arXiv subjects

James B. Martin

Publications and source records attributed to James B. Martin.

32 records · Page 2Linked to original sources

arXiv2009

Batch queues, reversibility and first-passage percolation

We consider a model of queues in discrete time, with batch services and arrivals. The case where arrival and service batches both have Bernoulli distributions corresponds to a discrete-time M/M/1 queue, and the case where both have geometric distributions has also been previously studied. We describe a common extension to a more general class where the batches are the product of a Bernoulli and a geometric, and use reversibility arguments to prove versions of Burke's theorem for these models. Extensions to models with continuous time or continuous workload are also described. As an application, we show how these results can be combined with methods of Seppalainen and O'Connell to provide exact solutions for a new class of first-passage percolation problems.

math.PR↗

arXiv2009

A phase transition for competition interfaces

We study the competition interface between two growing clusters in a growth model associated to last-passage percolation. When the initial unoccupied set is approximately a cone, we show that this interface has an asymptotic direction with probability 1. The behavior of this direction depends on the angle $θ$ of the cone: for $θ\geq180^{\circ}$, the direction is deterministic, while for $θ<180^{\circ}$, it is random, and its distribution can be given explicitly in certain cases. We also obtain partial results on the fluctuations of the interface around its asymptotic direction. The evolution of the competition interface in the growth model can be mapped onto the path of a second-class particle in the totally asymmetric simple exclusion process; from the existence of the limiting direction for the interface, we obtain a new and rather natural proof of the strong law of large numbers (with perhaps a random limit) for the position of the second-class particle at large times.

math.PR↗

arXiv2008

Collision probabilities in the rarefaction fan of asymmetric exclusion processes

We consider the one-dimensional asymmetric simple exclusion process (ASEP) in which particles jump to the right at rate $p\in(1/2,1]$ and to the left at rate $1-p$, interacting by exclusion. In the initial state there is a finite region such that to the left of this region all sites are occupied and to the right of it all sites are empty. Under this initial state, the hydrodynamical limit of the process converges to the rarefaction fan of the associated Burgers equation. In particular suppose that the initial state has first-class particles to the left of the origin, second-class particles at sites 0 and 1, and holes to the right of site 1. We show that the probability that the two second-class particles eventually collide is $(1+p)/3p$, where a_collision_ occurs when one of the particles attempts to jump over the other. This also corresponds to the probability that two ASEP processes, started from appropriate initial states and coupled using the so-called "basic coupling", eventually reach the same state. We give various other results about the behaviour of second-class particles in the ASEP. In the totally asymmetric case ($p=1$) we explain a further representation in terms of a multi-type particle system, and also use the collision result to derive the probability of coexistence of both clusters in a two-type version of the corner growth model.

math.PR↗

arXiv2007

Fragmenting random permutations

Problem 1.5.7 from Pitman's Saint-Flour lecture notes: Does there exist for each n a fragmentation process (Π_{n,k}, 1 \leq k \leq n) taking values in the space of partitions of {1,2,...,n} such that Π_{n,k} is distributed like the partition generated by cycles of a uniform random permutation of {1,2,...,n} conditioned to have k cycles? We show that the answer is yes. We also give a partial extension to general exchangeable Gibbs partitions.

math.PR↗

arXiv2007

Stationary distributions of multi-type totally asymmetric exclusion processes

We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the 2-TASEP, based on a pair of independent product measures. We show that Angel's construction can be interpreted in terms of the operation of a discrete-time $M/M/1$ queueing server; the two product measures correspond to the arrival and service processes of the queue. We extend this construction to represent the stationary measures of an n-TASEP in terms of a system of queues in tandem. The proof of stationarity involves a system of n 1-TASEPs, whose evolutions are coupled but whose distributions at any fixed time are independent. Using the queueing representation, we give quantitative results for stationary probabilities of states of the n-TASEP on $\mathbb {Z}_N$, and simple proofs of various independence and regeneration properties for systems on $\mathbb {Z}$.

