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Pierre-François Rodriguez

Publications and source records attributed to Pierre-François Rodriguez.

33 records · Page 2Linked to original sources

Finite range interlacements and couplings

In this article, we consider the interlacement set $\mathcal{I}^u$ at level $u>0$ on $\mathbb{Z}^d$, $d \geq3$, and its finite range version $\mathcal{I}^{u,L}$ for $L >0$, given by the union of the ranges of a Poisson cloud of random walks on $\mathbb{Z}^d$ having intensity $u/L$ and killed after $L$ steps. As $L\to \infty$, the random set $\mathcal{I}^{u,L}$ has a non-trivial (local) limit, which is precisely $\mathcal{I}^u$. A natural question is to understand how the sets $\mathcal{I}^{u,L}$ and $\mathcal{I}^{u}$ can be related, if at all, in such a way that their intersections with a box of large radius $R$ almost coincide. We address this question, which depends sensitively on $R$, by developing couplings allowing for a similar comparison to hold with very high probability for $\mathcal{I}^{u,L}$ and $\mathcal{I}^{{u'},2L}$, with $u' \approx u$. In particular, for the vacant set $\mathcal{V}^u=\mathbb{Z}^d \setminus \mathcal{I}^u$ with values of $u$ near the critical threshold, our couplings remain effective at scales $R \gg \sqrt{L}$, which corresponds to a natural barrier across which the walks of length $L$ comprised in $\mathcal{I}^{u,L}$ de-solidify inside $B_R$, i.e. lose their intrinsic long-range structure to become increasingly "dust-like". These mechanisms are complementary to the solidification effects recently exhibited in arXiv:1706.07229. By iterating the resulting couplings over dyadic scales $L$, the models $\mathcal{I}^{u,L}$ are seen to constitute a stationary finite range approximation of $\mathcal{I}^u$ at large spatial scales near the critical point $u_*$. Among others, these couplings are important ingredients for the characterization of the phase transition for percolation of the vacant sets of random walk and random interlacements in two upcoming companion articles.

math.PR↗

Existence of an unbounded nodal hypersurface for smooth Gaussian fields in dimension $d \ge 3$

For the Bargmann--Fock field on $\mathbb R^d$ with $d\ge3$, we prove that the critical level $\ell_c(d)$ of the percolation model formed by the excursion sets $\{ f \ge \ell \}$ is strictly positive. This implies that for every $\ell$ sufficiently close to $0$ (in particular for the nodal hypersurfaces corresponding to the case $\ell=0$), $\{f=\ell\}$ contains an unbounded connected component that visits "most" of the ambient space. Our findings actually hold for a more general class of positively correlated smooth Gaussian fields with rapid decay of correlations. The results of this paper show that the behaviour of nodal hypersurfaces of these Gaussian fields in $\mathbb R^d$ for $d\ge3$ is very different from the behaviour of nodal lines of their two-dimensional analogues.

math.PR↗

Critical exponents for a percolation model on transient graphs

We consider the bond percolation problem on a transient weighted graph induced by the excursion sets of the Gaussian free field on the corresponding cable system. Owing to the continuity of this setup and the strong Markov property of the field on the one hand, and the links with potential theory for the associated diffusion on the other, we rigorously determine the behavior of various key quantities related to the (near-)critical regime for this model. In particular, our results apply in case the base graph is the three-dimensional cubic lattice. They unveil the values of the associated critical exponents, which are explicit but not mean-field and consistent with predictions from scaling theory below the upper-critical dimension.

math.PR↗

On the radius of Gaussian free field excursion clusters

We consider the Gaussian free field $φ$ on $\mathbb{Z}^d$, for $d\geq3$, and give sharp bounds on the probability that the radius of a finite cluster in the excursion set $\{φ\geq h\}$ exceeds a large value $N$, for any height $h \neq h_*$, where $h_*$ refers to the corresponding percolation critical parameter. In dimension $d=3$, we prove that this probability is sub-exponential in $N$ and decays as $\exp\{-\fracπ{6}(h-h_*)^2 \frac{N}{\log N} \}$ as $N \to \infty$ to principal exponential order. When $d\geq 4$, we prove that these tails decay exponentially in $N$. Our results extend to other quantities of interest, such as truncated two-point functions and the two-arms probability for annuli crossings at scale N.

