Recursos de colección
Project Euclid (Hosted at Cornell University Library) (192.320 recursos)
The Annals of Probability
The Annals of Probability
Flandoli, Franco; Gess, Benjamin; Scheutzow, Michael
We provide sufficient conditions for weak synchronization/stabilization by noise for order-preserving random dynamical systems on Polish spaces. That is, under these conditions we prove the existence of a weak point attractor consisting of a single random point. This generalizes previous results in two directions: First, we do not restrict to Banach spaces, and second, we do not require the partial order to be admissible nor normal. As a second main result and application, we prove weak synchronization by noise for stochastic porous media equations with additive noise.
Bai, Shuyang; Taqqu, Murad S.
The generalized Rosenblatt process is obtained by replacing the single critical exponent characterizing the Rosenblatt process by two different exponents living in the interior of a triangular region. What happens to that generalized Rosenblatt process as these critical exponents approach the boundaries of the triangle? We show by two different methods that on each of the two symmetric boundaries, the limit is non-Gaussian. On the third boundary, the limit is Brownian motion. The rates of convergence to these boundaries are also given. The situation is particularly delicate as one approaches the corners of the triangle, because the limit process will...
Martineau, Sébastien; Tassion, Vincent
We prove that the value of the critical probability for percolation on an Abelian Cayley graph is determined by its local structure. This is a partial positive answer to a conjecture of Schramm: the function $\mathrm{p}_{\mathrm{c}}$ defined on the set of Cayley graphs of Abelian groups of rank at least $2$ is continuous for the Benjamini–Schramm topology. The proof involves group-theoretic tools and a new block argument.
Leuridan, Christophe
Given some essentially separable filtration $(\mathcal{Z}_{n})_{n\le0}$ indexed by the nonpositive integers, we define the notion of complementability for the filtrations contained in $(\mathcal{Z}_{n})_{n\le0}$. We also define and characterize the notion of maximality for the poly-adic sub-filtrations of $(\mathcal{Z}_{n})_{n\le0}$. We show that any poly-adic sub-filtration of $(\mathcal{Z}_{n})_{n\le0}$ which can be complemented by a Kolmogorovian filtration is maximal in $(\mathcal{Z}_{n})_{n\le0}$. We show that the converse is false, and we prove a partial converse, which generalizes Vershik’s lacunary isomorphism theorem for poly-adic filtrations.
Dembo, Amir; Montanari, Andrea; Sen, Subhabrata
For Erdős–Rényi random graphs with average degree $\gamma$, and uniformly random $\gamma$-regular graph on $n$ vertices, we prove that with high probability the size of both the Max-Cut and maximum bisection are $n(\frac{\gamma}{4}+\mathsf{P}_{*}\sqrt{\frac{\gamma}{4}}+o(\sqrt{\gamma}))+o(n)$ while the size of the minimum bisection is $n(\frac{\gamma}{4}-\mathsf{P}_{*}\sqrt{\frac{\gamma}{4}}+o(\sqrt{\gamma}))+o(n)$. Our derivation relates the free energy of the anti-ferromagnetic Ising model on such graphs to that of the Sherrington–Kirkpatrick model, with $\mathsf{P}_{*}\approx0.7632$ standing for the ground state energy of the latter, expressed analytically via Parisi’s formula.
Adler, Robert J.; Samorodnitsky, Gennady
How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a “hole” of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on questions shedding new light in existence of holes. How likely is the field to be above a high level on one compact set (e.g., a sphere) and to be below a fraction of that level on some other compact set, for example, at the center of the corresponding ball? How likely is the field to be below that fraction of...
Bally, Vlad; Caramellino, Lucia
Fournier and Printems [Bernoulli 16 (2010) 343–360] have recently established a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with Hölder continuous coefficients. This is of course out of reach by using already classical probabilistic methods based on Malliavin calculus. By employing some Besov space techniques, Debussche and Romito [Probab. Theory Related Fields 158 (2014) 575–596] have substantially improved the result of Fournier and Printems. In our paper, we show that this kind of problem naturally fits in the framework of interpolation spaces: we prove an interpolation inequality (see Proposition...
