Recursos de colección
Project Euclid (Hosted at Cornell University Library) (196.943 recursos)
The Annals of Probability
The Annals of Probability
Angel, Omer; Kolesnik, Brett; Miermont, Grégory
The Brownian map is a random geodesic metric space arising as the scaling limit of random planar maps. We strengthen the so-called confluence of geodesics phenomenon observed at the root of the map, and with this, reveal several properties of its rich geodesic structure.
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Our main result is the continuity of the cut locus at typical points. A small shift from such a point results in a small, local modification to the cut locus. Moreover, the cut locus is uniformly stable, in the sense that any two cut loci coincide outside a closed, nowhere dense set of zero measure.
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We obtain similar...
Subag, Eliran
Recently, Auffinger, Ben Arous and Černý initiated the study of critical points of the Hamiltonian in the spherical pure $p$-spin spin glass model, and established connections between those and several notions from the physics literature. Denoting the number of critical values less than $Nu$ by $\operatorname{Crt}_{N}(u)$, they computed the asymptotics of $\frac{1}{N}\log (\mathbb{E}\mbox{Crt}_{N}(u))$, as $N$, the dimension of the sphere, goes to $\infty$. We compute the asymptotics of the corresponding second moment and show that, for $p\geq3$ and sufficiently negative $u$, it matches the first moment:
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\[\mathbb{E}\{(\operatorname{Crt}_{N}(u))^{2}\}/(\mathbb{E} \{\operatorname{Crt}_{N}(u)\})^{2}\to1.\] As an immediate consequence we obtain that $\operatorname{Crt}_{N}(u)/\mathbb{E}\{\operatorname{Crt}_{N}(u)\}\to1$, in $L^{2}$, and thus in...
Epstein, Charles L.; Pop, Camelia A.
We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in population genetics, the so-called generalized Kimura diffusion operators Epstein and Mazzeo [SIAM J. Math. Anal. 42 (2010) 568–608; Degenerate Diffusion Operators Arising in Population Biology (2013) Princeton University Press; Applied Mathematics Research Express (2016)]. Our main results are a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients and the proof of the scale-invariant Harnack inequality for nonnegative solutions to the Kimura parabolic equation. The stochastic representation of solutions that we establish is a considerable generalization of the classical...
Konarovskyi, Vitalii
We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a system exists under the assumption of the uniform mass distribution on an interval at the starting moment. We introduce a stochastic integral with respect to such a flow and obtain the total local time as the density of the occupation measure for all particles.
Flint, Ian; Torrisi, Giovanni Luca
We provide a Clark–Ocone formula for square-integrable functionals of a general temporal point process satisfying only a mild moment condition, generalizing known results on the Poisson space. Some classical applications are given, namely a deviation bound and the construction of a hedging portfolio in a pure-jump market model. As a more modern application, we provide a bound on the total variation distance between two temporal point processes, improving in some sense a recent result in this direction.
Wang, Feng-Yu
By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply the nonexplosion of solutions as well as the existence, uniqueness and regularity estimates of invariant probability measures. These conditions include a class of drifts unbounded on compact domains such that the usual Lyapunov conditions cannot be verified. The main results are extended to second-order differential operators on Hilbert spaces and semilinear SPDEs.
Freidlin, M.; Koralov, L.; Wentzell, A.
We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting behavior of the processes as the magnitude of the drift tends to infinity, and thus the domains become trapping, with the time to exit the domains being exponentially large. In particular, in exponential time scales, metastable distributions between the trapping regions are considered.
Brzeźniak, Zdzisław; Motyl, Elżbieta; Ondrejat, Martin
Building upon a recent work by two of the authors and J. Seidler on $bw$-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier–Stokes (with multiplicative noise) equations in unbounded domains. This answers an open question left after the first author and Y. Li proved a corresponding result in the case of an additive noise.
Addario-Berry, Louigi; Broutin, Nicolas; Goldschmidt, Christina; Miermont, Grégory
Consider the minimum spanning tree (MST) of the complete graph with $n$ vertices, when edges are assigned independent random weights. Endow this tree with the graph distance renormalized by $n^{1/3}$ and with the uniform measure on its vertices. We show that the resulting space converges in distribution as $n\to\infty$ to a random compact measured metric space in the Gromov–Hausdorff–Prokhorov topology. We additionally show that the limit is a random binary $\mathbb{R}$-tree and has Minkowski dimension $3$ almost surely. In particular, its law is mutually singular with that of the Brownian continuum random tree or any rescaled version thereof. Our approach...
