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Robin Pemantle

Publications and source records attributed to Robin Pemantle.

At least 55 records · Page 3Linked to original sources
arXiv2007

What is the probability of intersecting the set of Brownian double points?

We give potential theoretic estimates for the probability that a set $A$ contains a double point of planar Brownian motion run for unit time. Unlike the probability for $A$ to intersect the range of a Markov process, this cannot be estimated by a capacity of the set $A$. Instead, we introduce the notion of a capacity with respect to two gauge functions simultaneously. We also give a polar decomposition of $A$ into a set that never intersects the set of Brownian double points and a set for which intersection with the set of Brownian double points is the same as intersection with the Brownian path.

math.PR↗
arXiv2007

A survey of random processes with reinforcement

The models surveyed include generalized Pólya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.

math.PR↗
arXiv2007

Twenty combinatorial examples of asymptotics derived from multivariate generating functions

Let $\{a_\rr : \rr \in (\Z^+)^d \}$ be a $d$-dimensional array of numbers, for which the generating function $F(\zz) := \sum_\rr a_\rr \zz^\rr$ is meromorphic in a neighborhood of the origin. For example, $F$ may be a rational multivariate generating function. We discuss recent results that allow the effective computation of asymptotic expansions for the coefficients of $F$. Our purpose is to illustrate the use of these techniques on a variety of problems of combinatorial interest. The survey begins by summarizing previous work on the asymptotics of univariate and multivariate generating functions. Next we describe the Morse-theoretic underpinnings of some new asymptotic techniques. We then quote and summarize these results in such a way that only elementary analyses are needed to check hypotheses and carry out computations. The remainder of the survey focuses on combinatorial applications, such as enumeration of words with forbidden substrings, edges and cycles in graphs, polyominoes, and descents in permutations. After the individual examples, we discuss three broad classes of examples, namely functions derived via the transfer matrix method, those derived via the kernel method, and those derived via the method of Lagrange inversion. These methods have the property that generating functions derived from them are amenable to our asymptotic analyses, and we describe further machinery that facilitates computations for these classes of examples.

math.CO↗
arXiv2005

The Klee-Minty random edge chain moves with linear speed

An infinite sequence of 0's and 1's evolves by flipping each~1 to a~0 exponentially at rate one. When a~1 flips, all bits to its right also flip. Starting from any configuration with finitely many 1's to the left of the origin, we show that the leftmost~1 moves right with linear speed. Upper and lower bounds are given on the speed.

math.PR↗
arXiv2005

More rigorous results on the Kauffman-Levin model of evolution

The purpose of this note is to provide proofs for some facts about the NK model of evolution proposed by Kauffman and Levin. In the case of normally distributed fitness summands, some of these facts have been previously conjectured and heuristics given. In particular, we provide rigorous asymptotic estimates for the number of local fitness maxima in the case when K is unbounded. We also examine the role of the individual fitness distribution and find the model to be quite robust with respect to this.

math.PR↗
arXiv2004

Asymptotics of multivariate sequences, II: multiple points of the singular variety

We consider a multivariate generating function F(z), whose coefficients are indexed by d-tuples of nonnegative integers: F(z) = sum_r a_r z^r where z^r denotes the product of z_j^{r_j} over j = 1, ..., d. Suppose that F(z) is meromorphic in some neighborhood of the origin in complex d-space. Let V be the set where the denominator of F vanishes. Effective asymptotic expansions for the coefficients can be obtained by complex contour integration near points of V. In the first article in this series, we treated the case of smooth points of V. In this article we deal with multiple points of V. Our results show that the central limit (Ornstein-Zernike) behavior typical of the smooth case does not hold in the multiple point case. For example, when V has a multiple point singularity at the point (1, ..., 1), rather than a_r decaying on the order of |r|^{-1/2} as |r| goes to infinity, a_r is a polynomial plus a rapidly decaying term.

math.CO↗
arXiv2004

Irreducible compositions and the first return to the origin of a random walk

Let $n = b_1 + ... + b_k = b_1' + \cdot + b_k'$ be a pair of compositions of $n$ into $k$ positive parts. We say this pair is {\em irreducible} if there is no positive $j < k$ for which $b_1 + ... b_j = b_1' + ... b_j'$. The probability that a random pair of compositions of $n$ is irreducible is shown to be asymptotic to $8/n$. This problem leads to a problem in probability theory. Two players move along a game board by rolling a die, and we ask when the two players will first coincide. A natural extension is to show that the probability of a first return to the origin at time $n$ for any mean-zero variance $V$ random walk is asymptotic to $\sqrt{V/(2 π)} n^{-3/2}$. We prove this via two methods, one analytic and one probabilistic.

math.CO↗
arXiv2004

Conceptual Proofs of L log L Criteria

The Kesten-Stigum Theorem is a fundamental criterion for the rate of growth of a supercritical branching process, showing that an L log L condition is decisive. In critical and subcritical cases, results of Kolmogorov and later authors give the rate of decay of the probability that the process survives at least n generations. We give conceptual proofs of these theorems based on comparisons of Galton-Watson measure to another measure on the space of trees. This approach also explains Yaglom's exponential limit law for conditioned critical branching processes via a simple characterization of the exponential distribution.

math.PR↗
arXiv2004

Maximum Variation of Total Risk

Let Z>0 be a random time. The total risk of discovering Z in the next time interval (t,t+dt) is never more variable than an exponential of mean one, which is achieved when the information up to time t is sigma(Z wedge t).

math.PR↗
arXiv2004

Random Walks in Varying Dimensions

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two symmetric step distributions of bounded support.

math.PR↗
arXiv2004

On which graphs are all random walks in random environments transient?

