arXiv subjects

Minghao Pan

Publications and source records attributed to Minghao Pan.

18 recordsLinked to original sources

arXiv2026

Rational Learning One Step Off the Path

Which social norms are self-correcting under rational learning? We show that conduct sustained by false beliefs cannot persist if a single departure from prevailing behavior generates evidence against those beliefs. We study the overlapping-generations learning model of Fudenberg and Levine (1993), in which finitely lived Bayesian agents are repeatedly and randomly matched with agents in other player roles, observe only their own matches, and learn from experience. In simple extensive-form games with nodewise-independent, nondegenerate priors, as agents live increasingly long lives and become sufficiently patient, every limiting game outcome is path-equivalent to a subgame-confirmed equilibrium. This establishes the converse of Fudenberg and Levine (2006). The mechanism is endogenous experimentation: uncertainty about the consequences of a potentially profitable departure gives patient agents an incentive to test it, generating the observations that correct beliefs and discipline continuation play.

econ.TH↗

arXiv2026

Competing Auctions in Intermediated Markets

We analyze competing auctions in intermediated markets, where a seller selects among parallel mechanisms for the sale of a single good, most prominently the relay-and-protocol architecture of proposer-builder separation in Ethereum. When the intermediary can enforce single-homing on its bidders, sealed-bid second-price intermediary auctions fully unravel into the sealed first-price principal auction; open bidding-format intermediaries unravel only partially, collapsing into first-price in equilibrium under symmetric latency and sorting fast bidders to the intermediary under asymmetric latency. Any last-look advantage is removed through the availability of a credible sealed bidding channel. These results extend to multi-plexing environments (no enforcement by the intermediary). While the unraveling result indicates that the availability of a sealed first-price bidding channel pushes the overall market to the same auction structure, the very assumption of the credibility of such channel is problematic, as the seller may have an incentive to leak information: a first-price auction is leakage-resistant in the presence of a single ``fast'' bidder but not against two or more. However, if the seller can credibly commit to not leak bids, it is optimal for them to do so. A main motivation is the forthcoming Glamsterdam update of Ethereum: our analysis suggests that the availability of an in-protocol (first-price) bidding channel severely limits the design space for out-of-protocol auctions by relays and other intermediaries.

cs.GT↗

arXiv2026

Return Probability for the Switch--Walk--Switch Lamplighter Walk on a Regular Tree

We derive the sharp return-probability asymptotic for the switch--walk--switch lamplighter walk with lamp group $\mathbb Z_2$ over the infinite $d$-regular tree: \[ p_{2n}(e,e) = \rho_d^{2n} \exp\left[ -\left(\pi^2(\log(d-1))^2+o(1)\right) \frac{n}{\log^2 n} \right]. \] The proofs were generated by QED, a multi-agent system co-developed by the authors, without human intervention beyond the specification of the problem. This provides a test case for the ability of AI systems to produce rigorous mathematical proofs.

math.PR↗

arXiv2026

QED: An Open-Source Multi-Agent System for Generating Mathematical Proofs on Open Problems

We present QED, an open-source multi-agent system that turns human-provided research questions into complete mathematical proofs without further human guidance. Its pipeline is designed to overcome common failures of single-query proof generation by separating planning, proving, and verification: a decomposition agent structures the proof search, prover agents generate candidate arguments, and verifier agents check correctness. In collaboration with domain experts, we evaluated QED on 18 research-level projects of varying difficulty. QED produced five original works across algebraic geometry, fluid PDEs, probability, and inverse problems. Expert assessments regard these works as solid specialized research contributions, with three comparable in difficulty and scope to work commonly published in established specialist mathematics venues. QED is released at https://github.com/proofQED/QED.

cs.AI↗

arXiv2026

Decentralized Equilibrium for Bitcoin Mining

Cryptocurrencies such as Bitcoin are defined by protocols that specify how participants record transactions and create new currency units. These protocols are not enforced by law or any central entity and instead are intended to be incentive compatible. However, the Bitcoin mining protocol proposed by Nakamoto (2008) and implemented in practice is known not to constitute an equilibrium (Eyal and Sirer, 2018). This leaves open the question of whether the decentralized outcome intended by Nakamoto can be sustained in equilibrium in the Bitcoin mining game. We propose inertial mining, a novel mining protocol that induces that outcome, i.e., a single longest chain in which each miner's asymptotic share of blocks equals its share of computational power. Our main result establishes that inertial mining constitutes an equilibrium, assuming no miner controls one half or more of the computational power. Inertial mining coincides with Nakamoto's protocol on the equilibrium path, and can be implemented in Bitcoin without any changes to its consensus mechanism or blockchain architecture. When a single miner controls more than half of the computational power, we show that no decentralized equilibrium exists.

