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Ornstein-Zernike asymptotics in Statistical Mechanics Yvan Velenik Universit´ e de Gen` eve based on joint works with M. Campanino and D. Ioffe Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Ornstein-Zernike asymptotics in Statistical Mechanics

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Page 1: Ornstein-Zernike asymptotics in Statistical Mechanics

Ornstein-Zernike asymptotics in Statistical

Mechanics

Yvan VelenikUniversite de Geneve

based on joint works with M. Campanino and D. Ioffe

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 2: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Contents

1 Effective random walk representation

2 Ornstein-Zernike theory

3 Some mathematical results

4 Overview of the approach

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 3: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Random walks in Physics

Random walks are often used in Physics as simple effectivemodels for more complicated objects.

Three examples to be discussed:

Interfaces in 2d

Subcritical clusters

Stretched polymers

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 4: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Random walks in Physics

Random walks are often used in Physics as simple effectivemodels for more complicated objects.

Three examples to be discussed:

Interfaces in 2d

Subcritical clusters

Stretched polymers

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 5: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Random walks in Physics

Random walks are often used in Physics as simple effectivemodels for more complicated objects.

Three examples to be discussed:

Interfaces in 2d

Subcritical clusters

Stretched polymers

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 6: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Random walks in Physics

Random walks are often used in Physics as simple effectivemodels for more complicated objects.

Three examples to be discussed:

Interfaces in 2d

Subcritical clusters

Stretched polymers

F

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 7: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Example: 1D Interface

Problem: Analysis of the statistical properties of an interfaceseparating two equilibrium phases.

Complicated geometry!Is it possible to analyse instead a simpler model?

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 8: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Example: 1D Interface

Problem: Analysis of the statistical properties of an interfaceseparating two equilibrium phases.

Complicated geometry!Is it possible to analyse instead a simpler model?

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 9: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Example: 1D Interface

Problem: Analysis of the statistical properties of an interfaceseparating two equilibrium phases.

Complicated geometry!Is it possible to analyse instead a simpler model?

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 10: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Example: 1D Interface

Problem: Analysis of the statistical properties of an interfaceseparating two equilibrium phases.

Complicated geometry!Is it possible to analyse instead a simpler model?

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 11: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Heuristic arguments

Structure should be simple at microscales large comparedto the correlation length.

Large scale fluctuations should display universal(Brownian) asymptotics.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 12: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Contents

1 Effective random walk representation

2 Ornstein-Zernike theory

3 Some mathematical results

4 Overview of the approach

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 13: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Ornstein-Zernike theory

Proposed in 1914 by L. S. Ornstein and F. Zernike.

Aim: Determine the (large distance) behaviour ofdensity-density correlations in simple fluid, away fromcriticality.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 14: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Ornstein-Zernike theory

OZ equation:

G(x1 − x2) = C(x1 − x2) + ρ

∫C(x1 − x3)G(x3 − x2) dx3

g(x): pair correlation function

G(x) = g(x)− 1: net correlation function

C(x): direct correlation function

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 15: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Ornstein-Zernike theory

Fourier transform:

G(k) =C(k)

1− ρC(k)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 16: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Ornstein-Zernike theory

Fourier transform:

G(k) =C(k)

1− ρC(k)

Crucial assumption: Separation of masses

C has smaller range than G (faster exp. decay)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 17: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Ornstein-Zernike theory

Fourier transform:

G(k) =C(k)

1− ρC(k)

Possible to expand:

C(k) ≈ C(0)−R2|k|2

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 18: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Ornstein-Zernike theory

Fourier transform:

G(k) ≈ C(0)

ρR2(κ2 + |k|2)

Possible to expand:

C(k) ≈ C(0)−R2|k|2

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 19: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Ornstein-Zernike theory

This yields

OZ asymptotics

G(x) ≈ A

|x|(d−1)/2e−κ|x|

(valid as |x| → ∞ with κ fixed)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 20: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Contents

1 Effective random walk representation

2 Ornstein-Zernike theory

3 Some mathematical results

4 Overview of the approach

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 21: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Goal: Rigorous understanding of both (closely related)problems from first principles. Already well understood 30years ago, in perturbative regime:

OZ: [Abraham, Kunz ’77], [Paes-Leme ’78], [Bricmont,

Frohlich ’85], etc.

Scaling of 2D Ising interface: [Gallavotti ’72], [Higuchi ’79],

[Bricmont, Frohlich, Pfister ’81], etc.

Nonperturbative results for very simple models: SAW[Chayes, Chayes ’86, Ioffe ’98], percolation [Campanino, Chayes,

Chayes ’91]. Very model-specific approaches.

Robust nonperturbative approach: percolation [Campanino,

Ioffe ’02], Ising model [Campanino, Ioffe, V ’03], random-clustermodel [Campanino, Ioffe, V ’08], selfinteracting polymers [Ioffe,

V ’08].

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 22: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Goal: Rigorous understanding of both (closely related)problems from first principles. Already well understood 30years ago, in perturbative regime:

OZ: [Abraham, Kunz ’77], [Paes-Leme ’78], [Bricmont,

Frohlich ’85], etc.

Scaling of 2D Ising interface: [Gallavotti ’72], [Higuchi ’79],

[Bricmont, Frohlich, Pfister ’81], etc.

