Mostrando recursos 1 - 20 de 1.224

  1. Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients

    Konakov, Valentin; Menozzi, Stéphane
    We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of Hölder continuous coefficients as well as piecewise smooth drifts with smooth diffusion matrices.

  2. Scaling limits for the critical Fortuin-Kasteleyn model on a random planar map II: local estimates and empty reduced word exponent

    Gwynne, Ewain; Sun, Xin
    We continue our study of the inventory accumulation introduced by Sheffield (2011), which encodes a random planar map decorated by a collection of loops sampled from the critical Fortuin-Kasteleyn (FK) model. We prove various local estimates for the inventory accumulation model, i.e., estimates for the precise number of symbols of a given type in a reduced word sampled from the model. Using our estimates, we obtain the scaling limit of the associated two-dimensional random walk conditioned on the event that it stays in the first quadrant for one unit of time and ends up at a particular position in the...

  3. Extremes and gaps in sampling from a GEM random discrete distribution

    Pitman, Jim; Yakubovich, Yuri
    We show that in a sample of size $n$ from a $\mathsf{GEM} (0,\theta )$ random discrete distribution, the gaps $G_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of the sample, with the convention $G_{n:n} := X_{1:n} - 1$, are distributed like the first $n$ terms of an infinite sequence of independent geometric$(i/(i+\theta ))$ variables $G_i$. This extends a known result for the minimum $X_{1:n}$ to other gaps in the range of the sample, and implies that the maximum $X_{n:n}$ has the distribution of $1 + \sum _{i=1}^n G_i$, hence the known result that $X_{n:n}$ grows like...

  4. Mean-field behavior for nearest-neighbor percolation in $d>10$

    Fitzner, Robert; van der Hofstad, Remco
    We prove that nearest-neighbor percolation in dimensions $d\geq 11$ displays mean-field behavior by proving that the infrared bound holds, in turn implying the finiteness of the percolation triangle diagram. The finiteness of the triangle implies the existence and mean-field values of various critical exponents, such as $\gamma =1, \beta =1, \delta =2$. We also prove sharp $x$-space asymptotics for the two-point function and the existence of various arm exponents. Such results had previously been obtained in unpublished work by Hara and Slade for nearest-neighbor percolation in dimension $d\geq 19$, so that we bring the dimension above which mean-field behavior is...

  5. Fluctuations for mean-field interacting age-dependent Hawkes processes

    Chevallier, Julien
    The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes $n$ goes to $+\infty $) being granted by the study performed in [9], the aim of the present paper is to prove the resulting functional central limit theorem. It involves the study of a measure-valued process describing the fluctuations (at scale $n^{-1/2}$) of the empirical measure of the ages around its limit value. This fluctuation process is proved to converge towards a limit process characterized by a limit system of stochastic differential equations driven by a Gaussian noise instead...

  6. An Eyring–Kramers law for the stochastic Allen–Cahn equation in dimension two

    Berglund, Nils; Di Gesù, Giacomo; Weber, Hendrik
    We study spectral Galerkin approximations of an Allen–Cahn equation over the two-dimensional torus perturbed by weak space-time white noise of strength $\sqrt{\varepsilon } $. We introduce a Wick renormalisation of the equation in order to have a system that is well-defined as the regularisation is removed. We show sharp upper and lower bounds on the transition times from a neighbourhood of the stable configuration $-1$ to the stable configuration $1$ in the asymptotic regime $\varepsilon \to 0$. These estimates are uniform in the discretisation parameter $N$, suggesting an Eyring–Kramers formula for the limiting renormalised stochastic PDE. The effect of the...

  7. Ricci curvature bounds for weakly interacting Markov chains

    Erbar, Matthias; Henderson, Christopher; Menz, Georg; Tetali, Prasad
    We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in several examples, namely: Glauber dynamics for a class of spin systems including the Ising and Curie–Weiss models, a class of hard-core models and random walks on groups induced by a conjugacy invariant set of generators.

