Spanning trees of graphs on surfaces and the intensity of loop-erased random walk on planar graphs

We show how to compute the probabilities of various connection topologies for uniformly random spanning trees on graphs embedded in surfaces. As an application, we show how to compute the "intensity" of the loop-erased random walk in ${\mathbb Z}^2$, that is, the probability that the walk from (0,0) to infinity passes through a given vertex or edge. For example, the probability that it passes through (1,0) is 5/16; this confirms a conjecture from 1994 about the stationary sandpile density on ${\mathbb Z}^2$. We do the analogous computation for the triangular lattice, honeycomb lattice and ${\mathbb Z} \times {\mathbb R}$, for which the probabilities are 5/18, 13/36, and $1/4-1/\pi^2$ respectively.Comment: 45 pages, many figures. v2 has an expanded introduction, a revised section on the LERW intensity, and an expanded appendix on the annular matri

Boundary Partitions in Trees and Dimers

Given a finite planar graph, a grove is a spanning forest in which every component tree contains one or more of a specified set of vertices (called nodes) on the outer face. For the uniform measure on groves, we compute the probabilities of the different possible node connections in a grove. These probabilities only depend on boundary measurements of the graph and not on the actual graph structure, i.e., the probabilities can be expressed as functions of the pairwise electrical resistances between the nodes, or equivalently, as functions of the Dirichlet-to-Neumann operator (or response matrix) on the nodes. These formulae can be likened to generalizations (for spanning forests) of Cardy's percolation crossing probabilities, and generalize Kirchhoff's formula for the electrical resistance. Remarkably, when appropriately normalized, the connection probabilities are in fact integer-coefficient polynomials in the matrix entries, where the coefficients have a natural algebraic interpretation and can be computed combinatorially. A similar phenomenon holds in the so-called double-dimer model: connection probabilities of boundary nodes are polynomial functions of certain boundary measurements, and as formal polynomials, they are specializations of the grove polynomials. Upon taking scaling limits, we show that the double-dimer connection probabilities coincide with those of the contour lines in the Gaussian free field with certain natural boundary conditions. These results have direct application to connection probabilities for multiple-strand SLE_2, SLE_8, and SLE_4.Comment: 46 pages, 12 figures. v4 has additional diagrams and other minor change

On the asymptotics of dimers on tori

We study asymptotics of the dimer model on large toric graphs. Let $\mathbb L$ be a weighted $\mathbb{Z}^2$-periodic planar graph, and let $\mathbb{Z}^2 E$ be a large-index sublattice of $\mathbb{Z}^2$. For $\mathbb L$ bipartite we show that the dimer partition function on the quotient $\mathbb{L}/(\mathbb{Z}^2 E)$ has the asymptotic expansion $\exp[A f_0 + \text{fsc} + o(1)]$, where $A$ is the area of $\mathbb{L}/(\mathbb{Z}^2 E)$, $f_0$ is the free energy density in the bulk, and $\text{fsc}$ is a finite-size correction term depending only on the conformal shape of the domain together with some parity-type information. Assuming a conjectural condition on the zero locus of the dimer characteristic polynomial, we show that an analogous expansion holds for $\mathbb{L}$ non-bipartite. The functional form of the finite-size correction differs between the two classes, but is universal within each class. Our calculations yield new information concerning the distribution of the number of loops winding around the torus in the associated double-dimer models.Comment: 48 pages, 18 figure

Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments

This paper discusses different classes of loss models in non-life insurance settings. It then overviews the class Tukey transform loss models that have not yet been widely considered in non-life insurance modelling, but offer opportunities to produce flexible skewness and kurtosis features often required in loss modelling. In addition, these loss models admit explicit quantile specifications which make them directly relevant for quantile based risk measure calculations. We detail various parameterizations and sub-families of the Tukey transform based models, such as the g-and-h, g-and-k and g-and-j models, including their properties of relevance to loss modelling. One of the challenges with such models is to perform robust estimation for the loss model parameters that will be amenable to practitioners when fitting such models. In this paper we develop a novel, efficient and robust estimation procedure for estimation of model parameters in this family Tukey transform models, based on L-moments. It is shown to be more robust and efficient than current state of the art methods of estimation for such families of loss models and is simple to implement for practical purposes.Comment: 42 page

Trees and Matchings

In this article, Temperley's bijection between spanning trees of the square grid on the one hand, and perfect matchings (also known as dimer coverings) of the square grid on the other, is extended to the setting of general planar directed (and undirected) graphs, where edges carry nonnegative weights that induce a weighting on the set of spanning trees. We show that the weighted, directed spanning trees (often called arborescences) of any planar graph G can be put into a one-to-one weight-preserving correspondence with the perfect matchings of a related planar graph H. One special case of this result is a bijection between perfect matchings of the hexagonal honeycomb lattice and directed spanning trees of a triangular lattice. Another special case gives a correspondence between perfect matchings of the ``square-octagon'' lattice and directed weighted spanning trees on a directed weighted version of the cartesian lattice. In conjunction with results of Kenyon, our main theorem allows us to compute the measures of all cylinder events for random spanning trees on any (directed, weighted) planar graph. Conversely, in cases where the perfect matching model arises from a tree model, Wilson's algorithm allows us to quickly generate random samples of perfect matchings.Comment: 32 pages, 19 figures (minor revisions from version 1

Midwest Technology Assistance Center for Small Public Water Systems Final Report

The Midwest Technology Assistance Center (MTAC) was established October 1, 1998 to provide assistance to small public water systems throughout the Midwest via funding from the United States Environmental Protection Agency (USEPA) under section 1420(f) of the 1996 amendments to the Safe Drinking Water Act. This report summarizes progress made under USEPA Grant# 832591-01 for funds received in Federal Years (FY) 05 and 06. MTAC is a cooperative effort of the 10 states of the Midwest (congruent with USEPA regions 5 and 7), led by the Illinois State Water Survey and the University of Illinois. The director of their Water Resources Institute (WRI) coordinates the participation of each state in MTAC. Dr. Richard Warner (WRI director) and Kent Smothers were the principal investigators for this project. Kent Smothers serves as the managing director of the center, and is responsible for conducting routine activities with the advice and counsel of Dr. Richard Warner.published or submitted for publicationis peer reviewe