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Alessandra Cipriani

Publications and source records attributed to Alessandra Cipriani.

At least 19 recordsLinked to original sources

The spectrum of dense kernel-based random graphs

Kernel-based random graphs (KBRGs) are a broad class of random graph models that account for inhomogeneity among vertices. We consider KBRGs on a discrete $d-$dimensional torus $\mathbf{V}_N$ of size $N^d$. Conditionally on an i.i.d.~sequence of {Pareto} weights $(W_i)_{i\in \mathbf{V}_N}$ with tail exponent $τ-1>0$, we connect any two points $i$ and $j$ on the torus with probability $$p_{ij}= \frac{κ_σ(W_i,W_j)}{\|i-j\|^α} \wedge 1$$ for some parameter $α>0$ and $κ_σ(u,v)= (u\vee v)(u \wedge v)^σ$ for some $σ\in(0,τ-1)$. We focus on the adjacency operator of this random graph and study its empirical spectral distribution. For $α 2$, we show that a non-trivial limiting distribution exists as $N\to\infty$ and that the corresponding measure $μ_{σ,τ}$ is absolutely continuous with respect to the Lebesgue measure. $μ_{σ,τ}$ is given by an operator-valued semicircle law, whose Stieltjes transform is characterised by a fixed point equation in an appropriate Banach space. We analyse the moments of $μ_{σ,τ}$ and prove that the second moment is finite even when the weights have infinite variance. In the case $σ=1$, corresponding to the so-called scale-free percolation random graph, we can explicitly describe the limiting measure and study its tail.

math.PR

Grassmannian calculus for probability

The present overview and gentle introduction to Grassmannian calculus and some of its applications to probability collects the notes of a mini-course given by the authors at the Brazilian School of Probability, August 5-9, 2024, in Salvador, Bahia, Brazil. The content is by no means comprehensive, and is a personal summary and interpretation of results and applications of this interesting area of research.

math.PR

Properties of the gradient squared of the discrete Gaussian free field

In this paper we study the properties of the centered (norm of the) gradient squared of the discrete Gaussian free field in $U_ε=U/ε\cap \mathbb{Z}^d$, $U\subset \mathbb{R}^d$ and $d\geq 2$. The covariance structure of the field is a function of the transfer current matrix and this relates the model to a class of systems (e.g. height-one field of the Abelian sandpile model or pattern fields in dimer models) that have a Gaussian limit due to the rapid decay of the transfer current. Indeed, we prove that the properly rescaled field converges to white noise in an appropriate local Besov-Hölder space. Moreover, under a different rescaling, we determine the $k$-point correlation function and cumulants on $U_ε$ and in the continuum limit as $ε\to 0$. This result is related to the analogue limit for the height-one field of the Abelian sandpile (\citet{durre}), with the same conformally covariant property in $d=2$.

math.PR

Fermionic Gaussian free field structure in the Abelian sandpile model and uniform spanning tree

In this paper we rigorously construct a finite volume representation for the height-one field of the Abelian sandpile model and the degree field of the uniform spanning tree in terms of the fermionic Gaussian free field. This representation can be seen as the lattice representation of a free symplectic fermion field. It allows us to compute cumulants of those fields, both in finite volume and in the scaling limit, including determining the explicit normalizing constants for fields in the corresponding logarithmic field theory. Furthermore, our results point towards universality of the height-one and degree fields, as we prove that the scaling limits of the cumulants agree (up to constants) in the square and triangular lattice. We also recover the equivalent scaling limits for the hypercubic lattice in higher dimensions, and discuss how to adapt the proofs of our results to general graphs.

math.PR

Maximum of the membrane model on regular trees

The discrete membrane model is a Gaussian random interface whose inverse covariance is given by the discrete biharmonic operator on a graph. In literature almost all works have considered the field as indexed over $\mathbb{Z}^d$, and this enabled one to study the model using methods from partial differential equations. In this article we would like to investigate the dependence of the membrane model on a different geometry, namely trees. The covariance is expressed via a random walk representation which was first determined by Vanderbei (1984). We exploit this representation on $m$-regular trees and show that the infinite volume limit on the infinite tree exists when $m\ge 3$. Further we determine the behavior of the maximum under the infinite and finite volume measures.

math.PR

Topology-based goodness-of-fit tests for sliced spatial data

In materials science and many other application domains, 3D information can often only be extrapolated by taking 2D slices. In topological data analysis, persistence vineyards have emerged as a powerful tool to take into account topological features stretching over several slices. In the present paper, we illustrate how persistence vineyards can be used to design rigorous statistical hypothesis tests for 3D microstructure models based on data from 2D slices. More precisely, by establishing the asymptotic normality of suitable longitudinal and cross-sectional summary statistics, we devise goodness-of-fit tests that become asymptotically exact in large sampling windows. We illustrate the testing methodology through a detailed simulation study and provide a prototypical example from materials science.

math.ST

Scale-free percolation mixing time

Assign to each vertex of the one-dimensional torus i.i.d. weights with a heavy-tail of index $τ-1>0$. Connect then each couple of vertices with probability roughly proportional to the product of their weights and that decays polynomially with exponent $α>0$ in their distance. The resulting graph is called scale-free percolation. The goal of this work is to study the mixing time of the simple random walk on this structure. We depict a rich phase diagram in $α$ and $τ$. In particular we prove that the presence of hubs can speed up the mixing of the chain. We use different techniques for each phase, the most interesting of which is a bootstrap procedure to reduce the model from a phase where the degrees have bounded averages to a setting with unbounded averages.

