SearcharxivSearch

arXiv · 1508.05140

Asymptotic behavior of the Eden model with positively homogeneous edge weights

Abstract

Let $d\in\mathbb N$, $α\in\mathbb R$, and let $f :\mathbb R^d\setminus \{0\} \rightarrow (0,\infty)$ be locally Lipschitz and positively homogeneous of degree $α$ (e.g. $f$ could be the $α$th power of a norm on $\mathbb R^d$). We study a generalization of the Eden model on $\mathbb Z^d$ wherein the next edge added to the cluster is chosen from the set of all edges incident to the current cluster with probability proportional to the value of $f$ at the midpoint of this edge, rather than uniformly. This model is equivalent to a variant of first passage percolation where the edge passage times are independent exponential random variables with parameters given by the value of $f$ at the midpoint of the edge. We prove that the $f$-weighted Eden model clusters have an a.s. deterministic limit shape if $α< 1$, which is an explicit functional of $f$ and the limit shape of the standard Eden model, and estimate the rate of convergence to this limit shape. We also prove that if $α>1$, then there is a norm $ν$ on $\mathbb R^d$ (depending on $α$) such that if we set $f(z) = ν(z)^{ α}$, then the $f$-weighted Eden model clusters are a.s.\ contained in a Euclidean cone with opening angle $<π$ for all time. We further show that there does \emph{not} exist a norm on $\mathbb R^d$ for which this latter statement holds for all $α>1$; and that there is no choice of function $f$ for which the above statement holds with $α=1$. Our basic approach is to compare the local behavior of the $f$-weighted first passage percolation to that of unweighted first passage percolation with iid exponential edge weights (which is equivalent to the unweighted Eden model). We include a list of open problems and several computer simulations.

Explore related subjects

Keep this discovery

BibTeXRIS

Sébastien Bubeck, Ewain Gwynne. 2016-12-15. Asymptotic behavior of the Eden model with positively homogeneous edge weights. https://arxiv.org/abs/1508.05140

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR