arXiv subjects

Martin Tassy

Publications and source records attributed to Martin Tassy.

13 recordsLinked to original sources

arXiv2026

Sets that Support a Joint Distribution

Given probability distributions $\mu$ and $\nu$ on measure spaces $X$ and $Y$, and a closed set $S \subseteq X \times Y$, when is there a probability distribution on $X \times Y$ whose marginals are $\mu$ and $\nu$, and whose support is precisely $S$? We answer the question when the marginals are discrete, and when the marginals are continuous distributions on the real line. Of special interest is the case where $S \subseteq [0,1]^2$ and $\mu$ and $\nu$ are Lebesgue measure; then the above question is tantamount to ``when is $S$ the support of a doubly stochastic measure?". The discrete case is generalized to determine when a (possibly infinite) edge-capacitated, node-weighted graph supports a full, nowhere-zero flow; for the continuous case we provide a particularly straightforward characterization when the set in question is regular (i.e., is the closure of its interior).

math.PR↗

arXiv2025

Loss-Versus-Rebalancing under Deterministic and Generalized block-times

Although modern blockchains almost universally produce blocks at fixed intervals, existing models still lack an analytical formula for the loss-versus-rebalancing (LVR) incurred by Automated Market Makers (AMMs) liquidity providers in this setting. Leveraging tools from random walk theory, we derive the following closed-form approximation for the per block per unit of liquidity expected LVR under constant block time: \[ \overline{\mathrm{ARB}}= \frac{\,\sigma_b^{2}} {\,2+\sqrt{2\pi}\,\gamma/(|\zeta(1/2)|\,\sigma_b)\,}+O\!\bigl(e^{-\mathrm{const}\tfrac{\gamma}{\sigma_b}}\bigr)\;\approx\; \frac{\sigma_b^{2}}{\,2 + 1.7164\,\gamma/\sigma_b}, \] where $\sigma_b$ is the intra-block asset volatility, $\gamma$ the AMM spread and $\zeta$ the Riemann Zeta function. Our large Monte Carlo simulations show that this formula is in fact quasi-exact across practical parameter ranges. Extending our analysis to arbitrary block-time distributions as well, we demonstrate both that--under every admissible inter-block law--the probability that a block carries an arbitrage trade converges to a universal limit, and that only constant block spacing attains the asymptotically minimal LVR. This shows that constant block intervals provide the best possible protection against arbitrage for liquidity providers.

q-fin.MF↗

arXiv2020

Macroscopic behavior of Lipschitz random surfaces

The motivation for this article is to derive strict convexity of the surface tension for Lipschitz random surfaces, that is, for models of random Lipschitz functions from $\mathbb Z^d$ to $\mathbb Z$ or $\mathbb R$. An essential innovation is that random surface models with long- and infinite-range interactions are included in the analysis. More specifically, we cover at least: uniformly random graph homomorphisms from $\mathbb Z^d$ to a $k$-regular tree for any $k\geq 2$ and Lipschitz potentials which satisfy the FKG lattice condition. The latter includes perturbations of dimer- and six-vertex models and of Lipschitz simply attractive potentials introduced by Sheffield. The main result is that we prove strict convexity of the surface tension -- which implies uniqueness for the limiting macroscopic profile -- if the model of interest is monotone in the boundary conditions. This solves a conjecture of Menz and Tassy, and answers a question posed by Sheffield. Auxiliary to this, we prove several results which may be of independent interest, and which do not rely on the model being monotone. This includes existence and topological properties of the specific free energy, as well as a characterization of its minimizers. We also prove a general large deviations principle which describes both the macroscopic profile and the local statistics of the height functions. This work is inspired by, but independent of, Random Surfaces by Sheffield.

math.PR↗

arXiv2019

Deducing a variational principle with minimal a priori assumptions

We study the well-known variational and large deviation principle for graph homomorphisms from $\mathbb{Z}^m$ to $\mathbb{Z}$. We provide a robust method to deduce those principles under minimal a priori assumptions. The only ingredient specific to the model is a discrete Kirszbraun theorem i.e. an extension theorem for graph homomorphisms. All other ingredients are of a general nature not specific to the model. They include elementary combinatorics, the compactness of Lipschitz functions and a simplicial Rademacher theorem. Compared to the literature, our proof does not need any other preliminary results like e.g. concentration or strict convexity of the local surface tension. Therefore, the method is very robust and extends to more complex and subtle models, as e.g. the homogenization of limit shapes or graph-homomorphisms to a regular tree.

math.PR↗

arXiv2019

Variational principle for weakly dependent random fields

Using an alternative notion of entropy introduced by Datta, the max-entropy, we present a new simplified framework to study the minimizers of the specific free energy for random fields which are weakly dependent in the sense of Lewis, Pfister, and Sullivan. The framework is then applied to derive the variational principle for the loop $O(n)$ model and the Ising model in a random percolation environment in the nonmagnetic phase, and we explain how to extend the variational principle to similar models. To demonstrate the generality of the framework, we indicate how to naturally fit into it the variational principle for models with an absolutely summable interaction potential, and for the random-cluster model.

