arXiv subjects

Alessandra Bianchi

Publications and source records attributed to Alessandra Bianchi.

15 recordsLinked to original sources

arXiv2026

The Ising Model on a Two-Community Stochastic Block Model

We study the Ising model on a two-community stochastic block model, where $n$ spins are split into two equal groups with inter-community interaction parameter $\alpha_n\in[0,1]$. We provide a complete characterization of the phase diagram and show that, almost surely with respect to the graph realization, the model undergoes a uniqueness/non-uniqueness phase transition of the Gibbs measure. In particular, in the supercritical regime, the law of the magnetization vector of the two communities converges to a mixture of Dirac measures that, depending on whether $\alpha_n\gg 1/n$ or $\alpha_n\lesssim1/n$, is supported on two or four points, with possibly different weights. In the uniqueness region, we further analyze the fluctuations of the magnetization vector in the subcritical regime and we prove a quenched central limit theorem.

math.PR↗

arXiv2025

Mixing trichotomy for random walks on directed stochastic block models

We consider a directed version of the classical Stochastic Block Model with $m\ge 2$ communities and a parameter $\alpha$ controlling the inter-community connectivity. We show that, depending on the scaling of $\alpha$, the mixing time of the random walk on this graph can exhibit three different behaviors, which we refer to as subcritical, critical and supercritical. In the subcritical regime, the total variation distance to equilibrium decays abruptly, providing the occurrence of the so-called cutoff phenomenon. In the supercritical regime, the mixing is governed by the inter-community jumps, and the random walk exhibits a metastable behavior: at first it collapses to a local equilibrium, then, on a larger timescale, it can be effectively described as a mean-field process on the $m$ communities, with a decay to equilibrium which is asymptotically smooth and exponential. Finally, for the critical regime, we show a sort of interpolation of the two above-mentioned behaviors. Although the metastable behavior shown in the supercritical regime appears natural from a heuristic standpoint, a substantial part of our analysis can be read as a control on the homogenization of the underlying random environment.

math.PR↗

arXiv2025

Limit theorems and lack thereof for a multilayer random walk mimicking human mobility

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of an inertial displacement whose speed is a deterministic function of the layer index and whose direction and duration are random, but with a timescale that depends on the layer. After each inertial displacement, the walker may randomly shift level, up or down, independently of its past. The multilayer structure is hierarchical, in the sense that the speed is a nondecreasing function of the layer index. Our primary focus is on the diffusive properties of the system. Under a natural condition on the parameters of the model, we establish a functional central limit theorem for the $\mathbb{R}^d$-coordinate of the process. By contrast, in a class of examples where this condition is violated, we are able to determine the correct scaling of the process while proving that no limit theorem holds.

math.PR↗

arXiv2024

Mixing cutoff for simple random walks on the Chung-Lu digraph

In this paper, we are interested in the mixing behaviour of simple random walks on inhomogeneous directed graphs. We focus our study on the Chung-Lu digraph, which is an inhomogeneous network that generalizes the Erd\H{o}s-R\'enyi digraph. In particular, under the Chung-Lu model, edges are included in the graph independently and according to given Bernoulli laws, so that the average degrees are fixed. To guarantee the a.s. existence of a unique reversible measure, which is implied by the strong connectivity of the graph, we assume that the average degree grows logarithmically in the size $n$ of the graph. In this weakly dense regime, we prove that the total variation distance to equilibrium displays a cutoff behaviour at the entropic time of order $\log(n)/\log\log(n)$. Moreover, we prove that on a precise window, the cutoff profile converges to the Gaussian tail function. This is qualitatively similar to what was proved in [6,7,8] for the directed configuration model, where degrees are deterministically fixed. In terms of statistical ensembles, our analysis provides an extension of these cutoff results from a hard to a soft-constrained model.

