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Mathew D. Penrose

Publications and source records attributed to Mathew D. Penrose.

At least 37 records · Page 2Linked to original sources

On the critical threshold for continuum AB percolation

Consider a bipartite random geometric graph on the union of two independent homogeneous Poisson point processes in $d$-space, with distance parameter $r$ and intensities $λ,μ$. For any $λ>0$ we consider the percolation threshold $μ_c(λ)$ associated to the parameter $μ$. Denoting by $λ_c:= λ_c(2r)$ the percolation threshold for the standard Poisson Boolean model with radii $r$, we show the lower bound $μ_c(λ)\ge c\log(c/(λ-λ_c))$ for any $λ>λ_c$ with $c>0$ a fixed constant. In particular, $μ_c(λ)$ tends to infinity when $λ$ tends to $λ_c$ from above.

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Inhomogeneous random graphs, isolated vertices, and Poisson approximation

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $ϕ(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general criteria for the latter to be approximately Poisson distributed. More generally, we consider the number of vertices of fixed degree, the number of components of fixed order, and the number of edges. We use a general result on Poisson approximation by Stein's method for a set of points selected from a Poisson point process. This method also gives a good Poisson approximation for U-statistics of a Poisson process.

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Percolation of even sites for enhanced random sequential adsorption

Consider random sequential adsorption on a chequerboard lattice with arrivals at rate $1$ on light squares and at rate $λ$ on dark squares. Ultimately, each square is either occupied, or blocked by an occupied neighbour. Colour the occupied dark squares and blocked light sites {\em black}, and the remaining squares {\em white}. Independently at each meeting-point of four squares, allow diagonal connections between black squares with probability $p$; otherwise allow diagonal connections between white squares. We show that there is a critical surface of pairs $(λ, p)$, containing the pair $(1,0.5)$, such that for $(λ, p)$ lying above (respectively, below) the critical surface the black (resp. white) phase percolates, and on the critical surface neither phase percolates.

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Connectivity of soft random geometric graphs

Consider a graph on $n$ uniform random points in the unit square, each pair being connected by an edge with probability $p$ if the inter-point distance is at most $r$. We show that as $n\to\infty$ the probability of full connectivity is governed by that of having no isolated vertices, itself governed by a Poisson approximation for the number of isolated vertices, uniformly over all choices of $p,r$. We determine the asymptotic probability of connectivity for all $(p_n,r_n)$ subject to $r_n=O(n^{-\varepsilon})$, some $\varepsilon >0$. We generalize the first result to higher dimensions and to a larger class of connection probability functions.

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The strong giant in a random digraph

Consider a random directed graph on $n$ vertices with independent identically distributed outdegrees with distribution $F$ having mean $μ$, and destinations of arcs selected uniformly at random. We show that if $μ>1$ then for large $n$ there is very likely to be a unique giant strong component with proportionate size given as the product of two branching process survival probabilities, one with offspring distribution $F$ and the other with Poisson offspring distribution with mean $μ$. If $μ\leq 1$ there is very likely to be no giant strong component. We also extend this to allow for $F$ varying with $n$.

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Continuum AB percolation and AB random geometric graphs

Consider a bipartite random geometric graph on the union of two independent homogeneous Poisson point processes in $d$-space, with distance parameter $r$ and intensities $λ,μ$. We show for $d \geq 2$ that if $λ$ is supercritical for the one-type random geometric graph with distance parameter $2r$, there exists $μ$ such that $(λ,μ)$ is supercritical (this was previously known for $d=2$). For $d=2$ we also consider the restriction of this graph to points in the unit square. Taking $μ= τλ$ for fixed $τ$, we give a strong law of large numbers as $λ\to \infty$, for the connectivity threshold of this graph.

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Moments and central limit theorems for some multivariate Poisson functionals

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-Itô integrals with respect to the compensated Poisson process. Second, a multivariate central limit theorem is shown for a vector whose components admit a finite chaos expansion of the type of a Poisson U-statistic. The approach is based on recent results of Peccati et al.\ combining Malliavin calculus and Stein's method, and also yields Berry-Esseen type bounds. As applications, moment formulae and central limit theorems for general geometric functionals of intersection processes associated with a stationary Poisson process of $k$-dimensional flats in $\R^d$ are discussed.

