Robust nonparametric detection of objects in noisy images

We propose a novel statistical hypothesis testing method for detection of objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown shapes in the presence of nonparametric noise of unknown level and of unknown distribution. No boundary shape constraints are imposed on the object, only a weak bulk condition for the object's interior is required. The algorithm has linear complexity and exponential accuracy and is appropriate for real-time systems. In this paper, we develop further the mathematical formalism of our method and explore important connections to the mathematical theory of percolation and statistical physics. We prove results on consistency and algorithmic complexity of our testing procedure. In addition, we address not only an asymptotic behavior of the method, but also a finite sample performance of our test.Comment: This paper initially appeared in 2010 as EURANDOM Report 2010-049. Link to the abstract at EURANDOM repository: http://www.eurandom.tue.nl/reports/2010/049-abstract.pdf Link to the paper at EURANDOM repository: http://www.eurandom.tue.nl/reports/2010/049-report.pd

Directed percolation effects emerging from superadditivity of quantum networks

Entanglement indcued non--additivity of classical communication capacity in networks consisting of quantum channels is considered. Communication lattices consisiting of butterfly-type entanglement breaking channels augmented, with some probability, by identity channels are analyzed. The capacity superadditivity in the network is manifested in directed correlated bond percolation which we consider in two flavours: simply directed and randomly oriented. The obtained percolation properties show that high capacity information transfer sets in much faster in the regime of superadditive communication capacity than otherwise possible. As a byproduct, this sheds light on a new type of entanglement based quantum capacity percolation phenomenon.Comment: 6 pages, 4 figure

Non-Existence of Positive Stationary Solutions for a Class of Semi-Linear PDEs with Random Coefficients

We consider a so-called random obstacle model for the motion of a hypersurface through a field of random obstacles, driven by a constant driving field. The resulting semi-linear parabolic PDE with random coefficients does not admit a global nonnegative stationary solution, which implies that an interface that was flat originally cannot get stationary. The absence of global stationary solutions is shown by proving lower bounds on the growth of stationary solutions on large domains with Dirichlet boundary conditions. Difficulties arise because the random lower order part of the equation cannot be bounded uniformly

Random-cluster representation of the Blume-Capel model

The so-called diluted-random-cluster model may be viewed as a random-cluster representation of the Blume--Capel model. It has three parameters, a vertex parameter $a$, an edge parameter $p$, and a cluster weighting factor $q$. Stochastic comparisons of measures are developed for the `vertex marginal' when $q\in[1,2]$, and the `edge marginal' when q\in[1,\oo). Taken in conjunction with arguments used earlier for the random-cluster model, these permit a rigorous study of part of the phase diagram of the Blume--Capel model

Population Dynamics in Spatially Heterogeneous Systems with Drift: the generalized contact process

We investigate the time evolution and stationary states of a stochastic, spatially discrete, population model (contact process) with spatial heterogeneity and imposed drift (wind) in one- and two-dimensions. We consider in particular a situation in which space is divided into two regions: an oasis and a desert (low and high death rates). Carrying out computer simulations we find that the population in the (quasi) stationary state will be zero, localized, or delocalized, depending on the values of the drift and other parameters. The phase diagram is similar to that obtained by Nelson and coworkers from a deterministic, spatially continuous model of a bacterial population undergoing convection in a heterogeneous medium.Comment: 8 papes, 12 figure

Empires and Percolation: Stochastic Merging of Adjacent Regions

We introduce a stochastic model in which adjacent planar regions $A, B$ merge stochastically at some rate $\lambda(A,B)$, and observe analogies with the well-studied topics of mean-field coagulation and of bond percolation. Do infinite regions appear in finite time? We give a simple condition on $\lambda$ for this {\em hegemony} property to hold, and another simple condition for it to not hold, but there is a large gap between these conditions, which includes the case $\lambda(A,B) \equiv 1$. For this case, a non-rigorous analytic argument and simulations suggest hegemony.Comment: 13 page

Strict inequalities of critical values in continuum percolation

We consider the supercritical finite-range random connection model where the points $x,y$ of a homogeneous planar Poisson process are connected with probability $f(|y-x|)$ for a given $f$. Performing percolation on the resulting graph, we show that the critical probabilities for site and bond percolation satisfy the strict inequality $p_c^{\rm site} > p_c^{\rm bond}$. We also show that reducing the connection function $f$ strictly increases the critical Poisson intensity. Finally, we deduce that performing a spreading transformation on $f$ (thereby allowing connections over greater distances but with lower probabilities, leaving average degrees unchanged) {\em strictly} reduces the critical Poisson intensity. This is of practical relevance, indicating that in many real networks it is in principle possible to exploit the presence of spread-out, long range connections, to achieve connectivity at a strictly lower density value.Comment: 38 pages, 8 figure

Scaling Limit and Critical Exponents for Two-Dimensional Bootstrap Percolation

Consider a cellular automaton with state space $\{0,1 \}^{{\mathbb Z}^2}$ where the initial configuration $\omega_0$ is chosen according to a Bernoulli product measure, 1's are stable, and 0's become 1's if they are surrounded by at least three neighboring 1's. In this paper we show that the configuration $\omega_n$ at time n converges exponentially fast to a final configuration $\bar\omega$, and that the limiting measure corresponding to $\bar\omega$ is in the universality class of Bernoulli (independent) percolation. More precisely, assuming the existence of the critical exponents $\beta$, $\eta$, $\nu$ and $\gamma$, and of the continuum scaling limit of crossing probabilities for independent site percolation on the close-packed version of ${\mathbb Z}^2$ (i.e., for independent $*$-percolation on ${\mathbb Z}^2$), we prove that the bootstrapped percolation model has the same scaling limit and critical exponents. This type of bootstrap percolation can be seen as a paradigm for a class of cellular automata whose evolution is given, at each time step, by a monotonic and nonessential enhancement.Comment: 15 page

First Passage Properties of the Erdos-Renyi Random Graph

We study the mean time for a random walk to traverse between two arbitrary sites of the Erdos-Renyi random graph. We develop an effective medium approximation that predicts that the mean first-passage time between pairs of nodes, as well as all moments of this first-passage time, are insensitive to the fraction p of occupied links. This prediction qualitatively agrees with numerical simulations away from the percolation threshold. Near the percolation threshold, the statistically meaningful quantity is the mean transit rate, namely, the inverse of the first-passage time. This rate varies non-monotonically with p near the percolation transition. Much of this behavior can be understood by simple heuristic arguments.Comment: 10 pages, 9 figures, 2-column revtex4 forma

Form factor for large quantum graphs: evaluating orbits with time-reversal

It has been shown that for a certain special type of quantum graphs the random-matrix form factor can be recovered to at least third order in the scaled time \tau using periodic-orbit theory. Two types of contributing pairs of orbits were identified, those which require time-reversal symmetry and those which do not. We present a new technique of dealing with contribution from the former type of orbits. The technique allows us to derive the third order term of the expansion for general graphs. Although the derivation is rather technical, the advantages of the technique are obvious: it makes the derivation tractable, it identifies explicitly the orbit configurations which give the correct contribution, it is more algorithmical and more system-independent, making possible future applications of the technique to systems other than quantum graphs.Comment: 25 pages, 14 figures, accepted to Waves in Random Media (special issue on Quantum Graphs and their Applications). Fixed typos, removed an overly restrictive condition (appendix), shortened introductory section