math.PR↗

arXiv2023

Limit theorems for exponential random graphs

We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together with a complete characterization of the phase diagram of the model. We borrow tools from statistical mechanics to obtain limit theorems for the edge density. First, we investigate the asymptotic distribution of this quantity, as the graph size tends to infinity, in the various phases, and we complement this analysis with a study of the speed of convergence of the average edge density toward its limiting value. Then, we study the fluctuations of the edge density around its average value off the critical curve and formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Some of our results can be extended with no substantial changes to more general classes of exponential random graphs.

math.PR↗

arXiv2022

Ladder costs for random walks in L\'evy random media

We consider a random walk $Y$ moving on a L\'evy random medium, namely a one-dimensional renewal point process with inter-distances between points that are in the domain of attraction of a stable law. The focus is on the characterization of the law of the first-ladder height $Y_{\mathcal{T}}$ and length $L_{\mathcal{T}}(Y)$, where $\mathcal{T}$ is the first-passage time of $Y$ in $\mathbb{R}^+$. The study relies on the construction of a broader class of processes, denoted Random Walks in Random Scenery on Bonds (RWRSB) that we briefly describe. The scenery is constructed by associating two random variables with each bond of $\mathbb{Z}$, corresponding to the two possible crossing directions of that bond. A random walk $S$ on $\mathbb{Z}$ with i.i.d increments collects the scenery values of the bond it traverses: we denote this composite process the RWRSB. Under suitable assumptions, we characterize the tail distribution of the sum of scenery values collected up to the first exit time $\mathcal{T}$. This setting will be applied to obtain results for the laws of the first-ladder length and height of $Y$. The main tools of investigation are a generalized Spitzer-Baxter identity, that we derive along the proof, and a suitable representation of the RWRSB in terms of local times of the random walk $S$. All these results are easily generalized to the entire sequence of ladder variables.

math.PR↗

arXiv2021

The GHS and other correlation inequalities for the two-star model

We consider the two-star model, a family of exponential random graphs indexed by two real parameters, $h$ and $α$, that rule respectively the total number of edges and the mutual dependence between them. Borrowing tools from statistical mechanics, we study different classes of correlation inequalities for edges, that naturally emerge while taking the partial derivatives of the (finite size) free energy. In particular, if $α, h\ge 0$, we derive first and second order correlation inequalities and then prove the so-called GHS inequality. As a consequence, under the above conditions on the parameters, the average edge density turns out to be an increasing and concave function of the parameter $h$, at any fixed size of the graph. Some of our results can be extended to more general classes of exponential random graphs.

math.PR↗

arXiv2021

Limit theorems for Lévy flights on a 1D Lévy random medium

We study a random walk on a point process given by an ordered array of points $(ω_k, \, k \in \mathbb{Z})$ on the real line. The distances $ω_{k+1} - ω_k$ are i.i.d. random variables in the domain of attraction of a $β$-stable law, with $β\in (0,1) \cup (1,2)$. The random walk has i.i.d. jumps such that the transition probabilities between $ω_k$ and $ω_\ell$ depend on $\ell-k$ and are given by the distribution of a $\mathbb{Z}$-valued random variable in the domain of attraction of an $α$-stable law, with $α\in (0,1) \cup (1,2)$. Since the defining variables, for both the random walk and the point process, are heavy-tailed, we speak of a Lévy flight on a Lévy random medium. For all combinations of the parameters $α$ and $β$, we prove the annealed functional limit theorem for the suitably rescaled process, relative to the optimal Skorokhod topology in each case. When the limit process is not càdlàg, we prove convergence of the finite-dimensional distributions. When the limit process is deterministic, we also prove a limit theorem for the fluctuations, again relative to the optimal Skorokhod topology.

math.PR↗

arXiv2019

Continuous-time random walk between Lévy-spaced targets in the real line

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal domain of attraction of an $α$-stable distribution with $0 < α< 1$. This is therefore an example of a random walk in a Lévy random medium. Specifically, it is a generalization of a process known in the physical literature as Lévy-Lorentz gas. We prove that the annealed version of the process is superdiffusive with scaling exponent $1/(α+ 1)$ and identify the limiting process, which is not càdlàg. The proofs are based on the technique of Kesten and Spitzer for random walks in random scenery.

