McKean-Vlasov limit for interacting random processes in random media

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A sample-path large deviation principle for dynamic Erdős–Rényi random graphs

We consider a dynamic Erdős–Rényi random graph on n vertices in which each edge switches on at rate λ and switches off at rate μ, independently of other edges. The focus is on the analysis of the evolution of the associated empirical graphon in the limit as n → ∞. Our main result is a large deviation principle (LDP) for the sample path of the empirical graphon observed until a fixed time horizon. The rate is (n2 ), the rate function is a specific action integral on the space of graphon trajectories. We apply the LDP to identify (i) the most likely path that starting from a constant graphon creates a graphon with an atypically large density of d-regular subgraphs, and (ii) the mostly likely path between two given graphons. It turns out that bifurcations may occur in the solutions of associated variational problems

Large deviations principle for Curie-Weiss models with random fields

In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system. We prove a Large Deviations Principle for the so-called {\it magnetization per spin} $S_n/n$ with respect to the associated Gibbs measure, where $S_n/n$ is the scaled partial sum of spins. In particular, we obtain an explicit expression for the LDP rate function, which enables an extensive study of the phase diagram in some examples. It is worth mentioning that the model considered in this article covers, in particular, both the case of i.\,i.\,d.\ random external fields (also known under the name of random field Curie-Weiss models) and the case of dependent random external fields generated by e.\,g.\ Markov chains or dynamical systems.Comment: 11 page

Bad configurations for random walk in random scenery and related subshifts

Article / Letter to editorMathematisch Instituu

Entropic and gradient flow formulations for nonlinear diffusion

Nonlinear diffusion $\partial_t \rho = \Delta(\Phi(\rho))$ is considered for a class of nonlinearities $\Phi$. It is shown that for suitable choices of $\Phi$, an associated Lyapunov functional can be interpreted as thermodynamics entropy. This information is used to derive an associated metric, here called thermodynamic metric. The analysis is confined to nonlinear diffusion obtainable as hydrodynamic limit of a zero range process. The thermodynamic setting is linked to a large deviation principle for the underlying zero range process and the corresponding equation of fluctuating hydrodynamics. For the latter connections, the thermodynamic metric plays a central role

Bad configurations for random walk in random scenery and related subshifts

In this paper we consider an arbitrary irreducible random walk on , d1, with i.i.d. increments, together with an arbitrary i.i.d. random scenery. Walk and scenery are assumed to be independent. Random walk in random scenery (RWRS) is the random process where time is indexed by , and at each unit of time both the step taken by the walk and the scenery value at the site that is visited are registered. Bad configurations for RWRS are the discontinuity points of the conditional probability distribution for the configuration at the origin of time given the configuration at all other times. We show that the set of bad configurations is non-empty. We give a complete description of this set and compute its probability under the random scenery measure. Depending on the type of random walk, this probability may be zero or positive. For simple symmetric random walk we get three different types of behavior depending on whether d=1,2, d=3,4 or d5. Our classification is actually valid for a class of subshifts having a certain determinative property, which we call specifiable, of which RWRS is an example. We also consider bad configurations w.r.t. a finite time interval (replacing the origin) and obtain an almost complete generalization of our results. Remarkably, this extension turns out to be somewhat delicate

Skills Associated with Line Breaks in Elite Rugby Union

The ability of the attacking team to break through the defensive line is a key indicator of success as it creates opportunities to score tries. The aim of this study was to analyse line breaks and identify the associated skills and playing characteristics. The 2013 Super Rugby season (125 games) was analysed, in which 362 line breaks were identified and coded using variables that assessed team patterns and non-contact attacking skills in the phases preceding the line break. There was an average of 3 line breaks per game, with 39% of line breaks resulting in a try. Line breaks occurred when the ball-carrier was running fast [61%, x 2 (4) = 25.784, p = 0.000, Cramer’s v = 0.1922, weak]. At a moderate distance, short lateral passes (19%) and skip passes (15%) attributed to the highest percentage of line breaks [x 2 (26) = 50.899, p = 0.036, Cramer’s v = 0.2484, moderate]. Faster defensive line speeds resulted in more line breaks [x 2 (12) = 61.703, p < 0.001, Cramer’s v = 0.3026, moderate]. Line breaks are associated with overall team success and try scoring opportunities. Awareness of the defenders line speed and depth, fast running speed when receiving the ball and quick passing between attackers to the outside backs creates line break opportunities. During training, coaches should emphasise the movement speed of the ball between attackers and manipulate the speed and distance of the defenders

Binary data corruption due to a Brownian agent

We introduce a model of binary data corruption induced by a Brownian agent (active random walker) on a d-dimensional lattice. A continuum formulation allows the exact calculation of several quantities related to the density of corrupted bits \rho; for example the mean of \rho, and the density-density correlation function. Excellent agreement is found with the results from numerical simulations. We also calculate the probability distribution of \rho in d=1, which is found to be log-normal, indicating that the system is governed by extreme fluctuations.Comment: 39 pages, 10 figures, RevTe

McKean-Vlasov limit for interacting random processes in random media

Analysis and Stochastic

Fronts in randomly advected and heterogeneous media and nonuniversality of Burgers turbulence: Theory and numerics

A recently established mathematical equivalence--between weakly perturbed Huygens fronts (e.g., flames in weak turbulence or geometrical-optics wave fronts in slightly nonuniform media) and the inviscid limit of white-noise-driven Burgers turbulence--motivates theoretical and numerical estimates of Burgers-turbulence properties for specific types of white-in-time forcing. Existing mathematical relations between Burgers turbulence and the statistical mechanics of directed polymers, allowing use of the replica method, are exploited to obtain systematic upper bounds on the Burgers energy density, corresponding to the ground-state binding energy of the directed polymer and the speedup of the Huygens front. The results are complementary to previous studies of both Burgers turbulence and directed polymers, which have focused on universal scaling properties instead of forcing-dependent parameters. The upper-bound formula can be heuristically understood in terms of renormalization of a different kind from that previously used in combustion models, and also shows that the burning velocity of an idealized turbulent flame does not diverge with increasing Reynolds number at fixed turbulence intensity, a conclusion that applies even to strong turbulence. Numerical simulations of the one-dimensional inviscid Burgers equation using a Lagrangian finite-element method confirm that the theoretical upper bounds are sharp within about 15% for various forcing spectra (corresponding to various two-dimensional random media). These computations provide a new quantitative test of the replica method. The inferred nonuniversality (spectrum dependence) of the front speedup is of direct importance for combustion modeling.Comment: 20 pages, 2 figures, REVTeX 4. Moved some details to appendices, added figure on numerical metho