arXiv subjects

Stephen Muirhead

Publications and source records attributed to Stephen Muirhead.

At least 37 records · Page 2Linked to original sources

arXiv2022

Percolation of the excursion sets of planar symmetric shot noise fields

We prove the existence of phase transitions in the global connectivity of the excursion sets of planar symmetric shot noise fields. Our main result establishes a phase transition with respect to the level for shot noise fields with symmetric log-concave mark distributions, including Gaussian, uniform, and Laplace marks, and kernels that are positive, symmetric, and have sufficient tail decay. Without the log-concavity assumption we prove a phase transition with respect to the intensity of positive marks.

math.PR↗

arXiv2020

The band structure of a model of spatial random permutation

We study a random permutation of a lattice box in which each permutation is given a Boltzmann weight with energy equal to the total Euclidean displacement. Our main result establishes the band structure of the model as the box-size $N$ tends to infinity and the inverse temperature~$β$ tends to zero; in particular, we show that the mean displacement is of order $\min \{ 1/β, N\}$. In one dimension our results are more precise, specifying leading-order constants and giving bounds on the rates of convergence. Our proofs exploit a connection, via matrix permanents, between random permutations and Gaussian fields; although this connection is well-known in other settings, to the best of our knowledge its application to the study of random permutations is novel. As a byproduct of our analysis, we also provide asymptotics for the permanents of Kac-Murdock-Szego (KMS) matrices.

math.PR↗

arXiv2020

Fluctuations of the number of excursion sets of planar Gaussian fields

For a smooth, stationary, planar Gaussian field, we consider the number of connected components of its excursion set (or level set) contained in a large square of area $R^2$. The mean number of components is known to be of order $R^2$ for generic fields and all levels. We show that for certain fields with positive spectral density near the origin (including the Bargmann-Fock field), and for certain levels $\ell$, these random variables have fluctuations of order at least $R$, and hence variance of order at least $R^2$. In particular, this holds for excursion sets when $\ell$ is in some neighbourhood of zero, and it holds for excursion/level sets when $\ell$ is sufficiently large. We prove stronger fluctuation lower bounds of order $R^α$, $α\in [1,2]$, in the case that the spectral density has a singularity at the origin. Finally, we show that the number of excursion/level sets for the Random Plane Wave at certain levels has fluctuations of order at least $R^{3/2}$, and hence variance of order at least~$R^3$. We expect that these bounds are of the correct order, at least for generic levels.

math.PR↗

arXiv2020

Smoothness and monotonicity of the excursion set density of planar Gaussian fields

Nazarov and Sodin have shown that the number of connected components of the nodal set of a planar Gaussian field in a ball of radius $R$, normalised by area, converges to a constant as $R\to \infty $. This has been generalised to excursion/level sets at arbitrary levels, implying the existence of functionals $c_{ES}(\ell )$ and $c_{LS}(\ell )$ that encode the density of excursion/level set components at the level $\ell $. We prove that these functionals are continuously differentiable for a wide class of fields. This follows from a more general result, which derives differentiability of the functionals from the decay of the probability of `four-arm events' for the field conditioned to have a saddle point at the origin. For some fields, including the important special cases of the Random Plane Wave and the Bargmann-Fock field, we also derive stochastic monotonicity of the conditioned field, which allows us to deduce regions on which $c_{ES}(\ell )$ and $c_{LS}(\ell )$ are monotone.

math.PR↗

arXiv2020

On the number of excursion sets of planar Gaussian fields

The Nazarov-Sodin constant describes the average number of nodal set components of Gaussian fields on large scales. We generalise this to a functional describing the corresponding number of level set components for arbitrary levels. Using results from Morse theory, we express this functional as an integral over the level densities of different types of critical points, and as a result deduce the absolute continuity of the functional as the level varies. We further give upper and lower bounds showing that the functional is at least bimodal for certain isotropic fields, including the important special case of the random plane wave.

math.PR↗

arXiv2020

A second moment bound for critical points of planar Gaussian fields in shrinking height windows

We consider the number of critical points of a stationary planar Gaussian field, restricted to a large domain, whose heights lie in a certain interval. Asymptotics for the mean of this quantity are simple to establish via the Kac-Rice formula, and recently Estrade and Fournier proved a second moment bound that is optimal in the case that the height interval does not depend on the size of the domain. We establish an improved bound in the more delicate case of height windows that are shrinking with the size of the domain.

math.PR↗

arXiv2019

The sharp phase transition for level set percolation of smooth planar Gaussian fields

