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This is the second part of a three part series of papers. In this paper, we consider a general class of $N\times N$ random band matrices $H=(H_{ij})$ whose entries are centered random variables, independent up to a symmetry constraint. We assume that the variances $\mathbb E |H_{ij}|^2$ form a band matrix with typical band width $1\ll W\ll N$. We consider the generalized resolvent of $H$ defined as $G(Z):=(H - Z)^{-1}$, where $Z$ is a deterministic diagonal matrix such that $Z_{ij}=\left(z\mathds{1}_{1\le i \le W}+\wt z\mathds{1}_{ i > W} \right) \delta_{ij}$, with two distinct spectral parameters $z\in \mathbb C_+:=\{z\in \mathbb C:\im z>0\}$ and $\wt z\in \mathbb C_+\cup \mathbb R$. In this paper, we prove a sharp bound for the local law of the generalized resolvent $G$ for $W\gg N^{3/4}$. This bound is a key input for the proof of delocalization and bulk universality of random band matrices in [2]. Our proof depends on a fluctuations averaging bound on certain averages of polynomials in the resolvent entries, which will be proved in [10].

We consider a general class of symmetric or Hermitian random band matrices $H=(h_{xy})_{x,y \in \llbracket 1,N\rrbracket^d}$ in any dimension $d\ge 1$, where the entries are independent, centered random variables with variances $s_{xy}=\mathbb E|h_{xy}|^2$. We assume that $s_{xy}$ vanishes if $|x-y|$ exceeds the band width $W$, and we are interested in the mesoscopic scale with $1\ll W\ll N$. Define the {\it{generalized resolvent}} of $H$ as $G(H,Z):=(H - Z)^{-1}$, where $Z$ is a deterministic diagonal matrix with entries $Z_{xx}\in \mathbb C_+$ for all $x$. Then we establish a precise high-probability bound on certain averages of polynomials of the resolvent entries. As an application of this fluctuation averaging result, we give a self-contained proof for the delocalization of random band matrices in dimensions $d\ge 2$. More precisely, for any fixed $d\ge 2$, we prove that the bulk eigenvectors of $H$ are delocalized in certain averaged sense if $N\le W^{1+\frac{d}{2}}$. This improves the corresponding results in \cite{HeMa2018} under the assumption $N\ll W^{1+\frac{d}{d+1}}$, and in \cite{ErdKno2013,ErdKno2011} under the assumption $N\ll W^{1+\frac{d}{6}}$. For 1D random band matrices, our fluctuation averaging result was used in \cite{PartII,PartI} to prove the delocalization conjecture and bulk universality for random band matrices with $N\ll W^{4/3}$.

The goal of this paper is to prove rigorous results for the behavior of genealogies in a one-dimensional long range biased voter model introduced by Hallatschek and Nelson [Theor. Pop. Biol. 73 (2008) 158–170]. The first step, which is easily accomplished using results of Mueller and Tribe [Probab. Theory Related Fields 102 (1995) 519–545], is to show that when space and time are rescaled correctly, our biased voter model converges to a Wright–Fisher SPDE. A simple extension of a result of Durrett and Restrepo [Ann. Appl. Probab. 18 (2008) 334–358] then shows that the dual branching coalescing random walk converges to a branching Brownian motion in which particles coalesce after an exponentially distributed amount of intersection local time. Brunet et al. [Phys. Rev. E (3) 76 (2007) 041104, 20] have conjectured that genealogies in models of this type are described by the Bolthausen–Sznitman coalescent, see [Proc. Natl. Acad. Sci. USA 110 (2013) 437–442]. However, in the model we study there are no simultaneous coalescences. Our third and most significant result concerns “tracer dynamics” in which some of the initial particles in the biased voter model are labeled. We show that the joint distribution of the labeled and unlabeled particles converges to the solution of a system of stochastic partial differential equations. A new duality equation that generalizes the one Shiga [In Stochastic Processes in Physics and Engineering (Bielefeld, 1986) (1988) 345–355 Reidel] developed for the Wright–Fisher SPDE is the key to the proof of that result.

A new non-conservative stochastic reaction–diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport of positive and negative charges in a solar cell or the population dynamics of two segregated species under competition. We show that in the macroscopic limit, the particle densities converge to the solution of a coupled nonlinear heat equations. For this, we first prove that propagation of chaos holds by establishing the uniqueness of a new BBGKY hierarchy. A local central limit theorem for reflected diffusions in bounded Lipschitz domains is also established as a crucial tool.

We introduce an interacting particle system in which two families of reflected diffusions interact in a singular manner near a deterministic interface I. This system can be used to model the transport of positive and negative charges in a solar cell or the population dynamics of two segregated species under competition. A related interacting random walk model with discrete state spaces has recently been introduced and studied in Chen and Fan (2014). In this paper, we establish the functional law of large numbers for this new system, thereby extending the hydrodynamic limit in Chen and Fan (2014) to reflected diffusions in domains with mixed-type boundary conditions, which include absorption (harvest of electric charges). We employ a new and direct approach that avoids going through the delicate BBGKY hierarchy.

We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability that it returns to the true root state converges to 1 as the number of leaves tends to infinity. We also derive quantitative bounds on the error of reconstruction. Our results answer a question of Gascuel and Steel [GS10] and have implications for ancestral sequence reconstruction in a classical evolutionary model of nucleotide insertion and deletion [TKF91].

We consider ASEP on a bounded interval and on a half‐line with sources and sinks. On the full line, Bertini and Giacomin in 1997 proved convergence under weakly asymmetric scaling of the height function to the solution of the KPZ equation. We prove here that under similar weakly asymmetric scaling of the sources and sinks as well, the bounded interval ASEP height function converges to the KPZ equation on the unit interval with Neumann boundary conditions on both sides (different parameter for each side), and likewise for the half‐line ASEP to KPZ on a half‐line. This result can be interpreted as showing that the KPZ equation arises at the triple critical point (maximal current / high density / low density) of the open ASEP.

We consider the KPZ equation in one space dimension driven by a sta- tionary centred space–time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the solution to this equation considered at a suitable large scale and in a suitable reference frame converges to the Hopf–Cole solution to the KPZ equation driven by space–time Gaussian white noise. While the limit- ing process depends only on the integrated variance of the driving field, the diverging constants appearing in the definition of the reference frame also depend on higher order moments.

We introduce the dynamical sine-Gordon equation in two space dimensions with parameter β, which is the natural dynamic associated to the usual quantum sine- Gordon model. It is shown that when β2 ∈ (0, 16π ) the Wick renormalised equation 3 is well-posed. In the regime β2 ∈ (0,4π), the Da Prato–Debussche method [J Funct Anal 196(1):180–210, 2002; Ann Probab 31(4):1900–1916, 2003] applies, while for β2 ∈ [4π, 16π ), the solution theory is provided via the theory of regularity structures 3 [Hairer, Invent Math 198(2):269–504, 2014]. We also show that this model arises naturally from a class of 2 + 1-dimensional equilibrium interface fluctuation models with periodic nonlinearities. The main mathematical difficulty arises in the construction of the model for the associated regularity structure where the role of the noise is played by a non-Gaussian random distribution similar to the complex multiplicative Gaussian chaos recently analysed in Lacoin et al.