arXiv subjects

Charles M. Newman

Publications and source records attributed to Charles M. Newman.

45 records · Page 3Linked to original sources

arXiv2005

The Full Brownian Web as Scaling Limit of Stochastic Flows

In this paper we construct an object which we call the full Brownian web (FBW) and prove that the collection of all space-time trajectories of a class of one-dimensional stochastic flows converges weakly, under diffusive rescaling, to the FBW. The (forward) paths of the FBW include the coalescing Brownian motions of the ordinary Brownian web along with bifurcating paths. Convergence of rescaled stochastic flows to the FBW follows from general characterization and convergence theorems that we present here combined with earlier results of Piterbarg.

math.PR↗

arXiv2005

The Full Scaling Limit of Two-Dimensional Critical Percolation

We use SLE(6) paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice -- that is, the scaling limit of the set of all interfaces between different clusters. Some properties of the loop process, including conformal invariance, are also proved. In the main body of the paper these results are proved while assuming, as argued by Schramm and Smirnov, that the percolation exploration path converges in distribution to the trace of chordal SLE(6). Then, in a lengthy appendix, a detailed proof is provided for this convergence to SLE(6), which itself relies on Smirnov's result that crossing probabilities converge to Cardy's formula.

math.PR↗

arXiv2003

The Percolation Transition in the Zero-Temperature Domany Model

We analyze a deterministic cellular automaton $σ^{\cdot} = (σ^n : n \geq 0)$ corresponding to the zero-temperature case of Domany's stochastic Ising ferromagnet on the hexagonal lattice $\mathbb H$. The state space ${\cal S}_{\mathbb H} = \{-1, +1 \}^{\mathbb H}$ consists of assignments of -1 or +1 to each site of $\mathbb H$ and the initial state $σ^0 = \{σ_x^0 \}_{x \in {\mathbb H}}$ is chosen randomly with $P(σ_x^0 = +1) = p \in [0,1]$. The sites of $\mathbb H$ are partitioned in two sets $\cal A$ and $\cal B$ so that all the neighbors of a site x in $\cal A$ belong to $\cal B$ and vice versa, and the discrete time dynamics is such that the $σ^{\cdot}_x$'s with $x \in {\cal A}$ (respectively, $\cal B$) are updated simultaneously at odd (resp., even) times, making $σ^{\cdot}_x$ agree with the majority of its three neighbors. In [1] it was proved that there is a percolation transition at p=1/2 in the percolation models defined by $σ^n$, for all times $n \in [1, \infty]$. In this paper, we study the nature of that transition and prove that the critical exponents $β$, $ν$ and $η$ of the dependent percolation models defined by $σ^n, n \in [1, \infty]$, have the same values as for standard two-dimensional independent site percolation (on the triangular lattice).

math.PR↗

arXiv2003

Continuum Nonsimple Loops and 2D Critical Percolation

Substantial progress has been made in recent years on the 2D critical percolation scaling limit and its conformal invariance properties. In particular, chordal SLE6 (the Stochastic Loewner Evolution with parameter k=6) was, in the work of Schramm and of Smirnov, identified as the scaling limit of the critical percolation ``exploration process.'' In this paper we use that and other results to construct what we argue is the full scaling limit of the collection of all closed contours surrounding the critical percolation clusters on the 2D triangular lattice. This random process or gas of continuum nonsimple loops in the plane is constructed inductively by repeated use of chordal SLE6. These loops do not cross but do touch each other -- indeed, any two loops are connected by a finite ``path'' of touching loops.

math.PR↗

arXiv2003

A Particular Bit of Universality: Scaling Limits of Some Dependent Percolation Models

We study families of dependent site percolation models on the triangular lattice ${\mathbb T}$ and hexagonal lattice ${\mathbb H}$ that arise by applying certain cellular automata to independent percolation configurations. We analyze the scaling limit of such models and show that the distance between macroscopic portions of cluster boundaries of any two percolation models within one of our families goes to zero almost surely in the scaling limit. It follows that each of these cellular automaton generated dependent percolation models has the same scaling limit (in the sense of Aizenman-Burchard [3]) as independent site percolation on ${\mathbb T}$.

math.PR↗

arXiv2002

Convergence in Energy-Lowering (Disordered) Stochastic Spin Systems

We consider stochastic processes, S^t \equiv (S_x^t : x \in Z^d), with each S_x^t taking values in some fixed finite set, in which spin flips (i.e., changes of S_x^t) do not raise the energy. We extend earlier results of Nanda-Newman-Stein that each site x has almost surely only finitely many flips that strictly lower the energy and thus that in models without zero-energy flips there is convergence to an absorbing state. In particular, the assumption of finite mean energy density can be eliminated by constructing a percolation-theoretic Lyapunov function density as a substitute for the mean energy density. Our results apply to random energy functions with a translation-invariant distribution and to quite general (not necessarily Markovian) dynamics.

math.PR↗

arXiv2001

Cardy's Formula for some Dependent Percolation Models

We prove Cardy's formula for rectangular crossing probabilities in dependent site percolation models that arise from a deterministic cellular automaton with a random initial state. The cellular automaton corresponds to the zero-temperature case of Domany's stochastic Ising ferromagnet on the hexagonal lattice H (with alternating updates of two sublattices); it may also be realized on the triangular lattice T with flips when a site disagrees with six, five and sometimes four of its six neighbors.

cond-mat.stat-mech↗

arXiv2001

Approach to Fixation for Zero-Temperature Stochastic Ising Models on the Hexagonal Lattice

We investigate zero-temperature dynamics on the hexagonal lattice H for the homogeneous ferromagnetic Ising model with zero external magnetic field and a disordered ferromagnetic Ising model with a positive external magnetic field h. We consider both continuous time (asynchronous) processes and, in the homogeneous case, also discrete time synchronous dynamics (i.e., a deterministic cellular automaton), alternating between two sublattices of H. The state space consists of assignments of -1 or +1 to each site of H, and the processes are zero-temperature limits of stochastic Ising ferromagnets with Glauber dynamics and a random (i.i.d. Bernoulli) spin configuration at time 0. We study the speed of convergence of the configuration $σ^t$ at time t to its limit $σ^{\infty}$ and related issues.

math.PR↗

arXiv1999

Scaling Limits for Minimal and Random Spanning Trees in Two Dimensions

A general formulation is presented for continuum scaling limits of stochastic spanning trees. A spanning tree is expressed in this limit through a consistent collection of subtrees, which includes a tree for every finite set of endpoints in $\R^d$. Tightness of the distribution, as $δ\to 0$, is established for the following two-dimensional examples: the uniformly random spanning tree on $δ\Z^2$, the minimal spanning tree on $δ\Z^2$ (with random edge lengths), and the Euclidean minimal spanning tree on a Poisson process of points in $\R^2$ with density $δ^{-2}$. In each case, sample trees are proven to have the following properties, with probability one with respect to any of the limiting measures: i) there is a single route to infinity (as was known for $δ> 0$), ii) the tree branches are given by curves which are regular in the sense of Hölder continuity, iii) the branches are also rough, in the sense that their Hausdorff dimension exceeds one, iv) there is a random dense subset of $\R^2$, of dimension strictly between one and two, on the complement of which (and only there) the spanning subtrees are unique with continuous dependence on the endpoints, v) branching occurs at countably many points in $\R^2$, and vi) the branching numbers are uniformly bounded. The results include tightness for the loop erased random walk (LERW) in two dimensions. The proofs proceed through the derivation of scale-invariant power bounds on the probabilities of repeated crossings of annuli.

math.PR↗