arXiv subjects

Alan Hammond

Publications and source records attributed to Alan Hammond.

53 records · Page 3Linked to original sources

arXiv2012

Exit time tails from pairwise decorrelation in hidden Markov chains, with applications to dynamical percolation

Consider a Markov process ω_t at equilibrium and some event C (a subset of the state-space of the process). A natural measure of correlations in the process is the pairwise correlation \Pr[ω_0,ω_t \in C] - \Pr[ω_0 \in C]^2. A second natural measure is the probability of the continual occurrence event \{ω_s \in C, \forall s\in [0,t]\}. We show that for reversible Markov chains, and any event C, pairwise decorrelation of the event C implies a decay of the probability of the continual occurrence event \{ω_s \in C, \forall s \in [0,t]\} as t\to\infty. We provide examples showing that our results are often sharp. Our main applications are to dynamical critical percolation. Let C be the left-right crossing event of a large box, and let us scale time so that the expected number of changes to C is order 1 in unit time. We show that the continual connection event has superpolynomial decay. Furthermore, on the infinite lattice without any time scaling, the first exceptional time with an infinite cluster appears with an exponential tail.

math.PR↗

arXiv2012

The kinetic limit of a system of coagulating Brownian particles

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by that mass. When any two particles are close, they are liable to combine into a single particle that bears the mass of each of them. Choosing the initial density of particles so that, if their size is very small, a typical one is liable to interact with a unit order of other particles in a unit of time, we determine the macroscopic evolution of the system, in any dimension d \geq 3. The density of particles evolves according to the Smoluchowski system of PDEs, indexed by the mass parameter, in which the interaction term is a sum of products of densities. Central to the proof is establishing the so-called Stosszahlensatz, which asserts that, at any given time, the presence of particles of two distinct masses at any given point in macroscopic space is asymptotically independent, as the size of the particles is taken towards zero.

math.PR↗

arXiv2012

Stable limit laws for randomly biased walks on supercritical trees

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on distinct edges, each one according to a given law that satisfies a logarithmic non-lattice condition. We determine the condition under which the walk is sub-ballistic, and, in the sub-ballistic regime, we find a formula for the exponent gamma (which is positive but less than one) such that the distance | X_n | moved by the walk in time n is of the order of n^gamma. We prove a stable limiting law for walker distance at late time, proving that the rescaled walk n^{-gamma} | X_n | converges in distribution to an explicitly identified function of the stable law of index gamma. This paper is a counterpart to [4], in which it is proved that, in the model where the biases on edges are taken to be a given constant, there is a logarithmic periodicity effect that prevents the existence of a stable limit law for scaled walker displacement. It is randomization of edge-biases that is responsible for the emergence of the stable limit in the present article, while also introducing further correlations into the model in comparison with the constant bias case. The derivation requires the development of a detailed understanding of trap geometry and the interplay between traps and backbone.The paper may be considered as a sequel to [2], since it makes use of a result on the regular tail of the total conductance of a randomly biased subcritical Galton-Watson tree.

math.PR↗

arXiv2012

Self-avoiding walk is sub-ballistic

We prove that self-avoiding walk on Z^d is sub-ballistic in any dimension d at least two. That is, writing ||u|| for the Euclidean norm of u \in Z^d, and SAW_n for the uniform measure on self-avoiding walks gamma:{0,...,n} \to Z^d for which gamma_0 = 0, we show that, for each v > 0, there exists c > 0 such that, for each positive integer n, SAW_n (max {|| gamma_k || : k \in {0,...,n}} > v n) < e^{- c n}.

math.PR↗

arXiv2011

Power law Polya's urn and fractional Brownian motion

We introduce a natural family of random walks on the set of integers that scale to fractional Brownian motion. The increments X_n have the property that given {X_k: k < n}, the conditional law of X_n is that of X_{n-k_n}, where k_n is sampled independently from a fixed law μon the positive integers. When μhas a roughly power law decay (precisely, when it lies in the domain of attraction of an αstable subordinator, for 0 < α< 1/2) the walk scales to fractional Brownian motion with Hurst parameter α+ 1/2. The walks are easy to simulate and their increments satisfy an FKG inequality. In a sense we describe, they are the natural "fractional" analogs of simple random walk on Z.