  8. The Brownian net and selection in the spatial $\Lambda $-Fleming-Viot process

    Etheridge, Alison; Freeman, Nic; Straulino, Daniel
    We obtain the Brownian net of [24] as the scaling limit of the paths traced out by a system of continuous (one-dimensional) space and time branching and coalescing random walks. This demonstrates a certain universality of the net, which we have not seen explored elsewhere. The walks themselves arise in a natural way as the ancestral lineages relating individuals in a sample from a biological population evolving according to the spatial Lambda-Fleming-Viot process. Our scaling reveals the effect, in dimension one, of spatial structure on the spread of a selectively advantageous gene through such a population.

  9. Rigorous results for a population model with selection II: genealogy of the population

    Schweinsberg, Jason
    We consider a model of a population of fixed size $N$ undergoing selection. Each individual acquires beneficial mutations at rate $\mu _N$, and each beneficial mutation increases the individual’s fitness by $s_N$. Each individual dies at rate one, and when a death occurs, an individual is chosen with probability proportional to the individual’s fitness to give birth. Under certain conditions on the parameters $\mu _N$ and $s_N$, we show that the genealogy of the population can be described by the Bolthausen-Sznitman coalescent. This result confirms predictions of Desai, Walczak, and Fisher (2013), and Neher and Hallatschek (2013).

  10. Rigorous results for a population model with selection I: evolution of the fitness distribution

    Schweinsberg, Jason
    We consider a model of a population of fixed size $N$ undergoing selection. Each individual acquires beneficial mutations at rate $\mu _N$, and each beneficial mutation increases the individual’s fitness by $s_N$. Each individual dies at rate one, and when a death occurs, an individual is chosen with probability proportional to the individual’s fitness to give birth. Under certain conditions on the parameters $\mu _N$ and $s_N$, we obtain rigorous results for the rate at which mutations accumulate in the population and the distribution of the fitnesses of individuals in the population at a given time. Our results confirm predictions...

  11. A Liouville hyperbolic souvlaki

    Carmesin, Johannes; Federici, Bruno; Georgakopoulos, Agelos
    We construct a transient bounded-degree graph no transient subgraph of which embeds in any surface of finite genus. ¶ Moreover, we construct a transient, Liouville, bounded-degree, Gromov–hyperbolic graph with trivial hyperbolic boundary that has no transient subtree. This answers a question of Benjamini. This graph also yields a (further) counterexample to a conjecture of Benjamini and Schramm. In an appendix by Gábor Pete and Gourab Ray, our construction is extended to yield a unimodular graph with the above properties.

  12. Geometry of infinite planar maps with high degrees

    Budd, Timothy; Curien, Nicolas
    We study the geometry of infinite random Boltzmann planar maps with vertices of high degree. These correspond to the duals of the Boltzmann maps associated to a critical weight sequence $(q_{k})_{ k \geq 0}$ for the faces with polynomial decay $k^{-a}$ with $a \in ( \frac{3} {2}, \frac{5} {2})$ which have been studied by Le Gall & Miermont as well as by Borot, Bouttier & Guitter. We show the existence of a phase transition for the geometry of these maps at $a = 2$. In the dilute phase corresponding to $a \in (2, \frac{5} {2})$ we prove that the volume...

  13. Perturbations of Voter model in one-dimension

    Newman, C.M.; Ravishankar, K.; Schertzer, E.
    We study the scaling limit of a large class of voter model perturbations in one dimension, including stochastic Potts models, to a universal limiting object, the continuum voter model perturbation. The perturbations can be described in terms of bulk and boundary nucleations of new colors (opinions). The discrete and continuum (space) models are obtained from their respective duals, the discrete net with killing and Brownian net with killing. These determine the color genealogy by means of reduced graphs. We focus our attention on models where the voter and boundary nucleation dynamics depend only on the colors of nearest neighbor sites,...

  14. Absorbing-state transition for Stochastic Sandpiles and Activated Random Walks

    Sidoravicius, Vladas; Teixeira, Augusto
    We study the dynamics of two conservative lattice gas models on the infinite $d$-dimensional hypercubic lattice: the Activated Random Walks (ARW) and the Stochastic Sandpiles Model (SSM), introduced in the physics literature in the early nineties. Theoretical arguments and numerical analysis predicted that the ARW and SSM undergo a phase transition between an absorbing phase and an active phase as the initial density crosses a critical threshold. However a rigorous proof of the existence of an absorbing phase was known only for one-dimensional systems. In the present work we establish the existence of such phase transition in any dimension. Moreover,...