cs.CR↗

arXiv2024

Dimension jump at the uniqueness threshold for percolation in $\infty+d$ dimensions

Consider percolation on $T\times \mathbb{Z}^d$, the product of a regular tree of degree $k\geq 3$ with the hypercubic lattice $\mathbb{Z}^d$. It is known that this graph has $0<p_c<p_u<1$, so that there are non-trivial regimes in which percolation has $0$, $\infty$, and $1$ infinite clusters a.s., and it was proven by Schonmann (1999) that there are infinitely many infinite clusters a.s. at the uniqueness threshold $p=p_u$. We strengthen this result by showing that the Hausdorff dimension of the set of accumulation points of each infinite cluster in the boundary of the tree has a jump discontinuity from at most $1/2$ to $1$ at the uniqueness threshold $p_u$. We also prove that various other critical thresholds including the $L^2$ boundedness threshold $p_{2\to 2}$ coincide with $p_u$ for such products, which are the first nonamenable examples proven to have this property. All our results apply more generally to products of trees with arbitrary infinite amenable Cayley graphs and to the lamplighter on the tree.

math.PR↗

arXiv2024

Network and timing effects in social learning

We consider a group of agents who can each take an irreversible costly action whose payoff depends on an unknown state. Agents learn about the state from private signals, as well as from past actions of their social network neighbors, which creates an incentive to postpone taking the action. We show that outcomes depend on network structure: on networks with a linear structure patient agents do not converge to the first-best action, while on regular directed tree networks they do.

econ.TH↗

arXiv2024

Infinite stationary measures of co-compact group actions

Let $\Gamma$ be a finitely generated group, and let $\mu$ be a nondegenerate, finitely supported probability measure on $\Gamma$. We show that every co-compact $\Gamma$ action on a locally compact Hausdorff space admits a nonzero $\mu$-stationary Radon measure. The main ingredient of the proof is a stationary analogue of Tarski's theorem: we show that for every nonempty subset $A \subseteq \Gamma$ there is a $\mu$-stationary, finitely additive measure on $\Gamma$ that assigns unit mass to $A$.

math.GR↗

arXiv2024

Percolation at the uniqueness threshold via subgroup relativization

We study percolation on nonamenable groups at the uniqueness threshold $p_u$, the critical value that separates the phase in which there are infinitely many infinite clusters from the phase in which there is a unique infinite cluster. The number of infinite clusters at $p_u$ itself is a subtle question, depending on the choice of group, with only a relatively small number of examples understood. In this paper, we do the following: 1. Prove non-uniqueness at $p_u$ in a new class of examples, namely those groups that contain an amenable, $wq$-normal subgroup of exponential growth. Concrete new examples to which this result applies include lamplighters over nonamenable base groups. 2. Prove a co-heredity property of a certain strong form of non-uniqueness at $p_u$, stating that this property is inherited from a $wq$-normal subgroup to the entire group. Remarkably, this co-heredity property is the same as that proven for the vanishing of the first $\ell^2$ Betti number by Peterson and Thom (Invent. Math. 2011), supporting the conjecture that the two properties are equivalent. Our proof is based on the method of subgroup relativization, and relies in particular on relativized versions of uniqueness monotonicity, the equivalence of non-uniqueness and connectivity decay, the sharpness of the phase transition, and the Burton-Keane theorem. As a further application of the relative Burton-Keane theorem, we resolve a question of Lyons and Schramm (Ann. Probab. 1999) concerning intersections of random walks with percolation clusters.

math.PR↗

arXiv2024

On Sybil-proof Mechanisms

We show that in the single-parameter mechanism design environment, the only non-wasteful, symmetric, incentive compatible and Sybil-proof direct mechanism is a second price auction with symmetric tie-breaking. Thus, if there is private information, lotteries or other mechanisms that do not always allocate to a highest-value bidder are not Sybil-proof or not incentive compatible. Moreover, we show that our main (im)possibility result extends beyond linear valuations, but not to multi-unit object allocation with capacity constrained bidders. We also provide examples of mechanisms (with higher interim payoff for the bidders than a second price auction) that satisfy all of the other axioms and a weaker, Bayesian notion of Sybil-proofness. Thus, our (im)possibility result does not generalize to the Bayesian setting and we have a larger design space: With Sybil constraints, equivalence between dominant strategy and Bayesian implementation (that holds in classical single-parameter mechanism design without Sybils) no longer holds.

