SearcharxivSearch

arXiv · 2412.14987

First contact percolation

Abstract

We study a version of first passage percolation on $\mathbb{Z}^d$ where the random passage times on the edges are replaced by contact times represented by random closed sets on $\mathbb{R}$. Similarly to the contact process without recovery, an infection can spread into the system along increasing sequences of contact times. In case of stationary contact times, we can identify associated first passage percolation models, which in turn establish shape theorems also for first contact percolation. In case of periodic contact times that reflect some reoccurring daily pattern, we also present shape theorems with limiting shapes that are universal with respect to the within-one-day contact distribution. In this case, we also prove a Poisson approximation for increasing numbers of within-one-day contacts. Finally, we present a comparison of the limiting speeds of three models -- all calibrated to have one expected contact per day -- that suggests that less randomness is beneficial for the speed of the infection. The proofs rest on coupling and subergodicity arguments.

Explore related subjects

Keep this discovery

BibTeXRIS

Benedikt Jahnel, Lukas Lüchtrath, Anh Duc Vu. 2024-12-19. First contact percolation. https://doi.org/10.3150/25-bej1922

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