arXiv subjects

Thomas S. Mountford

Publications and source records attributed to Thomas S. Mountford.

7 recordsLinked to original sources

arXiv2023

Renewal Contact Processes: phase transition and survival

We refine previous results concerning the Renewal Contact Processes. We significantly widen the family of distributions for the interarrival times for which the critical value can be shown to be strictly positive. The result now holds for any dimension $d \ge 1$ and requires only a moment condition slightly stronger than finite first moment. For heavy-tailed interarrival times, we prove a Complete Convergence Theorem and examine when the contact process, conditioned on survival, can be asymptotically predicted knowing the renewal processes. We close with an example of distribution attracted to a stable law of index 1 for which the critical value vanishes.

math.PR↗

arXiv2019

On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments

In this paper we study the local times of vector-valued Gaussian fields that are `diagonally operator-self-similar' and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the temporal unit hypercube by $Z$, we show that there exists $λ\in(0,1)$ such that under some quite weak conditions, $\lim_{n\rightarrow +\infty}\frac{\sqrt[n]{\mathbb{E}(Z^n)}}{n^λ}$ and $\lim_{x\rightarrow +\infty}\frac{-\log \mathbb{P}(Z>x)}{x^{\frac{1}λ}}$ both exist and are strictly positive (possibly $+\infty$). Moreover, we show that if the underlying Gaussian field is `strongly locally nondeterministic', the above limits will be finite as well. These results are then applied to establish similar statements for the intersection local times of diagonally operator-self-similar Gaussian fields with stationary increments.

math.PR↗

arXiv2019

Contact process under renewals II

We continue the study of renewal contact processes initiated in a companion paper, where we showed that if the tail of the interarrival distribution $μ$ is heavier than $t^{-α}$ for some $α<1$ (plus auxiliary regularity conditions) then the critical value vanishes. In this paper we show that if $μ$ has decreasing hazard rate and tail bounded by $t^{-α}$ with $α>1$, then the critical value is positive in the one-dimensional case. A more robust and much simpler argument shows that the critical value is positive in any dimension whenever the interarrival distribution has a finite second moment.

math.PR↗

arXiv2018

Contact process under renewals I

Motivated by questions regarding long range percolation, we investigate a non-Markovian analogue of the Harris contact process in $\mathbb{Z}^d$: an individual is attached to each site $x \in \mathbb{Z}^d$, and it can be infected or healthy; the infection propagates to healthy neighbors just as in the usual contact process, according to independent exponential times with a fixed rate $λ$; nevertheless, the possible recovery times for an individual are given by the points of a renewal process with heavy tail; the renewal processes are assumed to be independent for different sites. We show that the resulting processes have a critical value equal to zero.

math.PR↗

arXiv2017

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

We consider the parabolic Anderson model driven by fractional noise: $$ \frac{\partial}{\partial t}u(t,x)= κ\boldsymbolΔ u(t,x)+ u(t,x)\frac{\partial}{\partial t}W(t,x) \qquad x\in\mathbb{Z}^d\;,\; t\geq 0\,, $$ where $κ>0$ is a diffusion constant, $\boldsymbolΔ$ is the discrete Laplacian defined by $\boldsymbolΔ f(x)= \frac{1}{2d}\sum_{|y-x|=1}\bigl(f(y)-f(x)\bigr)$, and $\{W(t,x)\;;\;t\geq0\}_{x \in \mathbb{Z}^d}$ is a family of independent fractional Brownian motions with Hurst parameter $H\in(0,1)$, indexed by $\mathbb{Z}^d$. We make sense of this equation via a Stratonovich integration obtained by approximating the fractional Brownian motions with a family of Gaussian processes possessing absolutely continuous sample paths. We prove that the Feynman-Kac representation \begin{equation} u(t,x)=\mathbb{E}^x\Bigl[u_o(X(t))\exp \int_0^t W\bigl(\mathrm{d}s, X(t-s)\bigr)\Bigr]\,, \end{equation} is a mild solution to this problem. Here $u_o(y)$ is the initial value at site $y\in\mathbb{Z}^d$, $\{X(t)\;;\;t\geq0\}$ is a simple random walk with jump rate $κ$, started at $x \in \mathbb{Z}^d$ and independent of the family $\{W(t,x)\;;\;t\geq0\}_{x\in\mathbb{Z}^d}$ and $\mathbb{E}^x$ is expectation with respect to this random walk. We give a unified argument that works for any Hurst parameter $H\in (0,1)$.

math.PR↗

arXiv2017

Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function

We consider the Anderson polymer partition function $$ u(t):=\mathbb{E}^X\Bigl[e^{\int_0^t \mathrm{d}B^{X(s)}_s}\Bigr]\,, $$ where $\{B^{x}_t\,;\, t\geq0\}_{x\in\mathbb{Z}^d}$ is a family of independent fractional Brownian motions all with Hurst parameter $H\in(0,1)$, and $\{X(t)\}_{t\in \mathbb{R}^{\geq 0}}$ is a continuous-time simple symmetric random walk on $\mathbb{Z}^d$ with jump rate $κ$ and started from the origin. $\mathbb{E}^X$ is the expectation with respect to this random walk. We prove that when $H\leq 1/2$, the function $u(t)$ almost surely grows asymptotically like $e^{l t}$, where $l>0$ is a deterministic number. More precisely, we show that as $t$ approaches $+\infty$, the expression $\{\frac{1}{t}\log u(t)\}_{t\in \mathbb{R}^{>0}}$ converges both almost surely and in the $\mathcal{L}^1$ sense to some deterministic number $l>0$. For $H>1/2$, we first show that $\lim_{t\rightarrow \infty} \frac{1}{t}\log u(t)$ exists both almost surely and in the $\mathcal{L}^1$ sense, and equals a strictly positive deterministic number (possibly $+\infty$); hence almost surely $u(t)$ grows asymptotically at least like $e^{a t}$ for some deterministic constant $a>0$. On the other hand, we also show that almost surely and in the $\mathcal{L}^1$ sense, $\limsup_{t\rightarrow \infty} \frac{1}{t\sqrt{\log t}}\log u(t)$ is a deterministic finite real number (possibly zero), hence proving that almost surely $u(t)$ grows asymptotically at most like $e^{b t\sqrt{\log t}}$ for some deterministic positive constant $b$. Finally, for $H>1/2$ when $\mathbb{Z}^d$ is replaced by a circle endowed with a Hölder continuous covariance function, we show that $\limsup_{t\rightarrow \infty} \frac{1}{t}\log u(t)$ is a finite deterministic positive number, hence proving that almost surely $u(t)$ grows asymptotically at most like $e^{c t}$ for some deterministic positive constant $c$.

math.PR↗

arXiv2010

Lyapunov exponents of Green's functions for random potentials tending to zero

We consider quenched and annealed Lyapunov exponents for the Green's function of $-Δ+γV$, where the potentials $V(x), x\in\Z^d$, are i.i.d. nonnegative random variables and $γ>0$ is a scalar. We present a probabilistic proof that both Lyapunov exponents scale like $c\sqrtγ$ as $γ$ tends to 0. Here the constant $c$ is the same for the quenched as for the annealed exponent and is computed explicitly. This improves results obtained previously by Wei-Min Wang. We also consider other ways to send the potential to zero than multiplying it by a small number.

math.PR↗