arXiv subjects

Andrea Collevecchio

Publications and source records attributed to Andrea Collevecchio.

32 records · Page 2Linked to original sources

arXiv2018

On the speed of once-reinforced biased random walk on trees

We study the asymptotic behaviour of once-reinforced biased random walk (ORbRW) on Galton-Watson trees. Here the underlying (unreinforced) random walk has a bias towards or away from the root. We prove that in the setting of multiplicative once-reinforcement the ORbRW can be recurrent even when the underlying biased random walk is ballistic. We also prove that, on Galton-Watson trees without leaves, the speed is positive in the transient regime. Finally, we prove that, on regular trees, the speed of the ORbRW is monotone decreasing in the reinforcement parameter when the underlying random walk has high speed, and the reinforcement parameter is small.

math.PR↗

arXiv2017

Invariance principle for biased Boostrap Random Walk

Our main goal is to study a class of processes whose increments are generated via a cellular automata rule. Given the increments of a simple biased random walk, a new sequence of (dependent) Bernoulli random variables is produced. It is built, from the original sequence, according to a cellular automata rule. Equipped with these two sequences, we construct two more according to the same cellular automata rule. The construction is repeated a fixed number of times yielding an infinite array ($\{-K,\ldots,K\}\times\N$) of (dependent) Bernoulli random variables. %In turn, using this new sequence as input, we reiterate a construction of a new sequence. %This process is repeated a finite number of times resulting in an infinite array, herein called the "downward process", of highly dependent Bernoulli random variables. The process of taking partial products can be reversed allowing to construct new sequences, herein called the "upward process", the characteristics of which are different from the downward process. Taking partial sums of these sequences, we obtain a $(2K+1)$-dimensional process whose increments belong to the state space $\{-1,1\}^{2K+1}$. The aim of the paper is to study the long term behaviour of this process. In particular, we establish transience/recurrence properties and prove an invariance principle. The limiting behaviour of these processes depends strongly on the direction of the iteration, and exhibits few surprising features. This work is motivated by an earlier investigation in which the starting sequence is symmetric.

math.PR↗

arXiv2017

On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model

We consider the coupling from the past implementation of the random-cluster heat-bath process, and study its random running time, or coupling time. We focus on hypercubic lattices embedded on tori, in dimensions one to three, with cluster fugacity at least one. We make a number of conjectures regarding the asymptotic behaviour of the coupling time, motivated by rigorous results in one dimension and Monte Carlo simulations in dimensions two and three. Amongst our findings, we observe that, for generic parameter values, the distribution of the appropriately standardized coupling time converges to a Gumbel distribution, and that the standard deviation of the coupling time is asymptotic to an explicit universal constant multiple of the relaxation time. Perhaps surprisingly, we observe these results to hold both off criticality, where the coupling time closely mimics the coupon collector's problem, and also at the critical point, provided the cluster fugacity is below the value at which the transition becomes discontinuous. Finally, we consider analogous questions for the single-spin Ising heat-bath process.

math-ph↗

arXiv2016

Attraction properties for general urn processes and applications to a class of interacting reinforced particle systems

We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum of, the number of times that particle traversed that edge, a quantity which depends on the behaviour of the other particles, and possibly external factors. We study localization properties of this system and our main tool is a new result we establish for a very general class of urn models. More specifically, we study attraction properties of urns composed of balls with two distinct colors which evolve as follows. At each stage a ball is extracted. The probability of picking a ball of a certain color evolves in time. This evolution may depend not only on the composition of the urn but also on external factors or internal ones depending on the history of the urn. A particular example of the latter is when the reinforcement is a function of the composition of the urn and the biggest run of consecutive picks with the same color. The model that we introduce and study is very general, and we prove that under mild conditions, one of the colors in the urn is picked only finitely often.

