbb{R}^N : sum_{ i =1}^Nphi(s_i)leq t NBig},] where $phi:mathbb{R}to [0,infty]$ is a potential (including the case of Orlicz functions). Our method is different from both Rachev-R\"uschendorf and Naor-Romik, based on a large deviation perspective in the form of quantitative versions of Cram'er's theorem and the Gibbs conditioning principle, providing a natural framework beyond the $p$-generalized Gaussian distribution while simultaneously unraveling the role this distribution plays in relation to the geometry of $ell_p^N$ balls. We find that there is a critical parameter $t_{mathrm{crit}}$ at which there is a phase transition in the behaviour of the projections: for $t > t_{mathrm{crit}}$ the coordinates of random points sampled from $B_{phi,t}^N$ behave like uniform random variables, but for $t leq t_{mathrm{crit}}$ the Gibbs conditioning principle comes into play, and here there is a parameter $beta_t>0$ (the inverse temperature) such that the coordinates are approximately distributed according to a density proportional to $e^{ -beta_tphi(s)}$.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2020-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77180382","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Recurrence of horizontal–vertical walks","authors":"Swee Hong Chan","doi":"10.1214/22-aihp1277","DOIUrl":"https://doi.org/10.1214/22-aihp1277","url":null,"abstract":"Consider a nearest neighbor random walk on the two-dimensional integer lattice, where each vertex is initially labeled either `H' or `V', uniformly and independently. At each discrete time step, the walker resamples the label at its current location (changing `H' to `V' and `V' to `H' with probability $q$). Then, it takes a mean zero horizontal step if the new label is `H', and a mean zero vertical step if the new label is `V'. This model is a randomized version of the deterministic rotor walk, for which its recurrence (i.e., visiting every vertex infinitely often with probability 1) in two dimensions is still an open problem. We answer the analogous question for the the horizontal-vertical walk, by showing that the horizontal-vertical walk is recurrent for $q in (frac{1}{3},1]$.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2020-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79494304","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Dynamical Gibbs–non-Gibbs transitions in Widom–Rowlinson models on trees","authors":"S. Bergmann, Sascha Kissel, C. Kuelske","doi":"10.1214/22-AIHP1242","DOIUrl":"https://doi.org/10.1214/22-AIHP1242","url":null,"abstract":"We consider the soft-core Widom-Rowlinson model for particles with spins and holes, on a Cayley tree of degree d, depending on repulsion strength beta between particles of di?fferent signs and on an activity parameter lambda for particles. We analyse Gibbsian properties of the time-evolved intermediate Gibbs measure of the static model, under a spin-flip time evolution, in a regime of large repulsion strength beta. We first show that there is a dynamical transition, in which the measure becomes non-Gibbsian at large times, independently of the particle activity, for any d greater or equal 2. In our second and main result, we also show that for large beta and at large times, the measure of the set of bad configurations (discontinuity points) changes from zero to one as the particle activity increases, assuming that d is greater or equal than 4. Our proof relies on a general zero-one law for bad configurations on the tree, and the introduction of a set of uniformly bad configurations given in terms of subtree percolation, which we show to become typical at high particle activity.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2020-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85372205","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration","authors":"D. Lacker, L. Yeung","doi":"10.1214/22-aihp1249","DOIUrl":"https://doi.org/10.1214/22-aihp1249","url":null,"abstract":"Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic transportation-information inequality $W_2I$ in terms of a dimension-free concentration property for i.i.d. (conditionally on the initial positions) copies of the underlying Markov process. This parallels Gozlan's characterization of the quadratic transportation-entropy inequality $W_2H$. The proof is based on a new Laplace-type principle for the operator norms of Feynman-Kac semigroups, which is of independent interest. Lastly, we illustrate how both our theorem and (a form of) Gozlan's are instances of a general convex-analytic tensorization principle.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2020-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85848476","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}