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An invariance principle to Ferrari-Spohn diffusions. (English) Zbl 1323.60055

Consider a Gibbs random field \(X= (X_i)_{1\leq i\leq N}\) with \(X_i\in\mathbb{N}\) for all \(i\) and effective Hamiltonian \[ H_\lambda= \sum^{N-1}_{i=1} \Phi(X_{i+1}- X_i)+ \sum^N_{i=1} V_\lambda(X_i) \] depending on a parameter \(\lambda>0\). For fairly general interactions \(\Phi\) and external potentials \(V_\lambda\), the authors derive scaling limits for \(X\), letting \(N\to\infty\) and \(\lambda(N)\to 0\) in a suitably connected way. The limiting objects are stationary, reversible, ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated Sturm-Liouville operators.
In particular, if \(V_\lambda= x\lambda\), the Ferrari-Spohn diffusion with log-Airy drift is recovered [P. L. Ferrari and H. Spohn, Ann. Probab. 33, No. 4, 1302–1325 (2005; Zbl 1082.60071)]. The proofs combine functional analysis with probabilistic estimates for random walks based on an earlier paper [O. Hryniv and Y. Velenik, Probab. Theory Relat. Fields 130, No. 2, 222–258 (2004; Zbl 1078.60034)]. Some applications to problems of statistical physics are mentioned, such as critical prewetting in the two-dimensional Ising model, interfacial adsorption between equilibrium phases, geometry of the top-most layer of the \(2+1\)-dimensional SOS model above a wall, and island of activity in kinetically constrained models.

MSC:

60F17 Functional limit theorems; invariance principles
60J60 Diffusion processes
60G60 Random fields
60G50 Sums of independent random variables; random walks
60K35 Interacting random processes; statistical mechanics type models; percolation theory
46N30 Applications of functional analysis in probability theory and statistics
62P35 Applications of statistics to physics
82B20 Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics
82B24 Interface problems; diffusion-limited aggregation arising in equilibrium statistical mechanics
82B27 Critical phenomena in equilibrium statistical mechanics

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