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Markus Heydenreich

Publications and source records attributed to Markus Heydenreich.

At least 19 recordsLinked to original sources

Markov Renewal Theory for Transfer Operators and Point Processes on the Line

We prove exponential decay of pair correlations for 1D stationary point processes when spacings satisfy a Markov condition, geometric ergodicity, and a condition on exponential moments. The conditions are phrased for stationary sequences of spacings (intervals between consecutive points) whose law comes from the Palm distribution of the point process. The key technical ingredient is a Markov renewal theorem with exponential convergence rate. The proofs combine classical regeneration techniques with the notion of geometric ergodicity for Markov chains with general state space. We apply the result to two models from statistical mechanics: (1) Gibbs point processes with a hard-core, finite-range pair potentials and (2) a harmonic chain of atoms, related to an autoregressive Gaussian process.

math.PR

A mathematical analysis of hierarchical Hopfield models

The central question that we address is: How can structured information be stored in a hierarchical Hopfield model involving hidden layers? To this end, we develop a formalism of strokes and concepts that allows us to appropriately structure information: initial features are first classified into strokes, which in a second step are aggregated into concepts. We rigorously derive criteria under which concepts can be retrieved from noisy input data. A remarkable effect is that we do not require a perfect retrieval at the level of strokes, as the second-layer retrieval procedure compensates for first-layer errors. We treat separately the cases of fixed and variable-sized concepts.

math.PR

Return probability on Bienaym\'e-Galton-Watson trees and spectral asymptotics of sparse Erd\H{o}s-R\'enyi random graphs

We derive an upper bound for the annealed return probability of the simple random walk on supercritical Bienaym\'e-Galton-Watson trees. The bound decays subexponentially in time $t$ with $t^{1/3}$ in the exponent. It is valid for all offspring distributions with a finite first moment and is optimal whenever the offspring distribution does not exclude leaves or linear pieces in the tree. This solves completely the cases left open by Piau [Ann. Probab. 26, 1016-1040 (1998)]. A new feature of our proof is a far-reaching flexibility in the location of regions with bad isoperimetric properties in the tree. It allows to efficiently treat general offspring distributions and is gained from the joint consideration of the random tree and the random walk as it is inherent under the annealed measure. In the special case of a Poissonian offspring distribution we apply the upper bound for the annealed return probability to deduce a Lifshits tail for the empirical eigenvalue distribution of the graph Laplacian on supercritical Erd\H{o}s--R\'enyi random graphs with finite mean degree.

math.PR

Bi-infinite incipient cluster in high dimensions

We consider high-dimensional percolation at the critical threshold. We condition the origin to be disjointly connected to two points, $x$ and $x'$, and subsequently take the limit as $|x|$, $|x'|$ as well as $|x-x'|$ diverge to infinity. This limiting procedure gives rise to a new percolation measure that locally resembles critical percolation but is concentrated on configurations with two disjoint infinite occupied paths. We coin this the bi-infinite incipient percolation cluster. It is mutually singular with respect to incipient infinite clusters that have been constructed in the literature. We achieve the construction through a double lace expansion of the cluster.

math.PR

Mean-field behaviour of the random connection model on hyperbolic space

We study the random connection model on hyperbolic space $\mathbb{H}^d$ in dimension $d=2,3$. Vertices of the spatial random graph are given as a Poisson point process with intensity $\lambda>0$. Upon variation of $\lambda$ there is a percolation phase transition: there exists a critical value $\lambda_c>0$ such that for $\lambda<\lambda_c$ all clusters are finite, but infinite clusters exist for $\lambda>\lambda_c$. We identify certain critical exponents that characterize the clusters at (and near) $\lambda_c$, and show that they agree with the mean-field values for percolation. We derive the exponents through isoperimetric properties of critical percolation clusters rather than via a calculation of the triangle diagram.