math.PR↗

Cluster capacity functionals and isomorphism theorems for Gaussian free fields

We investigate level sets of the Gaussian free field on continuous transient metric graphs $\tilde{\mathcal G}$ and study the capacity of its level set clusters. We prove, without any further assumption on the base graph $\mathcal{G}$, that the capacity of sign clusters on $\tilde{\mathcal G}$ is finite almost surely. This leads to a new and effective criterion to determine whether the sign clusters of the free field on $\tilde{\mathcal G}$ are bounded or not. It also elucidates why the critical parameter for percolation of level sets on $\tilde{\mathcal G}$ vanishes in most instances in the massless case and establishes the continuity of this phase transition in a wide range of cases, including all vertex-transitive graphs. When the sign clusters on $\tilde{\mathcal G}$ do not percolate, we further determine by means of isomorphism theory the exact law of the capacity of compact clusters at any height. Specifically, we derive this law from an extension of Sznitman's refinement of Lupu's recent isomorphism theorem relating the free field and random interlacements, proved along the way, and which holds under the sole assumption that sign clusters on $\tilde{\mathcal G}$ are bounded. Finally, we show that the law of the cluster capacity functionals obtained in this way actually characterizes the isomorphism theorem, i.e. the two are equivalent.

math.PR↗

The sign clusters of the massless Gaussian free field percolate on $\mathbb{Z}^d$, $d \geqslant 3$ (and more)

We investigate the percolation phase transition for level sets of the Gaussian free field on $\mathbb{Z}^d$, with $d\geqslant 3$, and prove that the corresponding critical parameter $h_*(d)$ is strictly positive for all $d\geqslant3$, thus settling an open question from arXiv:1202.5172. In particular, this implies that the sign clusters of the Gaussian free field percolate on $\mathbb{Z}^d$, for all $d\geqslant 3$. Among other things, our construction of an infinite cluster above small, but positive level $h$ involves random interlacements at level $u>0$, a random subset of $\mathbb{Z}^d$ with desirable percolative properties, introduced in arXiv:0704.2560 in a rather different context, a certain Dynkin-type isomorphism theorem relating random interlacements to the Gaussian free field, see arXiv:1111.4818, and a recent coupling from arXiv:1402.0298 of these two objects, lifted to a continuous metric graph structure over $\mathbb{Z}^d$.

math.PR↗

Limit theory for random walks in degenerate time-dependent random environments

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary and ergodic with respect to space-time shifts, are symmetric and bounded but possibly degenerate in the sense that the total jump rate from a vertex may vanish over finite intervals of time. We formulate conditions on the environment under which the law of diffusively-scaled random walk path tends to Brownian motion for almost every sample of the rates. The proofs invoke Moser iteration to prove sublinearity of the corrector in pointwise sense; a key additional input is a conversion of certain weighted energy norms to ordinary ones. Our conclusions apply to random walks on dynamical bond percolation and interacting particle systems as well as to random walks arising from the Helffer-Sjöstrand representation of gradient models with certain non-strictly convex potentials.

math.PR↗

A 0-1 law for the massive Gaussian free field

We investigate the phase transition in a non-planar correlated percolation model with long-range dependence, obtained by considering level sets of a Gaussian free field with mass above a given height $h$. The dependence present in the model is a notorious impediment when trying to analyze the behavior near criticality. Alongside the critical threshold $h_{*}$ for percolation, a second parameter $h_{**} \geq h_{*}$ characterizes a strongly subcritical regime. We prove that the relevant crossing probabilities converge to $1$ polynomially fast below $h_{**}$, which (firmly) suggests that the phase transition is sharp. A key tool is the derivation of a suitable differential inequality for the free field that enables the use of a (conditional) influence theorem.

math.PR↗

On pinned fields, interlacements, and random walk on $(\mathbb{Z}/N \mathbb{Z})^2$

We define two families of Poissonian soups of bidirectional trajectories on $\mathbb{Z}^2$, which can be seen to adequately describe the local picture of the trace left by a random walk on the two-dimensional torus $(\mathbb{Z}/N \mathbb{Z})^2$, started from the uniform distribution, run up to a time of order $(N\log N)^2$ and forced to avoid a fixed point. The local limit of the latter was recently established in arXiv:1502.03470. Our construction proceeds by considering, somewhat in the spirit of statistical mechanics, a sequence of finite-volume approximations, consisting of random walks avoiding the origin and killed at spatial scale $N$, either using Dirichlet boundary conditions, or by means of a suitably adjusted mass. By tuning the intensity $u$ of such walks with $N$, the occupation field can be seen to have a nontrivial limit, corresponding to that of the actual random walk. Our construction thus yields a two-dimensional analogue of the random interlacements model introduced in arXiv:0704.2560 in the transient case. It also links it to the pinned free field in $\mathbb{Z}^2$, by means of a (pinned) Ray-Knight type isomorphism theorem.