math.PR↗

arXiv2007

Multiclass Hammersley-Aldous-Diaconis process and multiclass-customer queues

In the Hammersley-Aldous-Diaconis process infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x$ whose nearest neighbor to the right is at y, jumps at rate y-x to a position uniformly distributed in the interval (x,y). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First, a stationary M/M/1 queue is constructed as a function of two homogeneous Poisson processes, the arrivals with rate λand the (attempted) services with rate ρ>λ. Then put the first class particles at the instants of departures (effective services) and second class particles at the instants of unused services. The procedure is generalized for the n-class case by using n-1 queues in tandem with n-1 priority-types of customers. A multi-line process is introduced; it consists of a coupling (different from Liggett's basic coupling), having as invariant measure the product of Poisson processes. The definition of the multi-line process involves the dual points of the space-time Poisson process used in the graphical construction of the system. The coupled process is a transformation of the multi-line process and its invariant measure the transformation described above of the product measure.

math.PR↗

arXiv2007

Coagulation--fragmentation duality, Poisson--Dirichlet distributions and random recursive trees

In this paper we give a new example of duality between fragmentation and coagulation operators. Consider the space of partitions of mass (i.e., decreasing sequences of nonnegative real numbers whose sum is 1) and the two-parameter family of Poisson--Dirichlet distributions $\operatorname {PD}(α,θ)$ that take values in this space. We introduce families of random fragmentation and coagulation operators $\mathrm {Frag}_α$ and $\mathrm {Coag}_{α,θ}$, respectively, with the following property: if the input to $\mathrm {Frag}_α$ has $\operatorname {PD}(α,θ)$ distribution, then the output has $\operatorname {PD}(α,θ+1)$ distribution, while the reverse is true for $\mathrm {Coag}_{α,θ}$. This result may be proved using a subordinator representation and it provides a companion set of relations to those of Pitman between $\operatorname {PD}(α,θ)$ and $\operatorname {PD}(αβ,θ)$. Repeated application of the $\mathrm {Frag}_α$ operators gives rise to a family of fragmentation chains. We show that these Markov chains can be encoded naturally by certain random recursive trees, and use this representation to give an alternative and more concrete proof of the coagulation--fragmentation duality.

math.PR↗

arXiv2006

Heavy tails in last-passage percolation

We consider last-passage percolation models in two dimensions, in which the underlying weight distribution has a heavy tail of index alpha<2. We prove scaling laws and asymptotic distributions, both for the passage times and for the shape of optimal paths; these are expressed in terms of a family (indexed by alpha) of "continuous last-passage percolation" models in the unit square. In the extreme case alpha=0 (corresponding to a distribution with slowly varying tail) the asymptotic distribution of the optimal path can be represented by a random self-similar measure on [0,1], whose multifractal spectrum we compute. By extending the continuous last-passage percolation model to R^2 we obtain a heavy-tailed analogue of the Airy process, representing the limit of appropriately scaled vectors of passage times to different points in the plane. We give corresponding results for a directed percolation problem based on alpha-stable Levy processes, and indicate extensions of the results to higher dimensions.

math.PR↗

arXiv2006

Roughening and inclination of competition interfaces

The competition interface between two growing ``Young clusters'' (diagrams), in a two-dimensional random cone, is mapped to the path of a second-class particle in the one-dimensional totally asymmetric simple exclusion process. Using the asymptotics of the second class particle and hydrodynamic limits for the exclusion process (Burgers equation), we show that the behavior of the competition interface depends on the angle of the cone: for angles in [180^o, 270^o) the competition interface has a deterministic inclination, while for angles in [90^o,180^o) the inclination is random. We relate the competition model to a model of random directed polymers, and obtain some partial results for the fluctuations of the competition interface.