Krokowski, Kai; Reichenbachs, Anselm; Thäle, Christoph
A new Berry–Esseen bound for nonlinear functionals of nonsymmetric and nonhomogeneous infinite Rademacher sequences is established. It is based on a discrete version of the Malliavin–Stein method and an analysis of the discrete Ornstein–Uhlenbeck semigroup. The result is applied to sub-graph counts and to the number of vertices having a prescribed degree in the Erdős–Rényi random graph. A further application deals with a percolation problem on trees.
Pillai, Natesh S.; Smith, Aaron
We study a kinetically constrained Ising process (KCIP) associated with a graph $G$ and density parameter $p$; this process is an interacting particle system with state space $\{0,1\}^{G}$, the location of the particles. The number of particles at stationarity follows the $\operatorname{Binomial}(|G|,p$) distribution, conditioned on having at least one particle. The “constraint” in the name of the process refers to the rule that a vertex cannot change its state unless it has at least one neighbour in state “1”. The KCIP has been proposed by statistical physicists as a model for the glass transition, and more recently as a simple...
Tikhomirov, Konstantin; Youssef, Pierre
We connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere $\mathbb{S}^{n-1}$. In this way, the case of a discretized Brownian motion is related to Gordon’s escape theorem dealing with standard Gaussian matrices. We show that for the random walk $\mathrm{BM}_{n}(i),i\in\mathbb{N}$, the convex hull of the first $C^{n}$ steps (for a sufficiently large universal constant $C$) contains the origin with probability close to one. Moreover, the approach allows us to prove that with high probability the $\pi/2$-covering time of certain random walks on...
Kassel, Adrien; Kenyon, Richard
We define natural probability measures on finite multicurves (finite collections of pairwise disjoint simple closed curves) on curved surfaces. These measures arise as universal scaling limits of probability measures on cycle-rooted spanning forests (CRSFs) on graphs embedded on a surface with a Riemannian metric, in the limit as the mesh size tends to zero. These in turn are defined from the Laplacian determinant and depend on the choice of a unitary connection on the surface.
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Wilson’s algorithm for generating spanning trees on a graph generalizes to a cycle-popping algorithm for generating CRSFs for a general family of weights on the cycles....
Li, Xinyi
We consider simple random walk on $\mathbb{Z}^{d}$, $d\geq3$. Motivated by the work of A.-S. Sznitman and the author in [Probab. Theory Related Fields 161 (2015) 309–350] and [Electron. J. Probab. 19 (2014) 1–26], we investigate the asymptotic behavior of the probability that a large body gets disconnected from infinity by the set of points visited by a simple random walk. We derive asymptotic lower bounds that bring into play random interlacements. Although open at the moment, some of the lower bounds we obtain possibly match the asymptotic upper bounds recently obtained in [Disconnection, random walks, and random interlacements (2014)]. This...
Buckdahn, Rainer; Li, Juan; Peng, Shige; Rainer, Catherine
In this paper, we consider a mean-field stochastic differential equation, also called the McKean–Vlasov equation, with initial data $(t,x)\in[0,T]\times\mathbb{R}^{d}$, whose coefficients depend on both the solution $X^{t,x}_{s}$ and its law. By considering square integrable random variables $\xi$ as initial condition for this equation, we can easily show the flow property of the solution $X^{t,\xi}_{s}$ of this new equation. Associating it with a process $X^{t,x,P_{\xi}}_{s}$ which coincides with $X^{t,\xi}_{s}$, when one substitutes $\xi$ for $x$, but which has the advantage to depend on $\xi$ only through its law $P_{\xi}$, we characterize the function $V(t,x,P_{\xi})=E[\Phi(X^{t,x,P_{\xi}}_{T},P_{X^{t,\xi}_{T}})]$ under appropriate regularity conditions on the coefficients...
