arXiv subjects

Nathanaël Berestycki

Publications and source records attributed to Nathanaël Berestycki.

At least 37 records · Page 2Linked to original sources

arXiv2021

Harnack inequality and one-endedness of UST on reversible random graphs

We prove that for recurrent, reversible graphs, the following conditions are equivalent: (a) existence and uniqueness of the potential kernel, (b) existence and uniqueness of harmonic measure from infinity, (c) a new anchored Harnack inequality, and (d) one-endedness of the wired Uniform Spanning Tree. In particular this gives a proof of the anchored (and in fact also elliptic) Harnack inequality on the UIPT. This also complements and strengthens some results of Benjamini, Lyons, Peres and Schramm. Furthermore, we make progress towards a conjecture of Aldous and Lyons by proving that these conditions are fulfilled for strictly subdiffusive recurrent unimodular graphs. Finally, we discuss the behaviour of the random walk conditioned to never return to the origin, which is well defined as a consequence of our results

math.PR↗

arXiv2020

$(1+\varepsilon)$-moments suffice to characterise the GFF

We show that there is "no stable free field of index $α\in (1,2)$", in the following sense. It was proved in a previous work by the authors, that subject to a \emph{fourth moment assumption}, any random generalised function on a domain $D$ of the plane, satisfying conformal invariance and a natural domain Markov property, must be a constant multiple of the Gaussian free field. In this article we show that the existence of $(1+\varepsilon)$-moments is sufficient for the same conclusion. A key idea is a new way of exploring the field, where (instead of looking at the more standard circle averages) we start from the boundary and discover averages of the field with respect to a certain "hitting density" of Itô excursions.

math.PR↗

arXiv2020

Equivalence of Liouville measure and Gaussian free field

Given an instance $h$ of the Gaussian free field on a planar domain $D$ and a constant $γ\in (0,2)$, one can use various regularization procedures to make sense of the Liouville quantum gravity area measure $μ:= e^{γh(z)} dz.$ It is known that the field $h$ a.s. determines the measure $μ_h$. We show that the converse is true: namely, $h$ is measurably determined by $μ_h$. More generally, given a random closed fractal subset $\mathcal A$ endowed with a Frostman measure $σ$ whose support is $\mathcal A$ (independent of $h$), a Gaussian multiplicative chaos measure $μ_{σ,h}$ can be constructed. We give a mild condition on $(\mathcal A,σ)$ under which $μ_{σ,h}$ determines $h$ restricted to $\mathcal A$, in the sense that it determines its harmonic extension off $\mathcal A$. Our condition is satisfied by the occupation measures of planar Brownian motion and SLE curves under natural parametrizations. Along the way we obtain general positive moment bounds for Gaussian multiplicative chaos. Contrary to previous results, this does not require any assumption on the underlying measure $σ$ such as scale invariance, and hence may be of independent interest.

math.PR↗

arXiv2018

Dimers and Imaginary geometry

We present a general result which shows that the winding of the branches in a uniform spanning tree on a planar graph converge in the limit of fine mesh size to a Gaussian free field. The result holds true assuming only convergence of simple random walk to Brownian motion and a Russo-Seymour-Welsh type crossing estimate. As an application, we prove universality of the fluctuations of the height function associated to the dimer model, in several situations. This includes the case of lozenge tilings with boundary conditions lying in a plane, and Temperleyan domains in isoradial graphs (recovering a recent result of Li). The robustness of our approach, which is a key novelty of this paper, comes from the fact that the exactly solvable nature of the model plays only a minor role in the analysis. Instead, we rely on a connection to imaginary geometry, where the limit of a uniform spanning tree is viewed as a set of flow lines associated to a Gaussian free field.

math.PR↗

arXiv2017

An elementary approach to Gaussian multiplicative chaos

A completely elementary and self-contained proof of convergence of Gaussian multiplicative chaos is given. The argument shows further that the limiting random measure is nontrivial in the entire subcritical phase $(γ< \sqrt{2d})$ and that the limit is universal (i.e., the limiting measure is independent of the regularisation of the underlying field)

math.PR↗

arXiv2017

Random Hermitian Matrices and Gaussian Multiplicative Chaos

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian multiplicative chaos measures. We prove this in the so-called $L^2$-phase of multiplicative chaos. Our main tools are asymptotics of Hankel determinants with Fisher-Hartwig singularities. Using Riemann-Hilbert methods, we prove a rather general Fisher-Hartwig formula for one-cut regular unitary invariant ensembles.

