Bounds for the variance of certain stationary point processes

AbstractFor the variance of stationary renewal and alternating renewal processes Nn(·) the paper establishes upper and lower bounds of the form −B1⩽varN8(0,x–Aλx⩽B2(0<x<∞), where λ=EN8(0,1), with constants A, B1 and B2 that depend on the first three moments of the interval distributions for the processes concerned. These results are consistent with the value of the constant A for a general stationary point process suggested by Cox in 1963 [1]

A stochastic epidemiological model and a deterministic limit for BitTorrent-like peer-to-peer file-sharing networks

In this paper, we propose a stochastic model for a file-sharing peer-to-peer network which resembles the popular BitTorrent system: large files are split into chunks and a peer can download or swap from another peer only one chunk at a time. We prove that the fluid limits of a scaled Markov model of this system are of the coagulation form, special cases of which are well-known epidemiological (SIR) models. In addition, Lyapunov stability and settling-time results are explored. We derive conditions under which the BitTorrent incentives under consideration result in shorter mean file-acquisition times for peers compared to client-server (single chunk) systems. Finally, a diffusion approximation is given and some open questions are discussed.Comment: 25 pages, 6 figure

Emergence of influential spreaders in modified rumor models

The burst in the use of online social networks over the last decade has provided evidence that current rumor spreading models miss some fundamental ingredients in order to reproduce how information is disseminated. In particular, recent literature has revealed that these models fail to reproduce the fact that some nodes in a network have an influential role when it comes to spread a piece of information. In this work, we introduce two mechanisms with the aim of filling the gap between theoretical and experimental results. The first model introduces the assumption that spreaders are not always active whereas the second model considers the possibility that an ignorant is not interested in spreading the rumor. In both cases, results from numerical simulations show a higher adhesion to real data than classical rumor spreading models. Our results shed some light on the mechanisms underlying the spreading of information and ideas in large social systems and pave the way for more realistic diffusion models.Comment: 14 Pages, 6 figures, accepted for publication in Journal of Statistical Physic

The 5.2 ka climate event: Evidence from stable isotope and multi-proxy palaeoecological peatland records in Ireland

AbstractEvidence for a major climate event at 5.2 ka has been reported globally and is associated with considerable societal disruption, but is poorly characterised in northwest Europe. This event forms part of a broader period of re-organisation in the Earth's ocean-atmosphere circulation system between 6 and 5 ka. This study tests the nature and timing of the event in northwest Europe, a region highly sensitive to change in meridional overturning circulation and mid-latitude westerly airflow. Here we report three high-resolution Irish multi-proxy records obtained from ombrotrophic peatlands that have robust chronological frameworks. We identify the 5.2 ka event by a sustained decrease in δ18Ocellulose at all three sites, with additional and parallel changes in δ13Ccellulose and palaeoecological (testate amoebae, plant macrofossil and humification) data from two sites in northern Ireland. Data from Sluggan Moss demonstrate a particularly coherent shift towards wetter conditions. These data support the hypothesis that the event was caused by a prolonged period of positive North Atlantic Oscillation conditions, resulting in pervasive cyclonic weather patterns across northwest Europe, increasing precipitation over Ireland

Countable Random Sets: Uniqueness in Law and Constructiveness

The first part of this article deals with theorems on uniqueness in law for \sigma-finite and constructive countable random sets, which in contrast to the usual assumptions may have points of accumulation. We discuss and compare two approaches on uniqueness theorems: First, the study of generators for \sigma-fields used in this context and, secondly, the analysis of hitting functions. The last section of this paper deals with the notion of constructiveness. We will prove a measurable selection theorem and a decomposition theorem for constructive countable random sets, and study constructive countable random sets with independent increments.Comment: Published in Journal of Theoretical Probability (http://www.springerlink.com/content/0894-9840/). The final publication is available at http://www.springerlink.co

Eynard-Mehta theorem, Schur process, and their pfaffian analogs

We give simple linear algebraic proofs of Eynard-Mehta theorem, Okounkov-Reshetikhin formula for the correlation kernel of the Schur process, and Pfaffian analogs of these results. We also discuss certain general properties of the spaces of all determinantal and Pfaffian processes on a given finite set.Comment: AMSTeX, 21 pages, a new section adde

Palm pairs and the general mass-transport principle

We consider a lcsc group G acting properly on a Borel space S and measurably on an underlying sigma-finite measure space. Our first main result is a transport formula connecting the Palm pairs of jointly stationary random measures on S. A key (and new) technical result is a measurable disintegration of the Haar measure on G along the orbits. The second main result is an intrinsic characterization of the Palm pairs of a G-invariant random measure. We then proceed with deriving a general version of the mass-transport principle for possibly non-transitive and non-unimodular group operations first in a deterministic and then in its full probabilistic form.Comment: 26 page

Edge scaling limits for a family of non-Hermitian random matrix ensembles

A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in an ellipse in the complex plane, which collapses to an interval of the real line as the degree of non-Hermiticity diminishes. Scaling limit theorems are proven for the eigenvalue point process at the rightmost edge of the spectrum, and it is shown that a non-trivial transition occurs between Poisson and Airy point process statistics when the ratio of the axes of the supporting ellipse is of order $n^{-1/3}$. In this regime, the family of limiting probability distributions of the maximum of the real parts of the eigenvalues interpolates between the Gumbel and Tracy-Widom distributions.Comment: 44 page

Translation-invariance of two-dimensional Gibbsian point processes

The conservation of translation as a symmetry in two-dimensional systems with interaction is a classical subject of statistical mechanics. Here we establish such a result for Gibbsian particle systems with two-body interaction, where the interesting cases of singular, hard-core and discontinuous interaction are included. We start with the special case of pure hard core repulsion in order to show how to treat hard cores in general.Comment: 44 pages, 6 figure

R-local Delaunay inhibition model

Let us consider the local specification system of Gibbs point process with inhib ition pairwise interaction acting on some Delaunay subgraph specifically not con taining the edges of Delaunay triangles with circumscribed circle of radius grea ter than some fixed positive real value $R$. Even if we think that there exists at least a stationary Gibbs state associated to such system, we do not know yet how to prove it mainly due to some uncontrolled "negative" contribution in the expression of the local energy needed to insert any number of points in some large enough empty region of the space. This is solved by introducing some subgraph, called the $R$-local Delaunay graph, which is a slight but tailored modification of the previous one. This kind of model does not inherit the local stability property but satisfies s ome new extension called $R$-local stability. This weakened property combined with the local property provides the existence o f Gibbs state.Comment: soumis \`{a} Journal of Statistical Physics 27 page