11 - Almost-sure Lyapunov Exponent for a directed polymer in a fractional Brownian environment - Frederi VIENS
Description
We consider a directed polymer on the unit circle, with a continuous direction (time) parameter , defined as a simple random walk subjected via a Gibbs measure to a Hamiltonian whose increments in time have either long memory () or semi-long memory (), and which also depends on a space parameter (position/state of the polymer). is interpreted as the Hurst parameter of an infinite-dimensional fractional Brownian motion. The partition function of this polymer is linked to stochastic PDEs via a long-memory parabolic Anderson model. We present a summary of the new techniques which are required to prove that, in the semi-long memory case, converges to a positive finite non-random constant, and in the long-memory case, this limit is blows up, while the correct exponential growth function in that case is sandwiched between and . These tools include an almost sub-additivity concept, usage of Malliavin derivatives for concentration estimates, and an adaptation to the long-memory case of some arguments from the case (no memory), which require a detailed study of the interaction between the long memory, the spatial covariance, and the simple random walk. This talk describes joint work with Dr. Tao Zhang. Frederi VIENS. Purdue University. Bande son disponible au format mp3 Durée : 46 mn
Monsieur Pierre-Yves Hénin, Président de l'Université Paris 1, acceuille des participants à la conférence et se félicite que le Centre Pierre Mendès-France serve de cadre à cette manifestation scientifique. Bande son disponible au format mp3 Durée : 6 mn
Published 06/10/07
Monsieur Cuong Le Van, Directeur du Centre d'Economie de la Sorbonne, présente ce centre en décrivant plus particulièrement les thématiques de recherche en mathématiques qui y sont développées. Bande son disponible au format mp3 Durée : 4 mn
Published 06/09/07
Consider the stochastic wave equation in dimension , , where denotes the formal derivative of a Gaussian stationary random field, white in time and correlated in space. Using Malliavin calculus, with Quer-Sardanyons we proved the...
Published 06/08/07