Home | Contents | Submissions, editors, etc. | Login | Search | ECP
 Electronic Journal of Probability > Vol. 13 (2008) > Paper 18 open journal systems 


Renewal convergence rates and correlation decay for homogeneous pinning models

Giambattista Giacomin, University Paris 7 - D. Diderot


Abstract
A class of discrete renewal processes with exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical mechanics systems to which a lot of attention has been devoted both for their relevance for applications and because they are solvable models exhibiting a non-trivial phase transition. The spatial decay of correlations in these systems is directly mapped to the speed of convergence to equilibrium for the associated renewal processes. We show that close to criticality, under general assumptions, the correlation decay rate, or the renewal convergence rate, coincides with the inter-arrival decay rate. We also show that, in general, this is false away from criticality. Under a stronger assumption on the inter-arrival distribution we establish a local limit theorem, capturing thus the sharp asymptotic behavior of correlations.


Full text: PDF

Pages: 513-529

Published on: April 1, 2008


Bibliography
  1. Alexander, Kenneth S. The effect of disorder on polymer depinning transitions. To appear in Commun. Math. Phys., Arxiv: math.PR/0610008
  2. Asmussen, Søren. Applied probability and queues.Second edition.Applications of Mathematics (New York), 51. Stochastic Modelling and Applied Probability.Springer-Verlag, New York, 2003. xii+438 pp. ISBN: 0-387-00211-1 MR1978607 (2004f:60001)
  3. Ahlfors, Lars V. Complex analysis.An introduction to the theory of analytic functions of one complex variable.Third edition.International Series in Pure and Applied Mathematics.McGraw-Hill Book Co., New York, 1978. xi+331 pp. ISBN: 0-07-000657-1 MR0510197 (80c:30001)
  4. Baxendale, Peter H. Renewal theory and computable convergence rates for geometrically ergodic Markov chains. Ann. Appl. Probab. 15 (2005), no. 1B, 700--738. MR2114987 (2005m:60164)
  5. Berenhaut, Kenneth S.; Lund, Robert. Renewal convergence rates for DHR and NWU lifetimes. Probab. Engrg. Inform. Sci. 16 (2002), no. 1, 67--84. MR1885331 (2002k:60181)
  6. Bingham, N. H.; Goldie, C. M.; Teugels, J. L. Regular variation.Encyclopedia of Mathematics and its Applications, 27. Cambridge University Press, Cambridge, 1987. xx+491 pp. ISBN: 0-521-30787-2 MR0898871 (88i:26004)
  7. Bolthausen, Erwin; Velenik, Yvan. Critical behavior of the massless free field at the depinning transition. Comm. Math. Phys. 223 (2001), no. 1, 161--203. MR1860764 (2002k:82031)
  8. Caravenna, Francesco; Giacomin, Giambattista; Zambotti, Lorenzo. Sharp asymptotic behavior for wetting models in $(1+1)$-dimension. Electron. J. Probab. 11 (2006), no. 14, 345--362 (electronic). MR2217821 (2007c:60091)
  9. Chover, J.; Ney, P.; Wainger, S. Functions of probability measures. J. Analyse Math. 26 (1973), 255--302. MR0348393 (50 #891)
  10. Derrida, Bernard; Giacomin, Giambattista; Lacoin, Hubert; Toninelli, Fabio L. Fractional moment bounds and disorder relevance for pinning models, preprint (2007), math.PR/0712.2515
  11. Doney, R. A. One-sided local large deviation and renewal theorems in the case of infinite mean. Probab. Theory Related Fields 107 (1997), no. 4, 451--465. MR1440141 (98e:60040)
  12. Embrechts, P.; Omey, E. Functions of power series. Yokohama Math. J. 32 (1984), no. 1-2, 77--88. MR0772907 (86d:30005)
  13. Fisher, Michael E. Walks, walls, wetting, and melting. J. Statist. Phys. 34 (1984), no. 5-6, 667--729. MR0751710 (85j:82022)
  14. Garsia, Adriano; Lamperti, John. A discrete renewal theorem with infinite mean. Comment. Math. Helv. 37 1962/1963 221--234. MR0148121 (26 #5630)
  15. Giacomin, Giambattista. Random polymer models, Imperial College Press, World Scientific, 2007. xi+260 pp. ISBN 978-1-86094-786-5
  16. Giacomin, Giambattista; Toninelli, Fabio Lucio. The localized phase of disordered copolymers with adsorption. ALEA Lat. Am. J. Probab. Math. Stat. 1 (2006), 149--180 (electronic). MR2249653 (2007f:82044)
  17. Giacomin, Giambattista; Toninelli, Fabio L. On the irrelevant disorder regime of pinning models, preprint (2007), math.PR/0707.3340
  18. Grübel, Rudolf. Functions of discrete probability measures: rates of convergence in the renewal theorem. Z. Wahrsch. Verw. Gebiete 64 (1983), no. 3, 341--357. MR0716491 (85c:60048)
  19. Heathcote, C. R. Complete exponential convergence and some related topics. J. Appl. Probability 4 1967 217--256. MR0215343 (35 #6184)
  20. Kendall, David G. Unitary dilations of Markov transition operators, and the corresponding integral representations for transition-probability matrices. 1959 Probability and statistics: The Harald Cramér volume (edited by Ulf Grenander) pp. 139--161 Almqvist & Wiksell, Stockholm; John Wiley & Sons, New York MR0116389 (22 #7177)
  21. Lund, Robert B.; Tweedie, Richard L. Geometric convergence rates for stochastically ordered Markov chains. Math. Oper. Res. 21 (1996), no. 1, 182--194. MR1385873 (98d:60127)
  22. Meyn, Sean P.; Tweedie, R. L. Computable bounds for geometric convergence rates of Markov chains. Ann. Appl. Probab. 4 (1994), no. 4, 981--1011. MR1304770 (95j:60106)
  23. Ney, Peter. A refinement of the coupling method in renewal theory. Stochastic Process. Appl. 11 (1981), no. 1, 11--26. MR0608004 (82d:60169)
  24. Toninelli, Fabio Lucio. Critical properties and finite-size estimates for the depinning transition of directed random polymers. J. Stat. Phys. 126 (2007), no. 4-5, 1025--1044. MR2311896 (2008c:82044)
  25. Toninelli, Fabio Lucio. Correlation lengths for random polymer models and for some renewal sequences. Electron. J. Probab. 12 (2007), no. 21, 613--636 (electronic). MR2318404 (Review)
  26. Velenik, Yvan. Localization and delocalization of random interfaces. Probab. Surv. 3 (2006), 112--169 (electronic). MR2216964 (2007f:82038)
















Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | ECP

Electronic Journal of Probability. ISSN: 1083-6489