math.PR↗

Decoupling inequalities for the Ginzburg-Landau $\nabla φ$ models

We consider a class of of massless gradient Gibbs measures, in dimension greater or equal to three, and prove a decoupling inequality for these fields. As a result, we obtain detailed information about their geometry, and the percolative and non-percolative phases of their level sets, thus generalizing results obtained in arXiv:1202.5172, to the non-Gaussian case. Inequalities of similar flavor have also been successfully used in the study of random interlacements, see arXiv:1010.1490, arXiv:1212.1605. A crucial aspect is the development of a suitable sprinkling technique, which relies on a particular representation of the correlations in terms of a random walk in a dynamic random environment, due to Helffer and Sjöstrand. The sprinkling can be effectively implemented by studying the Dirichlet problem for the corresponding Poisson equation, and quantifiying in how far a change in boundary condition along a sufficiently "small" part of the boundary affects the solution. Our results allow for uniformly convex potentials, and extend to non-convex perturbations thereof.

math.PR↗

On cluster properties of classical ferromagnets in an external magnetic field

Correlation functions of ferromagnetic spin systems satisfying a Lee-Yang property are studied. It is shown that, for classical systems in a non-vanishing uniform external magnetic field $h$, the connected correlation functions decay exponentially in the distances between the spins, i.e., the inverse correlation length ("mass gap"), $m(h)$, is strictly positive. Our proof is very short and transparent and is valid for complex values of the external magnetic field $h$, provided that $\text{Re} \, h \not= 0$. It implies a mean-field lower bound on $m(h)$, as $h \searrow 0$, first established by Lebowitz and Penrose for the Ising model. Our arguments also apply to some quantum spin systems.

math-ph↗

High-dimensional asymptotics for percolation of Gaussian free field level sets

We consider the Gaussian free field on $\mathbb{Z}^d$, $d$ greater or equal to $3$, and prove that the critical density for percolation of its level sets behaves like $1/d^{1 + o(1)}$ as $d$ tends to infinity. Our proof gives the principal asymptotic behavior of the corresponding critical level $h_*(d)$. Moreover, it shows that a related parameter $h_{**}(d) \geq h_*(d)$ introduced by Rodriguez and Sznitman in arXiv:1202.5172 is in fact asymptotically equivalent to $h_*(d)$.

math.PR↗

Level set percolation for random interlacements and the Gaussian free field

We consider continuous-time random interlacements on Z^d, d greater or equal to 3, and investigate the percolation model where a site x of Z^d is occupied if the total amount of time spent at x by all the trajectories of the interlacement at level u > 0 exceeds some given non-negative parameter, and empty otherwise. Thus, the set of occupied sites forms a subset of the interlacement at level u. We also investigate percolation properties of empty sites. A recent isomorphism theorem arXiv:1111.4818 of Sznitman enables us to "translate" some of the relevant questions into the language of level-set percolation for the Gaussian free field on Z^d, d greater or equal to 3, for which useful tools have been developed in arXiv:1202.5172. We also gain new insights of independent interest concerning "two-sided" level-set percolation, where a site x of Z^d is occupied if and only if the absolute value of the field variable at that site exceeds a given non-negative level.

math.PR↗

Phase transition and level-set percolation for the Gaussian free field

We consider level-set percolation for the Gaussian free field on Z^d, with d bigger or equal to 3, and prove that there is a non-trivial critical level h_* such that for h > h_*, the excursion set above level h does not percolate, and for h < h_*, the excursion set does percolate. It is known from the work of Bricmont-Lebowitz-Maes that h_* is non-negative for all d bigger or equal to 3, and finite, when d=3. We prove here that h_* is finite for all d bigger or equal to 3. In fact, we introduce a second critical parameter h_**, which is bigger or equal to h_*. We show that h_** is finite for all d bigger or equal to 3, and that the connectivity function of the excursion set above level h has stretched exponential decay for all h > h_**. Finally we prove that h_* > 0 in high dimension. It remains open whether h_* and h_** actually coincide, and whether h_* > 0 for all d bigger or equal to 3.

math.PR↗

Some Applications of the Lee-Yang Theorem

For lattice systems of statistical mechanics satisfying a Lee-Yang property (i.e., for which the Lee-Yang circle theorem holds), we present a simple proof of analyticity of (connected) correlations as functions of an external magnetic field h, for Re h > 0 or Re h < 0. A survey of models known to have the Lee-Yang property is given. We conclude by describing various applications of the aforementioned analyticity in h.

math-ph↗