207 research outputs found
The constants in the CLT for the Edwards model
The Edwards model in one dimension is a transformed path measure for one-dimensional Brownian motion discouraging selfintersections In van der Hofstad den Hollander and Konig preprint a central limit theorem CLT is proved for the uctuations of the endpoint of the path around its linear asymptotics In the present paper we study the constants appearing in this CLT which represent the mean and the variance and the exponential rate of the normalizing constant We prove that the variance is strictly smaller than which shows that the weak interaction limit is singular Furthermore we give a relation between the normalizing constant in the Edwards model and the normalizing constant in the weakly interacting DombJoyce model The DombJoyce model is the discrete analogue of the Edwards model based on simple random walk and is studied in van der Hofstad den Hollander and Konig preprint
The proofs are based on bounds for the eigenvalues of a certain one-parameter family of SturmLiouville dierential operators These bounds are obtained by using the monotonicity of the zeroes of the eigenfunctions in combination with computer plots of the power series approximation of the eigenfunctions and exact error estimates of the power series approximatio
Short paths for first passage percolation on the complete graph
We study the complete graph equipped with a topology induced by independent
and identically distributed edge weights. The focus of our analysis is on the
weight W_n and the number of edges H_n of the minimal weight path between two
distinct vertices in the weak disorder regime. We establish novel and simple
first and second moment methods using path counting to derive first order
asymptotics for the considered quantities. Our results are stated in terms of a
sequence of parameters (s_n) that quantifies the extreme-value behaviour of the
edge weights, and that describes different universality classes for first
passage percolation on the complete graph. These classes contain both
n-independent and n-dependent edge weight distributions. The method is most
effective for the universality class containing the edge weights E^{s_n}, where
E is an exponential(1) random variable and s_n log n -> infty, s_n^2 log n ->
0. We discuss two types of examples from this class in detail. In addition, the
class where s_n log n stays finite is studied. This article is a contribution
to the program initiated in \cite{BhaHof12}.Comment: 31 pages, 4 figure
A local limit theorem for the critical random graph
We consider the limit distribution of the orders of the k largest components in the Erd¿os-Rényi random graph inside the critical window for arbitrary k. We prove a local limit theorem for this joint distribution and derive an exact expression for the joint probability density function
Pattern theorems, ratio limit theorems and Gumbel maximal clusters for random fields
We study occurrences of patterns on clusters of size n in random fields on
Z^d. We prove that for a given pattern, there is a constant a>0 such that the
probability that this pattern occurs at most an times on a cluster of size n is
exponentially small. Moreover, for random fields obeying a certain Markov
property, we show that the ratio between the numbers of occurrences of two
distinct patterns on a cluster is concentrated around a constant value. This
leads to an elegant and simple proof of the ratio limit theorem for these
random fields, which states that the ratio of the probabilities that the
cluster of the origin has sizes n+1 and n converges as n tends to infinity.
Implications for the maximal cluster in a finite box are discussed.Comment: 23 pages, 2 figure
Long paths in first passage percolation on the complete graph II. Global branching dynamics
We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed positive edge weights. We consider the case where the lower extreme values of the edge weights are highly separated. This model exhibits strong disorder and a crossover between local and global scales. Local neighborhoods are related to invasion percolation that display self-organised criticality. Globally, the edges with relevant edge weights form a barely supercritical Erdős–Rényi random graph that can be described by branching processes. This near-critical behaviour gives rise to optimal paths that are considerably longer than logarithmic in the number of vertices, interpolating between random graph and minimal spanning tree path lengths. Crucial to our approach is the quantification of the extreme-value behavior of small edge weights in terms of a sequence of parameters (sn)n≥1 that characterises the different universality classes for first passage percolation on the complete graph. We investigate the case where sn→ ∞ with sn= o(n1 / 3) , which corresponds to the barely supercritical setting. We identify the scaling limit of the weight of the optimal path between two vertices, and we prove that the number of edges in this path obeys a central limit theorem with mean approximately snlog(n/sn3) and variance sn2log(n/sn3). Remarkably, our proof also applies to n-dependent edge weights of the form Esn, where E is an exponential random variable with mean 1, thus settling a conjecture of Bhamidi et al. (Weak disorder asymptotics in the stochastic meanfield model of distance. Ann Appl Probab 22(1):29–69, 2012). The proof relies on a decomposition of the smallest-weight tree into an initial part following invasion percolation dynamics, and a main part following branching process dynamics. The initial part has been studied in Eckhoff et al. (Long paths in first passage percolation on the complete graph I. Local PWIT dynamics. Electron. J. Probab. 25:1–45, 2020. https://doi.org/10.1214/20-EJP484); the current paper focuses on the global branching dynamics
Long paths in first passage percolation on the complete graph I. Local PWIT dynamics
We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed edge weights. We find classes with different behaviour depending on a sequence of parameters (sn)n≥1 that quantifies the extreme-value behavior of small weights. We consider both n-independent as well as n-dependent edge weights and illustrate our results in many examples. In particular, we investigate the case where sn → ∞, and focus on the exploration process that grows the smallest-weight tree from a vertex. We establish that the smallest-weight tree process locally converges to the invasion percolation cluster on the Poisson-weighted infinite tree, and we identify the scaling limit of the weight of the smallest-weight path between two uniform vertices. In addition, we show that over a long time interval, the growth of the smallest-weight tree maintains the same volume-height scaling exponent – volume proportional to the square of the height – found in critical Galton–Watson branching trees and critical Erdős-Rényi random graphs
The structure of typical clusters in large sparse random configurations
The initial purpose of this work is to provide a probabilistic explanation of
a recent result on a version of Smoluchowski's coagulation equations in which
the number of aggregations is limited. The latter models the deterministic
evolution of concentrations of particles in a medium where particles coalesce
pairwise as time passes and each particle can only perform a given number of
aggregations. Under appropriate assumptions, the concentrations of particles
converge as time tends to infinity to some measure which bears a striking
resemblance with the distribution of the total population of a Galton-Watson
process started from two ancestors. Roughly speaking, the configuration model
is a stochastic construction which aims at producing a typical graph on a set
of vertices with pre-described degrees. Specifically, one attaches to each
vertex a certain number of stubs, and then join pairwise the stubs uniformly at
random to create edges between vertices. In this work, we use the configuration
model as the stochastic counterpart of Smoluchowski's coagulation equations
with limited aggregations. We establish a hydrodynamical type limit theorem for
the empirical measure of the shapes of clusters in the configuration model when
the number of vertices tends to . The limit is given in terms of the
distribution of a Galton-Watson process started with two ancestors
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