math.PR↗

arXiv2016

A note on dimers and T-graphs

The purpose of this note is to give a succinct summary of some basic properties of T-graphs which arise in the study of the dimer model. We focus in particular on the relation between the dimer model on the heaxgonal lattice with a given slope, and the behaviour of the uniform spanning tree on the associated T-graph. Together with the main result of the companion paper \cite{BLR16}, the results here show Gaussian free field fluctuations for the height function in some dimer models.

math.PR↗

arXiv2016

Critical exponents on Fortuin--Kasteleyn weighted planar maps

In this paper we consider random planar maps weighted by the self-dual Fortuin--Kasteleyn model with parameter $q \in (0,4)$. Using a bijection due to Sheffield and a connection to planar Brownian motion in a cone we obtain rigorously the value of the critical exponent associated with the length of cluster interfaces, which is shown to be $$ \frac{4}π \arccos \left( \frac{\sqrt{2 - \sqrt{q}}}{2} \right)=\frac{κ'}{8}. $$ where $κ' $ is the SLE parameter associated with this model. We also derive the exponent corresponding to the area enclosed by a loop which is shown to be 1 for all values of $q \in (0,4)$. Applying the KPZ formula we find that this value is consistent with the dimension of SLE curves and SLE duality.

math.PR↗

arXiv2015

Coalescing Brownian flows: A new approach

The coalescing Brownian flow on $\mathbb{R}$ is a process which was introduced by Arratia [Coalescing Brownian motions on the line (1979) Univ. Wisconsin, Madison] and Tóth and Werner [Probab. Theory Related Fields 111 (1998) 375-452], and which formally corresponds to starting coalescing Brownian motions from every space-time point. We provide a new state space and topology for this process and obtain an invariance principle for coalescing random walks. This result holds under a finite variance assumption and is thus optimal. In previous works by Fontes et al. [Ann. Probab. 32 (2004) 2857-2883], Newman et al. [Electron. J. Probab. 10 (2005) 21-60], the topology and state-space required a moment of order $3-\varepsilon$ for this convergence to hold. The proof relies crucially on recent work of Schramm and Smirnov on scaling limits of critical percolation in the plane. Our approach is sufficiently simple that we can handle substantially more complicated coalescing flows with little extra work - in particular similar results are obtained in the case of coalescing Brownian motions on the Sierpinski gasket. This is the first such result where the limiting paths do not enjoy the noncrossing property.

math.PR↗

arXiv2015

Existence of self-accelerating fronts for a non-local reaction-diffusion equations

We describe the accelerated propagation wave arising from a non-local reaction-diffusion equation. This equation originates from an ecological problem, where accelerated biological invasions have been documented. The analysis is based on the comparison of this model with a related local equation, and on the analysis of the dynamics of the solutions of this second model thanks to probabilistic methods.

math.AP↗

arXiv2014

KPZ formula derived from Liouville heat kernel

In this paper, we establish the Knizhnik--Polyakov--Zamolodchikov (KPZ) formula of Liouville quantum gravity, using the heat kernel of Liouville Brownian motion. This derivation of the KPZ formula was first suggested by F. David and M. Bauer in order to get a geometrically more intrinsic way of measuring the dimension of sets in Liouville quantum gravity. We also provide a careful study of the (no)-doubling behaviour of the Liouville measures in the appendix, which is of independent interest.

math.PR↗

arXiv2014

A small-time coupling between $Λ$-coalescents and branching processes

We describe a new general connection between $Λ$-coalescents and genealogies of continuous-state branching processes. This connection is based on the construction of an explicit coupling using a particle representation inspired by the lookdown process of Donnelly and Kurtz. This coupling has the property that the coalescent comes down from infinity if and only if the branching process becomes extinct, thereby answering a question of Bertoin and Le Gall. The coupling also offers new perspective on the speed of coming down from infinity and allows us to relate power-law behavior for $N^Λ(t)$ to the classical upper and lower indices arising in the study of pathwise properties of Lévy processes.

