SearcharxivSearch

arXiv · 2311.10498

Scaling of the Cumulative Weights of the Invasion Percolation Cluster on a Branching Process Tree

Abstract

We analyse the scaling of the weights added by invasion percolation on a branching process tree. This process is a paradigm model of self-organised criticality, where criticality is approach without a prespecified parameter. In this paper, we are interested in the invasion percolation cluster (IPC), obtained by performing invasion percolation for $n$ steps and letting $n\to\infty$. The volume scaling of the IPC was discussed in detail in (G\"undlach and van der Hofstad 2023) and in this work, we extend this analysis to the scaling of the cumulative weights of the IPC. We assume a power-law offspring distribution on the branching process tree with exponent $\alpha$. In the regimes $\alpha>2$ and $\alpha\in(1,2)$, we observe a natural law-of-large-numbers result, where the cumulative weights have the same scaling as the volume, but converge to a different limit. In the case $\alpha<1$, where the weights added by invasion percolation vanish, the scaling regimes change significantly. For $\alpha\in(1/2,1)$, the weights scale exponentially but with a different parameter than the volume scaling, while for $\alpha\in(0,1/2)$ it turns out that the weights are summable without any scaling. Such a phase transition at $\alpha=1/2$ of the cumulative weights is novel and unexpected as there is no significant change in the neighbourhood scaling of the IPC at $\alpha=1/2$.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Rowel Gündlach. 2023-11-17. Scaling of the Cumulative Weights of the Invasion Percolation Cluster on a Branching Process Tree. https://arxiv.org/abs/2311.10498

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