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Santiago Saglietti

Publications and source records attributed to Santiago Saglietti.

At least 19 recordsLinked to original sources

A Limit in Law for the Cover Time and Last Visited Vertex of Wired Planar Domains

We derive a scaling limit in law for the cover time of a simple random walk on a lattice version of a scaled-up planar domain with wired boundary conditions. The limiting distribution is that of a Gumbel Random Variable shifted randomly by an independent quantity which is equal to the full mass of a variant of the critical Liouville Quantum Gravity Measure on the same domain. We also derive a limit in law for the scaled location of the vertex visited last by the walk. Here the limit turns out to be precisely the critical Liouville Measure, normalized by its total mass. Both limits hold jointly with the limiting joint law explicitly described. These results resolve well known open problems in the field, in the case of wired boundary conditions. The proof is based on comparison with the extremal landscape of the discrete Gaussian Free Field, and in particular a version there-of obtained by conditioning the average value of the field to be zero.

math.PR↗

A universality property for large deviations of RWRE close to the axis

We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations probabilities for trajectories starting at the origin and arriving at time $n+[n^a]$ to the position $(n,[n^a])$ and show that, if the logarithm of the right-jump probability has a finite moment of order $p>2$, then for $a < \frac{3}{7}(1-\frac{2}{p})$ the fluctuations of these propabilities are asymptotically governed by the GUE Tracy-Widom distribution. Our results are based on a comparison between RWRE and a last passage percolation model, whose asymptotic fluctuations near the axis were previously established independently by Bodineau-Martin and Baik-Suidan. Furthermore, we obtain also the full convergence to the directed landscape in this regime based on the extension of the aforementioned results to this setting by McKeown and Zhang.

math.PR↗

GUE Fluctuations Near the Axis in One-Sided Ballistic Deposition

We introduce a variation of the classic ballistic deposition model in which vertically falling blocks can only stick to the top or the upper right corner of growing columns. We establish that fluctuations of the height function at points near the $t$-axis are given by the GUE ensemble and its corresponding Tracy-Widom limiting distribution. The proof is based on a graphical construction of the process in terms of a directed Last Passage Percolation model. Using this graphical construction, we define the notion of geodesics for the height function and show that the wandering exponent governing the transversal fluctuations of these geodesics is $2/3$.

math.PR↗

Large deviations at the origin of random walk in random environment

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in dimensions d >= 2 in 2003 that, for uniformly elliptic i.i.d. random environments, the quenched and the averaged large deviation rate functions coincide at the origin. Here we provide a description of an atypical event realizing the correct quenched large deviation rate in the nestling and marginally nestling setting: the random walk seeks regions of space where the environment emulates the element in the convex hull of the support of the law of the environment at a site which minimizes the rate function. Periodic environments play a natural role in this description.

math.PR↗

Tightness for the Cover Time of Wired Planar Domains

We consider a continuous time simple random walk on a subset of the square lattice with wired boundary conditions: the walk transitions at unit edge rate on the graph obtained from the lattice closure of the subset by contracting the boundary into one vertex. We study the cover time of such walk, namely the time it takes for the walk to visit all vertices in the graph. Taking a sequence of subsets obtained as scaled lattice versions of a nice planar domain, we show that the square root of the cover time normalized by the size of the subset, is tight around $\frac{1}{\sqrtπ} \log N - \frac{1}{4 \sqrtπ} \log \log N$, where $N$ is the scale parameter. This proves an analog, for the wired case, of a conjecture by Bramson and Zeitouni from 2009. The proof is based on comparison with the extremal landscape of the discrete Gaussian free field.

math.PR↗

A non-oriented first passage percolation model and statistical invariance by time reversal

We introduce and study a non-oriented first passage percolation model having a property of statistical invariance by time reversal. This model is defined in a graph having directed edges and the passage times associated with each set of outgoing edges from a given vertex are distributed according to a generalized Bernoulli-Exponential law and i.i.d. among vertices. We derive the statistical invariance property by time reversal through a zero-temperature limit of the random walk in Dirichlet environment model.

math.PR↗

Absolute continuity of non-homogeneous self-similar measures

We prove that self-similar measures on the real line are absolutely continuous for almost all parameters in the super-critical region, in particular confirming a conjecture of S-M. Ngai and Y. Wang. While recently there has been much progress in understanding absolute continuity for homogeneous self-similar measures, this is the first improvement over the classical transversality method in the general (non-homogeneous) case. In the course of the proof, we establish new results on the dimension and Fourier decay of a class of random self-similar measures.