math.PR↗

arXiv2013

The genealogy of branching Brownian motion with absorption

We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles. We show that the characteristic time scale for the evolution of this population is of order $(\log N)^3$, in the sense that when time is measured in these units, the scaled number of particles converges to a variant of Neveu's continuous-state branching process. Furthermore, the genealogy of the particles is then governed by a coalescent process known as the Bolthausen-Sznitman coalescent. This validates the nonrigorous predictions by Brunet, Derrida, Muller and Munier for a closely related model.

math.PR↗

arXiv2012

Effect of scale on long-range random graphs and chromosomal inversions

We consider bond percolation on $n$ vertices on a circle where edges are permitted between vertices whose spacing is at most some number L=L(n). We show that the resulting random graph gets a giant component when $L\gg(\log n)^2$ (when the mean degree exceeds 1) but not when $L\ll\log n$. The proof uses comparisons to branching random walks. We also consider a related process of random transpositions of $n$ particles on a circle, where transpositions only occur again if the spacing is at most $L$. Then the process exhibits the mean-field behavior described by Berestycki and Durrett if and only if L(n) tends to infinity, no matter how slowly. Thus there are regimes where the random graph has no giant component but the random walk nevertheless has a phase transition. We discuss possible relevance of these results for a dataset coming from D. repleta and D. melanogaster and for the typical length of chromosomal inversions.

math.PR↗

arXiv2012

The $Λ$-coalescent speed of coming down from infinity

Consider a $Λ$-coalescent that comes down from infinity (meaning that it starts from a configuration containing infinitely many blocks at time 0, yet it has a finite number $N_t$ of blocks at any positive time $t>0$). We exhibit a deterministic function $v:(0,\infty)\to(0,\infty)$ such that $N_t/v(t)\to1$, almost surely, and in $L^p$ for any $p\geq1$, as $t\to0$. Our approach relies on a novel martingale technique.

math.PR↗

arXiv2012

Cycle structure of the interchange process and representation theory

Consider the process of random transpositions on the complete graph. We use representation theory to give an exact, simple formula for the expected number of cycles of size k at time t, in terms of an incomplete Beta function. Using this we show that the expected number of cycles of size k jumps from 0 to its equilibrium value, 1/k, at the time where the giant component of the associated random graph first exceeds k. Consequently we deduce a new and simple proof of Schramm's theorem on random transpositions, that giant cycles emerge at the same time as the giant component in the random graph. We also calculate the "window" for this transition and find that it is quite thin. Finally, we give a new proof of a result by the first author and Durrett that the random transposition process exhibits a certain slowdown transition. The proof makes use of a recent formula for the character decomposition of the number of cycles of a given size in a permutation, and the Frobenius formula for the character ratios.

math.PR↗

arXiv2011

Mixing times for random k-cycles and coalescence-fragmentation chains

Let $\mathcal{S}_n$ be the permutation group on $n$ elements, and consider a random walk on $\mathcal{S}_n$ whose step distribution is uniform on $k$-cycles. We prove a well-known conjecture that the mixing time of this process is $(1/k)n\log n$, with threshold of width linear in $n$. Our proofs are elementary and purely probabilistic, and do not appeal to the representation theory of $\mathcal{S}_n$.

math.PR↗

arXiv2010

Survival of near-critical branching Brownian motion

Consider a system of particles performing branching Brownian motion with negative drift $μ= \sqrt{2 - ε}$ and killed upon hitting zero. Initially there is one particle at $x>0$. Kesten showed that the process survives with positive probability if and only if $ε>0$. Here we are interested in the asymptotics as $\eps\to 0$ of the survival probability $Q_μ(x)$. It is proved that if $L= π/\sqrtε$ then for all $x \in \R$, $\lim_{ε\to 0} Q_μ(L+x) = θ(x) \in (0,1)$ exists and is a travelling wave solution of the Fisher-KPP equation. Furthermore, we obtain sharp asymptotics of the survival probability when $x<L$ and $L-x \to \infty$. The proofs rely on probabilistic methods developed by the authors in a previous work. This completes earlier work by Harris, Harris and Kyprianou and confirms predictions made by Derrida and Simon, which were obtained using nonrigorous PDE methods.

math.PR↗