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Limit theory for point processes in manifolds

Let $Y_i,i\geq1$, be i.i.d. random variables having values in an $m$-dimensional manifold $\mathcal {M}\subset \mathbb{R}^d$ and consider sums $\sum_{i=1}^nξ(n^{1/m}Y_i,\{n^{1/m}Y_j\}_{j=1}^n)$, where $ξ$ is a real valued function defined on pairs $(y,\mathcal {Y})$, with $y\in \mathbb{R}^d$ and $\mathcal {Y}\subset \mathbb{R}^d$ locally finite. Subject to $ξ$ satisfying a weak spatial dependence and continuity condition, we show that such sums satisfy weak laws of large numbers, variance asymptotics and central limit theorems. We show that the limit behavior is controlled by the value of $ξ$ on homogeneous Poisson point processes on $m$-dimensional hyperplanes tangent to $\mathcal {M}$. We apply the general results to establish the limit theory of dimension and volume content estimators, Rényi and Shannon entropy estimators and clique counts in the Vietoris-Rips complex on $\{Y_i\}_{i=1}^n$.

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Rank deficiency in sparse random GF[2] matrices

Let $M$ be a random $m \times n$ matrix with binary entries and i.i.d. rows. The weight (i.e., number of ones) of a row has a specified probability distribution, with the row chosen uniformly at random given its weight. Let $N(n,m)$ denote the number of left null vectors in ${0,1}^m$ for $M$ (including the zero vector), where addition is mod 2. We take $n, m \to \infty$, with $m/n \to α> 0$, while the weight distribution may vary with $n$ but converges weakly to a limiting distribution on ${3, 4, 5, ...}$; let $W$ denote a variable with this limiting distribution. Identifying $M$ with a hypergraph on $n$ vertices, we define the 2-core of $M$ as the terminal state of an iterative algorithm that deletes every row incident to a column of degree 1. We identify two thresholds $α^*$ and $\underlineα$, and describe them analytically in terms of the distribution of $W$. Threshold $α^*$ marks the infimum of values of $α$ at which $n^{-1} \log{\mathbb{E} [N(n,m)}]$ converges to a positive limit, while $\underlineα$ marks the infimum of values of $α$ at which there is a 2-core of non-negligible size compared to $n$ having more rows than non-empty columns. We have $1/2 \leq α^* \leq \underlineα \leq 1$, and typically these inequalities are strict; for example when $W = 3$ almost surely, numerics give $α^* = 0.88949 ...$ and $\underlineα = 0.91793 ...$ (previous work on this model has mainly been concerned with such cases where $W$ is non-random). The threshold of values of $α$ for which $N(n,m) \geq 2$ in probability lies in $[α^*,\underlineα]$ and is conjectured to equal $\underlineα$. The random row weight setting gives rise to interesting new phenomena not present in the non-random case that has been the focus of previous work.

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Random parking, Euclidean functionals, and rubber elasticity

We study subadditive functions of the random parking model previously analyzed by the second author. In particular, we consider local functions $S$ of subsets of $\mathbb{R}^d$ and of point sets that are (almost) subadditive in their first variable. Denoting by $ξ$ the random parking measure in $\mathbb{R}^d$, and by $ξ^R$ the random parking measure in the cube $Q_R=(-R,R)^d$, we show, under some natural assumptions on $S$, that there exists a constant $\bar{S}\in \mathbb{R}$ such that % $$ \lim_{R\to +\infty} \frac{S(Q_R,ξ)}{|Q_R|}\,=\,\lim_{R\to +\infty}\frac{S(Q_R,ξ^R)}{|Q_R|}\,=\,\bar{S} $$ % almost surely. If $ζ\mapsto S(Q_R,ζ)$ is the counting measure of $ζ$ in $Q_R$, then we retrieve the result by the second author on the existence of the jamming limit. The present work generalizes this result to a wide class of (almost) subadditive functions. In particular, classical Euclidean optimization problems as well as the discrete model for rubber previously studied by Alicandro, Cicalese, and the first author enter this class of functions. In the case of rubber elasticity, this yields an approximation result for the continuous energy density associated with the discrete model at the thermodynamic limit, as well as a generalization to stochastic networks generated on bounded sets.