Beiglböck, Mathias; Nutz, Marcel; Touzi, Nizar
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality theory for general marginals and measurable reward (cost) functions: absence of a duality gap and existence of dual optimizers. Both properties are shown to fail in the classical formulation. As a consequence of the duality result, we obtain a general principle of cyclical monotonicity describing the geometry of optimal transports.
Burdzy, Krzysztof; Chen, Zhen-Qing; Marshall, Donald; Ramanan, Kavita
We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including nonsmooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main technical tools. A key intermediate step, which may be of independent interest, is an alternative characterization of reflected Brownian motions in smooth bounded planar domains with a given field of angles of oblique reflection on the boundary in terms of a pair of quantities, namely an integrable positive harmonic function, which represents the stationary distribution of the process, and a real number that represents, in a suitable sense,...
Damron, Michael; Lam, Wai-Kit; Wang, Xuan
We consider first passage percolation on $\mathbb{Z}^{2}$ with i.i.d. weights, whose distribution function satisfies $F(0)=p_{c}=1/2$. This is sometimes known as the “critical case” because large clusters of zero-weight edges force passage times to grow at most logarithmically, giving zero time constant. Denote $T(\mathbf{0},\partial B(n))$ as the passage time from the origin to the boundary of the box $[-n,n]\times[-n,n]$. We characterize the limit behavior of $T(\mathbf{0},\partial B(n))$ by conditions on the distribution function $F$. We also give exact conditions under which $T(\mathbf{0},\partial B(n))$ will have uniformly bounded mean or variance. These results answer several questions of Kesten and Zhang from the...
Toninelli, Fabio Lucio
We introduce a class of $(2+1)$-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. “Irreversible” means that the interface has an average nonzero drift. Interface configurations correspond to height functions of dimer coverings of the infinite hexagonal or square lattice. The model can also be viewed as an interacting driven particle system and in the totally asymmetric case the dynamics corresponds to an infinite collection of mutually interacting Hammersley processes.
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When the dynamical asymmetry parameter $(p-q)$ equals zero, the infinite-volume Gibbs measures $\pi_{\rho}$ (with given slope $\rho$) are stationary and reversible. When $p\ne q$, $\pi_{\rho}$...
Holroyd, Alexander E.; Schramm, Oded; Wilson, David B.
Suppose that the vertices of $\mathbb{Z}^{d}$ are assigned random colors via a finitary factor of independent identically distributed (i.i.d.) vertex-labels. That is, the color of vertex $v$ is determined by a rule that examines the labels within a finite (but random and perhaps unbounded) distance $R$ of $v$, and the same rule applies at all vertices. We investigate the tail behavior of $R$ if the coloring is required to be proper (i.e., if adjacent vertices must receive different colors). When $d\geq2$, the optimal tail is given by a power law for $3$ colors, and a tower (iterated exponential) function for...
Hsu, Elton P.; Wang, Yu; Wang, Zhenan
Under general conditions, we devise a stochastic version of De Giorgi iteration scheme for semilinear stochastic parabolic partial differential equation of the form
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\[\partial_{t}u=\operatorname{div}(A\nabla u)+f(t,x,u)+g_{i}(t,x,u)\dot{w}^{i}_{t}\] with progressively measurable diffusion coefficients. We use the scheme to show that the solution of the equation is almost surely Hölder continuous in both space and time variables.
Hoffman, Christopher; Johnson, Tobias; Junge, Matthew
The frog model is a growing system of random walks where a particle is added whenever a new site is visited. A longstanding open question is how often the root is visited on the infinite $d$-ary tree. We prove the model undergoes a phase transition, finding it recurrent for $d=2$ and transient for $d\geq5$. Simulations suggest strong recurrence for $d=2$, weak recurrence for $d=3$, and transience for $d\geq4$. Additionally, we prove a 0–1 law for all $d$-ary trees, and we exhibit a graph on which a 0–1 law does not hold.
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To prove recurrence when $d=2$, we construct a recursive distributional...
Addario-Berry, Louigi; Albenque, Marie
Let $M_{n}$ be a simple triangulation of the sphere $\mathbb{S}^{2}$, drawn uniformly at random from all such triangulations with $n$ vertices. Endow $M_{n}$ with the uniform probability measure on its vertices. After rescaling graph distance by $(3/(4n))^{1/4}$, the resulting random measured metric space converges in distribution, in the Gromov–Hausdorff–Prokhorov sense, to the Brownian map. In proving the preceding fact, we introduce a labelling function for the vertices of $M_{n}$. Under this labelling, distances to a distinguished point are essentially given by vertex labels, with an error given by the winding number of an associated closed loop in the map. We...