SearcharxivSearch

arXiv · math/0008217

Cube-root boundary fluctuations for droplets in random cluster models

Abstract

For a family of bond percolation models on Z^{2} that includes the Fortuin-Kasteleyn random cluster model, we consider properties of the ``droplet'' that results, in the percolating regime, from conditioning on the existence of an open dual circuit surrounding the origin and enclosing at least (or exactly) a given large area A. This droplet is a close surrogate for the one obtained by Dobrushin, Kotecký and Shlosman by conditioning the Ising model; it approximates an area-A Wulff shape. The local part of the deviation from the Wulff shape (the ``local roughness'') is the inward deviation of the droplet boundary from the boundary of its own convex hull; the remaining part of the deviation, that of the convex hull of the droplet from the Wulff shape, is inherently long-range. We show that the local roughness is described by at most the exponent 1/3 predicted by nonrigorous theory; this same prediction has been made for a wide class of interfaces in two dimensions. Specifically, the average of the local roughness over the droplet surface is shown to be O(l^{1/3}(\log l)^{2/3}) in probability, where l = \sqrt{A} is the linear scale of the droplet. We also bound the maximum of the local roughness over the droplet surface and bound the long-range part of the deviation from a Wulff shape, and we establish the absense of ``bottlenecks,'' which are a form of self-approach by the droplet boundary, down to scale \log l. Finally, if we condition instead on the event that the total area of all large droplets inside a finite box exceeds A, we show that with probability near 1 for large A, only a single large droplet is present.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Kenneth S. Alexander. 2000-08-29. Cube-root boundary fluctuations for droplets in random cluster models. https://doi.org/10.1007/s220-001-8022-2

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