math.DS↗

Scaling limit of the heavy-tailed ballistic deposition model with $p$-sticking

Ballistic deposition is a classical model for interface growth in which unit blocks fall down vertically at random on the different sites of $\mathbb{Z}$ and stick to the interface at the first point of contact, causing it to grow. We consider an alternative version of this model in which the blocks have random heights which are i.i.d. with a heavy (right) tail, and where each block sticks to the interface at the first point of contact with probability $p$ (otherwise, it falls straight down until it lands on a block belonging to the interface). We study scaling limits of the resulting interface for the different values of $p$ and show that there is a phase transition as $p$ goes from $1$ to $0$.

math.PR↗

Quenched and averaged large deviation rate functions for random walks in random environments: the impact of disorder

In 2003, Varadhan [V03] developed a robust method for proving quenched and averaged large deviations for random walks in a uniformly elliptic and i.i.d. environment (RWRE) on $\mathbb Z^d$. One fundamental question which remained open was to determine when the quenched and averaged large deviation rate functions agree, and when they do not. In this article we show that for RWRE in uniformly elliptic and i.i.d. environment in $d\geq 4$, the two rate functions agree on any compact set contained in the interior of their domain which does not contain the origin, provided that the disorder of the environment is sufficiently low. Our result provides a new formulation which encompasses a set of sufficient conditions under which these rate functions agree without assuming that the RWRE is ballistic (see [Y11]), satisfies a CLT or even a law of large numbers ([Zer02,Ber08]). Also, the equality of rate functions is not restricted to neighborhoods around given points, as long as the disorder of the environment is kept low. One of the novelties of our approach is the introduction of an auxiliary random walk in a deterministic environment which is itself ballistic (regardless of the actual RWRE behavior) and whose large deviation properties approximate those of the original RWRE in a robust manner, even if the original RWRE is not ballistic itself.

math.PR↗

The effect of disorder on quenched and averaged large deviations for random walks in random environments: boundary behavior

For a random walk in a uniformly elliptic and i.i.d. environment on $\mathbb Z^d$ with $d \geq 4$, we show that the quenched and annealed large deviations rate functions agree on any compact set contained in the boundary $\partial \mathbb{D}:=\{ x \in \mathbb R^d : |x|_1 =1\}$ of their domain which does not intersect any of the $(d-2)$-dimensional facets of $\partial \mathbb{D}$, provided that the disorder of the environment is~low~enough. As a consequence, we obtain a simple explicit formula for both rate functions on $\partial \mathbb{D}$ at low disorder. In contrast to previous works, our results do not assume any ballistic behavior of the random walk and are not restricted to neighborhoods of any given point (on the boundary $\partial \mathbb{D}$). In addition, our~results complement those in [BMRS19], where, using different methods, we investigate the equality of the rate functions in the interior of their domain. Finally, for a general parametrized family of environments, we~show that the strength of disorder determines a phase transition in the equality of both rate functions, in the sense that for each $x \in \partial \mathbb{D}$ there exists $\varepsilon_x$ such that the two rate functions agree at $x$ when the disorder is smaller than $\varepsilon_x$ and disagree when its larger. This further reconfirms the idea, introduced in [BMRS19], that the disorder of the environment is in general intimately related with the equality of the rate functions.

math.PR↗

New examples of ballistic RWRE in the low disorder regime

We give a new criterion for ballistic behavior of random walks in random environments which are low disorder perturbations of the simple symmetric random walk on $\mathbb{Z}^d$, for $d\geq 2$. This extends the results established by Sznitman in 2003 and, in particular, allow us to give new examples of ballistic RWREs in dimension $d=3$ which do not satisfy Kalikow's condition. Essentially, this new criterion states that ballisticity occurs whenever the average local drift of the walk is not too small when compared to the standard deviation of the environment. Its proof relies on applying coarse-graining methods together with a variation of the Azuma-Hoeffding concentration inequality in order to verify the fulfillment of a ballisticity condition by Berger, Drewitz and Ramírez.

math.PR↗

A Scaling Limit for the Cover Time of the Binary Tree

We consider a continuous time random walk on the rooted binary tree of depth $n$ with all transition rates equal to one and study its cover time, namely the time until all vertices of the tree have been visited. We prove that, normalized by $2^{n+1} n$ and then centered by $(\log 2) n - \log n$, the cover time admits a weak limit as the depth of the tree tends to infinity. The limiting distribution is identified as that of a Gumbel random variable with rate one, shifted randomly by the logarithm of the sum of the limits of the derivative martingales associated with two negatively correlated discrete Gaussian free fields on the infinite version of the tree. The existence of the limit and its overall form were conjectured in the literature. Our approach is quite different from those taken in earlier works on this subject and relies in great part on a comparison with the extremal landscape of the discrete Gaussian free field on the tree.

