SearcharxivSearch

arXiv · 2407.13652

Two-dimensional forest fires with boundary ignitions

Abstract

In the classical Drossel-Schwabl forest fire process, vertices of a lattice become occupied at rate $1$, and they are hit by lightning at some tiny rate $\zeta > 0$, which causes entire connected components to burn. In this paper, we study a variant where fires are coming from the boundary of the forest instead. In particular we prove that, for the case without recoveries where the forest is an $N \times N$ box in the triangular lattice, the probability that the center of the box gets burnt tends to $0$ as $N \rightarrow \infty$ (but substantially slower than the one-arm probability of critical Bernoulli percolation). And, for the case where the forest is the upper-half plane, we show (still for the version without recoveries) that no infinite occupied cluster emerges. We also discuss analogs of some of these results for the corresponding models with recoveries, and explain how our results and proofs give valuable insight on a process considered earlier by Graf.

Explore related subjects

Keep this discovery

BibTeXRIS

Jacob van den Berg, Pierre Nolin. 2024-07-18. Two-dimensional forest fires with boundary ignitions. https://arxiv.org/abs/2407.13652

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