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L. R. G. Fontes

Publications and source records attributed to L. R. G. Fontes.

At least 19 recordsLinked to original sources

The K-process on a tree as a scaling limit of the GREM-like trap model

We introduce trap models on a finite volume $k$-level tree as a class of Markov jump processes with state space the leaves of that tree. They serve to describe the GREM-like trap model of Sasaki and Nemoto. Under suitable conditions on the parameters of the trap model, we establish its infinite volume limit, given by what we call a $K$-process in an infinite $k$-level tree. From this we deduce that the $K$-process also is the scaling limit of the GREM-like trap model on extreme time scales under a fine tuning assumption on the volumes.

math.PR↗

Long range trap models on Z and quasistable processes

Let $\mathcal X=\{\mathcal X_t:\, t\geq0,\, \mathcal X_0=0\}$ be a mean zero $β$-stable random walk on $\mathbb{Z}$ with inhomogeneous jump rates $\{τ_i^{-1}: i\in\mathbb{Z}\}$, with $β\in(1,2]$ and $\{τ_i: i\in\mathbb{Z}\}$ a family of independent random variables with common marginal distribution in the basin of attraction of an $α$-stable law, $α\in(0,1)$. In this paper we derive results about the long time behavior of this process, in particular its scaling limit, given by a $β$-stable process time-changed by the inverse of another process, involving the local time of the $β$-stable process and an independent $α$-stable subordinator; we call the resulting process a quasistable process. Another such result concerns aging. We obtain an (integrated) aging result for $\mathcal X$.

math.PR↗

Convergence of symmetric trap models in the hypercube

We consider symmetric trap models in the d-dimensional hypercube whose ordered mean waiting times, seen as weights of a measure in the natural numbers, converge to a finite measure as d diverges, and show that the models suitably represented converge to a K process as d diverges. We then apply this result to get K processes as the scaling limits of the REM-like trap model and the Random Hopping Times dynamics for the Random Energy Model in the hypercube in time scales corresponding to the ergodic regime for these dynamics.

math.PR↗

Scaling limit for a drainage network model

We consider the two dimensional version of a drainage network model introduced by Gangopadhyay, Roy and Sarkar, and show that the appropriately rescaled family of its paths converges in distribution to the Brownian web. We do so by verifying the convergence criteria proposed by Fontes, Isopi, Newman and Ravishankar.

math.PR↗

Exceptional Times for the Dynamical Discrete Web

The dynamical discrete web (DyDW),introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter τ. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed τ. In this paper, we study the existence of exceptional (random) values of τwhere the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of exceptional such τ. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Häggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Häggstrom, Peres and Steif. For example, we prove that the walk from the origin S^τ_0 violates the law of the iterated logarithm (LIL) on a set of τof Hausdorff dimension one. We also discuss how these and other results extend to the dynamical Brownian web, the natural scaling limit of the DyDW.

math.PR↗

K-processes, scaling limit and aging for the trap model in the complete graph

We study K-processes, which are Markov processes in a denumerable state space, all of whose elements are stable, with the exception of a single state, starting from which the process enters finite sets of stable states with uniform distribution. We show how these processes arise, in a particular instance, as scaling limits of the trap model in the complete graph, and subsequently derive aging results for those models in this context.

math.PR↗

The Dynamical Discrete Web

The dynamical discrete web (DDW), introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical parameter s. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed s. In this paper, we study the existence of exceptional (random) values of s where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional s. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Häggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in DDW is rather different from the situation for dynamical random walks of Benjamini, Häggstrom, Peres and Steif. In particular, we prove that there are exceptional values of s for which the walk from the origin S^s(n) has limsup S^s(n)/\sqrt n \leq K with a nontrivial dependence of the Hausdorff dimension on K. We also discuss how these and other results extend to the dynamical Brownian web, a natural scaling limit of DDW. The scaling limit is the focus of a paper in preparation; it was studied by Howitt and Warren and is related to the Brownian net of Sun and Swart.

math.PR↗

Two-Dimensional Scaling Limits via Marked Nonsimple Loops

We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE(6) and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We explain how these marked loops should yield continuum versions of near-critical percolation, dynamical percolation, minimal spanning trees and related plane filling curves, and invasion percolation. We show that this yields for some of the continuum objects a conformal covariance property that generalizes the conformal invariance of critical systems. It is an open problem to rigorously construct the continuum objects and to prove that they are indeed the scaling limits of the corresponding lattice objects.

cond-mat.stat-mech↗

The serial harness interacting with a wall

The serial harnesses introduced by Hammersley describe the motion of a hypersurface of dimension d embedded in a space of dimension $d+1$. The height assigned to each site i of Z^d is updated by taking a weighted average of the heights of some of the neighbors of i plus a ``noise'' (a centered random variable). The surface interacts by exclusion with a ``wall'' located at level zero: the updated heights are not allowed to go below zero. We show that for any distribution of the noise variables and in all dimensions, the surface delocalizes. This phenomenon is related to the so called ``entropic repulsion''. For some classes of noise distributions, characterized by their tail, we give explicit bounds on the speed of the repulsion.