Basak, Anirban; Dembo, Amir
We consider the ferromagnetic Ising model on a sequence of graphs $\mathsf{G}_{n}$ converging locally weakly to a rooted random tree. Generalizing [Probab. Theory Related Fields 152 (2012) 31–51], under an appropriate “continuity” property, we show that the Ising measures on these graphs converge locally weakly to a measure, which is obtained by first picking a random tree, and then the symmetric mixture of Ising measures with $+$ and $-$ boundary conditions on that tree. Under the extra assumptions that $\mathsf{G}_{n}$ are edge-expanders, we show that the local weak limit of the Ising measures conditioned on positive magnetization is the Ising...
Kemppainen, Antti; Smirnov, Stanislav
In this paper, we provide a framework of estimates for describing 2D scaling limits by Schramm’s SLE curves. In particular, we show that a weak estimate on the probability of an annulus crossing implies that a random curve arising from a statistical mechanics model will have scaling limits and those will be well described by Loewner evolutions with random driving forces. Interestingly, our proofs indicate that existence of a nondegenerate observable with a conformally-invariant scaling limit seems sufficient to deduce the required condition.
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Our paper serves as an important step in establishing the convergence of Ising and FK Ising interfaces to...
Barchiesi, Marco; Brancolini, Alessio; Julin, Vesa
We provide a full quantitative version of the Gaussian isoperimetric inequality: the difference between the Gaussian perimeter of a given set and a half-space with the same mass controls the gap between the norms of the corresponding barycenters. In particular, it controls the Gaussian measure of the symmetric difference between the set and the half-space oriented so to have the barycenter in the same direction of the set. Our estimate is independent of the dimension, sharp on the decay rate with respect to the gap and with optimal dependence on the mass.
Athreya, Siva; Löhr, Wolfgang; Winter, Anita
We consider stochastic processes on complete, locally compact tree-like metric spaces $(T,r)$ on their “natural scale” with boundedly finite speed measure $\nu$. Given a triple $(T,r,\nu)$ such a speed-$\nu$ motion on $(T,r)$ can be characterized as the unique strong Markov process which if restricted to compact subtrees satisfies for all $x,y\in T$ and all positive, bounded measurable $f$, \begin{equation}\label{eabstract}\mathbb{E}^{x}[\int^{\tau_{y}}_{0}\mathrm{d}sf(X_{s})]=2\int_{T}\nu(\mathrm{d}z)r(y,c(x,y,z))f(z)<\infty,\end{equation} where $c(x,y,z)$ denotes the branch point generated by $x,y,z$. If $(T,r)$ is a discrete tree, $X$ is a continuous time nearest neighbor random walk which jumps from $v$ to $v'\sim v$ at rate $\frac{1}{2}\cdot(\nu(\{v\})\cdot r(v,v'))^{-1}$. If $(T,r)$ is path-connected, $X$ has...
Ren, Yan-Xia; Song, Renming; Zhang, Rui
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and unifies all the central limit theorems obtained recently in Ren, Song and Zhang [J. Funct. Anal. 266 (2014) 1716–1756] for supercritical branching symmetric Markov processes. To prove our central limit theorem, we have to carefully develop the spectral theory of nonsymmetric strongly continuous semigroups, which should be of independent interest.
Osȩkowski, Adam
We present a probabilistic study of the Hilbert operator
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\[Tf(x)=\frac{1}{\pi}\int_{0}^{\infty}\frac{f(y)\,\mathrm{d}y}{x+y},\qquad x\geq0,\] defined on integrable functions $f$ on the positive halfline. Using appropriate novel estimates for orthogonal martingales satisfying the differential subordination, we establish sharp moment, weak-type and $\Phi$-inequalities for $T$. We also show similar estimates for higher dimensional analogues of the Hilbert operator, and by the further careful modification of martingale methods, we obtain related sharp localized inequalities for Hilbert and Riesz transforms.
Nualart, David; Tudor, Ciprian A.
The aim of this paper is to show an estimate for the determinant of the covariance of a two-dimensional vector of multiple stochastic integrals of the same order in terms of a linear combination of the expectation of the determinant of its iterated Malliavin matrices. As an application, we show that the vector is not absolutely continuous if and only if its components are proportional.