An infinite graph G has the property that a random walk in random environment on G defined by i.i.d. resistances with any common distribution is almost surely transient, if and only if for some p<1, simple random walk is transient on a percolation cluster of G under bond percolation with parameter p.

math.PR↗
arXiv2004

The trace of spatial Brownian motion is capacity-equivalent to the unit square

We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel f(|x-y|), is bounded above and below by constant multiples of the energy of Lebesgue measure on the unit square. (The constants are random, but do not depend on the kernel.) As an application, we give almost-sure asymptotics for the probability that an alpha-stable process approaches within epsilon of B[0,1], conditional on B[0,1]. The upper bound on energy is based on a strong law for the approximate self-intersections of the Brownian path. We also prove analogous capacity estimates for planar Brownian motion and for the zero-set of one-dimensional Brownian motion.

math.PR↗
arXiv2004

Diffusion limited aggregation on a tree

We study the following growth model on a regular d-ary tree. Points at distance n adjacent to the existing subtree are added with probabilities proportional to alpha^{-n}, where alpha<1 is a positive real parameter. The heights of these clusters are shown to increase linearly with their total size; this complements known results that show the height increases only logarithmically when alpha>=1. Results are obtained using stochastic monotonicity and regeneration results which may be of independent interest. Our motivation comes from two other ways in which the model may be viewed: as a problem in first-passage percolation, and as a version of diffusion-limited aggregation (DLA), adjusted so that `fingering' occurs.

math.PR↗
arXiv2004

Sharpness of second moment criteria for branching and tree-indexed processes

A class of branching processes in varying environments is exhibited which become extinct almost surely even though the means M_n grow fast enough so that sum M_n^{-1} is finite. In fact, such a process is constructed for every offspring distribution of infinite variance, and this establishes the converse of a previously known fact: that if a distribution has finite variance then sum M_n^{-1}=infty is equivalent to almost sure extinction. This has as an immediate consequence the converse to a theorem on equipolarity of Galton-Watson trees.

math.PR↗
arXiv2004

On near-critical and dynamical percolation in the tree case

Consider independent bond percolation with retention probability p on a spherically symmetric tree Gamma. Write theta_Gamma(p) for the probability that the root is in an infinite open cluster, and define the critical value p_c=inf{p:theta_Gamma(p)>0}. If theta_Gamma(p_c)=0, then the root may still percolate in the corresponding dynamical percolation process at the critical value p_c, as demonstrated recently by Haggstrom, Peres and Steif. Here we relate this phenomenon to the near-critical behaviour of theta_Gamma(p) by showing that the root percolates in the dynamical percolation process if and only if int_{p_c}^1 (theta_Gamma(p))^{-1}dp<infty. The ``only if'' direction extends to general trees, whereas the ``if'' direction fails in this generality.

math.PR↗
arXiv2004

Robust Phase Transitions for Heisenberg and Other Models on General Trees

We study several statistical mechanical models on a general tree. Particular attention is devoted to the classical Heisenberg models, where the state space is the d-dimensional unit sphere and the interactions are proportional to the cosines of the angles between neighboring spins. The phenomenon of interest here is the classification of phase transition (non-uniqueness of the Gibbs state) according to whether it is robust. In many cases, including all of the Heisenberg and Potts models, occurrence of robust phase transition is determined by the geometry (branching number) of the tree in a way that parallels the situation with independent percolation and usual phase transition for the Ising model. The critical values for robust phase transition for the Heisenberg and Potts models are also calculated exactly. In some cases, such as the q>=3 Potts model, robust phase transition and usual phase transition do not coincide, while in other cases, such as the Heisenberg models, we conjecture that robust phase transition and usual phase transition are equivalent. In addition, we show that symmetry breaking is equivalent to the existence of a phase transition, a fact believed but not known for the rotor model on Z^2.

math.PR↗
arXiv2004

Moment conditions for a sequence with negative drift to be uniformly bounded in L^r

Suppose a sequence of random variables {X_n} has negative drift when above a certain threshold and has increments bounded in L^p. When p>2 this implies that EX_n is bounded above by a constant independent of n and the particular sequence {X_n}. When p=<2 there are counterexamples showing this does not hold. In general, increments bounded in L^p lead to a uniform L^r bound on X_n^+ for any r =p-1. These results are motivated by questions about stability of queueing networks.

math.PR↗