Fast simulation of large-scale growth models

We give an algorithm that computes the final state of certain growth models without computing all intermediate states. Our technique is based on a "least action principle" which characterizes the odometer function of the growth process. Starting from an approximation for the odometer, we successively correct under- and overestimates and provably arrive at the correct final state. Internal diffusion-limited aggregation (IDLA) is one of the models amenable to our technique. The boundary fluctuations in IDLA were recently proved to be at most logarithmic in the size of the growth cluster, but the constant in front of the logarithm is still not known. As an application of our method, we calculate the size of fluctuations over two orders of magnitude beyond previous simulations, and use the results to estimate this constant.Comment: 27 pages, 9 figures. To appear in Random Structures & Algorithm

The two-sample problem for Poisson processes: adaptive tests with a non-asymptotic wild bootstrap approach

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The corresponding critical values are constructed from a non-asymptotic wild bootstrap approach, leading to level \alpha tests. Various choices for the kernel functions are possible, including projection, approximation or reproducing kernels. In this last case, we obtain a parametric rate of testing for a weak metric defined in the RKHS associated with the considered reproducing kernel. Then we introduce, in the other cases, an aggregation procedure, which allows us to import ideas coming from model selection, thresholding and/or approximation kernels adaptive estimation. The resulting multiple tests are proved to be of level \alpha, and to satisfy non-asymptotic oracle type conditions for the classical L2-norm. From these conditions, we deduce that they are adaptive in the minimax sense over a large variety of classes of alternatives based on classical and weak Besov bodies in the univariate case, but also Sobolev and anisotropic Nikol'skii-Besov balls in the multivariate case