Nonperturbative results for very simple models: SAW[Chayes, Chayes ’86, Ioffe ’98], percolation [Campanino, Chayes,

Chayes ’91]. Very model-specific approaches.

Robust nonperturbative approach: percolation [Campanino,

Ioffe ’02], Ising model [Campanino, Ioffe, V ’03], random-clustermodel [Campanino, Ioffe, V ’08], selfinteracting polymers [Ioffe,

V ’08].

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 23: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Goal: Rigorous understanding of both (closely related)problems from first principles. Already well understood 30years ago, in perturbative regime:

OZ: [Abraham, Kunz ’77], [Paes-Leme ’78], [Bricmont,

Frohlich ’85], etc.

Scaling of 2D Ising interface: [Gallavotti ’72], [Higuchi ’79],

[Bricmont, Frohlich, Pfister ’81], etc.

Nonperturbative results for very simple models: SAW[Chayes, Chayes ’86, Ioffe ’98], percolation [Campanino, Chayes,

Chayes ’91]. Very model-specific approaches.

Robust nonperturbative approach: percolation [Campanino,

Ioffe ’02], Ising model [Campanino, Ioffe, V ’03], random-clustermodel [Campanino, Ioffe, V ’08], selfinteracting polymers [Ioffe,

V ’08].Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 24: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Example #1

Interfaces in 2D systems

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 25: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

q-states Potts model

Λ b Z2

σi ∈ {1, . . . , q}, ∀i ∈ Λ

β ≥ 0

πβ,qΛ (σ) ∝ exp(β∑i∼j

δσi,σj

)

In particular, for q = 2: Ising model

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 26: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

q-states Potts model

There exists βc ∈ (0,∞) such that

For all β < βc: unique equilibrium phase

For all β > βc: q different equilibrium phases

Assumption:β > βc

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 27: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Dobrushin boundary condition

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 28: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Dobrushin boundary condition

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 29: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Dobrushin boundary condition

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 30: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Dobrushin boundary condition

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 31: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Macro-scale: not very interesting

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 32: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Micro-scale: effective random walk picture

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 33: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Micro-scale: effective random walk picture

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 34: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Micro-scale: effective random walk picture

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 35: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Micro-scale: effective random walk picture

(B Steps are not independent!)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 36: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Meso-scale: interface fluctuations

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 37: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Meso-scale: interface fluctuations

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 38: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Meso-scale: interface fluctuations

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 39: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Meso-scale: interface fluctuations

L

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 40: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Meso-scale: interface fluctuations

× 1L

× 1√L

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 41: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Result

Convergence to√χβ,q(~n) B

B: standard Brownian bridge on [0, 1]χβ,q(~n): curvature of the (Wulff) equilibrium crystal shape

~n: normal to the (macroscopic) interface

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 42: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

~n

crystalshape

equilibrium

Equilibrium crystal shape: (deterministic) shape of a macroscopic

droplet of one equilibrium phase immersed inside another.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 43: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Moreover, we can deduce that the equilibrium crystal shapepossesses

an analytic boundary,

a uniformly positive curvature.

In particular: no roughening in 2D Potts models

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 44: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of the interface

Moreover, we can deduce that the equilibrium crystal shapepossesses

an analytic boundary

a uniformly positive curvature

In particular: no roughening in 2D Potts models.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 45: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Example #2

Large clusters in subcriticalpercolative systems

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 46: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

(a.k.a. random cluster model)

Introduced by Fortuin and Kasteleyn in 1972.

2 parameters: p ∈ [0, 1], q ∈ R+.

Reduces to Bernoulli percolation when q = 1, and to theq-states Potts model for q = 2, 3, 4, . . .

In the sequel: q ≥ 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 47: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

(a.k.a. random cluster model)

Introduced by Fortuin and Kasteleyn in 1972.

2 parameters: p ∈ [0, 1], q ∈ R+.

Reduces to Bernoulli percolation when q = 1, and to theq-states Potts model for q = 2, 3, 4, . . .

In the sequel: q ≥ 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 48: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

Λ b Ed

ω ∈ {0, 1}Λ

p ∈ [0, 1]q ∈ R, q ≥ 1N(ω) = number of clusters

Pp,qΛ (ω) ∝∏b

pωb(1− p)1−ωb qN(ω)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 49: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

Λ b Ed

ω ∈ {0, 1}Λ

p ∈ [0, 1]q ∈ R, q ≥ 1N(ω) = number of clusters

Pp,qΛ (ω) ∝∏b

pωb(1− p)1−ωb qN(ω)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 50: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

Λ b Ed

ω ∈ {0, 1}Λ

p ∈ [0, 1]q ∈ R, q ≥ 1N(ω) = number of clusters

Pp,qΛ (ω) ∝∏b

pωb(1− p)1−ωb qN(ω)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 51: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

Λ b Ed

ω ∈ {0, 1}Λ

p ∈ [0, 1]q ∈ R, q ≥ 1N(ω) = number of clusters

Pp,qΛ (ω) ∝∏b

pωb(1− p)1−ωb qN(ω)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 52: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

Infinite volume probability measure: Pp,q

There exists pc(q, d) > 0 such that

Pp,q(0↔∞) = 0 ∀p < pc(q, d)

Pp,q(0↔∞) > 0 ∀p > pc(q, d)

In the sequel, we shall always assume that p < pc(q, d).(In particular: unique infinite volume measure.)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 53: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

