A Shape Theorem for Riemannian First-Passage Percolation

Riemannian first-passage percolation (FPP) is a continuum model, with a distance function arising from a random Riemannian metric in $\R^d$. Our main result is a shape theorem for this model, which says that large balls under this metric converge to a deterministic shape under rescaling. As a consequence, we show that smooth random Riemannian metrics are geodesically complete with probability one

A Differentiation Theory for It\^o's Calculus

A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative of semimartingales with respect to Brownian motion that leads to a differentiation theory counterpart to It\^o's integral calculus? From It\^o's definition of his integral, such a derivative must be based on the quadratic covariation process. We give such a derivative in this note and we show that it leads to a fundamental theorem of stochastic calculus, a generalized stochastic chain rule that includes the case of convex functions acting on continuous semimartingales, and the stochastic mean value and Rolle's theorems. In addition, it interacts with basic algebraic operations on semimartingales similarly to the way the deterministic derivative does on deterministic functions, making it natural for computations. Such a differentiation theory leads to many interesting applications some of which we address in an upcoming article.Comment: 10 pages, 9/9 papers from my 2000-2006 collection. I proved these results and more earlier in 2004. I generalize this theory in upcoming articles. I also apply this theory in upcoming article

Jamming Percolation and Glass Transitions in Lattice Models

A new class of lattice gas models with trivial interactions but constrained dynamics are introduced. These are proven to exhibit a dynamical glass transition: above a critical density, rho_c, ergodicity is broken due to the appearance of an infinite spanning cluster of jammed particles. The fraction of jammed particles is discontinuous at the transition, while in the unjammed phase dynamical correlation lengths and timescales diverge as exp[C(rho_c-rho)^(-mu)]. Dynamic correlations display two-step relaxation similar to glass-formers and jamming systems.Comment: 4 pages, 2 figs. Final version accepted for publication in Phys. Rev. Let

Coexistence for a multitype contact process with seasons

We introduce a multitype contact process with temporal heterogeneity involving two species competing for space on the $d$-dimensional integer lattice. Time is divided into seasons called alternately season 1 and season 2. We prove that there is an open set of the parameters for which both species can coexist when their dispersal range is large enough. Numerical simulations also suggest that three species can coexist in the presence of two seasons. This contrasts with the long-term behavior of the time-homogeneous multitype contact process for which the species with the higher birth rate outcompetes the other species when the death rates are equal.Comment: Published in at http://dx.doi.org/10.1214/09-AAP599 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

On the push&pull protocol for rumour spreading

The asynchronous push&pull protocol, a randomized distributed algorithm for spreading a rumour in a graph $G$, works as follows. Independent Poisson clocks of rate 1 are associated with the vertices of $G$. Initially, one vertex of $G$ knows the rumour. Whenever the clock of a vertex $x$ rings, it calls a random neighbour $y$: if $x$ knows the rumour and $y$ does not, then $x$ tells $y$ the rumour (a push operation), and if $x$ does not know the rumour and $y$ knows it, $y$ tells $x$ the rumour (a pull operation). The average spread time of $G$ is the expected time it takes for all vertices to know the rumour, and the guaranteed spread time of $G$ is the smallest time $t$ such that with probability at least $1-1/n$, after time $t$ all vertices know the rumour. The synchronous variant of this protocol, in which each clock rings precisely at times $1,2,\dots$, has been studied extensively. We prove the following results for any $n$-vertex graph: In either version, the average spread time is at most linear even if only the pull operation is used, and the guaranteed spread time is within a logarithmic factor of the average spread time, so it is $O(n\log n)$. In the asynchronous version, both the average and guaranteed spread times are $\Omega(\log n)$. We give examples of graphs illustrating that these bounds are best possible up to constant factors. We also prove theoretical relationships between the guaranteed spread times in the two versions. Firstly, in all graphs the guaranteed spread time in the asynchronous version is within an $O(\log n)$ factor of that in the synchronous version, and this is tight. Next, we find examples of graphs whose asynchronous spread times are logarithmic, but the synchronous versions are polynomially large. Finally, we show for any graph that the ratio of the synchronous spread time to the asynchronous spread time is $O(n^{2/3})$.Comment: 25 page

General heatbath algorithm for pure lattice gauge theory

A heatbath algorithm is proposed for pure SU(N) lattice gauge theory based on the Manton action of the plaquette element for general gauge group N. Comparison is made to the Metropolis thermalization algorithm using both the Wilson and Manton actions. The heatbath algorithm is found to outperform the Metropolis algorithm in both execution speed and decorrelation rate. Results, mostly in D=3, for N=2 through 5 at several values for the inverse coupling are presented.Comment: 9 pages, 10 figures, 1 table, major revision, final version, to appear in PR

