Annals of Probability

Directed polymers in heavy-tail random environment

Quentin Berger and Niccolò Torri

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We study the directed polymer model in dimension ${1+1}$ when the environment is heavy-tailed, with a decay exponent $\alpha \in (0,2)$. We give all possible scaling limits of the model in the weak-coupling regime, that is, when the inverse temperature temperature $\beta =\beta_{n}$ vanishes as the size of the system $n$ goes to infinity. When $\alpha \in (1/2,2)$, we show that all possible transversal fluctuations $\sqrt{n}\leq h_{n}\leq n$ can be achieved by tuning properly $\beta_{n}$, allowing to interpolate between all superdiffusive scales. Moreover, we determine the scaling limit of the model, answering a conjecture by Dey and Zygouras [Ann. Probab. 44 (2016) 4006–4048]—we actually identify five different regimes. On the other hand, when $\alpha <1/2$, we show that there are only two regimes: the transversal fluctuations are either $\sqrt{n}$ or $n$. As a key ingredient, we use the Entropy-controlled Last-Passage Percolation (E-LPP), introduced in a companion paper [Ann. Appl. Probab. 29 (2019) 1878–1903].

Article information

Ann. Probab., Volume 47, Number 6 (2019), 4024-4076.

Received: May 2018
Revised: January 2019
First available in Project Euclid: 2 December 2019

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60F05: Central limit and other weak theorems 82D60: Polymers
Secondary: 60K37: Processes in random environments 60G70: Extreme value theory; extremal processes

Directed polymer heavy-tail distributions weak-coupling limit last-passage percolation superdiffusivity


Berger, Quentin; Torri, Niccolò. Directed polymers in heavy-tail random environment. Ann. Probab. 47 (2019), no. 6, 4024--4076. doi:10.1214/19-AOP1353.

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