SearcharxivSearch

arXiv · 1804.04120

Universality of high-dimensional spanning forests and sandpiles

Abstract

We prove that the wired uniform spanning forest exhibits mean-field behaviour on a very large class of graphs, including every transitive graph of at least quintic volume growth and every bounded degree nonamenable graph. Several of our results are new even in the case of $\mathbb{Z}^d$, $d\geq 5$. In particular, we prove that every tree in the forest has spectral dimension $4/3$ and walk dimension $3$ almost surely, and that the critical exponents governing the intrinsic diameter and volume of the past of a vertex in the forest are $1$ and $1/2$ respectively. (The past of a vertex in the uniform spanning forest is the finite component that is disconnected from infinity when that vertex is deleted from the forest.) We obtain as a corollary that the critical exponent governing the extrinsic diameter of the past is $2$ on any transitive graph of at least five dimensional polynomial growth, and is $1$ on any bounded degree nonamenable graph. We deduce that the critical exponents describing the diameter and total number of topplings in an avalanche in the Abelian sandpile model are $2$ and $1/2$ respectively for any transitive graph with polynomial growth of dimension at least five, and are $1$ and $1/2$ respectively for any bounded degree nonamenable graph. In the case of $\mathbb{Z}^d$, $d\geq 5$, some of our results regarding critical exponents recover earlier results of Bhupatiraju, Hanson, and J\'arai (2017). In this case, we improve upon their results by showing that the tail probabilities in question are described by the appropriate power laws to within constant-order multiplicative errors, rather than the polylogarithmic-order multiplicative errors present in that work.

Explore related subjects

Keep this discovery

BibTeXRIS

Tom Hutchcroft. 2018-04-11. Universality of high-dimensional spanning forests and sandpiles. https://arxiv.org/abs/1804.04120

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