Gaussian Limits for Subcritical Chaos
Francesco Caravenna, Francesca Cottini

TL;DR
This paper introduces a second-moment based criterion for Gaussian convergence in chaos, applying it to directed polymers, KPZ, and stochastic heat equations, and provides a new chaos expansion for the partition function's logarithm.
Contribution
It offers a novel, simple criterion for Gaussian limits in chaos and derives a new explicit chaos expansion for the logarithm of the partition function.
Findings
Gaussian limits for subcritical chaos established
New asymptotics for directed polymer partition functions
Explicit chaos expansion for the log-partition function
Abstract
We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of two-dimensional directed polymers in the sub-critical regime, including a singular product between the partition function and the disorder. These results can also be applied to the KPZ and Stochastic Heat Equation. As a tool of independent interest, we derive an explicit chaos expansion which sharply approximates the logarithm of the partition function.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods · Theoretical and Computational Physics
