Non-equilibrium Dynamics and Random Matrices

Polynomial chaos and scaling limits of disordered systems

Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random variable, given by a Wiener chaos expansion over the d-dimensional white noise. A key ingredient in our approach is a Lindeberg principle for polynomial chaos expansions, which extends earlier work of Mossel, O'Donnell and Oleszkiewicz. These results provide a unified framework to study the continuum and weak disorder scaling limits of statistical mechanics systems that are "disorder relevant", including the disordered pinning model, the (long-range) directed polymer model in dimension 1+1, (generalizing the work of Alberts et al.), and the two-dimensional random field Ising model. Joint work with F. Caravenna and R.F. Sun

Date & Time

December 03, 2013 | 2:00pm – 3:00pm

Location

S-101

Speakers

Nikolaos Zygouras

Affiliation

University of Warwick

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