math.PR

Hydrodynamic limit for repeated averages on the complete graph

We establish a hydrodynamical limit for the averaging process on the complete graph with N vertices, showing that, after a timescale of order N, the empirical distribution of opinions converges to a unique measure. Moreover, if the initial distribution is absolutely continuous concerning the Lebesgue measure, the limiting measure remains absolutely continuous and its density satisfies a non-diffusive differential equation, that resembles the Smoluchowski coagulation equation.

math.PR

Preferential Attachment Trees with Vertex Death: Lack of Persistence of the Maximum Degree

We consider an evolving random discrete tree model called Preferential Attachment with Vertex Death, as introduced by Deijfen. Initialised with an alive root labelled $1$, at each step $n\geq1$ either a new vertex with label $n+1$ is introduced that attaches to an existing alive vertex selected preferentially according to a function $b$, or an alive vertex is selected preferentially according to a function $d$ and killed. We introduce a generalised concept of persistence for evolving random graph models. Let $O_n$ be the smallest label among all alive vertices (the oldest alive vertex), and let $I_n$ be the label of the alive vertex with the largest degree (among all alive vertices). Persistence occurs when $I_n/O_n$ is tight; lack of persistence occurs when $I_n/O_n$ diverges with $n$. We study lack of persistence and identify two regimes: the old are rich and the rich die young regime. In the rich are old regime, though the oldest alive vertices in the tree typically have the largest degrees, lack of persistence can occur subject to the condition $\sum_{i=0}^\infty 1/(b(i)+d(i))^2=\infty$, under which lucky vertices that are younger than the oldest vertices can attain the largest degrees by step $n$, generalising results by Banerjee and Bhamidi. In contrast, lack of persistence always occurs in the rich die young regime. This regime is novel and cannot be observed in models without death. Here, vertices can survive exceptionally long by obtaining a low degree, whereas vertices with a large degree die much faster, causing lack of persistence. A main technique is an embedding of the discrete tree process into a Crump-Mode-Jagers branching process and a higher-order analysis of the resulting birth-death mechanism based on moderate deviation principles with exponential tilting.

math.PR

Planar reinforced $k$-out percolation

We investigate the percolation properties of a planar reinforced network model. In this model, at every time step, every vertex chooses $k \ge 1$ incident edges, whose weight is then increased by 1. The choice of this $k$-tuple occurs proportionally to the product of the corresponding edge weights raised to some power $α> 0$. Our investigations are guided by the conjecture that the set of infinitely reinforced edges percolates for $k = 2$ and $α\gg 1$. First, we study the case $α= \infty$, where we show the percolation for $k = 2$ after adding arbitrarily sparse independent sprinkling and also allowing dual connectivities. We also derive a finite-size criterion for percolation without sprinkling. Then, we extend this finite-size criterion to the $α< \infty$ case. Finally, we verify these conditions numerically.

math.PR

Lace Expansion and Mean-Field Behavior for the Random Connection Model

We study the random connection model driven by a stationary Poisson process. In the first part of the paper, we derive a lace expansion with remainder term in the continuum and bound the coefficients using a new version of the BK inequality. For our main results, we consider three versions of the connection function $φ$: a finite-variance version (including the Boolean model), a spread-out version, and a long-range version. For sufficiently large dimension (resp., spread-out parameter and $d>6$), we then prove the convergence of the lace expansion, derive the triangle condition, and establish an infra-red bound. From this, mean-field behavior of the model can be deduced. As an example, we show that the critical exponent $γ$ takes its mean-field value $γ=1$ and that the percolation function is continuous.

math.PR

Expansion of the Critical Intensity for the Random Connection Model

We derive an asymptotic expansion for the critical percolation density of the random connection model as the dimension of the encapsulating space tends to infinity. We calculate rigorously the first expansion terms for the Gilbert disk model, the hyper-cubic model, the Gaussian connection kernel, and a coordinate-wise Cauchy kernel.