Infinite volume probability measure: Pp,q

There exists pc(q, d) > 0 such that

Pp,q(0↔∞) = 0 ∀p < pc(q, d)

Pp,q(0↔∞) > 0 ∀p > pc(q, d)

In the sequel, we shall always assume that p < pc(q, d).(In particular: unique infinite volume measure.)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 54: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

FK percolation

Infinite volume probability measure: Pp,q

There exists pc(q, d) > 0 such that

Pp,q(0↔∞) = 0 ∀p < pc(q, d)

Pp,q(0↔∞) > 0 ∀p > pc(q, d)

In the sequel, we shall always assume that p < pc(q, d).(In particular: unique infinite volume measure.)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 55: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Connectivity function

Basic quantity: connectivity function

Pp,q(0↔ x)

Reduces to Potts model 2-point correlation function when

q = 2, 3, 4, . . .

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 56: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Connectivity function

Assumption: p < pc(q) (slightly cheating here)

In particular, there exists ξp,q(~n) > 0 such that

Pp,q(0↔ x) ≤ e−ξp,q(~nx)|x| (~nx = x/|x|)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 57: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

OZ behaviour

Result

Pp,q(0↔ x) =Ψp,q(~nx)

|x|(d−1)/2e−ξp,q(~nx) |x| (1 + o(1))

uniformly as |x| → ∞. The functions Ψp,q and ξp,q are positive,analytic functions on Sd−1.

In particular: OZ behaviour for Potts 2-point correlation functions

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 58: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry

Typical shape of large clusters under Pp,q( · | 0↔ x) (|x| � 1)?

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 59: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry

Macro-scale: not very interesting

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 60: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry

Micro-scale: effective random walk picture

0

x

(B Again, steps are not independent, except for q = 1)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 61: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry

Meso-scale: fluctuations

Result

After similar scaling as before, convergence to

(√χ1β,q(x) B1, . . . ,

√χd−1β,q (x) Bd−1)

Bk: indep. standard Brownian bridges on [0, 1]χkβ,q(x): principal curvatures of “Wulff shape” associated to ξp,q

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 62: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Example #3

Selfinteracting polymers

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 63: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Selfinteracting polymers

F

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 64: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Selfinteracting polymers

PFn (γ) ∝ e−Φ(γ)+〈F,γ(n)〉

Polymer chain: γ = (γ(0), . . . , γ(n))(nearest-neighbour path on Zd)

Force applied to free end: F

Local times: `x(γ) =∑n

k=0 1{γ(k)=x}(also possible with edges)

Potential: Φ(γ) =∑

x∈Zd φ(`x(γ))φ ≥ 0, nondecreasing, φ(0) = 0

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 65: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Selfinteracting polymers

Possible assumptions on the interaction:

Repulsive: φ(n+m) ≥ φ(n) + φ(m)

Attractive: φ(n+m) ≤ φ(n) + φ(m)

Small perturbations of the pure cases, e.g.,

Mixed interactions (e.g., strong attr.+weak rep.)Selfinteracting (e.g., reinforced) RW with drift

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 66: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Selfinteracting polymers

Possible assumptions on the interaction:

Repulsive: φ(n+m) ≥ φ(n) + φ(m)

Attractive: φ(n+m) ≤ φ(n) + φ(m)

Small perturbations of the pure cases, e.g.,

Mixed interactions (e.g., strong attr.+weak rep.)Selfinteracting (e.g., reinforced) RW with drift

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 67: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Selfinteracting polymers

Possible assumptions on the interaction:

Repulsive: φ(n+m) ≥ φ(n) + φ(m)

Attractive: φ(n+m) ≤ φ(n) + φ(m)

Small perturbations of the pure cases, e.g.,

Mixed interactions (e.g., strong attr.+weak rep.)Selfinteracting (e.g., reinforced) RW with drift

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 68: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry

Typical shape of long polymers under PFn ?

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 69: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Phase transition

Attractive case: Transition between a collapsed phase and astretched phase.

∃K ⊂ Rd: convex set with non-empty interior s.t.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 70: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Phase transition

Attractive case: Transition between a collapsed phase and astretched phase.∃K ⊂ Rd: convex set with non-empty interior s.t.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 71: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Phase transition

Attractive case: Transition between a collapsed phase and astretched phase.∃K ⊂ Rd: convex set with non-empty interior s.t.

F ∈ K

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 72: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Phase transition

Attractive case: Transition between a collapsed phase and astretched phase.∃K ⊂ Rd: convex set with non-empty interior s.t.

F 6∈ K

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 73: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Stretched phase

The following results hold in the stretched phase, i.e. when

F 6= 0 in the repulsive case

F 6∈ K in the attractive case

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 74: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of long polymers

There exists vF 6= 0 such that

1nγ

Bε(vF )

vF

with probability ≥ 1− e−κn

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 75: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of long polymers

Inside Bε(vF ):

PFn(γ(n)

n= x

)=

G(x)√nd

e−nJF (x) (1 + o(1))

G: positive and analytic on Bε(vF )JF : positive, analytic on Bε(vF ), and strictly convex

with a non-degenerate quadratic minimum at vF

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 76: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Structure of 2D Potts interfacesStructure of (FK-)percolation clustersStretched phase of selfinteracting polymers

Geometry of long polymers

Moreover, the typical shape satisfies

macroscale: straight line

microscale: effective random walk structure

mesoscale: Brownian limit

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 77: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Contents