math.PR

The scaling limit of the $(\nabla+Δ)$-model

In this article we study the scaling limit of the interface model on $\mathbb{Z}^d$ where the Hamiltonian is given by a mixed gradient and Laplacian interaction. We show that in any dimension the scaling limit is given by the Gaussian free field. We discuss the appropriate spaces in which the convergence takes place. While in infinite volume the proof is based on Fourier analytic methods, in finite volume we rely on some discrete PDE techniques involving finite-difference approximation of elliptic boundary value problems.

math.PR

Scaling limit of semiflexible polymers: a phase transition

We consider a semiflexible polymer in $\mathbb Z^d$ which is a random interface model with a mixed gradient and Laplacian interaction. The strength of the two operators is governed by two parameters called lateral tension and bending rigidity, which might depend on the size of the graph. In this article we show a phase transition in the scaling limit according to the strength of these parameters: we prove that the scaling limit is, respectively, the Gaussian free field, a "mixed" random distribution and the continuum membrane model in three different regimes.

math.PR

The discrete Gaussian free field on a compact manifold

In this article we aim at defining the discrete Gaussian free field (DGFF) on a compact manifold. Since there is no canonical grid approximation of a manifold, we construct a random graph that suitably replaces the square lattice $\mathbb{Z}^d$ in Euclidean space, and prove that the scaling limit of the DGFF is given by the manifold continuum Gaussian free field (GFF). Furthermore using Voronoi tessellations we can interpret the DGFF as element of a Sobolev space and show convergence to the GFF in law with respect to the strong Sobolev topology.

math.PR

Dynamical fitness models: evidence of universality classes for preferential attachment graphs

In this paper we define a family of preferential attachment models for random graphs with fitness in the following way: independently for each node, at each time step a random fitness is drawn according to the position of a moving average process with positive increments. We will define two regimes in which our graph reproduces some features of two well known preferential attachment models: the Bianconi-Barabási and the Barabási-Albert models. We will discuss a few conjectures on these models, including the convergence of the degree sequence and the appearance of Bose-Einstein condensation in the network when the drift of the fitness process has order comparable to the graph size.

math.PR

Scaling limits in divisible sandpiles: a Fourier multiplier approach

In this paper we complete the investigation of scaling limits of the odometer in divisible sandpiles on $d$-dimensional tori generalising the works Chiarini et al. (2018), Cipriani et al. (2017, 2018). Relaxing the assumption of independence of the weights of the divisible sandpile, we generate generalised Gaussian fields in the limit by specifying the Fourier multiplier of their covariance kernel. In particular, using a Fourier multiplier approach, we can recover fractional Gaussian fields of the form $(-Δ)^{-(1+s)} W$ for $s>0$ and $W$ a spatial white noise on the $d$-dimensional unit torus.

math.PR

The scaling limit of the membrane model

On the integer lattice we consider the discrete membrane model, a random interface in which the field has Laplacian interaction. We prove that, under appropriate rescaling, the discrete membrane model converges to the continuum membrane model in $d\ge 2$. Namely, it is shown that the scaling limit in $d=2,\,3$ is a Hölder continuous random field, while in $d\ge 4$ the membrane model converges to a random distribution. As a by-product of the proof in $d=2,\,3$, we obtain the scaling limit of the maximum. This work complements the analogous results of Caravenna and Deuschel (2009) in $d=1$.

math.PR

Scaling limit of the odometer in divisible sandpiles

In a recent work Levine et al. (2015) prove that the odometer function of a divisible sandpile model on a finite graph can be expressed as a shifted discrete bilaplacian Gaussian field. For the discrete torus, they suggest the possibility that the scaling limit of the odometer may be related to the continuum bilaplacian field. In this work we show that in any dimension the rescaled odometer converges to the continuum bilaplacian field on the unit torus.

math.PR

Approximating conditional distributions

In this article, we discuss the basic ideas of a general procedure to adapt the Stein-Chen method to bound the distance between conditional distributions. From an integration-by-parts formula (IBPF), we derive a Stein operator whose solution can be bounded, for example, via ad hoc couplings. This method provides quantitative bounds in several examples: the filtering equation, the distance between bridges of random walks and the distance between bridges and discrete schemes approximating them. Moreover, through the coupling construction for a certain class of random walk bridges we determine samplers, whose convergence to equilibrium is computed explicitly.

math.PR

Exponential decay of covariances for the supercritical membrane model

We consider the membrane model, that is the centered Gaussian field on $\mathbb Z^d$ whose covariance matrix is given by the inverse of the discrete Bilaplacian. We impose a $δ-$pinning condition, giving a reward of strength $\varepsilon$ for the field to be $0$ at any site of the lattice. In this paper we prove that in dimensions $d\geq 5$ covariances of the pinned field decay at least exponentially, as opposed to the field without pinning, where the decay is polynomial. The proof is based on estimates for certain discrete weighted norms, a percolation argument and on a Bernoulli domination result.

math.PR

The divisible sandpile with heavy-tailed variables

This work deals with the divisible sandpile model when an initial configuration sampled from a heavy-tailed distribution. Extending results of Levine et al. (2015) and Cipriani et al. (2016) we determine sufficient conditions for stabilization and non-stabilization on infinite graphs. We determine furthermore that the scaling limit of the odometer on the torus is an $α$-stable random distribution.

math.PR

Extremes of some Gaussian random interfaces

In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in Arratia et al(1989). We also show the convergence of the associated point process. As an application, we show the conditions are satisfied by some of the well-known supercritical Gaussian interface models, namely, membrane model, massive and massless discrete Gaussian free field, fractional Gaussian free field.

math.PR