cs.GT↗

arXiv2023

Electronic properties of c-BN/diamond heterostructures for high-frequency high-power applications

Using first principles calculations, this work investigates the suitability of diamond/c-BN heterojunctions for high frequency, high power device applications. The key quantities of band offsets and interface charge polarization are examined for different crystallographic orientations [(110), (111), or (100)], bond terminations (C-B or C-N), and substrates (diamond or c-BN). The results indicate that both the (111) and (100) structures with polar interfaces are likely to be a type-I alignment with the diamond conduction and valence band extrema nested within the c-BN bandgap, whereas the non-polar (110) counterpart may form type II as the valence band of c-BN is shifted down substantially lower. The (111) and (100) structures also show net charge polarization in a narrow region at the interface. The electron-deficient and electron-rich nature of the C-B and C-N bonding are found to induce charge redistribution leading to an essentially 2D sheet of negative and positive polarization. With the predicted band alignments suitable for carrier confinement as well as the possibility of the modulation and polarization doping, the diamond/c-BN heterostructures are a promising candidate for high-performance electronic devices with a highly conductive 2D channel. Both p-type and n-type devices appear possible with a judicious choice of the heterojunction configuration.

cond-mat.mtrl-sci↗

arXiv2023

Asymptotic Renyi Entropies of Random Walks on Groups

We introduce asymptotic R\'enyi entropies as a parameterized family of invariants for random walks on groups. These invariants interpolate between various well-studied properties of the random walk, including the growth rate of the group, the Shannon entropy, and the spectral radius. They furthermore offer large deviation counterparts of the Shannon-McMillan-Breiman Theorem. We prove some basic properties of asymptotic R\'enyi entropies that apply to all groups, and discuss their analyticity and positivity for the free group and lamplighter groups.

math.PR↗

arXiv2022

An invariance principle for one-dimensional random walks in degenerate dynamical random environments

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the conductance law under space-time shifts and a moment assumption on the time to accumulate a unit conductance over a given edge, we prove that the walk scales, under a diffusive scaling of space and time, to a non-degenerate Brownian motion for a.e. realization of the environment. The conclusion particularly applies to random walks on one-dimensional dynamical percolation subject to fairly general stationary edge-flip dynamics.

math.PR↗

arXiv2022

Risk and Intertemporal Preferences over Time Lotteries

This paper studies relations among axioms on individuals' intertemporal choices under risk. The focus is on Risk Averse over Time Lotteries (RATL), meaning that a fixed prize is preferred to a lottery with the same monetary prize but a random delivery time. Though surveys and lab experiments documented RATL choices, Expected Discounted Utility cannot accommodate any RATL. This paper's contribution is two-fold. First, under a very weak form of Independence, we generalize the incompatibility of RATL with two axioms about intertemporal choices: Stochastic Impatience (SI) and No Future Bias. Next, we prove a representation theorem that gives a class of models satisfying RATL and SI everywhere. This illustrates that there is no fundamental conflict between RATL and SI, and leaves open possibility that RATL behavior is caused by Future Bias.