math.PR↗

arXiv2011

Phase separation in random cluster models I: uniform upper bounds on local deviation

This is the first in a series of three papers that addresses the behaviour of the droplet that results, in the percolating phase, from conditioning the Fortuin-Kasteleyn planar random cluster model on the presence of an open dual circuit Gamma_0 encircling the origin and enclosing an area of at least (or exactly) n^2. (By the Fortuin-Kasteleyn representation, the model is a close relative of the droplet formed by conditioning the Potts model on an excess of spins of a given type.) We consider local deviation of the droplet boundary, measured in a radial sense by the maximum local roughness, MLR(Gamma_0), this being the maximum distance from a point in the circuit Gamma_0 to the boundary of the circuit's convex hull; and in a longitudinal sense by what we term maximum facet length, MFL(Gamma_0), namely, the length of the longest line segment of which the boundary of the convex hull is formed. The principal conclusion of the series of papers is the following uniform control on local deviation: that there are positive constants c and C such that the conditional probability that the normalised quantity n^{-1/3}\big(\log n \big)^{-2/3} MLR(Gamma_0) lies in the interval [c,C] tends to 1 in the high n-limit; and that the same statement holds for n^{-2/3}\big(\log n \big)^{-1/3} MFL(Gamma_0). In this way, we confirm the anticipated n^{1/3} scaling of maximum local roughness, and provide a sharp logarithmic power-law correction. This local deviation behaviour occurs by means of locally Gaussian effects constrained globally by curvature, and we believe that it arises in a range of radially defined stochastic interface models, including several in the Kardar-Parisi-Zhang universality class. This paper is devoted to proving the upper bounds in these assertions, and includes a heuristic overview of the surgical technique used in the three papers.

math.PR↗

arXiv2011

Phase separation in random cluster models II: the droplet at equilibrium, and local deviation lower bounds

We study the droplet that results from conditioning the subcritical Fortuin-Kasteleyn planar random cluster model on the presence of an open circuit Gamma_0 encircling the origin and enclosing an area of at least (or exactly) n^2. We consider local deviation of the droplet boundary, measured in a radial sense by the maximum local roughness, MLR(Gamma_0), this being the maximum distance from a point in the circuit Gamma_0 to the boundary of the circuit's convex hull; and in a longitudinal sense by what we term maximum facet length, MFL(Gamma_0), namely, the length of the longest line segment of which the boundary of the convex hull is formed. We prove that that there exists a constant c > 0 such that the conditional probability that the normalised quantity n^{-1/3}\big(\log n \big)^{-2/3} MLR(Gamma_0) exceeds c tends to 1 in the high n-limit; and that the same statement holds for n^{-2/3}\big(\log n \big)^{-1/3} MFL(Gamma_0). To obtain these bounds, we exhibit the random cluster measure conditional on the presence of an open circuit trapping high area as the invariant measure of a Markov chain that resamples sections of the circuit boundary. We analyse the chain at equilibrium to prove the local roughness lower bounds. Alongside complementary upper bounds provided in arXiv:1001.1527, the fluctuations MLR(Gamma_0) and MFL(Gamma_0) are determined up to a constant factor.

math.PR↗

arXiv2011

Phase separation in random cluster models III: circuit regularity

We study the droplet that results from conditioning the subcritical Fortuin-Kasteleyn planar random cluster model on the presence of an open circuit Gamma_0 encircling the origin and enclosing an area of at least (or exactly) n^2. In this paper, we prove that the resulting circuit is highly regular: we define a notion of a regeneration site in such a way that, for any such element v of Gamma_0, the circuit Gamma_0 cuts through the radial line segment through v only at v. We show that, provided that the conditioned circuit is centred at the origin in a natural sense, the set of regeneration sites reaches into all parts of the circuit, with maximal distance from one such site to the next being at most logarithmic in n with high probability. The result provides a flexible control on the conditioned circuit that permits the use of surgical techniques to bound its fluctuations, and, as such, it plays a crucial role in the derivation of bounds on the local fluctuation of the circuit carried out in arXiv:1001.1527 and arXiv:1001.1528.