1 Effective random walk representation

2 Ornstein-Zernike theory

3 Some mathematical results

4 Overview of the approach

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 78: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

To keep things simple, we only consider Bernoulli bondpercolation on Zd at p < pc.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 79: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Facts: inverse correlation length

For all x ∈ Rd,

ξ(x) = − limk→∞

1

klog Pp(0↔ [kx])

exists and is norm on Rd. Moreover,

Pp(0↔ x) ≤ e−ξ(~nx)|x|

[Menshikov ’86, Aizenman,Barsky ’87]

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 80: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Facts: inequalities

Harris-FKG: For all A,B increasing events,

Pp(A ∩B) ≥ Pp(A)Pp(B)

BK: For all A,B increasing events,

Pp(A ◦B) ≤ Pp(A)Pp(B)

where ◦ denotes disjoint occurence.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 81: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

Two convex bodies are naturally associated to ξ:

Equidecay setUξ =

{x ∈ Rd : ξ(x) ≤ 1

}Wulff shape

Kξ ={t ∈ Rd : (t, ~n)d ≤ ξ(~n), ∀~n ∈ Sd−1

}Each set encodes all the information about ξ.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 82: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

Two convex bodies are naturally associated to ξ:

Equidecay setUξ =

{x ∈ Rd : ξ(x) ≤ 1

}

Wulff shapeKξ =

{t ∈ Rd : (t, ~n)d ≤ ξ(~n), ∀~n ∈ Sd−1

}Each set encodes all the information about ξ.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 83: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

Two convex bodies are naturally associated to ξ:

Equidecay setUξ =

{x ∈ Rd : ξ(x) ≤ 1

}Wulff shape

Kξ ={t ∈ Rd : (t, ~n)d ≤ ξ(~n), ∀~n ∈ Sd−1

}

Each set encodes all the information about ξ.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 84: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

Two convex bodies are naturally associated to ξ:

Equidecay setUξ =

{x ∈ Rd : ξ(x) ≤ 1

}Wulff shape

Kξ ={t ∈ Rd : (t, ~n)d ≤ ξ(~n), ∀~n ∈ Sd−1

}Each set encodes all the information about ξ.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 85: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

~n

Kξ ={t ∈ Rd : (t, ~n)d ≤ ξ(~n), ∀~n ∈ Sd−1

}Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 86: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

ξ(~n)

~n

Kξ ={t ∈ Rd : (t, ~n)d ≤ ξ(~n), ∀~n ∈ Sd−1

}Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 87: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

Uξ and Kξ are polar:

Uξ =

{x ∈ Rd : max

t∈Kξ

(t, x)d ≤ 1

}

Kξ =

{t ∈ Rd : max

x∈Uξ

(t, x)d ≤ 1

}

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 88: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

x ∈ Rd and t ∈ ∂Kξ are dual if (t, x)d = ξ(x).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 89: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

x ∈ Rd and t ∈ ∂Kξ are dual if (t, x)d = ξ(x).

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 90: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

x ∈ Rd and t ∈ ∂Kξ are dual if (t, x)d = ξ(x).

x

t

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 91: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

x ∈ Rd and t ∈ ∂Kξ are dual if (t, x)d = ξ(x).

t

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 92: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Equidecay set and Wulff shape

x ∈ Rd and t ∈ ∂Kξ are dual if (t, x)d = ξ(x).

t

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 93: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

x

K ·Uξ

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 94: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 95: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 96: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 97: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 98: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 99: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 100: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 101: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 102: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 103: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

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T

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 104: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

x

BT = ( , )tB = (b1, . . . , bn)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 105: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Skeleton

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 106: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

Let T = (0 = x1, x2, . . . , xNT ), UKξ (xi) = xi +KUξ and

Ai = {xi ↔ ∂UKξ (xi)}

BK implies that

Pp(T ) ≤ Pp(A1 ◦ A2 ◦ · · · ◦ ANT )

≤NT∏i=1

Pp(Ai) = Pp(0↔ ∂UK

ξ (0))NT

≤ (cKd−1e−K)NT = e−KNT (1+oK(1))

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 107: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

Let T = (0 = x1, x2, . . . , xNT ), UKξ (xi) = xi +KUξ and

Ai = {xi ↔ ∂UKξ (xi)}

BK implies that

Pp(T ) ≤ Pp(A1 ◦ A2 ◦ · · · ◦ ANT )

≤NT∏i=1

Pp(Ai) = Pp(0↔ ∂UK

ξ (0))NT

≤ (cKd−1e−K)NT = e−KNT (1+oK(1))

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 108: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

Nt = # of vertices in t, NB = # of vertices in B.

Typical trees have a small trunk:

∃c1, c2 : Pp(Nt > c1

|x|K

∣∣ 0↔ x)≤ e−c2|x|

Total size of branches of typical trees is small:

∀c3 > 0 : Pp(NB > c3

|x|K

∣∣ 0↔ x)≤ e−

12c3|x|

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 109: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

Nt = # of vertices in t, NB = # of vertices in B.

Typical trees have a small trunk:

∃c1, c2 : Pp(Nt > c1

|x|K

∣∣ 0↔ x)≤ e−c2|x|

Total size of branches of typical trees is small:

∀c3 > 0 : Pp(NB > c3

|x|K

∣∣ 0↔ x)≤ e−

12c3|x|

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 110: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

# of trunks of size N . (Kd−1)N = eN(d−1) logK .

Therefore

Pp(Nt = N) ≤ e−KN(1−oK(1))eN(d−1) logK ≤ e−KN(1−oK(1)).

