The stochastic heat equation with multiplicative Lévy noise: Existence, moments, and intermittency

Q Berger, C Chong, H Lacoin - Communications in Mathematical Physics, 2023 - Springer
We study the stochastic heat equation (SHE)∂ tu= 1 2 Δ u+ β u ξ driven by a multiplicative
Lévy noise ξ with positive jumps and coupling constant β> 0, in arbitrary dimension d≥ 1 …

Random walk on nonnegative integers in beta distributed random environment

G Barraquand, M Rychnovsky - Communications in Mathematical Physics, 2023 - Springer
We consider random walks on the nonnegative integers in a space-time dependent random
environment. We assume that transition probabilities are given by independent Beta (μ, μ) …

Pinning on a defect line: characterization of marginal disorder relevance and sharp asymptotics for the critical point shift

Q Berger, H Lacoin - Journal of the Institute of Mathematics of …, 2018 - cambridge.org
The effect of disorder for pinning models is a subject which has attracted much attention in
theoretical physics and rigorous mathematical physics. A peculiar point of interest is the …

Large deviations and wandering exponent for random walk in a dynamic beta environment

M Balázs, F Rassoul-Agha, T Seppäläinen - 2019 - projecteuclid.org
Random walk in a dynamic iid beta random environment, conditioned to escape at an
atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed …

Variational formulas and disorder regimes of random walks in random potentials

F Rassoul-Agha, T Seppäläinen, A Yilmaz - Bernoulli, 2017 - JSTOR
We give two variational formulas (qVar1) and (qVar2) for the quenched free energy of a
random walk in random potential (RWRP) when (i) the underlying walk is directed or …

Diffusion in time-dependent random media and the Kardar-Parisi-Zhang equation

P Le Doussal, T Thiery - Physical Review E, 2017 - APS
Although time-dependent random media with short-range correlations lead to (possibly
biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable …

On the critical point of the random walk pinning model in dimension d= 3

Q Berger, F Toninelli - 2010 - projecteuclid.org
Abstract We consider the Random Walk Pinning Model studied in Birkner-Sun 2008 and
Birkner-Greven-den Hollander 2008: this is a random walk X on Z^d, whose law is modified …

The high-temperature behavior for the directed polymer in dimension

Q Berger, H Lacoin - 2017 - projecteuclid.org
We investigate the high-temperature behavior of the directed polymer model in dimension
1+2. More precisely we study the difference ΔF(β) between the quenched and annealed free …

Quenched and averaged large deviations for random walks in random environments: The impact of disorder

R Bazaes, C Mukherjee, AF Ramírez… - The Annals of Applied …, 2023 - projecteuclid.org
In 2003, Varadhan (Comm. Pure Appl. Math. 56 (2003) 1222–1245) developed a robust
method for proving quenched and averaged large deviations for random walks in a …

Random walks in random Dirichlet environment are transient in dimension d ≥ 3

C Sabot - Probability theory and related fields, 2011 - Springer
We consider random walks in random Dirichlet environment (RWDE) which is a special type
of random walks in random environment where the exit probabilities at each site are iid …