econ.TH↗

arXiv2022

Uniform syndeticity in multiple recurrence

The main theorem of this paper establishes a uniform syndeticity result concerning the multiple recurrence of measure-preserving actions on probability spaces. More precisely, for any integers $d,l\geq 1$ and any $\varepsilon > 0$, we prove the existence of $\delta>0$ and $K\geq 1$ (dependent only on $d$, $l$, and $\varepsilon$) such that the following holds: Consider a solvable group $\Gamma$ of derived length $l$, a probability space $(X, \mu)$, and $d$ pairwise commuting measure-preserving $\Gamma$-actions $T_1, \ldots, T_d$ on $(X, \mu)$. Let $E$ be a measurable set in $X$ with $\mu(E) \geq \varepsilon$. Then, $K$ many (left) translates of \begin{equation*} \left\{\gamma\in\Gamma\colon \mu(T_1^{\gamma^{-1}}(E)\cap T_2^{\gamma^{-1}} \circ T^{\gamma^{-1}}_1(E)\cap \cdots \cap T^{\gamma^{-1}}_d\circ T^{\gamma^{-1}}_{d-1}\circ \ldots \circ T^{\gamma^{-1}}_1(E))\geq \delta \right\} \end{equation*} cover $\Gamma$. This result extends and refines uniformity results by Furstenberg and Katznelson. As a combinatorial application, we obtain the following uniformity result. For any integers $d,l\geq 1$ and any $\varepsilon > 0$, there are $\delta>0$ and $K\geq 1$ (dependent only on $d$, $l$, and $\varepsilon$) such that for all finite solvable groups $G$ of derived length $l$ and any subset $E\subset G^d$ with $m^{\otimes d}(E)\geq \varepsilon$ (where $m$ is the uniform measure on $G$), we have that $K$-many (left) translates of \begin{multline*} \{g\in G\colon m^{\otimes d}(\{(a_1,\ldots,a_n)\in G^d\colon (a_1,\ldots,a_n),(ga_1,a_2,\ldots,a_n),\ldots,(ga_1,ga_2,\ldots, ga_n)\in E\})\geq \delta \} \end{multline*} cover $G$. The proof of our main result is a consequence of an ultralimit version of Austin's amenable ergodic Szem\'eredi theorem.

math.DS↗

arXiv2021

Sequential Transmission Over Binary Asymmetric Channels With Feedback

In this paper, we consider the problem of variable-length coding over the class of memoryless binary asymmetric channels (BACs) with noiseless feedback, including the binary symmetric channel (BSC) as a special case. In 2012, Naghshvar et al. introduced an encoding scheme, which we refer to as the small-enough-difference (SED) encoder, which asymptotically achieves both capacity and Burnashev's optimal error exponent for symmetric binary-input channels. Building on the work of Naghshvar et al., this paper extends the SED encoding scheme to the class of BACs and develops a non-asymptotic upper bound on the average blocklength that is shown to achieve both capacity and the optimal error exponent. For the specific case of the BSC, we develop an additional non-asymptotic bound using a two-phase analysis that leverages both a submartingale synthesis and a Markov chain time of first passage analysis. For the BSC with capacity $1/2$, both new achievability bounds exceed the achievability bound of Polyanskiy et al. for a system limited to stop-feedback codes.

cs.IT↗

arXiv2021

CRC-Aided List Decoding of Convolutional Codes in the Short Blocklength Regime

We consider the concatenation of a convolutional code (CC) with an optimized cyclic redundancy check (CRC) code as a promising paradigm for good short blocklength codes. The resulting CRC-aided convolutional code naturally permits the use of serial list Viterbi decoding (SLVD) to achieve maximum-likelihood decoding. The convolutional encoder of interest is of rate-$1/\omega$ and the convolutional code is either zero-terminated (ZT) or tail-biting (TB). The resulting CRC-aided convolutional code is called a CRC-ZTCC or a CRC-TBCC. To design a good CRC-aided convolutional code, we propose the distance-spectrum optimal (DSO) CRC polynomial. A DSO CRC search algorithm for the TBCC is provided. Our analysis reveals that the complexity of SLVD is governed by the expected list rank which converges to $1$ at high SNR. This allows a good performance to be achieved with a small increase in complexity. In this paper, we focus on transmitting $64$ information bits with a rate-$1/2$ convolutional encoder. For a target error probability $10^{-4}$, simulations show that the best CRC-ZTCC approaches the random-coding union (RCU) bound within $0.4$ dB. Several CRC-TBCCs outperform the RCU bound at moderate SNR values.

cs.IT↗

arXiv2019

Quotients of Hurwitz Primes

Quotient sets have attracted the attention of mathematicians in the past three decades. The set of quotients of primes is dense in the positive real numbers and the set of all quotients of Gaussian primes is also dense in the complex plane. Sittinger has proved that the set of quotients of primes in an imaginary quadratic ring is dense in the complex plane and the set of quotients of primes in a real quadratic number ring is dense in R. An interesting open question is introduced by Sittinger: Is the set of quotients of Hurwitz primes dense in the quaternions? In this paper, we answer the question and prove that the set of all quotients of Hurwitz primes is dense in the quaternions.

math.NT↗