Affleck-Kennedy-Lieb-Tasaki State on a Honeycomb Lattice is a Universal Quantum Computational Resource

Universal quantum computation can be achieved by simply performing single-qubit measurements on a highly entangled resource state, such as cluster states. The family of Affleck-Kennedy-Lieb-Tasaki states has recently been intensively explored and shown to provide restricted computation. Here, we show that the two-dimensional Affleck-Kennedy-Lieb-Tasaki state on a honeycomb lattice is a universal resource for measurement-based quantum computation.Comment: 4+2 pages, 4 figures, PRL short version of arXiv:1009.2840, see also alternative approach by A. Miyake, arXiv:1009.349

No directed fractal percolation in zero area

We show that fractal (or "Mandelbrot") percolation in two dimensions produces a set containing no directed paths, when the set produced has zero area. This improves a similar result by the first author in the case of constant retention probabilities to the case of retention probabilities approaching 1

Entropic effects in large-scale Monte Carlo simulations

The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic mismatch or divergence between the direct and reverse trial moves. We provide lower and upper bounds for the average acceptance probability in terms of the Renyi divergence of order 1/2. We show that the asymptotic finitude of the entropic divergence is the necessary and sufficient condition for non-vanishing acceptance probabilities in the limit of large dimensions. Furthermore, we demonstrate that the upper bound is reasonably tight by showing that the exponent is asymptotically exact for systems made up of a large number of independent and identically distributed subsystems. For the last statement, we provide an alternative proof that relies on the reformulation of the acceptance probability as a large deviation problem. The reformulation also leads to a class of low-variance estimators for strongly asymmetric distributions. We show that the entropy divergence causes a decay in the average displacements with the number of dimensions n that are simultaneously updated. For systems that have a well-defined thermodynamic limit, the decay is demonstrated to be n^{-1/2} for random-walk Monte Carlo and n^{-1/6} for Smart Monte Carlo (SMC). Numerical simulations of the LJ_38 cluster show that SMC is virtually as efficient as the Markov chain implementation of the Gibbs sampler, which is normally utilized for Lennard-Jones clusters. An application of the entropic inequalities to the parallel tempering method demonstrates that the number of replicas increases as the square root of the heat capacity of the system.Comment: minor corrections; the best compromise for the value of the epsilon parameter in Eq. A9 is now shown to be log(2); 13 pages, 4 figures, to appear in PR

Phase Transition with the Berezinskii--Kosterlitz--Thouless Singularity in the Ising Model on a Growing Network

We consider the ferromagnetic Ising model on a highly inhomogeneous network created by a growth process. We find that the phase transition in this system is characterised by the Berezinskii--Kosterlitz--Thouless singularity, although critical fluctuations are absent, and the mean-field description is exact. Below this infinite order transition, the magnetization behaves as $exp(-const/\sqrt{T_c-T})$. We show that the critical point separates the phase with the power-law distribution of the linear response to a local field and the phase where this distribution rapidly decreases. We suggest that this phase transition occurs in a wide range of cooperative models with a strong infinite-range inhomogeneity. {\em Note added}.--After this paper had been published, we have learnt that the infinite order phase transition in the effective model we arrived at was discovered by O. Costin, R.D. Costin and C.P. Grunfeld in 1990. This phase transition was considered in the papers: [1] O. Costin, R.D. Costin and C.P. Grunfeld, J. Stat. Phys. 59, 1531 (1990); [2] O. Costin and R.D. Costin, J. Stat. Phys. 64, 193 (1991); [3] M. Bundaru and C.P. Grunfeld, J. Phys. A 32, 875 (1999); [4] S. Romano, Mod. Phys. Lett. B 9, 1447 (1995). We would like to note that Costin, Costin and Grunfeld treated this model as a one-dimensional inhomogeneous system. We have arrived at the same model as a one-replica ansatz for a random growing network where expected to find a phase transition of this sort based on earlier results for random networks (see the text). We have also obtained the distribution of the linear response to a local field, which characterises correlations in this system. We thank O. Costin and S. Romano for indicating these publications of 90s.Comment: 5 pages, 2 figures. We have added a note indicating that the infinite order phase transition in the effective model we arrived at was discovered in the work: O. Costin, R.D. Costin and C.P. Grunfeld, J. Stat. Phys. 59, 1531 (1990). Appropriate references to the papers of 90s have been adde