math.PR↗

arXiv2015

On the push&pull protocol for rumour spreading

The asynchronous push&pull protocol, a randomized distributed algorithm for spreading a rumour in a graph $G$, works as follows. Independent Poisson clocks of rate 1 are associated with the vertices of $G$. Initially, one vertex of $G$ knows the rumour. Whenever the clock of a vertex $x$ rings, it calls a random neighbour $y$: if $x$ knows the rumour and $y$ does not, then $x$ tells $y$ the rumour (a push operation), and if $x$ does not know the rumour and $y$ knows it, $y$ tells $x$ the rumour (a pull operation). The average spread time of $G$ is the expected time it takes for all vertices to know the rumour, and the guaranteed spread time of $G$ is the smallest time $t$ such that with probability at least $1-1/n$, after time $t$ all vertices know the rumour. The synchronous variant of this protocol, in which each clock rings precisely at times $1,2,\dots$, has been studied extensively. We prove the following results for any $n$-vertex graph: In either version, the average spread time is at most linear even if only the pull operation is used, and the guaranteed spread time is within a logarithmic factor of the average spread time, so it is $O(n\log n)$. In the asynchronous version, both the average and guaranteed spread times are $Ω(\log n)$. We give examples of graphs illustrating that these bounds are best possible up to constant factors. We also prove theoretical relationships between the guaranteed spread times in the two versions. Firstly, in all graphs the guaranteed spread time in the asynchronous version is within an $O(\log n)$ factor of that in the synchronous version, and this is tight. Next, we find examples of graphs whose asynchronous spread times are logarithmic, but the synchronous versions are polynomially large. Finally, we show for any graph that the ratio of the synchronous spread time to the asynchronous spread time is $O(n^{2/3})$.

cs.DC↗

arXiv2015

The worm process for the Ising model is rapidly mixing

We prove rapid mixing of the worm process for the zero-field ferromagnetic Ising model, on all finite connected graphs, and at all temperatures. As a corollary, we obtain a fully-polynomial randomized approximation scheme for the Ising susceptibility, and for a certain restriction of the two-point correlation function

math.PR↗

arXiv2015

Bootstrap Random Walks

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk $(X,Y)=((X_n,Y_n))_{n\geq0}$. We show that it is recurrent and when suitably normalised converges to a two-dimensional Brownian motion with independent components; this independence occurs despite the functional dependence between the pre-limit processes. The process of recycling increments in this way is repeated and a multi-dimensional analog of this limit theorem together with a transience result are obtained. The construction and results are extended to include the case where the increments take values in a finite set (not necessarily $\{-1,+1\}$).

math.PR↗

arXiv2014

The worm algorithm for the Ising model is rapidly mixing

We prove rapid mixing of the Prokofiev-Svistunov (or worm) algorithm for the zero-field ferromagnetic Ising model, on all finite graphs and at all temperatures. As a corollary, we show how to rigorously construct simple and efficient approximation schemes for the Ising susceptibility and two-point correlation function.

math-ph↗

arXiv2014

Longest paths in random Apollonian networks and largest $r$-ary subtrees of random $d$-ary recursive trees

Let $r$ and $d$ be positive integers with $r<d$. Consider a random $d$-ary tree constructed as follows. Start with a single vertex, and in each time-step choose a uniformly random leaf and give it $d$ newly created offspring. Let ${\mathcal T}_t$ be the tree produced after $t$ steps. We show that there exists a fixed $δ<1$ depending on $d$ and $r$ such that almost surely for all large $t$, every $r$-ary subtree of ${\mathcal T}_t$ has less than $t^δ$ vertices. The proof involves analysis that also yields a related result. Consider the following iterative construction of a random planar triangulation. Start with a triangle embedded in the plane. In each step, choose a bounded face uniformly at random, add a vertex inside that face and join it to the vertices of the face. In this way, one face is destroyed and three new faces are created. After $t$ steps, we obtain a random triangulated plane graph with $t+3$ vertices, which is called a random Apollonian network. We prove that there exists a fixed $δ<1$, such that eventually every path in this graph has length less than $t^δ$, which verifies a conjecture of Cooper and Frieze.