Thus (with K large enough)

Pp(Nt ≥ c1|x|K

) ≤∑

N≥c1 |x|K

e−KN(1−oK(1)) ≤ e−12c1|x|.

Conclusion follows (taking c1 large enough) since

Pp(0↔ x) ≥ e−ξ(~nx)|x|(1+o(1)).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 111: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

# of trunks of size N . (Kd−1)N = eN(d−1) logK . Therefore

Pp(Nt = N) ≤ e−KN(1−oK(1))eN(d−1) logK ≤ e−KN(1−oK(1)).

Thus (with K large enough)

Pp(Nt ≥ c1|x|K

) ≤∑

N≥c1 |x|K

e−KN(1−oK(1)) ≤ e−12c1|x|.

Conclusion follows (taking c1 large enough) since

Pp(0↔ x) ≥ e−ξ(~nx)|x|(1+o(1)).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 112: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

# of trunks of size N . (Kd−1)N = eN(d−1) logK . Therefore

Pp(Nt = N) ≤ e−KN(1−oK(1))eN(d−1) logK ≤ e−KN(1−oK(1)).

Thus (with K large enough)

Pp(Nt ≥ c1|x|K

) ≤∑

N≥c1 |x|K

e−KN(1−oK(1)) ≤ e−12c1|x|.

Conclusion follows (taking c1 large enough) since

Pp(0↔ x) ≥ e−ξ(~nx)|x|(1+o(1)).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 113: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Rough bounds

# of trunks of size N . (Kd−1)N = eN(d−1) logK . Therefore

Pp(Nt = N) ≤ e−KN(1−oK(1))eN(d−1) logK ≤ e−KN(1−oK(1)).

Thus (with K large enough)

Pp(Nt ≥ c1|x|K

) ≤∑

N≥c1 |x|K

e−KN(1−oK(1)) ≤ e−12c1|x|.

Conclusion follows (taking c1 large enough) since

Pp(0↔ x) ≥ e−ξ(~nx)|x|(1+o(1)).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 114: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Surcharge function

Let t ∈ ∂Kξ be dual to x.

The surcharge function

st(y) = ξ(y)− (t, y)d

measures the typicality of an increment.

For a trunk t = (t0, . . . , tNt), we set

st(t) =Nt∑l=1

st(tl − tl−1)

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 115: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Surcharge function

Let t ∈ ∂Kξ be dual to x.

The surcharge function

st(y) = ξ(y)− (t, y)d

measures the typicality of an increment.

For a trunk t = (t0, . . . , tNt), we set

st(t) =Nt∑l=1

st(tl − tl−1)

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Surcharge function

Let t ∈ ∂Kξ be dual to x.

The surcharge function

st(y) = ξ(y)− (t, y)d

measures the typicality of an increment.

For a trunk t = (t0, . . . , tNt), we set

st(t) =Nt∑l=1

st(tl − tl−1)

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Surcharge function

Surcharge inequality

Let ε > 0. There exists K0(ε) such that, for all K > K0,

P(st(t) > 2ε|x|

∣∣ 0↔ x)≤ e−ε|x|

uniformly in x ∈ Zd, t ∈ ∂Kξ dual to x.

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Surcharge function

Pp(t) ≤ e−NtK (1−oK(1)) ≤ e−PNti=1 ξ(ti−ti−1)+oK(1)|x|.

Now,

Nt∑i=1

ξ(ti − ti−1) =Nt∑i=1

(st(ti − ti−1) + (t, ti − ti−1)d

)= st(t) + (t, tNt)d

= st(t) + (t, x)d − (t, x− tNt)d

= st(t) + ξ(x)− (t, x− tNt)d.

=⇒ Pp(t) ≤ e−st(t)−ξ(x)+oK(1)|x|.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Surcharge function

Pp(t) ≤ e−NtK (1−oK(1)) ≤ e−PNti=1 ξ(ti−ti−1)+oK(1)|x|.

Now,

Nt∑i=1

ξ(ti − ti−1) =Nt∑i=1

(st(ti − ti−1) + (t, ti − ti−1)d

)= st(t) + (t, tNt)d

= st(t) + (t, x)d − (t, x− tNt)d

= st(t) + ξ(x)− (t, x− tNt)d.

=⇒ Pp(t) ≤ e−st(t)−ξ(x)+oK(1)|x|.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Surcharge function

Pp(t) ≤ e−NtK (1−oK(1)) ≤ e−PNti=1 ξ(ti−ti−1)+oK(1)|x|.

Now,

Nt∑i=1

ξ(ti − ti−1) =Nt∑i=1

(st(ti − ti−1) + (t, ti − ti−1)d

)= st(t) + (t, tNt)d

= st(t) + (t, x)d − (t, x− tNt)d

= st(t) + ξ(x)− (t, x− tNt)d.

=⇒ Pp(t) ≤ e−st(t)−ξ(x)+oK(1)|x|.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Surcharge function

We can assume that Nt ≤ c1|x|/K.

The number of suchtrunks is bounded above by

ec(logK/K)|x| = eoK(1)|x|.

