We study the persistence exponent for the first passage time of a random walk below the trajectory of another random walk. More precisely, let @math and @math be two centered, weakly dependent random walks. We establish that @math for a non-random @math . In the classical setting, @math , it is well-known that @math . We prove that for any non-trivial @math one has @math and the exponent @math depends only on @math . Our result holds also in the continuous setting, when @math and @math are independent and possibly perturbed Brownian motions or Ornstein-Uhlenbeck processes. In the latter case the probability decays at exponential rate.
The paper @cite_0 was followed by @cite_4 which could be seen as an analogue of our work. Namely, the topic of this paper is a Gaussian free field interface conditioned to be above the fixed realization of another Gaussian free field. The authors obtain the precise estimates for the probability of this event and the entropic repulsion induced by the conditioning.
@cite_0 @cite_4
1480598051 2059566060 1893146140 1968751168
We consider the harmonic crystal, or massless free field, ( ), ( ), that is the centered Gaussian field with covariance given by the Green function of the simple random walk on ℤ d . Our main aim is to obtain quantitative information on the repulsion phenomenon that arises when we condition ( ) to be larger than ( ), ( ) is an IID field (which is also independent of ϕ), for every x in a large region ( ), with N a positive integer and D a bounded subset of ℝ d . We are mostly motivated by results for given typical realizations of σ (quenched set–up), since the conditioned harmonic crystal may be seen as a model for an equilibrium interface, living in a (d+1)–dimensional space, constrained not to go below an inhomogeneous substrate that acts as a hard wall. We consider various types of substrate and we observe that the interface is pushed away from the wall much more than in the case of a flat wall as soon as the upward tail of σ 0 is heavier than Gaussian, while essentially no effect is observed if the tail is sub–Gaussian. In the critical case, that is the one of approximately Gaussian tail, the interplay of the two sources of randomness, ϕ and σ, leads to an enhanced repulsion effect of additive type. This generalizes work done in the case of a flat wall and also in our case the crucial estimates are optimal Large Deviation type asymptotics as ( ) of the probability that ϕ lies above σ in D N . We consider the lattice version of the free field in two dimensions and study the fractal structure of the sets where the field is unusually high (or low). We then extend some of our computations to the case of the free field conditioned on being everywhere nonnegative. For example, we compute the width of the largest downward spike of a given length. Through the prism of these results, we find that the extrema of the free field under entropic repulsion (minus its mean) and those of the unconditioned free field are identical. Finally, when compared to previous results these findings reveal a suggestive analogy between the square of the free field and the two-dimensional simple random walk on the discrete torus. This is the second in a series of papers in which we derive a @math -expansion for the two-dimensional non-local Ginzburg-Landau energy with Coulomb repulsion known as the Ohta-Kawasaki model in connection with diblock copolymer systems. In this model, two phases appear, which interact via a nonlocal Coulomb type energy. Here we focus on the sharp interface version of this energy in the regime where one of the phases has very small volume fraction, thus creating small "droplets" of the minority phase in a "sea" of the majority phase. In our previous paper, we computed the @math -limit of the leading order energy, which yields the averaged behavior for almost minimizers, namely that the density of droplets should be uniform. Here we go to the next order and derive a next order @math -limit energy, which is exactly the Coulombian renormalized energy obtained by Sandier and Serfaty as a limiting interaction energy for vortices in the magnetic Ginzburg-Landau model. The derivation is based on the abstract scheme of Sandier-Serfaty that serves to obtain lower bounds for 2-scale energies and express them through some probabilities on patterns via the multiparameter ergodic theorem. Without thus appealing to the Euler-Lagrange equation, we establish for all configurations which have "almost minimal energy" the asymptotic roundness and radius of the droplets, and the fact that they asymptotically shrink to points whose arrangement minimizes the renormalized energy in some averaged sense. Via a kind of @math -equivalence, the obtained results also yield an expansion of the minimal energy for the original Ohta-Kawasaki energy. This leads to expecting to see triangular lattices of droplets as energy minimizers. A well-known open problem in general relativity, dating back to 1972, has been to prove Price’s law for an appropriate model of gravitational collapse. This law postulates inverse-power decay rates for the gravitational radiation flux through the event horizon and null infinity with respect to appropriately normalized advanced and retarded time coordinates. It is intimately related both to astrophysical observations of black holes and to the fate of observers who dare cross the event horizon. In this paper, we prove a well-defined (upper bound) formulation of Price’s law for the collapse of a self-gravitating scalar field with spherically symmetric initial data. We also allow the presence of an additional gravitationally coupled Maxwell field. Our results are obtained by a new mathematical technique for understanding the long-time behavior of large data solutions to the resulting coupled non-linear hyperbolic system of p.d.e.’s in 2 independent variables. The technique is based on the interaction of the conformal geometry, the celebrated red-shift effect, and local energy conservation; we feel it may be relevant for the problem of non-linear stability of the Kerr solution. When combined with previous work of the first author concerning the internal structure of charged black holes, which had assumed the validity of Price’s law, our results can be applied to the strong cosmic censorship conjecture for the Einstein-Maxwell-real scalar field system with complete spacelike asymptotically flat spherically symmetric initial data. Under Christodoulou’s C0-formulation, the conjecture is proven to be false.