math.PR↗

arXiv2011

Randomly biased walks on subcritical trees

As a model of trapping by biased motion in random structure, we study the time taken for a biased random walk to return to the root of a subcritical Galton-Watson tree. We do so for trees in which these biases are randomly chosen, independently for distinct edges, according to a law that satisfies a logarithmic non-lattice condition. The mean return time of the walk is in essence given by the total conductance of the tree. We determine the asymptotic decay of this total conductance, finding it to have a pure power-law decay. In the case of the conductance associated to a single vertex at maximal depth in the tree, this asymptotic decay may be analysed by the classical defective renewal theorem, due to the non-lattice edge-bias assumption. However, the derivation of the decay for total conductance requires computing an additional constant multiple outside the power-law that allows for the contribution of all vertices close to the base of the tree. This computation entails a detailed study of a convenient decomposition of the tree, under conditioning on the tree having high total conductance. As such, our principal conclusion may be viewed as a development of renewal theory in the context of random environments. For randomly biased random walk on a supercritical Galton-Watson tree with positive extinction probability, our main results may be regarded as a description of the slowdown mechanism caused by the presence of subcritical trees adjacent to the backbone that may act as traps that detain the walker. Indeed, this conclusion is exploited in \cite{GerardAlan} to obtain a stable limiting law for walker displacement in such a tree.

math.PR↗

arXiv2010

Biased random walks on a Galton-Watson tree with leaves

We consider a biased random walk $X_n$ on a Galton-Watson tree with leaves in the sub-ballistic regime. We prove that there exists an explicit constant $γ= γ(β) \in (0,1)$, depending on the bias $β$, such that $X_n$ is of order $n^γ$. Denoting $Δ_n$ the hitting time of level $n$, we prove that $Δ_n/n^{1/γ}$ is tight. Moreover we show that $Δ_n/n^{1/γ}$ does not converge in law (at least for large values of $β$). We prove that along the sequences $n_λ(k)=\lfloor λβ^{γk}\rfloor$, $Δ_n/n^{1/γ}$ converges to certain infinitely divisible laws. Key tools for the proof are the classical Harris decomposition for Galton-Watson trees, a new variant of regeneration times and the careful analysis of triangular arrays of i.i.d. heavy-tailed random variables.

math.PR↗

arXiv2008

Coagulation, diffusion and the continuous Smoluchowski equation

The Smoluchowski equation is a system of partial differential equations modelling the diffusion and binary coagulation of a large collection of tiny particles. The mass parameter may be indexed either by positive integers, or by positive reals, these corresponding to the discrete or the continuous form of the equations. In dimension at least 3, we derive the continuous Smoluchowski PDE as a kinetic limit of a microscopic model of Brownian particles liable to coalesce, using a similar method to that used to derive the discrete form of the equations in Hammond and Rezakhanlou [4]. The principal innovation is a correlation-type bound on particle locations that permits the derivation in the continuous context while simplifying the arguments of [4]. We also comment on the scaling satisfied by the continuous Smoluchowski PDE, and its potential implications for blow-up of solutions of the equations.

math.PR↗

arXiv2008

Monotone loop models and rational resonance

Let $T_{n,m}=\mathbb Z_n\times\mathbb Z_m$, and define a random mapping $ϕ\colon T_{n,m}\to T_{n,m}$ by $ϕ(x,y)=(x+1,y)$ or $(x,y+1)$ independently over $x$ and $y$ and with equal probability. We study the orbit structure of such ``quenched random walks'' $ϕ$ in the limit $m,n\to\infty$, and show how it depends sensitively on the ratio $m/n$. For $m/n$ near a rational $p/q$, we show that there are likely to be on the order of $\sqrt{n}$ cycles, each of length O(n), whereas for $m/n$ far from any rational with small denominator, there are a bounded number of cycles, and for typical $m/n$ each cycle has length on the order of $n^{4/3}$.