Since, Pp(t) ≤ e−st(t)−ξ(x)+oK(1)|x|,

Pp(st(t) ≥ 2ε|x|) ≤ e−(2ε−oK(1))|x|e−ξ(x),

and the conclusion follows as before...

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Surcharge function

We can assume that Nt ≤ c1|x|/K. The number of suchtrunks is bounded above by

ec(logK/K)|x| = eoK(1)|x|.

Since, Pp(t) ≤ e−st(t)−ξ(x)+oK(1)|x|,

Pp(st(t) ≥ 2ε|x|) ≤ e−(2ε−oK(1))|x|e−ξ(x),

and the conclusion follows as before...

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Surcharge function

We can assume that Nt ≤ c1|x|/K. The number of suchtrunks is bounded above by

ec(logK/K)|x| = eoK(1)|x|.

Since, Pp(t) ≤ e−st(t)−ξ(x)+oK(1)|x|,

Pp(st(t) ≥ 2ε|x|) ≤ e−(2ε−oK(1))|x|e−ξ(x),

and the conclusion follows as before...

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Forward cone

t

x

Yδ(t) ={y ∈ Rd : (y, t)d > (1− δ)ξ(y)

}={y ∈ Rd : st(y) < δξ(y)

}Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Cone points of trunks

0x

cone-point of t

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Cone points of trunks

0x

−Yδ Yδ

cone-point of t

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Cone points of trunks

#n.c.p.(t) = #{non-cone-points of t}

Lemma

st(t) ≥ c4 δ K #n.c.p.(t)

Consequently,

P(#n.c.p.(t) ≥ εN(t)

∣∣ 0↔ x)≤ e−c5ε|x|

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Cone points of trees

0x

cone-point of T

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Cone points of trees

0x

−Y2δ Y2δcone-point of T

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Cone points of trees

A cone-point of t but not of T is called blocked.

The number of cone-points of t that a branch can blockis proportional to its size.

The total size of the branches is small =⇒ only fewcone-points of trunk can be blocked.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Cone points of trees

A cone-point of t but not of T is called blocked.

The number of cone-points of t that a branch can blockis proportional to its size.

The total size of the branches is small =⇒ only fewcone-points of trunk can be blocked.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of trees

A cone-point of t but not of T is called blocked.

The number of cone-points of t that a branch can blockis proportional to its size.

The total size of the branches is small =⇒ only fewcone-points of trunk can be blocked.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of trees

A cone-point of t but not of T is called blocked.

The number of cone-points of t that a branch can blockis proportional to its size.

The total size of the branches is small =⇒ only fewcone-points of trunk can be blocked.

Lemma

There exist ν > 0 and c such that

P(#{cone-points of T } < ν

|x|K

∣∣ 0↔ x)≤ e−c|x|

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Cone points of clusters

0

x

cone-point of C0,x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

0

x−Y3δ

Y3δ

cone-point of C0,x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Clusters remain close to their approximating tree

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 138: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 141: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 142: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Outside this finite ball, the cone condition isautomatically satisfied.

Inside this finite ball, there is a strictly positive probabilitythat the cluster remains inside the cone, uniformly inwhat happens elsewhere.

Up to exponentially small error, a positive density of thecone-points of T are also cone-points of C0,x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Outside this finite ball, the cone condition isautomatically satisfied.

Inside this finite ball, there is a strictly positive probabilitythat the cluster remains inside the cone, uniformly inwhat happens elsewhere.

Up to exponentially small error, a positive density of thecone-points of T are also cone-points of C0,x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Cone points of clusters

Outside this finite ball, the cone condition isautomatically satisfied.

Inside this finite ball, there is a strictly positive probabilitythat the cluster remains inside the cone, uniformly inwhat happens elsewhere.

Up to exponentially small error, a positive density of thecone-points of T are also cone-points of C0,x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Cone points of clusters

#conet,δ (C0,x): number of cone-points of C0,x

Theorem

There exist δ ∈ (0, 12), ν and c such that

P(#conet,δ (C0,x) ≤ ν|x|

∣∣ 0↔ x)≤ e−c|x|

uniformly in x and dual t.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus decompose the cluster C0,x into irreduciblepieces:

C0,x = γb q γ1 q . . .q γn q γf

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus decompose the cluster C0,x into irreduciblepieces:

C0,x = γb q γ1 q . . .q γn q γf

γ1

γb

γf

γ2

γ4

γ3

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

To simplify, I shall assume in the sequel that:

C0,x = γ1 q . . .q γn

γ1

γ2

γ4

γ3

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus write

eξ(x) P(0↔ x) ≈∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) eξ(x)

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) e(t,x)d

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn)n∏i=1

e(t,D(γi))d

For γ : y → z, D(γ) = z − y.

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus write

eξ(x) P(0↔ x) ≈∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) eξ(x)

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) e(t,x)d

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn)n∏i=1

e(t,D(γi))d

For γ : y → z, D(γ) = z − y.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus write

eξ(x) P(0↔ x) ≈∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) eξ(x)

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) e(t,x)d

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn)n∏i=1

e(t,D(γi))d

For γ : y → z, D(γ) = z − y.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus write

eξ(x) P(0↔ x) ≈∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) eξ(x)

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn) e(t,x)d

=∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn)n∏i=1

e(t,D(γi))d

For γ : y → z, D(γ) = z − y.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

Thanks to independence of edge states in Bernoullipercolation,

P(C0 = γ1 q . . .q γn) =n∏i=1

w(γi),

where w is morally given by w(γ) = p|γ|(1− p)|∂γ|.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We set, for x ∈ Zd,

Q(x) = e(t,x)d∑γ: 0→xirred.

w(γ).

