On homogeneous pinning models and penalizations
نویسندگان
چکیده
In this note, we show how the penalization method, introduced in order to describe some non-trivial changes of the Wiener measure, can be applied to the study of some simple polymer models such as the pinning model. The bulk of the analysis is then focused on the study of a martingale which has to be computed as a Markovian limit.
منابع مشابه
Renewal Convergence Rates and Correlation Decay for Homogeneous Pinning Models
A class of discrete renewal processes with super-exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical mechanics systems to which a lot of attention has been devoted both for their relevance for applications and because they are solvable models exhibiting a non-tr...
متن کاملFinite size scaling for homogeneous pinning models
Abstract. Pinning models are built from discrete renewal sequences by rewarding (or penalizing) the trajectories according to their number of renewal epochs up to time N , and N is then sent to infinity. They are statistical mechanics models to which a lot of attention has been paid both because they are very relevant for applications and because of their exactly solvable character, while displ...
متن کاملEffects of the sintering temperature on the flux-pinning mechanism and the activation energy of malic-acid doped MgB2
The flux-pinning mechanism and activation energy of 10 wt % malic acid-doped MgB2 were investigated by measuring of the critical current density and resistivity as a function of magnetic field and temperature. A crossover field, Bsb, was observed from the single vortex to the small vortex bundle pinning regime. For the sintered sample, the temperature dependence of Bsb(T) at low temperature i...
متن کاملPricing Path-dependent Options in Some Black-scholes Market, from the Distribution of Homogeneous Brownian Functionals
We give some explicit formulae for the prices of two path-dependent options which combine Brownian averages and penalizations. Because these options are based on both the maximum and local time of Brownian motion, the obtention of their prices necessitates some involved study of homogeneous Brownian functionals, which may be of interest by themselves. 1. Motivation, introduction 1.1. To (Bt, t ...
متن کاملLocalization for (1+1)-dimensional Pinning Models with (∇+∆)-interaction
We study the localization/delocalization phase transition in a class of directed models for a homogeneous linear chain attracted to a defect line. The self-interaction of the chain is of mixed gradient and Laplacian kind, whereas the attraction to the defect line is of δ-pinning type, with strength " ≥ 0. It is known that, when the self-interaction is purely Laplacian, such models undergo a non...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2007