math.PR↗

arXiv2016

Metastability in the reversible inclusion process

We study the condensation regime of the finite reversible inclusion process, i.e., the inclusion process on a finite graph $S$ with an underlying random walk that admits a reversible measure. We assume that the random walk kernel is irreducible and its reversible measure takes maximum value on a subset of vertices $S_\star\subset S$. We consider initial conditions corresponding to a single condensate that is localized on one of those vertices and study the metastable (or tunneling) dynamics. We find that, if the random walk restricted to $S_\star$ is irreducible, then there exists a single time-scale for the condensate motion. In this case we compute this typical time-scale and characterize the law of the (properly rescaled) limiting process. If the restriction of the random walk to $S_\star$ has several connected components, a metastability scenario with multiple time-scales emerges. We prove such a scenario, involving two additional time-scales, in a one-dimensional setting with two metastable states and nearest-neighbor jumps.

math.PR↗

arXiv2016

Metastable states, quasi-stationary distributions and soft measures

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size going to infinity. By comparing restricted ensemble and quasi-stationary measures, we study point-wise convergence velocity of Yaglom limits and prove asymptotic exponential exit law. We introduce soft measures as interpolation between restricted ensemble and quasi-stationary measure to prove an asymptotic exponential transition law on a generally different time scale. By using potential theoretic tools, we prove a new general Poincaré inequality and give sharp estimates via two-sided variational principles on relaxation time as well as mean exit time and transition time. We also establish local thermalization on a shorter time scale and give mixing time asymptotics up to a constant factor through a two-sided variational principal. All our asymptotics are given with explicit quantitative bounds on the corrective terms.

math.PR↗

arXiv2016

Random walks in a one-dimensional Lévy random environment

We consider a generalization of a one-dimensional stochastic process known in the physical literature as Lévy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points, whose nearest-neighbor distances are i.i.d. and long-tailed (with finite mean but possibly infinite variance). The motion is a continuous-time, constant-speed interpolation of a symmetric random walk on the marked points. We first study the quenched random walk on the point process, proving the CLT and the convergence of all the accordingly rescaled moments. Then we derive the quenched and annealed CLTs for the continuous-time process.

math.PR↗

arXiv2012

Pointwise estimates and exponential laws in metastable systems via coupling methods

We show how coupling techniques can be used in some metastable systems to prove that mean metastable exit times are almost constant as functions of the starting microscopic configuration within a "meta-stable set." In the example of the Random Field Curie Weiss model, we show that these ideas can also be used to prove asymptotic exponentiallity of normalized metastable escape times.

math.PR↗

arXiv2008

Glauber dynamics on nonamenable graphs: Boundary conditions and mixing time

We study the stochastic Ising model on finite graphs with n vertices and bounded degree and analyze the effect of boundary conditions on the mixing time. We show that for all low enough temperatures, the spectral gap of the dynamics with (+)-boundary condition on a class of nonamenable graphs, is strictly positive uniformly in n. This implies that the mixing time grows at most linearly in n. The class of graphs we consider includes hyperbolic graphs with sufficiently high degree, where the best upper bound on the mixing time of the free boundary dynamics is polynomial in n, with exponent growing with the inverse temperature. In addition, we construct a graph in this class, for which the mixing time in the free boundary case is exponentially large in n. This provides a first example where the mixing time jumps from exponential to linear in n while passing from free to (+)-boundary condition. These results extend the analysis of Martinelli, Sinclair and Weitz to a wider class of nonamenable graphs.

math.PR↗

arXiv2004

Stochastically Stable Quenched Measures

We analyze a class of stochastically stable quenched measures. We prove that stochastic stability is fully characterized by an infinite family of zero average polynomials in the covariance matrix entries.

math-ph↗