math.PR

Prudent walk in dimension six and higher

We study the high-dimensional uniform prudent self-avoiding walk, which assigns equal probability to all nearest-neighbor self-avoiding paths of a fixed length that respect the prudent condition, namely, the path cannot take any step in the direction of a previously visited site. We prove that the prudent self-avoiding walk converges to Brownian motion under diffusive scaling if the dimension is large enough. The same result is true for weakly prudent walk in dimension d>5. A challenging property of the high-dimensional prudent walk is the presence of an infinite-range self-avoidance constraint. Interestingly, as a consequence of such a strong self-avoidance constraint, the upper critical dimension of the prudent walk is five, and thus greater than for the classical self-avoiding walk.

math.PR

The Triangle Condition for the Marked Random Connection Model

We investigate a spatial random graph model whose vertices are given as a marked Poisson process on $\mathbb{R}^d$. Edges are inserted between any pair of points independently with probability depending on the spatial displacement of the two endpoints and on their marks. Upon variation of the Poisson density, a percolation phase transition occurs under mild conditions: for low density there are finite connected components only, whilst for large density there is an infinite component almost surely. Our focus is on the transition between the low- and high-density phase, where the system is critical. We prove that if the dimension is high enough and the edge probability function satisfies certain conditions, then an infrared bound for the critical connection function is valid. This implies the triangle condition, and thus mean-field behaviour. We achieve this result through combining the recently established lace expansion for Poisson processes with spectral estimates.

math.PR

Graph distances in scale-free percolation: the logarithmic case

Scale-free percolation is a stochastic model for complex networks. In this spatial random graph model, vertices $x,y\in\mathbb{Z}^d$ are linked by an edge with probability depending on i.i.d.\ vertex weights and the Euclidean distance $|x-y|$. Depending on the various parameters involved, we get a rich phase diagram. We study graph distances and compare it to the Euclidean distance of the vertices. Our main attention is on a regime where graph distances are (poly-)logarithmic in the Euclidean distance. We obtain improved bounds on the logarithmic exponents. In the light tail regime, the correct exponent is identified.

math.PR

Variance of voltages in a lattice Coulomb gas

We study the behavior of the variance of the difference of energies for putting an additional electric unit charge at two different locations in the two-dimensional lattice Coulomb gas in the high-temperature regime. For this, we exploit the duality between this model and a discrete Gaussian model. Our estimates follow from a spontaneous symmetry breaking in the latter model.

math.PR

Voronoi cells in random split trees

We study the sizes of the Voronoi cells of $k$ uniformly chosen vertices in a random split tree of size $n$. We prove that, for $n$ large, the largest of these $k$ Voronoi cells contains most of the vertices, while the sizes of the remaining ones are essentially all of order $n\exp(-\mathrm{const}\sqrt{\log n})$. This discrepancy persists if we modify the definition of the Voronoi cells by (a) introducing random edge lengths (with suitable moment assumptions), and (b) assigning different "influence" parameters (called "speeds" in the paper) to each of the $k$ vertices. Our findings are in contrast to corresponding results on random uniform trees and on the continuum random tree, where it is known that the vector of the relative sizes of the $k$ Voronoi cells is asymptotically uniformly distributed on the $(k-1)$-dimensional simplex.

math.PR

Critical site percolation in high dimension

We use the lace expansion to prove an infra-red bound for site percolation on the hypercubic lattice in high dimension. This implies the triangle condition and allows us to derive several critical exponents that characterize mean-field behavior in high dimensions.

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Extremal linkage networks

We demonstrate how sophisticated graph properties, such as small distances and scale-free degree distributions, arise naturally from a reinforcement mechanism on layered graphs. Every node is assigned an a-priori i.i.d. fitness with max-stable distribution. The fitness determines the node attractiveness w.r.t. incoming edges as well as the spatial range for outgoing edges. For max-stable fitness distributions, we thus obtain complex spatial network, which we coin extremal linkage network.

math.PR