math.PR↗

The Scaling Limit Geometry of Near-Critical 2D Percolation

We analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for $p=p_c+λδ^{1/ν}$, with $ν=4/3$, as the lattice spacing $δ\to 0$. Our proposed framework extends previous analyses for $p=p_c$, based on $SLE_6$. It combines the continuum nonsimple loop process describing the full scaling limit at criticality with a Poissonian process for marking double (touching) points of that (critical) loop process. The double points are exactly the continuum limits of "macroscopically pivotal" lattice sites and the marked ones are those that actually change state as $λ$ varies. This structure is rich enough to yield a one-parameter family of near-critical loop processes and their associated connectivity probabilities as well as related processes describing, e.g., the scaling limit of 2D minimal spanning trees.

cond-mat.stat-mech↗

Repulsion of an evolving surface on walls with random heights

We consider the motion of a discrete random surface interacting by exclusion with a random wall. The heights of the wall at the sites of $\Z^d$ are i.i.d.\ random variables. Fixed the wall configuration, the dynamics is given by the serial harness process which is not allowed to go below the wall. We study the effect of the distribution of the wall heights on the repulsion speed.

math.PR↗

The Brownian web: Characterization and convergence

The Brownian web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in R\timesR. We extend the earlier work of Arratia and of Toth and Werner by providing a new characterization which is then used to obtain convergence results for the BW distribution, including convergence of the system of all coalescing random walks to the BW under diffusive space-time scaling.

math.PR↗

Coarsening, Nucleation, and the Marked Brownian Web

Coarsening on a one-dimensional lattice is described by the voter model or equivalently by coalescing (or annihilating) random walks representing the evolving boundaries between regions of constant color and by backward (in time) coalescing random walks corresponding to color genealogies. Asympotics for large time and space on the lattice are described via a continuum space-time voter model whose boundary motion is expressed by the {\it Brownian web} (BW) of coalescing forward Brownian motions. In this paper, we study how small noise in the voter model, corresponding to the nucleation of randomly colored regions, can be treated in the continuum limit. We present a full construction of the continuum noisy voter model (CNVM) as a random {\it quasicoloring} of two-dimensional space time and derive some of its properties. Our construction is based on a Poisson marking of the {\it backward} BW within the {\it double} (i.e., forward and backward) BW.

math.PR↗

On symmetric random walks with random conductances on $\Z^d$

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We consider the case of independent conductances with a polynomial tail near 0, and obtain precise asymptotics for the annealed return probability and convergence times for the random walk confined to a finite box.

math.PR↗

Two-dimensional Poisson Trees converge to the Brownian web

The Brownian web can be roughly described as a family of coalescing one-dimensional Brownian motions starting at all times in $\R$ and at all points of $\R$. It was introduced by Arratia; a variant was then studied by Toth and Werner; another variant was analyzed recently by Fontes, Isopi, Newman and Ravishankar. The two-dimensional \emph{Poisson tree} is a family of continuous time one-dimensional random walks with uniform jumps in a bounded interval. The walks start at the space-time points of a homogeneous Poisson process in $\R^2$ and are in fact constructed as a function of the point process. This tree was introduced by Ferrari, Landim and Thorisson. By verifying criteria derived by Fontes, Isopi, Newman and Ravishankar, we show that, when properly rescaled, and under the topology introduced by those authors, Poisson trees converge weakly to the Brownian web.

math.PR↗

The Brownian Web: Characterization and Convergence

The Brownian Web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in ${\mathbb R}\times{\mathbb R}$. We extend the earlier work of Arratia and of Tóth and Werner by providing characterization and convergence results for the BW distribution, including convergence of the system of all coalescing random walkssktop/brownian web/finale/arXiv submits/bweb.tex to the BW under diffusive space-time scaling. We also provide characterization and convergence results for the Double Brownian Web, which combines the BW with its dual process of coalescing Brownian motions moving backwards in time, with forward and backward paths ``reflecting'' off each other. For the BW, deterministic space-time points are almost surely of ``type'' $(0,1)$ -- {\em zero} paths into the point from the past and exactly {\em one} path out of the point to the future; we determine the Hausdorff dimension for all types that actually occur: dimension 2 for type $(0,1)$, 3/2 for $(1,1)$ and $(0,2)$, 1 for $(1,2)$, and 0 for $(2,1)$ and $(0,3)$.

math.PR↗

The Brownian Web

Arratia, and later Tóth and Werner, constructed random processes that formally correspond to coalescing one-dimensional Brownian motions starting from every space-time point. We extend their work by constructing and characterizing what we call the {\em Brownian Web} as a random variable taking values in an appropriate (metric) space whose points are (compact) sets of paths. This leads to general convergence criteria and, in particular, to convergence in distribution of coalescing random walks in the scaling limit to the Brownian Web.

math.PR↗