We prove that the connectivity of the level sets of a wide class of smooth centred planar Gaussian fields exhibits a phase transition at the zero level that is analogous to the phase transition in Bernoulli percolation. In addition to symmetry, positivity and regularity conditions, we assume only that correlations decay polynomially with exponent larger than two -- roughly equivalent to the integrability of the covariance kernel -- whereas previously the phase transition was only known in the case of the Bargmann-Fock covariance kernel which decays super-exponentially. We also prove that the phase transition is sharp, demonstrating, without any further assumption on the decay of correlations, that in the sub-critical regime crossing probabilities decay exponentially. Key to our methods is the white-noise representation of a Gaussian field; we use this on the one hand to prove new quasi-independence results, inspired by the notion of influence from Boolean functions, and on the other hand to establish sharp thresholds via the OSSS inequality for i.i.d. random variables, following the recent approach of Duminil-Copin, Raoufi and Tassion.

math.PR↗

arXiv2019

Mean conservation of nodal volume and connectivity measures for Gaussian ensembles

We study in depth the nesting graph and volume distribution of the nodal domains of a Gaussian field, which have been shown in previous works to exhibit asymptotic laws. A striking link is established between the asymptotic mean connectivity of a nodal domain (i.e.\ the vertex degree in its nesting graph) and the positivity of the percolation probability of the field, along with a direct dependence of the average nodal volume on the percolation probability. Our results support the prevailing ansatz that the mean connectivity and volume of a nodal domain is conserved for generic random fields in dimension $d=2$ but not in $d \ge 3$, and are applied to a number of concrete motivating examples.

math.PR↗

arXiv2018

A new phase transition in the parabolic Anderson model with partially duplicated potential

We investigate a variant of the parabolic Anderson model, introduced in previous work, in which an i.i.d.\! potential is partially duplicated in a symmetric way about the origin, with each potential value duplicated independently with a certain probability. In previous work we established a phase transition for this model on the integers in the case of Pareto distributed potential with parameter $α> 1$ and fixed duplication probability $p \in (0, 1)$: if $α\ge 2$ the model completely localises, whereas if $α\in (1, 2)$ the model may localise on two sites. In this paper we prove a new phase transition in the case that $α\ge 2$ is fixed but the duplication probability $p(n)$ varies with the distance from the origin. We identify a critical scale $p(n) \to 1$, depending on $α$, below which the model completely localises and above which the model localises on exactly two sites. We further establish the behaviour of the model in the critical regime.

math.PR↗

arXiv2018

The Bouchaud-Anderson model with double-exponential potential

The Bouchaud-Anderson model (BAM) is a generalisation of the parabolic Anderson model (PAM) in which the driving simple random walk is replaced by a random walk in an inhomogeneous trapping landscape; the BAM reduces to the PAM in the case of constant traps. In this paper we study the BAM with double-exponential potential. We prove the complete localisation of the model whenever the distribution of the traps is unbounded. This may be contrasted with the case of constant traps (i.e. the PAM), for which it is known that complete localisation fails. This shows that the presence of an inhomogeneous trapping landscape may cause a system of branching particles to exhibit qualitatively distinct concentration behaviour.

math.PR↗

arXiv2018

Discretisation schemes for level sets of planar Gaussian fields

Smooth random Gaussian functions play an important role in mathematical physics, a main example being the random plane wave model conjectured by Berry to give a universal description of high-energy eigenfunctions of the Laplacian on generic compact manifolds. Our work is motivated by questions about the geometry of such random functions, in particular relating to the structure of their nodal and level sets. We study four discretisation schemes that extract information about level sets of planar Gaussian fields. Each scheme recovers information up to a different level of precision, and each requires a maximum mesh-size in order to be valid with high probability. The first two schemes are generalisations and enhancements of similar schemes that have appeared in the literature [BG16, MW07]; these give complete topological information about the level sets on either a local or global scale. As an application, we improve the results in [BG16] on Russo-Seymour-Welsh estimates for the nodal set of positively-correlated planar Gaussian fields. The third and fourth schemes are, to the best of our knowledge, completely new. The third scheme is specific to the nodal set of the random plane wave, and provides global topological information about the nodal set up to `visible ambiguities'. The fourth scheme gives a way to approximate the mean number of excursion domains of planar Gaussian fields.