math.PR↗

arXiv2013

On a preferential attachment and generalized Pólya's urn model

We study a general preferential attachment and Polya's urn model. At each step a new vertex is introduced, which can be connected to at most one existing vertex. If it is disconnected, it becomes a pioneer vertex. Given that it is not disconnected, it joins an existing pioneer vertex with probability proportional to a function of the degree of that vertex. This function is allowed to be vertex-dependent, and is called the reinforcement function. We prove that there can be at most three phases in this model, depending on the behavior of the reinforcement function. Consider the set whose elements are the vertices with cardinality tending a.s. to infinity. We prove that this set either is empty, or it has exactly one element, or it contains all the pioneer vertices. Moreover, we describe the phase transition in the case where the reinforcement function is the same for all vertices. Our results are general, and in particular we are not assuming monotonicity of the reinforcement function. Finally, consider the regime where exactly one vertex has a degree diverging to infinity. We give a lower bound for the probability that a given vertex ends up being the leading one, that is, its degree diverges to infinity. Our proofs rely on a generalization of the Rubin construction given for edge-reinforced random walks, and on a Brownian motion embedding.

math.PR↗

arXiv2011

A variational formula for the free energy of an interacting many-particle system

We consider $N$ bosons in a box in $\mathbb {R}^d$ with volume $N/ρ$ under the influence of a mutually repellent pair potential. The particle density $ρ\in (0,\infty)$ is kept fixed. Our main result is the identification of the limiting free energy, $f(β,ρ)$, at positive temperature $1/β$, in terms of an explicit variational formula, for any fixed $ρ$ if $β$ is sufficiently small, and for any fixed $β$ if $ρ$ is sufficiently small. The thermodynamic equilibrium is described by the symmetrized trace of $e^{-β{\mathcal{H}}_N}$, where ${\mathcal{H}}_N$ denotes the corresponding Hamilton operator. The well-known Feynman--Kac formula reformulates this trace in terms of $N$ interacting Brownian bridges. Due to the symmetrization, the bridges are organized in an ensemble of cycles of various lengths. The novelty of our approach is a description in terms of a marked Poisson point process whose marks are the cycles. This allows for an asymptotic analysis of the system via a large-deviations analysis of the stationary empirical field. The resulting variational formula ranges over random shift-invariant marked point fields and optimizes the sum of the interaction and the relative entropy with respect to the reference process. In our proof of the lower bound for the free energy, we drop all interaction involving "infinitely long" cycles, and their possible presence is signalled by a loss of mass of the "finitely long" cycles in the variational formula. In the proof of the upper bound, we only keep the mass on the "finitely long" cycles. We expect that the precise relationship between these two bounds lies at the heart of Bose--Einstein condensation and intend to analyze it further in future.

math.PR↗

arXiv2009

Bounds on the Speed and on Regeneration Times for Certain Processes on Regular Trees

We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In particular, a lower and upper bound on the covariance in the annealed invariance principle follows. We emphasize the fact that our methods are general and also apply in the case of once-reinforced random walk. Durrett, Kesten and Limic (2002) prove an upper bound of the form $b/(b+δ)$ for the speed on the $b$-ary tree, where $δ$ is the reinforcement parameter. For $δ>1$ we provide a lower bound of the form $γ^2 b/(b+δ)$, where $γ$ is the survival probability of an associated branching process.

math.PR↗

arXiv2009

Limit theorems for vertex-reinforced jump processes on regular trees

Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly $b$ children, with $b \ge 3$. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the root. Notice that it is still unknown if vertex-reinforced jump process is transient on the binary tree.

math.PR↗

arXiv2006

On the transience of processes defined on Galton--Watson trees

We introduce a simple technique for proving the transience of certain processes defined on the random tree $\mathcal{G}$ generated by a supercritical branching process. We prove the transience for once-reinforced random walks on $\mathcal{G}$, that is, a generalization of a result of Durrett, Kesten and Limic [Probab. Theory Related Fields 122 (2002) 567--592]. Moreover, we give a new proof for the transience of a family of biased random walks defined on $\mathcal{G}$. Other proofs of this fact can be found in [Ann. Probab. 16 (1988) 1229--1241] and [Ann. Probab. 18 (1990) 931--958] as part of more general results. A similar technique is applied to a vertex-reinforced jump process. A by-product of our result is that this process is transient on the 3-ary tree. Davis and Volkov [Probab. Theory Related Fields 128 (2004) 42--62] proved that a vertex-reinforced jump process defined on the $b$-ary tree is transient if $b\ge 4$ and recurrent if $b=1$. The case $b=2$ is still open.

math.PR↗