math.PR↗

arXiv2005

Multiclass processes, dual points and M/M/1 queues

We consider the discrete Hammersley-Aldous-Diaconis process (HAD) and the totally asymmetric simple exclusion process (TASEP) in Z. The basic coupling induces a multiclass process which is useful in discussing shock measures and other important properties of the processes. The invariant measures of the multiclass systems are the same for both processes, and can be constructed as the law of the output process of a system of multiclass queues in tandem; the arrival and service processes of the queueing system are a collection of independent Bernoulli product measures. The proof of invariance involves a new coupling between stationary versions of the processes called a multi-line process; this process has a collection of independent Bernoulli product measures as an invariant measure. Some of these results have appeared elsewhere and this paper is partly a review, with some proofs given only in outline. However we emphasize a new approach via dual points: when the graphical construction is used to construct a trajectory of the TASEP or HAD process as a function of a Poisson process in ZxR, the dual points are those which govern the time-reversal of the trajectory. Each line of the multi-line process is governed by the dual points of the line below. We also mention some other processes whose multiclass versions have the same invariant measures, and we note an extension of Burke's theorem to multiclass queues which follows from the results.

math-ph↗

arXiv2005

Random recursive trees and the Bolthausen-Sznitman coalescent

We describe a representation of the Bolthausen-Sznitman coalescent in terms of the cutting of random recursive trees. Using this representation, we prove results concerning the final collision of the coalescent restricted to [n]: we show that the distribution of the number of blocks involved in the final collision converges as n tends to infinity, and obtain a scaling law for the sizes of these blocks. We also consider the discrete-time Markov chain giving the number of blocks after each collision of the coalescent restricted to [n]; we show that the transition probabilities of the time-reversal of this Markov chain have limits as n tends to infinity. These results can be interpreted as describing a ``post-gelation'' phase of the Bolthausen-Sznitman coalescent, in which a giant cluster containing almost all of the mass has already formed and the remaining small blocks are being absorbed.

math.PR↗

arXiv2005

Limiting shape for directed percolation models

We consider directed first-passage and last-passage percolation on the nonnegative lattice Z_+^d, d\geq2, with i.i.d. weights at the vertices. Under certain moment conditions on the common distribution of the weights, the limits g(x)=lim_{n\to\infty}n^{-1}T(\lfloor nx\rfloor) exist and are constant a.s. for x\in R_+^d, where T(z) is the passage time from the origin to the vertex z\in Z_+^d. We show that this shape function g is continuous on R_+^d, in particular at the boundaries. In two dimensions, we give more precise asymptotics for the behavior of g near the boundaries; these asymptotics depend on the common weight distribution only through its mean and variance. In addition we discuss growth models which are naturally associated to the percolation processes, giving a shape theorem and illustrating various possible types of behavior with output from simulations.

math.PR↗

arXiv2004

A universality property for last-passage percolation paths close to the axis

We consider a last-passage directed percolation model in $Z_+^2$, with i.i.d. weights whose common distribution has a finite $(2+p)$th moment. We study the fluctuations of the passage time from the origin to the point $\big(n,n^{\lfloor a \rfloor}\big)$. We show that, for suitable $a$ (depending on $p$), this quantity, appropriately scaled, converges in distribution as $n\to\infty$ to the Tracy-Widom distribution, irrespective of the underlying weight distribution. The argument uses a coupling to a Brownian directed percolation problem and the strong approximation of Komlós, Major and Tusnády.

math.PR↗

arXiv2003

Reconstruction thresholds on regular trees

We consider a branching random walk with binary state space and index set $T^k$, the infinite rooted tree in which each node has k children (also known as the model of "broadcasting on a tree"). The root of the tree takes a random value 0 or 1, and then each node passes a value independently to each of its children according to a 2x2 transition matrix P. We say that "reconstruction is possible" if the values at the d'th level of the tree contain non-vanishing information about the value at the root as $d\to\infty$. Adapting a method of Brightwell and Winkler, we obtain new conditions under which reconstruction is impossible, both in the general case and in the special case $p_{11}=0$. The latter case is closely related to the "hard-core model" from statistical physics; a corollary of our results is that, for the hard-core model on the (k+1)-regular tree with activity $λ=1$, the unique simple invariant Gibbs measure is extremal in the set of Gibbs measures, for any k.

math.PR↗