Skip to main content
Log in

Metastability in a condensing zero-range process in the thermodynamic limit

  • Published:
Probability Theory and Related Fields Aims and scope Submit manuscript

Abstract

Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a one-dimensional lattice with periodic boundary conditions in the thermodynamic limit with fixed, super-critical particle density. We show that the process exhibits metastability with respect to the condensate location, i.e. the suitably accelerated process of the rescaled location converges to a limiting Markov process on the unit torus. This process has stationary, independent increments and the rates are characterized by the scaling limit of capacities of a single random walker on the lattice. Our result extends previous work for fixed lattices and diverging density [In: Beltran and Landim, Probab Theory Relat Fields 152(3–4):781–807, 2012], and we follow the martingale approach developed there and in subsequent publications. Besides additional technical difficulties in estimating error bounds for transition rates, the thermodynamic limit requires new estimates for equilibration towards a suitably defined distribution in metastable wells, corresponding to a typical set of configurations with a particular condensate location. The total exit rates from individual wells turn out to diverge in the limit, which requires an intermediate regularization step using the symmetries of the process and the regularity of the limit generator. Another important novel contribution is a coupling construction to provide a uniform bound on the exit rates from metastable wells, which is of a general nature and can be adapted to other models.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

References

  1. Andjel, E.D.: Invariant measures for the zero range processes. Ann. Probab. 10(3), 525–547 (1982)

    Article  MathSciNet  MATH  Google Scholar 

  2. Armendáriz, I., Grosskinsky, S., Loulakis, M.: Zero-range condensation at criticality. Stoch. Proc. Appl. 123(9), 3466–3496 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  3. Armendáriz, I., Loulakis, M.: Thermodynamic limit for the invariant measures in supercritical zero range processes. Probab. Theory Relat. Fields 145(1–2), 175–188 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bahadoran, C., Mountford, T., Ravishankar, K., Saada, E.: Supercritical behavior of asymmetric zero-range process with sitewise disorder. arXiv:1411.4305 (2014)

  5. Beltrán, J., Jara, M., Landim, C.: A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes. arXiv:1505.00980 (2015)

  6. Beltrán, J., Landim, C.: Tunneling and metastability of continuous time Markov chains. J. Stat. Phys. 140(6), 1065–1114 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  7. Beltrán, J., Landim, C.: Metastability of reversible condensed zero range processes on a finite set. Probab. Theory Relat. Fields 152(3–4), 781–807 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  8. Beltrán, J., Landim, C.: Tunneling and metastability of continuous time Markov chains II, the nonreversible case. J. Stat. Phys. 149(4), 598–618 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  9. Beltrán, J., Landim, C.: A martingale approach to metastability. Probab. Theory Relat. Fields 161(1–2), 267–307 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  10. Benois, O., Landim, C., Mourragui, M.: Hitting times of rare events in Markov chains. J. Stat. Phys. 153(6), 967–990 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  11. Billingsley, P.: Convergence of probability measures. Wiley series in probability and statistics: probability and statistics, 2nd edn. Wiley, New York (1999)

    Book  MATH  Google Scholar 

  12. Bianchi, A., Gaudillière, A.: Metastable states, quasi-stationary distributions and soft measures. Stoch. Proc. Appl. 126(6), 1622–1680 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  13. Boucheron, S., Thomas, M.: Concentration inequalities for order statistics. Electron. Commun. Probab. 17(51), 1–12 (2012)

    MathSciNet  MATH  Google Scholar 

  14. Bovier, A.: Metastability. In: Methods of contemporary mathematical statistical physics, volume 1970 of Lecture Notes in Math., pp 177–221. Springer, Berlin (2009)

  15. Bovier, A., den Hollander, F.: Metastability—a potential-theoretic approach. Springer, Berlin (2016)

    MATH  Google Scholar 

  16. Bovier, A., den Hollander, F., Spitoni, C.: Homogeneous nucleation for Glauber and Kawasaki dynamics in large volumes at low temperatures. Ann. Probab. 38(2), 661–713 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  17. Bovier, A., Eckhoff, M., Gayrard, V., Klein, M.: Metastability in stochastic dynamics of disordered mean-field models. Probab. Theory Relat. Fields 119(1), 99–161 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  18. Bovier, A., Eckhoff, M., Gayrard, V., Klein, M.: Metastability and low lying spectra in reversible Markov chains. Comm. Math. Phys. 228(2), 219–255 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  19. Bovier, A., Neukirch, R.: A note on metastable behaviour in the zero-range process. In: Singular phenomena and scaling in mathematical models. Springer, Cham, pp. 69–90 (2014)