  15. Finitely dependent insertion processes

    Levy, Avi
    A $q$-coloring of $\mathbb Z$ is a random process assigning one of $q$ colors to each integer in such a way that consecutive integers receive distinct colors. A process is $k$-dependent if any two sets of integers separated by a distance greater than $k$ receive independent colorings. Holroyd and Liggett constructed the first stationary $k$-dependent $q$-colorings by introducing an insertion algorithm on the complete graph $K_q$. We extend their construction from complete graphs to weighted directed graphs. We show that complete multipartite analogues of $K_3$ and $K_4$ are the only graphs whose insertion process is finitely dependent and whose insertion...

  16. Reflected Brownian motion: selection, approximation and linearization

    Arnaudon, Marc; Li, Xue-Mei
    We construct a family of SDEs with smooth coefficients whose solutions select a reflected Brownian flow as well as a corresponding stochastic damped transport process $(W_t)$, the limiting pair gives a probabilistic representation for solutions of the heat equations on differential 1-forms with the absolute boundary conditions. The transport process evolves pathwise by the Ricci curvature in the interior, by the shape operator on the boundary where it is driven by the boundary local time, and with its normal part erased at the end of the excursions to the boundary of the reflected Brownian motion. On the half line, this...

  17. Universality of random matrices with correlated entries

    Che, Ziliang
    We consider an $N$ by $N$ real symmetric random matrix $X=(x_{ij})$ where $\mathbb{E} [x_{ij}x_{kl}]=\xi _{ijkl}$. Under the assumption that $(\xi _{ijkl})$ is the discretization of a piecewise Lipschitz function and that the correlation is short-ranged we prove that the empirical spectral measure of $X$ converges to a probability measure. The Stieltjes transform of the limiting measure can be obtained by solving a functional equation. Under the slightly stronger assumption that $(x_{ij})$ has a strictly positive definite covariance matrix, we prove a local law for the empirical measure down to the optimal scale $\operatorname{Im} z \gtrsim N^{-1}$. The local law implies...

  18. Bootstrap percolation on products of cycles and complete graphs

    Gravner, Janko; Sivakoff, David
    Bootstrap percolation on a graph iteratively enlarges a set of occupied sites by adjoining points with at least $\theta $ occupied neighbors. The initially occupied set is random, given by a uniform product measure, and we say that spanning occurs if every point eventually becomes occupied. The main question concerns the critical probability, that is, the minimal initial density that makes spanning likely. The graphs we consider are products of cycles of $m$ points and complete graphs of $n$ points. The major part of the paper focuses on the case when two factors are complete graphs and one factor is...

  19. On generalized Gaussian free fields and stochastic homogenization

    Gu, Yu; Mourrat, Jean-Christophe
    We study a generalization of the notion of Gaussian free field (GFF). Although the extension seems minor, we first show that a generalized GFF does not satisfy the spatial Markov property, unless it is a classical GFF. In stochastic homogenization, the scaling limit of the corrector is a possibly generalized GFF described in terms of an “effective fluctuation tensor” that we denote by $\mathsf{Q} $. We prove an expansion of $\mathsf{Q} $ in the regime of small ellipticity ratio. This expansion shows that the scaling limit of the corrector is not necessarily a classical GFF, and in particular does not...

  20. Asymptotics of self-similar growth-fragmentation processes

    Dadoun, Benjamin
    Markovian growth-fragmentation processes introduced in [8, 9] extend the pure-fragmentation model by allowing the fragments to grow larger or smaller between dislocation events. What becomes of the known asymptotic behaviors of self-similar pure fragmentations [6, 11, 12, 14] when growth is added to the fragments is a natural question that we investigate in this paper. Our results involve the terminal value of some additive martingales whose uniform integrability is an essential requirement. Dwelling first on the homogeneous case [8], we exploit the connection with branching random walks and in particular the martingale convergence of Biggins [18, 19] to derive precise asymptotic estimates. The self-similar case [9] is treated in a...

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