The Annals of Applied Probability

Universality in marginally relevant disordered systems

Abstract

We consider disordered systems of a directed polymer type, for which disorder is so-called marginally relevant. These include the usual (short-range) directed polymer model in dimension $(2+1)$, the long-range directed polymer model with Cauchy tails in dimension $(1+1)$ and the disordered pinning model with tail exponent $1/2$. We show that in a suitable weak disorder and continuum limit, the partition functions of these different models converge to a universal limit: a log-normal random field with a multi-scale correlation structure, which undergoes a phase transition as the disorder strength varies. As a by-product, we show that the solution of the two-dimensional stochastic heat equation, suitably regularized, converges to the same limit. The proof, which uses the celebrated fourth moment theorem, reveals an interesting chaos structure shared by all models in the above class.

Article information

Source
Ann. Appl. Probab., Volume 27, Number 5 (2017), 3050-3112.

Dates
Revised: December 2016
First available in Project Euclid: 3 November 2017

https://projecteuclid.org/euclid.aoap/1509696041

Digital Object Identifier
doi:10.1214/17-AAP1276

Mathematical Reviews number (MathSciNet)
MR3719953

Zentralblatt MATH identifier
06822212

Citation

Caravenna, Francesco; Sun, Rongfeng; Zygouras, Nikos. Universality in marginally relevant disordered systems. Ann. Appl. Probab. 27 (2017), no. 5, 3050--3112. doi:10.1214/17-AAP1276. https://projecteuclid.org/euclid.aoap/1509696041

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