math.PR↗

arXiv2006

Moment bounds for the Smoluchowski equation and their consequences

We prove uniform bounds on moments X_a = \sum_{m}{m^a f_m(x,t)} of the Smoluchowski coagulation equations with diffusion, valid in any dimension. If the collision propensities α(n,m) of mass n and mass m particles grow more slowly than (n+m)(d(n) + d(m)), and the diffusion rate d(\cdot) is non-increasing and satisfies m^{-b_1} \leq d(m) \leq m^{-b_2} for some b_1 and b_2 satisfying 0 \leq b_2 < b_1 < \infty, then any weak solution satisfies X_a \in L^{\infty}(\mathbb{R}^d \times [0,T]) \cap L^1(\mathbb{R}^d \times [0,T]) for every a \in \mathbb{N} and T \in (0,\infty), (provided that certain moments of the initial data are finite). As a consequence, we infer that these conditions are sufficient to ensure uniqueness of a weak solution and its conservation of mass.

math.AP↗

arXiv2005

Fluctuation of planar Brownian loop capturing large area

We consider a planar Brownian loop $B$ that is run for a time $T$ and conditioned on the event that its range encloses the unusually high area of $πT^2$, with $T$ being large. We study the deviation of the range of the conditioned process $X$ from a circle of radius $T$, as a model for the fluctuation of a phase boundary. This deviation is measured by means of the inradius and outradius of the region enclosed by the range of $X$. We prove that in a typical realization of the conditioned measure, each of these quantities differs from $T$ by at most $T^{2/3 + ε}$.

math.PR↗

arXiv2004

Greedy lattice animals: geometry and criticality (with an Appendix)

Assign to each site of the integer lattice $\Zd$ a real score, sampled according to the same distribution $F$, independently of the choices made at all other sites. A lattice animal is a finite connected set of sites, with its weight being the sum of the scores at its sites. Let $N_n$ be the maximal weight of those lattice animals of size $n$ that contain the origin. Denote by $N$ the almost sure finite constant limit of $n^{-1} N_n$, which exists under a mild condition on the positive tail of $F$. We study certain geometrical aspects of the lattice animal with maximal weight among those contained in an $n$-box where $n$ is large, both in the supercritical phase where $N > 0$, and in the critical case where $N = 0$.

math.PR↗

arXiv2004

Percolation and lattice animals: exponent relations, and conditions for $θ(p_c)=0$

We examine the percolation model in $\mathbb{Z}^d$ by an approach involving lattice animals, in which their relevant characteristic is surface-area-to-volume ratio. Two critical exponents are introduced. The first is related to the growth rate in size of the number of lattice animals up to translation whose surface-area-to-volume ratio is marginally greater than $1/p_c -1$. The second describes how unusually large clusters form in the percolation model at parameter values slightly below $p_c$. Certain inequalities on the pair of exponents cannot be satisfied, while others imply the continuity of the percolation probability. The first exponent is related to one of a more conventional nature, that of correlation size. In this paper, the central aspects of the approach are described, and the proofs of the main results are presented. The report located at math.PR/0402026 gives complete proofs of all of the assertions.

math.PR↗

arXiv2004

A lattice animal approach to percolation

We examine the percolation model on $\mathbb{Z}^d$ by an approach involving lattice animals and their surface-area-to-volume ratio. For $β\in [0,2(d-1))$, let $f(β)$ be the asymptotic exponential rate in the number of edges of the number of lattice animals containing the origin which have surface-area-to-volume ratio $β$. The function $f$ is bounded above by a function which may be written in an explicit form. For low values of $β$ ($β\leq 1/p_c - 1$), equality holds, as originally demonstrated by F.Delyon. For higher values ($β> 1/p_c - 1$), the inequality is strict. We introduce two critical exponents, one of which describes how quickly $f$ falls away from the explicit form as $β$ rises from $1/p_c - 1$, and the second of which describes how large clusters appear in the marginally subcritical regime of the percolation model. We demonstrate that the pair of exponents must satisfy certain inequalities, while other such inequalities yield sufficient conditions for the absence of an infinite cluster at the critical value. The first exponent is related to one of a more conventional nature in the scaling theory of percolation, that of correlation size. In deriving this relation, we find that there are two possible behaviours, depending on the value of the first exponent, for the typical surface-area-to-volume ratio of an unusually large cluster in the marginally subcritical regime.

math.PR↗