Long-range self-avoiding walk converges to alpha-stable processes

We consider a long-range version of self-avoiding walk in dimension $d > 2(\alpha \wedge 2)$, where $d$ denotes dimension and $\alpha$ the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to Brownian motion for $\alpha \ge 2$, and to $\alpha$-stable L\'evy motion for $\alpha < 2$. This complements results by Slade (1988), who proves convergence to Brownian motion for nearest-neighbor self-avoiding walk in high dimension.Comment: 25 pages. Version v2: Corrected proof of Theorem 1.4 and various minor changes. To appear in Ann. Inst. H. Poincare Probab. Statis

Structures in supercritical scale-free percolation

Scale-free percolation is a percolation model on $\mathbb{Z}^d$ which can be used to model real-world networks. We prove bounds for the graph distance in the regime where vertices have infinite degrees. We fully characterize transience vs. recurrence for dimension 1 and 2 and give sufficient conditions for transience in dimension 3 and higher. Finally, we show the existence of a hierarchical structure for parameters where vertices have degrees with infinite variance and obtain bounds on the cluster density.Comment: Revised Definition 2.5 and an argument in Section 6, results are unchanged. Correction of minor typos. 29 pages, 7 figure

Random graph asymptotics on high-dimensional tori

We investigate the scaling of the largest critical percolation cluster on a large d-dimensional torus, for nearest-neighbor percolation in high dimensions, or when d>6 for sufficient spread-out percolation. We use a relatively simple coupling argument to show that this largest critical cluster is, with high probability, bounded above by a large constant times $V^{2/3}$ and below by a small constant times $V^{2/3}(log V)^{-4/3}$, where V is the volume of the torus. We also give a simple criterion in terms of the subcritical percolation two-point function on Z^d under which the lower bound can be improved to small constant times $V^{2/3}$, i.e., we prove random graph asymptotics for the largest critical cluster on the high-dimensional torus. This establishes a conjecture by Aizenman (1997), apart from logarithmic corrections. We discuss implications of these results on the dependence on boundary conditions for high-dimensional percolation. Our method is crucially based on the results by Borgs, Chayes, van der Hofstad, Slade and Spencer (2005a, 2005b), where the $V^{2/3}$ scaling was proved subject to the assumption that a suitably defined critical window contains the percolation threshold on Z^d. We also strongly rely on mean-field results for percolation on Z^d proved by Hara (1990, 2005), Hara and Slade (1990) and Hara, van der Hofstad and Slade (2003).Comment: 22 page

Functionals of Brownian bridges arising in the current mismatch in D/A-converters

Digital-to-analog converters (DAC) transform signals from the abstract digital domain to the real analog world. In many applications, DAC's play a crucial role. Due to variability in the production, various errors arise that influence the performance of the DAC. We focus on the current errors, which describe the fluctuations in the currents of the various unit current elements in the DAC. A key performance measure of the DAC is the Integrated Non-linearity (INL), which we study in this paper. There are several DAC architectures. The most widely used architectures are the thermometer, the binary and the segmented architectures. We study the two extreme architectures, namely, the thermometer and the binary architectures. We assume that the current errors are i.i.d. normally distributed, and reformulate the INL as a functional of a Brownian bridge. We then proceed by investigating these functionals. For the thermometer case, the functional is the maximal absolute value of the Brownian bridge, which has been investigated in the literature. For the binary case, we investigate properties of the functional, such as its mean, variance and density.Comment: 22 pages, 4 figures. Version 2 with Section 3.6 added, and Section 4 revised. To appear in "Probability in the Engineering and Informational Sciences

Spontaneous breaking of rotational symmetry in the presence of defects

We prove a strong form of spontaneous breaking of rotational symmetry for a simple model of two-dimensional crystals with random defects in thermal equilibrium at low temperature. The defects consist of isolated missing atoms.Comment: 18 page

The critical 1-arm exponent for the ferromagnetic Ising model on the Bethe lattice

We consider the ferromagnetic nearest-neighbor Ising model on regular trees (Bethe lattice), which is well-known to undergo a phase transition in the absence of an external magnetic field. The behavior of the model at critical temperature can be described in terms of various critical exponents; one of them is the critical 1-arm exponent $\rho$, which characterizes the rate of decay of the (root) magnetization. The crucial quantity we analyze in this work is the thermal expectation of the root spin on a finite subtree, where the expected value is taken with respect to a probability measure related to the corresponding finite-volume Hamiltonian with a fixed boundary condition. The spontaneous magnetization, which is the limit of this thermal expectation in the distance between the root and the boundary (i.e. in the height of the subtree), is known to vanish at criticality. We are interested in a quantitative analysis of the rate of this convergence in terms of the critical 1-arm exponent $\rho$. Therefore, we rigorously prove that $\langle\sigma_0\rangle^+_n$, the thermal expectation of the root spin at the critical temperature and in the presence of the positive boundary condition, decays as $\langle\sigma_0\rangle^+_n\approx n^{-1/2}$ (in a rather sharp sense), where $n$ is the height of the tree. This establishes the 1-arm critical exponent for the Ising model on regular trees ($\rho=1/2$)

Phase transition for a non-attractive infection process in heterogeneous environment

We consider a non-attractive three state contact process on $\mathbb Z$ and prove that there exists a regime of survival as well as a regime of extinction. In more detail, the process can be regarded as an infection process in a dynamic environment, where non-infected sites are either healthy or passive. Infected sites can recover only if they have a healthy site nearby, whereas non-infected sites may become infected only if there is no healthy and at least one infected site nearby. The transition probabilities are governed by a global parameter $q$: for large $q$, the infection dies out, and for small enough $q$, we observe its survival. The result is obtained by a coupling to a discrete time Markov chain, using its drift properties in the respective regimes

Expansion of the Critical Intensity for the Random Connection Model

We derive an asymptotic expansion for the critical percolation density of the random connection model as the dimension of the encapsulating space tends to infinity. We calculate rigorously the first expansion terms for the Gilbert disk model, the hyper-cubic model, the Gaussian connection kernel, and a coordinate-wise Cauchy kernel.Comment: 43 pages, 7 figure