math.PR↗

arXiv2017

Russo-Seymour-Welsh estimates for the Kostlan ensemble of random polynomials

We study the percolation properties of the nodal structures of random fields. Lower bounds on crossing probabilities (RSW-type estimates) of quads by nodal domains or nodal sets of Gaussian ensembles of smooth random functions are established under the following assumptions: (i) sufficient symmetry; (ii) smoothness and non-degeneracy; (iii) local convergence of the covariance kernels; (iv) asymptotically non-negative correlations; and (v) uniform rapid decay of correlations. The Kostlan ensemble is an important model of Gaussian homogeneous random polynomials. An application of our theory to the Kostlan ensemble yields RSW-type estimates that are uniform with respect to the degree of the polynomials and quads of controlled geometry, valid on all relevant scales. This extends the recent results on the local scaling limit of the Kostlan ensemble, due to Beffara and Gayet.

math.PR↗

arXiv2017

Delocalising the parabolic Anderson model through partial duplication of the potential

The parabolic Anderson model on $\mathbb{Z}^d$ with i.i.d. potential is known to completely localise if the distribution of the potential is sufficiently heavy-tailed at infinity. In this paper we investigate a modification of the model in which the potential is partially duplicated in a symmetric way across a plane through the origin. In the case of potential distribution with polynomial tail decay, we exhibit a surprising phase transition in the model as the decay exponent varies. For large values of the exponent the model completely localises as in the i.i.d. case. By contrast, for small values of the exponent we show that the model may delocalise. More precisely, we show that there is an event of non-negligible probability on which the solution has non-negligible mass on two sites.

math.PR↗

arXiv2017

Localisation in the Bouchaud-Anderson Model

It is well-known that both branching random walk models and trap models can exhibit intermittency and localisation phenomena; the prototypical examples being the parabolic Anderson and Bouchaud trap models respectively. Our aim is to investigate how these localisation phenomena interact. To do so, we study a hybrid model combining the dynamics of both the parabolic Anderson and the Bouchaud trap models; more precisely, we consider a variant of the parabolic Anderson model in which the underlying random walk driving the model is replaced with the Bouchaud trap model. In this initial study, we consider the model where the potential field distribution has Weibull tail decay and the trap distribution is bounded away from zero. In dimension one, we further assume that the trap distribution decays sufficiently fast. Under these conditions, we show that the localisation effects in the hybrid model are strongly dominated by the influence of the parabolic Anderson model; the Bouchaud trap model plays at most a minor role. Moreover, we distinguish regimes in which the Bouchaud trap model acts to strengthen or weaken the localisation effects due to the parabolic Anderson model, and also identify regimes in which the Bouchaud trap model has no influence at all on localisation in the hybrid model.

math.PR↗

arXiv2016

Quenched localisation in the Bouchaud trap model with slowly varying traps

We consider the quenched localisation of the Bouchaud trap model on the positive integers in the case that the trap distribution has a slowly varying tail at infinity. Our main result is that for each $N \in \{2, 3, \ldots\}$ there exists a slowly varying tail such that quenched localisation occurs on exactly $N$ sites. As far as we are aware, this is the first example of a model in which the exact number of localisation sites are able to be `tuned' according to the model parameters. Key intuition for this result is provided by an observation about the sum-max ratio for sequences of independent and identically distributed random variables with a slowly varying distributional tail, which is of independent interest.

math.PR↗

arXiv2016

Quenched localisation in the Bouchaud trap model with regularly varying traps

This article describes the quenched localisation behaviour of the Bouchaud trap model on the integers with regularly varying traps. In particular, it establishes that for almost every trapping landscape there exist arbitrarily large times at which the system is highly localised on one site, and also arbitrarily large times at which the system is completely delocalised.

math.PR↗

arXiv2016

Complete Localisation and Exponential Shape of the Parabolic Anderson Model with Weibull Potential Field

We consider the parabolic Anderson model with Weibull potential field, for all values of the Weibull parameter. We prove that the solution is eventually localised at a single site with overwhelming probability (complete localisation) and, moreover, that the solution has exponential shape around the localisation site. We determine the localisation site explicitly, and derive limit formulae for its distance, the profile of the nearby potential field and its ageing behaviour. We also prove that the localisation site is determined locally, that is, by maximising a certain time-dependent functional that depends only on: (i) the value of the potential field in a neighbourhood of fixed radius around a site; and (ii) the distance of that site to the origin.

math.PR↗

arXiv2015

Two-site localisation in the Bouchaud trap model with slowly varying traps

We consider the Bouchaud trap model on the integers in the case that the trap distribution has a slowly varying tail at infinity. We prove that the model eventually localises on exactly two sites with overwhelming probability. This is a stronger form of localisation than has previously been established in the literature for the Bouchaud trap model on the integers in the case of regularly varying traps. Underlying this result is the fact that the sum of a sequence of i.i.d. random variables with a slowly varying tail is asymptotically dominated by the maximal term.

math.PR↗