  20. Cassandro, M., Galves, A., Olivieri, E., Vares, M.E.: Metastable behavior of stochastic dynamics: a pathwise approach. J. Stat. Phys. 35(5–6), 603–634 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  21. Chleboun, P., Grosskinsky, S.: Finite size effects and metastability in zero-range condensation. J. Stat. Phys. 140(5), 846–872 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  22. den Hollander, F.: Metastability under stochastic dynamics. Stoch. Proc. Appl. 114(1), 1–26 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  23. Denisov, D., Dieker, A.B., Shneer, V.: Large deviations for random walks under subexponentiality: the big-jump domain. Ann. Probab. 36(5), 1946–1991 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  24. Doney, R.A.: A local limit theorem for moderate deviations. Bull. Lond. Math. Soc. 33(1), 100–108 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  25. Drouffe, J.M., Godrèche, C., Camia, F.: A simple stochastic model for the dynamics of condensation. J. Phys. A Math. Gen. 31(1), L19–L25 (1998)

    Article  MATH  Google Scholar 

  26. Efron, B., Stein, C.: The jackknife estimate of variance. Ann. Stat. 9(3), 586–596 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  27. Evans, M.R.: Phase transitions in one-dimensional nonequilibrium systems. Braz. J. Phys. 30(1), 42–57 (2000)

    Article  Google Scholar 

  28. Fernandez, R., Manzo, F., Nardi, F.R., Scoppola, E.: Asymptotically exponential hitting times and metastability: a pathwise approach without reversibility. Electron. J. Probab. 20(122), 1–37 (2015)

    MathSciNet  MATH  Google Scholar 

  29. Fernandez, R., Manzo, F., Nardi, F.R., Scoppola, E., Sohier, J.: Conditioned, quasi-stationary, restricted measures and escape from metastable states. Ann. Appl. Probab. 26(2), 760–793 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  30. Gaudillière, A., den Hollander, F., Nardi, F.R., Olivieri, E., Scoppola, E.: Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics. Stoch. Proc. Appl. 119(3), 737–774 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  31. Gaudillière, A., Landim, C.: A Dirichlet principle for non reversible Markov chains and some recurrence theorems. Probab. Theory Relat. Fields 158(1–2), 55–89 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  32. Godrèche, C., Luck, J.M.: Dynamics of the condensate in zero-range processes. J. Phys. A Math. Gen. 38(33), 7215–7237 (2005)

    Article  MathSciNet  Google Scholar 

  33. Gois, B., Landim, C.: Zero-temperature limit of the Kawasaki dynamics for the Ising lattice gas in a large two-dimensional torus. Ann. Probab. 43(4), 2151–2203 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  34. Grosskinsky, S., Redig, F., Vafayi, K.: Dynamics of condensation in the symmetric inclusion process. Electron. J. Probab. 18(66), 1–23 (2013)

    MathSciNet  MATH  Google Scholar 

  35. Grosskinsky, S., Schütz, G.M., Spohn, H.: Condensation in the zero range process: stationary and dynamical properties. J. Stat. Phys. 113(3–4), 389–410 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  36. Jeon, I., March, P., Pittel, B.: Size of the largest cluster under zero-range invariant measures. Ann. Probab. 28(3), 1162–1194 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  37. Landim, C.: Metastability for a non-reversible dynamics: the evolution of the condensate in totally asymmetric zero range processes. Comm. Math. Phys. 330(1), 1–32 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  38. Misturini, R.: Evolution of the ABC model among the segregated configurations in the zero-temperature limit. to appear in Ann. Inst. H. Poincaré Probab. Statist

  39. Levin, D.A., Peres, Y., Wilmer, E.L.: Markov chains and mixing times. American Mathematical Society, Providence (2009)

    MATH  Google Scholar 

  40. Olivieri, E., Vares, M.E.: Large deviations and metastability, volume 100 of encyclopedia of mathematics and its applications. Cambridge University Press, Cambridge (2005)

    Book  Google Scholar 

  41. Rafferty., T., Chleboun, P., Grosskinsky, S.: Monotonicity and condensation in homogeneous stochastic particle systems. arXiv:1505.02049 (2015)

  42. Rafferty., T., Chleboun, P., Grosskinsky, S.: in preparation

  43. Schonmann, R.H., Shlosman, S.B.: Wulff droplets and the metastable relaxation of kinetic Ising models. Comm. Math. Phys. 194(2), 389–462 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  44. Spitzer, F.: Interaction of Markov processes. Adv. in Math. 5, 246–290 (1970)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgments

The authors are grateful to Martin Slowik and Claudio Landim for useful discussions. This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) – Grant No. EP/I014799/1, grant PICT 2012-2744 Stochastic Processes and Statistical Mechanics, the European Social Fund and Greek national funds through the Operational Programme “Education and Lifelong learning” -NSRF Research Funding Programmes Thales MIS377291 and Aristeia 1082.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Michail Loulakis.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Armendáriz, I., Grosskinsky, S. & Loulakis, M. Metastability in a condensing zero-range process in the thermodynamic limit. Probab. Theory Relat. Fields 169, 105–175 (2017). https://doi.org/10.1007/s00440-016-0728-y

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00440-016-0728-y

Keywords

Mathematics Subject Classification

Navigation