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.
Similar content being viewed by others
References
Andjel, E.D.: Invariant measures for the zero range processes. Ann. Probab. 10(3), 525–547 (1982)
Armendáriz, I., Grosskinsky, S., Loulakis, M.: Zero-range condensation at criticality. Stoch. Proc. Appl. 123(9), 3466–3496 (2013)
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)
Bahadoran, C., Mountford, T., Ravishankar, K., Saada, E.: Supercritical behavior of asymmetric zero-range process with sitewise disorder. arXiv:1411.4305 (2014)
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)
Beltrán, J., Landim, C.: Tunneling and metastability of continuous time Markov chains. J. Stat. Phys. 140(6), 1065–1114 (2010)
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)
Beltrán, J., Landim, C.: Tunneling and metastability of continuous time Markov chains II, the nonreversible case. J. Stat. Phys. 149(4), 598–618 (2012)
Beltrán, J., Landim, C.: A martingale approach to metastability. Probab. Theory Relat. Fields 161(1–2), 267–307 (2015)
Benois, O., Landim, C., Mourragui, M.: Hitting times of rare events in Markov chains. J. Stat. Phys. 153(6), 967–990 (2013)
Billingsley, P.: Convergence of probability measures. Wiley series in probability and statistics: probability and statistics, 2nd edn. Wiley, New York (1999)
Bianchi, A., Gaudillière, A.: Metastable states, quasi-stationary distributions and soft measures. Stoch. Proc. Appl. 126(6), 1622–1680 (2015)
Boucheron, S., Thomas, M.: Concentration inequalities for order statistics. Electron. Commun. Probab. 17(51), 1–12 (2012)
Bovier, A.: Metastability. In: Methods of contemporary mathematical statistical physics, volume 1970 of Lecture Notes in Math., pp 177–221. Springer, Berlin (2009)
Bovier, A., den Hollander, F.: Metastability—a potential-theoretic approach. Springer, Berlin (2016)
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)
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)
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)
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)
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)
Chleboun, P., Grosskinsky, S.: Finite size effects and metastability in zero-range condensation. J. Stat. Phys. 140(5), 846–872 (2010)
den Hollander, F.: Metastability under stochastic dynamics. Stoch. Proc. Appl. 114(1), 1–26 (2004)
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)
Doney, R.A.: A local limit theorem for moderate deviations. Bull. Lond. Math. Soc. 33(1), 100–108 (2001)
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)
Efron, B., Stein, C.: The jackknife estimate of variance. Ann. Stat. 9(3), 586–596 (1981)
Evans, M.R.: Phase transitions in one-dimensional nonequilibrium systems. Braz. J. Phys. 30(1), 42–57 (2000)
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)
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)
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)
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)
Godrèche, C., Luck, J.M.: Dynamics of the condensate in zero-range processes. J. Phys. A Math. Gen. 38(33), 7215–7237 (2005)
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)
Grosskinsky, S., Redig, F., Vafayi, K.: Dynamics of condensation in the symmetric inclusion process. Electron. J. Probab. 18(66), 1–23 (2013)
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)
Jeon, I., March, P., Pittel, B.: Size of the largest cluster under zero-range invariant measures. Ann. Probab. 28(3), 1162–1194 (2000)
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)
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
Levin, D.A., Peres, Y., Wilmer, E.L.: Markov chains and mixing times. American Mathematical Society, Providence (2009)
Olivieri, E., Vares, M.E.: Large deviations and metastability, volume 100 of encyclopedia of mathematics and its applications. Cambridge University Press, Cambridge (2005)
Rafferty., T., Chleboun, P., Grosskinsky, S.: Monotonicity and condensation in homogeneous stochastic particle systems. arXiv:1505.02049 (2015)
Rafferty., T., Chleboun, P., Grosskinsky, S.: in preparation
Schonmann, R.H., Shlosman, S.B.: Wulff droplets and the metastable relaxation of kinetic Ising models. Comm. Math. Phys. 194(2), 389–462 (1998)
Spitzer, F.: Interaction of Markov processes. Adv. in Math. 5, 246–290 (1970)
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
Corresponding author
Rights and permissions
About this article
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
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00440-016-0728-y