math.PR↗

A Strong Law of Large Numbers for Super-critical Branching Brownian Motion with Absorption

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is well-known that if and only if the branching rate is sufficiently large, then the population survives forever with positive probability. We show that throughout this super-critical regime, the number of particles inside any fixed set normalized by the mean population size converges to an explicit limit, almost surely and in $L^1$. As a consequence, we get that almost surely on the event of eternal survival, the empirical distribution of particles converges weakly to the (minimal) quasi-stationary distribution associated with the Markovian motion driving the particles. This proves a result of Kesten from 1978, for which no proof was available until now.

math.PR↗

On laws of large numbers in $L^2$ for supercritical branching Markov processes beyond $λ$-positivity

We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $λ$-positive systems but also some $λ$-transient ones, such as the branching Brownian motion with drift and absorption at $0$. This is a significant improvement over previous results on this matter, which had only dealt so far with $λ$-positive systems. Our approach is purely probabilistic and is based on spinal decompositions and many-to-few lemmas. In addition, we characterize when the limit in question is always strictly positive on the event of survival, and use this characterization to derive a simple method for simulating (quasi-)stationary distributions.

math.PR↗

On the Kesten-Stigum theorem in $L^2$ beyond $λ$-positivity

We study supercritical branching processes in which all particles evolve according to some general Markovian motion (which may possess absorbing states) and branch independently at a fixed constant rate. Under fairly natural assumptions on the asymptotic distribution of the underlying motion, we first show using only probablistic tools that there is convergence in $L^2$ of the empirical measure (normalized by the mean number of particles) if and only if an associated additive martingale is bounded in $L^2$. This is a significant improvement over previous results, which were mainly restricted to $λ$-positive motions. We then investigate under which conditions this limit is strictly positive on the event of non-extinction and show that this occurs whenever, on the latter event, particles do not accumulate on the boundary of the state space. In particular, this property also yields the convergence of the real empirical measure (normalized by the number of particles). Moreover, building on previous results we prove that if the motion is $λ$-positive then these limits hold also almost surely whenever the Doob's $h$-transform of this motion admits a suitable Lyapunov functional. Finally, we illustrate our results for a variety of different motions: ergodic motions without absorption, $λ$-positive systems either transient or with absorption, and also certain non $λ$-positive systems such as the Brownian motion with negative drift killed at $0$. A strong law of large numbers for the empirical measure in this last example was announced by Kesten in the late seventies, although a proof of it has remained undisclosed so far. Our results allow us to give a partial proof to Kesten's claim.

math.PR↗

Metastability for a PDE with blow-up and the FFG dynamics on diluted models

This thesis consists of two separate parts: in each we study the stability under small perturbations of certain probability models in different contexts. In the first, we study small random perturbations of a deterministic dynamical system and show that these are unstable, in the sense that the perturbed systems have a different qualitative behavior than that of the original system. In the second part we situate ourselves in the context of statistical mechanics, where we study the stability of equilibrium infinite-volume measures under small deterministic perturbations in the parameters of the model. More precisely, we show that Gibbs measures for a general class of systems are continuous with respect to changes in the interaction and/or density of particles and, hence, stable under small perturbations of them. We also study under which conditions do certain typical configurations of these systems remain stable in the zero-temperature limit.

math.PR↗

Velocity estimates for symmetric random walks at low ballistic disorder

We derive asymptotic estimates for the velocity of random walks in random environments which are perturbations of the simple symmetric random walk but have a small local drift in a given direction. Our estimates complement previous results presented by Sznitman and are in the spirit of expansions obtained by Sabot.

math.PR↗

Stability of gas measures under perturbations and discretizations

For a general class of gas models ---which includes discrete and continuous Gibbsian models as well as contour or polymer ensembles--- we determine a \emph{diluteness condition} that implies: (1) Uniqueness of the infinite-volume equilibrium measure; (2) stability of this measure under perturbations of parameters and discretization schemes, and (3) existence of a coupled perfect-simulation scheme for the infinite-volume measure together with its perturbations and discretizations. Some of these results have previously been obtained through methods based on cluster expansions. In contrast, our treatment is purely probabilistic and its diluteness condition is weaker than existing convergence conditions for cluster expansions.

math-ph↗