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Local central limit theorems in stochastic geometry

We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply this result to various quantities arising in stochastic geometry, including: size of the largest component for percolation on a box; number of components, number of edges, or number of isolated points, for random geometric graphs; covered volume for germ-grain coverage models; number of accepted points for finite-input random sequential adsorption; sum of nearest-neighbour distances for a random sample from a continuous multidimensional distribution.

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Percolation of even sites for random sequential adsorption

Consider random sequential adsorption on a red/blue chequerboard lattice with arrivals at rate $1$ on the red squares and rate $λ$ on the blue squares. We prove that the critical value of $λ$, above which we get an infinite blue component, is finite and strictly greater than $1$.

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Normal approximation for coverage models over binomial point processes

We give error bounds which demonstrate optimal rates of convergence in the CLT for the total covered volume and the number of isolated shapes, for germ-grain models with fixed grain radius over a binomial point process of $n$ points in a toroidal spatial region of volume $n$. The proof is based on Stein's method via size-biased couplings.

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Percolation and limit theory for the Poisson lilypond model

The lilypond model on a point process in $d$-space is a growth-maximal system of non-overlapping balls centred at the points. We establish central limit theorems for the total volume and the number of components of the lilypond model on a sequence of Poisson or binomial point processes on expanding windows. For the lilypond model over a homogeneous Poisson process, we give subexponentially decaying tail bounds for the size of the cluster at the origin. Finally, we consider the enhanced Poisson lilypond model where all the balls are enlarged by a fixed amount (the enhancement parameter), and show that for $d > 1 $ the critical value of this parameter, above which the enhanced model percolates, is strictly positive.

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Strict inequalities of critical values in continuum percolation

We consider the supercritical finite-range random connection model where the points $x,y$ of a homogeneous planar Poisson process are connected with probability $f(|y-x|)$ for a given $f$. Performing percolation on the resulting graph, we show that the critical probabilities for site and bond percolation satisfy the strict inequality $p_c^{\rm site} > p_c^{\rm bond}$. We also show that reducing the connection function $f$ strictly increases the critical Poisson intensity. Finally, we deduce that performing a spreading transformation on $f$ (thereby allowing connections over greater distances but with lower probabilities, leaving average degrees unchanged) {\em strictly} reduces the critical Poisson intensity. This is of practical relevance, indicating that in many real networks it is in principle possible to exploit the presence of spread-out, long range connections, to achieve connectivity at a strictly lower density value.

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Strict inequalities of critical probabilities on Gilbert's continuum percolation graph

Any infinite graph has site and bond percolation critical probabilities satisfying $p_c^{site}\geq p_c^{bond}$. The strict version of this inequality holds for many, but not all, infinite graphs. In this paper, the class of graphs for which the strict inequality holds is extended to a continuum percolation model. In Gilbert's graph with supercritical density on the Euclidean plane, there is almost surely a unique infinite connected component. We show that on this component $p_c^{site} > p_c^{bond}$. This also holds in higher dimensions.

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Martingale representation for Poisson processes with applications to minimal variance hedging

We consider a Poisson process $η$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $λ$ of $η$. We give a Clark-Ocone type formula providing an explicit representation of square integrable martingales (defined with respect to the natural filtration associated with $η$), which was previously known only in the special case, when $λ$ is the product of Lebesgue measure on $\R_+$ and a $σ$-finite measure on another space $\BX$. Our proof is new and based on only a few basic properties of Poisson processes and stochastic integrals. We also consider the more general case of an independent random measure in the sense of Itô of pure jump type and show that the Clark-Ocone type representation leads to an explicit version of the Kunita-Watanabe decomposition of square integrable martingales. We also find the explicit minimal variance hedge in a quite general financial market driven by an independent random measure.

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