Published papers

The money exchange model is a type of agent-based model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting wealth distributions that emerge at the macroscopic level, given the microscopic rules governing the exchanges among agents. In this paper, we formulate generalized versions of the immediate exchange model, the uniform reshuffling model, and the uniform saving model, all of which are types of money exchange model, as discrete-time interacting particle systems and characterize their stationary distributions. Furthermore, we prove that, under appropriate scaling, the asymptotic wealth distribution converges to an exponential distribution for the uniform reshuffling model, and to either an exponential distribution or a gamma distribution depending on the tail behavior of the number of coins given/saved in the immediate exchange model and the random saving model, which generalizes the uniform saving model. In particular, our results provide a mathematically rigorous formulation and generalization of the assertions previously predicted in studies based on numerical simulations and heuristic arguments.

We consider the d(≥3) - dimensional lattice Gaussian free field on Λ : = [- N, N] ∩ Z in the presence of a self-potential of the form U(r) = - bI(| r| ≤ a) , a> 0 , b∈ R. When b> 0 , the potential attracts the field to the level around zero and is called square-well pinning. It is known that the field turns to be localized and massive for every a> 0 and b> 0. In this paper, we consider the situation that the parameter b< 0 and self-potentials are imposed on ΛαN,α∈(0,1). We prove that once we impose this weak repulsive potential from the level [- a, a] , most sites are located on the same side and the field is pushed to the same level when the original Gaussian field is conditioned to be positive everywhere, or negative everywhere with probability 12, respectively. This result can be applied to show the similar path behavior for the disordered pinning model in the delocalized regime. N d d

We consider the Gaussian interface model in the presence of random external fields, that is the finite volume (random) Gibbs measure on RΛN, ΛN=[-N,N]d∩Zd with Hamiltonian HN(ϕ)=14d∑x∼y(ϕ(x)-ϕ(y))2-∑x∈ΛNη(x)ϕ(x) and 0-boundary conditions. {η(x)}x∈Zd is a family of i.i.d. symmetric random variables. We study how the typical maximal height of a random interface is modified by the addition of quenched bulk disorder. We show that the asymptotic behavior of the maximum changes depending on the tail behavior of the random variable η(x) when d≥5. In particular, we identify the leading order asymptotics of the maximum.

© 2019 ALEA, Lat. Am. J. Probab. Math. Stat. We consider a class of effective models on ℤd called Gaussian membrane models with square-well pinning or σ-pinning. It is known that when d = 1 this model exhibits a localization/delocalization transition that depends on the strength of the pinning. In this paper, we show that when d ≥ 2, once we impose weak pinning potentials the field is always localized in the sense that the corresponding free energy is always positive. We also discuss the case that both square-well potentials and repulsive potentials are acting in high dimensions.