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Sunder Sethuraman

Publications and source records attributed to Sunder Sethuraman.

48 records · Page 3Linked to original sources

Large deviations for the degree structure in preferential attachment schemes

Preferential attachment schemes, where the selection mechanism is linear and possibly time-dependent, are considered, and an infinite-dimensional large deviation principle for the sample path evolution of the empirical degree distribution is found by Dupuis-Ellis-type methods. Interestingly, the rate function, which can be evaluated, contains a term which accounts for the cost of assigning a fraction of the total degree to an "infinite" degree component, that is, when an atypical "condensation" effect occurs with respect to the degree structure. As a consequence of the large deviation results, a sample path a.s. law of large numbers for the degree distribution is deduced in terms of a coupled system of ODEs from which power law bounds for the limiting degree distribution are given. However, by analyzing the rate function, one can see that the process can deviate to a variety of atypical nonpower law distributions with finite cost, including distributions typically associated with sub and superlinear selection models.

math.PR↗

Nonequilibrium fluctuations for a tagged particle in one-dimensional sublinear rate zero-range processes

Nonequilibrium fluctuations of a tagged, or distinguished particle in a class of one dimensional mean-zero zero-range systems with sublinear, increasing rates are derived. In Jara-Landim-Sethuraman (2009), processes with at least linear rates are considered. A different approach to establish a main "local replacement" limit is required for sublinear rate systems, given that their mixing properties are much different. The method discussed also allows to capture the fluctuations of a "second-class" particle in unit rate, symmetric zero-range models.

math.PR↗

A study of counts of Bernoulli strings via conditional Poisson processes

We say that a string of length $d$ occurs, in a Bernoulli sequence, if a success is followed by exactly $(d-1)$ failures before the next success. The counts of such $d$-strings are of interest, and in specific independent Bernoulli sequences are known to correspond to asymptotic $d$-cycle counts in random permutations. In this note, we give a new framework, in terms of conditional Poisson processes, which allows for a quick characterization of the joint distribution of the counts of all $d$-strings, in a general class of Bernoulli sequences, as certain mixtures of the product of Poisson measures. This general class includes all Bernoulli sequences considered before, as well many new sequences.

math.PR↗

On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion

A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the subdiffusively rescaled current across the origin, and the subdiffusively rescaled tagged particle position. The purpose of this note is to improve this convergence to a functional central limit theorem, with respect to the uniform topology, and so complete the solution to a conjecture in the literature with respect to simple exclusion processes.

math.PR↗

Occupation laws for some time-nonhomogeneous Markov chains

We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state $i$ to state $j\neq i$ at time $n$ is $G(i,j)/n^ζ$ for a ``generator'' matrix $G$ and strength parameter $ζ>0$. In these chains, as time grows, the positions are less and less likely to change, and so form simple models of age-dependent time-reinforcing behaviors. These chains, however, exhibit some different, perhaps unexpected, asymptotic occupation laws depending on parameters. Although on the one hand it is shown that the asymptotic position converges to a point-mixture for all $ζ>0$, on the other hand, the average position, when variously $0<ζ<1$, $ζ>1$ or $ζ=1$, is shown to converges to a constant, a point-mixture, or a distribution $μ_G$ with no atoms and full support on a certain simplex respectively. The last type of limit can be seen as a sort of ``spreading'' between the cases $0<ζ<1$ and $ζ>1$. In particular, when $G$ is appropriately chosen, $μ_G$ is a Dirichlet distribution with certain parameters, reminiscent of results in Polya urns.

math.PR↗

Diffusive variance for a tagged particle in $d\leq 2$ asymmetric simple exclusion

We study the equilibrium fluctuations of a tagged particle in finite-range simple exclusion processes on Z^d with biased single particle jump rates. It is known the variance of the tagged particle at time t is diffusive, that is on order O(t), in d\geq 3, and in d=1 when in addition the jump rate is nearest-neighbor, and moreover, in these cases, central limit theorems in diffusive scale have been proved. In this article, we give some partial results in the open cases in d\leq 2. Namely, we show diffusivity of the tagged particle variance at time t in the sense of some upper and lower bounds on order O(t) in d=2, and also in d=1 when in addition the jump rate is not nearest-neighbor. Also, a characterization of the tagged particle variance is given. The main methods are in analyzing H_{-1} norm variational inequalities.

math.PR↗

Large deviations for a class of nonhomogeneous Markov chains

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a finite state space which converge to a limit transition matrix P. Let {X_n} be the associated nonhomogeneous Markov chain where P_n controls movement from time n-1 to n. The main statements are a large deviation principle and bounds for additive functionals of the nonhomogeneous process under some regularity conditions. In particular, when P is reducible, three regimes that depend on the decay of certain ``connection'' P_n probabilities are identified. Roughly, if the decay is too slow, too fast or in an intermediate range, the large deviation behavior is trivial, the same as the time-homogeneous chain run with P or nontrivial and involving the decay rates. Examples of anomalous behaviors are also given when the approach P_n\to P is irregular. Results in the intermediate regime apply to geometrically fast running optimizations, and to some issues in glassy physics.

math.PR↗

On diffusivity of a tagged particle in asymmetric zero-range dynamics

Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time t is at least order t in all dimensions and at most order t in d=1 and d larger or equal to 3 for a wide class of rates g. Also, in d=1, when the jump distribution p is totally asymmetric and nearest-neighbor, and when the rate g(k) increases and g(k)/k decreases with k, we show the diffusively scaled centered tagged particle position converges to a Brownian motion.

math.PR↗

Superdiffusivity of occupation-time variance in 2-dimensional asymmetric processes with density 1/2

We compute that the growth of the origin occupation-time variance up to time t in dimension d=2 with respect to asymmetric simple exclusion in equilibrium with density 1/2 is in a certain sense at least t(log(log t)) for general rates, and at least t(log t)^{1/2} for rates which are asymmetric only in the direction of one of the axes. These estimates are consistent with conjectures with respect to the transition function and variance of 'second-class' particles.

math.PR↗

Transience of second-class particles and diffusive bounds for additive functionals in one-dimensional asymmetric exclusion processes

Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density ρ. Place a second class particle initially at the origin. For the case ρdifferent from 1/2 we show that the time spent by the second class particle at the origin has finite expectation. This strong transience is then used to prove that variances of additive functionals of local mean-zero functions are diffusive when ρis not 1/2. As a corollary to previous work, we deduce the invariance principle for these functionals. The main arguments are comparisons of H_{-1} norms, a large deviation estimate for second-class particles, and a relation between occupation times of second-class particles and additive functional variances.

math.PR↗