{ "id": "cond-mat/0211141", "version": "v2", "published": "2002-11-07T19:25:10.000Z", "updated": "2002-11-08T09:22:40.000Z", "title": "Dynamical Windings of Random Walks and Exclusion Models. Part I: Thermodynamic Limit", "authors": [ "Guy Fayolle", "Cyril Furtlehner" ], "comment": "31 pages, 13 figures. Pages 5,6,8,9,10,12,23 color printed. INRIA Report 4608", "journal": "J. Stat. Phys. Vol. 114, No 1-2 (2004), 229-260", "categories": [ "cond-mat.stat-mech", "math.PR" ], "abstract": "We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\\eta$ which breaks the symmetry between the left and right orientation, the winding distribution of the walk is modified, and the system can be in three different phases: folded, stretched and glassy. An explicit mapping is found, leading to consider the system as a coupling of two exclusion processes. For all closed or periodic initial sample paths, a convenient scaling permits to show a convergence in law (or almost surely on a modified probability space) to a continuous curve, the equation of which is given by a system of two non linear stochastic differential equations. The deterministic part of this system is explicitly analyzed via elliptic functions. In a similar way, by using a formal fluid limit approach, the dynamics of the system is shown to be equivalent to a system of two coupled Burgers' equations.", "revisions": [ { "version": "v2", "updated": "2002-11-08T09:22:40.000Z" } ], "analyses": { "keywords": [ "random walk", "thermodynamic limit", "exclusion models", "dynamical windings", "non linear stochastic differential equations" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 31, "language": "en", "license": "arXiv", "status": "editable" } } }