math.PR↗

arXiv2018

Delocalization of uniform graph homomorphisms from $\mathbb{Z}^2$ to $\mathbb{Z}$

Graph homomorphisms from the $\mathbb{Z}^d$ lattice to $\mathbb{Z}$ are functions on $\mathbb{Z}^d$ whose gradients equal one in absolute value. These functions are the height functions corresponding to proper $3$-colorings of $\mathbb{Z}^d$ and, in two dimensions, corresponding to the $6$-vertex model (square ice). We consider the uniform model, obtained by sampling uniformly such a graph homomorphism subject to boundary conditions. Our main result is that the model delocalizes in two dimensions, having no translation-invariant Gibbs measures. Additional results are obtained in higher dimensions and include the fact that every Gibbs measure which is ergodic under even translations is extremal and that these Gibbs measures are stochastically ordered.

math.PR↗

arXiv2018

Asymptotics for the number of standard tableaux of skew shape and for weighted lozenge tilings

We prove and generalize a conjecture in arXiv:1610.0474(4) about the asymptotics of $\frac{1}{\sqrt{n!}} f^{\lambda/\mu}$, where $f^{\lambda/\mu}$ is the number of standard Young tableaux of skew shape $\lambda/\mu$ which have stable limit shape under the $1/\sqrt{n}$ scaling. The proof is based on the variational principle on the partition function of certain weighted lozenge tilings.

math.CO↗

arXiv2017

Homogenization of the variational principle for discrete random maps

We consider homogenization of random surfaces and study the variational principle for graph homomorphisms from subsets of $\mathbb{Z}^m$ into $\mathbb{Z}$, where the underlying uniform measure is perturbed by a random field. Motivated by the theories of random walks in random potentials, we assume that random field is stationary, ergodic, and bounded in $L^1$ . We show that the variational principle holds in probability and that the entropy functional homogenizes, i.e.\ is independent of the values taken by the random field. The main ingredients in the argument are the existence of the quenched surface tension, the equivalence of the quenched and the annealed surface tension, and robustness of the surface tension under change in boundary data. These ingredients are deduced by a combination of a superadditive ergodic theorem and combinatorial results, especially the Kirszbraun theorem.

math.PR↗

arXiv2017

Kirszbraun-type Theorems For Graphs

The classical Kirszbraun theorem says that all $1$-Lipschitz functions $f:A\longrightarrow \mathbb{R}^n$, $A\subset \mathbb{R}^n$, with the Euclidean metric have a $1$-Lipschitz extension to $\mathbb{R}^n$. For metric spaces $X,Y$ we say that $Y$ is $X$-Kirszbraun if all $1$-Lipschitz functions $f:A\longrightarrow Y$, $A\subset X$, have a $1$-Lipschitz extension to~$X$. We analyze the case when $X$ and $Y$ are graphs with the usual path metric. We prove that $\mathbb{Z}^d$-Kirszbraun graphs are exactly graphs that satisfies a certain Helly property. We also consider complexity aspects of these properties.

math.CO↗

arXiv2016

A variational principle for a non-integrable model

We develop a new robust technique to deduce variance principles for non-integrable discrete systems. To illustrate this technique, we show the existence of a variational principle for graph homomorphisms from $\Z^m$ to a $d$-regular tree. This seems to be the first non-trivial example of a variational principle in a non-integrable model. Instead of relying on integrability, the technique is based on a discrete Kirszbraun theorem and a concentration inequality obtained through the dynamic of the model. As a consequence of this result, we obtain the existence of a continuum of shift-invariant ergodic gradient Gibbs measures for graph homomorphisms from $\Z^m$ to a regular tree.

math.PR↗

arXiv2015

Tiling with Small Tiles

We look at sets of tiles that can tile any region of size greater than 1 on the square grid. This is not the typical tiling question, but relates closely to it and therefore can help solve other tiling problems -- we give an example of this. We also present a result to a more classic tiling question with dominoes and L-shape tiles.

math.CO↗

arXiv2015

Fast domino tileability

Domino tileability is a classical problem in Discrete Geometry, famously solved by Thurston for simply connected regions in nearly linear time in the area. In this paper, we improve upon Thurston's height function approach to a nearly linear time in the perimeter.

math.CO↗

arXiv2010

Random interlacements on Galton-Watson Trees

We study the critical parameter u^{*} of random interlacements percolation (introduced by A.S Sznitman in arXiv:0704.2560) on a Galton-Watson tree conditioned on the non-extinction event. Starting from the previous work of A. Teixeira in arXiv:0907.0316, we show that, for a given law of a Galton-Watson tree, the value of this parameter is a.s. constant and non-trivial. We also characterize this value as the solution of a certain equation.

math.PR↗