We then have

Q is a probability measure on Zd;

Q(|x| > `) ≤ e−c`, for some c > 0.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus write

eξ(x) P(0↔ x) ≈∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn)n∏i=1

e(t,D(γi))d

=∑n≥1

∑x1,...,xnPxi=x

n∏i=1

Q(xi)

= Prob(∃n ≥ 1 : Xn = x),

where X is a (directed) random walk on Zd with i.i.d.increments of law Q.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus write

eξ(x) P(0↔ x) ≈∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn)n∏i=1

e(t,D(γi))d

=∑n≥1

∑x1,...,xnPxi=x

n∏i=1

Q(xi)

= Prob(∃n ≥ 1 : Xn = x),

where X is a (directed) random walk on Zd with i.i.d.increments of law Q.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

We can thus write

eξ(x) P(0↔ x) ≈∑n≥1

∑γ1,...,γnPD(γi)=xirred.

P(C0 = γ1 q . . .q γn)n∏i=1

e(t,D(γi))d

=∑n≥1

∑x1,...,xnPxi=x

n∏i=1

Q(xi)

= Prob(∃n ≥ 1 : Xn = x),

where X is a (directed) random walk on Zd with i.i.d.increments of law Q.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Decomposition into irreducible pieces

Ornstein-Zernike asymptotics now easily follow from the locallimit theorem for i.i.d. random variables with small exponentialmoments:

eξ(x) P(0↔ x) ≈ Prob(∃n ≥ 1 : Xn = x)

=C(t)

|x|(d−1)/2(1 + o(1)),

where t being dual to x only depends on x/|x|.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

“Proof by analogy” that Q is a probability measure on Zd:

0 ≤ gn ←→ eξ(x)Pp(0↔ x),

0 ≤ fn ←→ eξ(x)Pp(0 irr.↔ x) = Q(x)

Renewal relation: g0 = 1, gn =∑n

k=1 fkgn−k.

Generating functions: G(z) =∑

n≥0 gnzn, F(z) =

∑n≥1 fnz

n.

By assumption: G has radius of conv. 1.

Separation of masses: F has radius of conv. > 1.

Renewal =⇒ G(z) = 1 + F(z)G(z), G(z) = (1− F(z))−1.

=⇒ F(1) = 1

which is equivalent to∑

k≥1 fk = 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

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Coarse-grainingEffective random walkMore general situations

“Proof by analogy” that Q is a probability measure on Zd:

0 ≤ gn ←→ eξ(x)Pp(0↔ x),

0 ≤ fn ←→ eξ(x)Pp(0 irr.↔ x) = Q(x)

Renewal relation: g0 = 1, gn =∑n

k=1 fkgn−k.

Generating functions: G(z) =∑

n≥0 gnzn, F(z) =

∑n≥1 fnz

n.

By assumption: G has radius of conv. 1.

Separation of masses: F has radius of conv. > 1.

Renewal =⇒ G(z) = 1 + F(z)G(z), G(z) = (1− F(z))−1.

=⇒ F(1) = 1

which is equivalent to∑

k≥1 fk = 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

“Proof by analogy” that Q is a probability measure on Zd:

0 ≤ gn ←→ eξ(x)Pp(0↔ x),

0 ≤ fn ←→ eξ(x)Pp(0 irr.↔ x) = Q(x)

Renewal relation: g0 = 1, gn =∑n

k=1 fkgn−k.

Generating functions: G(z) =∑

n≥0 gnzn, F(z) =

∑n≥1 fnz

n.

By assumption: G has radius of conv. 1.

Separation of masses: F has radius of conv. > 1.

Renewal =⇒ G(z) = 1 + F(z)G(z), G(z) = (1− F(z))−1.

=⇒ F(1) = 1

which is equivalent to∑

k≥1 fk = 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

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Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

“Proof by analogy” that Q is a probability measure on Zd:

0 ≤ gn ←→ eξ(x)Pp(0↔ x),

0 ≤ fn ←→ eξ(x)Pp(0 irr.↔ x) = Q(x)

Renewal relation: g0 = 1, gn =∑n

k=1 fkgn−k.

Generating functions: G(z) =∑

n≥0 gnzn, F(z) =

∑n≥1 fnz

n.

By assumption: G has radius of conv. 1.

Separation of masses: F has radius of conv. > 1.

Renewal =⇒ G(z) = 1 + F(z)G(z), G(z) = (1− F(z))−1.

=⇒ F(1) = 1

which is equivalent to∑

k≥1 fk = 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 164: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

“Proof by analogy” that Q is a probability measure on Zd:

0 ≤ gn ←→ eξ(x)Pp(0↔ x),

0 ≤ fn ←→ eξ(x)Pp(0 irr.↔ x) = Q(x)

Renewal relation: g0 = 1, gn =∑n

k=1 fkgn−k.

Generating functions: G(z) =∑

n≥0 gnzn, F(z) =

∑n≥1 fnz

n.

By assumption: G has radius of conv. 1.

Separation of masses: F has radius of conv. > 1.

Renewal =⇒ G(z) = 1 + F(z)G(z), G(z) = (1− F(z))−1.

=⇒ F(1) = 1

which is equivalent to∑

k≥1 fk = 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 165: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

“Proof by analogy” that Q is a probability measure on Zd:

0 ≤ gn ←→ eξ(x)Pp(0↔ x),

0 ≤ fn ←→ eξ(x)Pp(0 irr.↔ x) = Q(x)

Renewal relation: g0 = 1, gn =∑n

k=1 fkgn−k.

Generating functions: G(z) =∑

n≥0 gnzn, F(z) =

∑n≥1 fnz

n.

By assumption: G has radius of conv. 1.

Separation of masses: F has radius of conv. > 1.

Renewal =⇒ G(z) = 1 + F(z)G(z), G(z) = (1− F(z))−1.

=⇒ F(1) = 1

which is equivalent to∑

k≥1 fk = 1.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 166: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

More general situations

Some problems with the above argument in more general cases(say, FK percolation with q > 1):

No BK inequality =⇒ we don’t get upper bounds onskeletons weights for free anymore.

The increments of the effective random walk are notindependent anymore =⇒ we cannot rely on the locallimit theorem for i.i.d. random variables anymore.

Both can be dealt with using suitable exponential mixingproperties (and extending the local limit theorem from i.i.d. torandom variables with exponential mixing).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 167: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

More general situations

Some problems with the above argument in more general cases(say, FK percolation with q > 1):

No BK inequality =⇒ we don’t get upper bounds onskeletons weights for free anymore.

The increments of the effective random walk are notindependent anymore =⇒ we cannot rely on the locallimit theorem for i.i.d. random variables anymore.

Both can be dealt with using suitable exponential mixingproperties (and extending the local limit theorem from i.i.d. torandom variables with exponential mixing).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 168: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

More general situations

Some problems with the above argument in more general cases(say, FK percolation with q > 1):

No BK inequality =⇒ we don’t get upper bounds onskeletons weights for free anymore.

The increments of the effective random walk are notindependent anymore =⇒ we cannot rely on the locallimit theorem for i.i.d. random variables anymore.

Both can be dealt with using suitable exponential mixingproperties (and extending the local limit theorem from i.i.d. torandom variables with exponential mixing).

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 169: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Absence of BK: FK-percolation with q > 1

We assume that p is such that there exist ν0, ν1 > 0 s.t., ∀N ,

Pp,q

N

w

≤ ν0e−ν1N

Conjecture

This is true for all p < pc(q).

Known (∀d) when:q = 1 [Aizenman-Barsky ’87]q = 2 [Aizenman et al ’87]q � 1 [Laanait et al ’91]

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 170: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Absence of BK: FK-percolation with q > 1

Conjecture

This is true for all p < pc(q).

Known (∀d) when:

q = 1 [Aizenman-Barsky ’87]

q = 2 [Aizenman et al ’87]

q � 1 [Laanait et al ’91]

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 171: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Absence of BK: FK-percolation with q > 1

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 172: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Absence of BK: FK-percolation with q > 1

0

x

r logK

K ·Uξ

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 173: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Absence of BK: FK-percolation with q > 1

0

x

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 174: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Mixing for connectivities

0

A

K ·Uξ

supω

Pp,q(0 A↔ y |ω ≡ ω off Ar,K)≤ e−K (1 + oK(1))

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 175: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Mixing for connectivities

y

0

A

K ·Uξ

supω

Pp,q(0 A↔ y |ω ≡ ω off Ar,K)≤ e−K (1 + oK(1))

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 176: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Mixing for connectivities

y

0

Ar logK

Ar,K

K ·Uξ

supω

Pp,q(0 A↔ y |ω ≡ ω off Ar,K)≤ e−K (1 + oK(1))

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 177: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Limit theorem

For q > 1, eξ(x)P(C0 = γ1 q . . .q γn) does not factorizeanymore. However, we can write

eξ(x)P(C0 = γ1 q · · · q γn)

= Q(γ1)Q(γ2|γ1) · · ·Q(γn|γ1 q γ2 q · · · q γn−1),

for some suitable measure Q on finite strings of irreduciblepaths.

Moreover,

Q(γk|γ1 q · · · q γ` q γ`+1 q · · · q γk−1)

Q(γk|γ1 q · · · q γ` q γ`+1 q · · · q γk−1)≤ e−c(k−l).

Under these conditions, it is possible to extend the local limittheorem.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics

Page 178: Ornstein-Zernike asymptotics in Statistical Mechanics

Effective random walk representationOrnstein-Zernike theory

Some mathematical resultsOverview of the approach

Coarse-grainingEffective random walkMore general situations

Limit theorem

For q > 1, eξ(x)P(C0 = γ1 q . . .q γn) does not factorizeanymore. However, we can write

eξ(x)P(C0 = γ1 q · · · q γn)

= Q(γ1)Q(γ2|γ1) · · ·Q(γn|γ1 q γ2 q · · · q γn−1),

for some suitable measure Q on finite strings of irreduciblepaths. Moreover,

Q(γk|γ1 q · · · q γ` q γ`+1 q · · · q γk−1)

Q(γk|γ1 q · · · q γ` q γ`+1 q · · · q γk−1)≤ e−c(k−l).

Under these conditions, it is possible to extend the local limittheorem.

Yvan Velenik Ornstein-Zernike asymptotics in Statistical Mechanics