arXiv subjects

Yuval Peres

Publications and source records attributed to Yuval Peres.

At least 217 records · Page 12Linked to original sources

arXiv2009

Scaling Limits for Internal Aggregation Models with Multiple Sources

We study the scaling limits of three different aggregation models on Z^d: internal DLA, in which particles perform random walks until reaching an unoccupied site; the rotor-router model, in which particles perform deterministic analogues of random walks; and the divisible sandpile, in which each site distributes its excess mass equally among its neighbors. As the lattice spacing tends to zero, all three models are found to have the same scaling limit, which we describe as the solution to a certain PDE free boundary problem in R^d. In particular, internal DLA has a deterministic scaling limit. We find that the scaling limits are quadrature domains, which have arisen independently in many fields such as potential theory and fluid dynamics. Our results apply both to the case of multiple point sources and to the Diaconis-Fulton smash sum of domains.

math.PR↗

arXiv2009

$L_p$ compression, traveling salesmen, and stable walks

We show that if $H$ is a group of polynomial growth whose growth rate is at least quadratic then the $L_p$ compression of the wreath product $\Z\bwr H$ equals $\max{\frac{1}{p},{1/2}}$. We also show that the $L_p$ compression of $\Z\bwr \Z$ equals $\max{\frac{p}{2p-1},\frac23}$ and the $L_p$ compression of $(\Z\bwr\Z)_0$ (the zero section of $\Z\bwr \Z$, equipped with the metric induced from $\Z\bwr \Z$) equals $\max{\frac{p+1}{2p},\frac34}$. The fact that the Hilbert compression exponent of $\Z\bwr\Z$ equals $\frac23$ while the Hilbert compression exponent of $(\Z\bwr\Z)_0$ equals $\frac34$ is used to show that there exists a Lipschitz function $f:(\Z\bwr\Z)_0\to L_2$ which cannot be extended to a Lipschitz function defined on all of $\Z\bwr \Z$.

math.MG↗

arXiv2009

Phase Transitions in Gravitational Allocation

Given a Poisson point process of unit masses (``stars'') in dimension d>=3, Newtonian gravity partitions space into domains of attraction (cells) of equal volume. In earlier work, we showed the diameters of these cells have exponential tails. Here we analyze the quantitative geometry of the cells and show that their large deviations occur at the stretched-exponential scale. More precisely, the probability that mass exp(-R^gamma) in a cell travels distance R decays like exp(-R^f_d(gamma)) where we identify the functions f_d exactly. These functions are piecewise smooth and the discontinuities of f_d' represent phase transitions. In dimension d=3, the large deviation is due to a ``distant attracting galaxy'' but a phase transition occurs when f_3(gamma)=1 (at that point, the fluctuations due to individual stars dominate). When d>=5, the large deviation is due to a thin tube (a ``wormhole'') along which the star density increases monotonically, until the point f_d(gamma)=1 (where again fluctuations due to individual stars dominate). In dimension 4 we find a double phase transition, where the transition between low-dimensional behavior (attracting galaxy) and high-dimensional behavior (wormhole) occurs at gamma=4/3. As consequences, we determine the tail behavior of the distance from a star to a uniform point in its cell, and prove a sharp lower bound for the tail probability of the cell's diameter, matching our earlier upper bound.

math.PR↗

arXiv2009

The infinite valley for a recurrent random walk in random environment

We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the - suitably centered - empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution of a random walk in an infinite valley. The construction of the infinite valley goes back to Golosov. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the RWRE and also determine the exact constant in the almost sure upper limit of the maximal local time.

math.PR↗

arXiv2009

Is the critical percolation probability local?

We show that the critical probability for percolation on a d-regular non-amenable graph of large girth is close to the critical probability for percolation on an infinite d-regular tree. This is a special case of a conjecture due to O. Schramm on the locality of p_c. We also prove a finite analogue of the conjecture for expander graphs.

math.PR↗

arXiv2009

Mixing time of critical Ising model on trees is polynomial in the height

In the heat-bath Glauber dynamics for the Ising model on the lattice, physicists believe that the spectral gap of the continuous-time chain exhibits the following behavior. For some critical inverse-temperature $β_c$, the inverse-gap is bounded for $β< β_c$, polynomial in the surface area for $β= β_c$ and exponential in it for $β> β_c$. This has been proved for $\Z^2$ except at criticality. So far, the only underlying geometry where the critical behavior has been confirmed is the complete graph. Recently, the dynamics for the Ising model on a regular tree, also known as the Bethe lattice, has been intensively studied. The facts that the inverse-gap is bounded for $β< β_c$ and exponential for $β> β_c$ were established, where $β_c$ is the critical spin-glass parameter, and the tree-height $h$ plays the role of the surface area. In this work, we complete the picture for the inverse-gap of the Ising model on the $b$-ary tree, by showing that it is indeed polynomial in $h$ at criticality. The degree of our polynomial bound does not depend on $b$, and furthermore, this result holds under any boundary condition. We also obtain analogous bounds for the mixing-time of the chain. In addition, we study the near critical behavior, and show that for $β> β_c$, the inverse-gap and mixing-time are both $\exp[Θ((β-β_c) h)]$.

math.PR↗

arXiv2008

Censored Glauber Dynamics for the mean field Ising Model

We study Glauber dynamics for the Ising model on the complete graph on $n$ vertices, known as the Curie-Weiss Model. It is well known that at high temperature ($β< 1$) the mixing time is $Θ(n\log n)$, whereas at low temperature ($β> 1$) it is $\exp(Θ(n))$. Recently, Levin, Luczak and Peres considered a censored version of this dynamics, which is restricted to non-negative magnetization. They proved that for fixed $β> 1$, the mixing-time of this model is $Θ(n\log n)$, analogous to the high-temperature regime of the original dynamics. Furthermore, they showed \emph{cutoff} for the original dynamics for fixed $β<1$. The question whether the censored dynamics also exhibits cutoff remained unsettled. In a companion paper, we extended the results of Levin et al. into a complete characterization of the mixing-time for the Currie-Weiss model. Namely, we found a scaling window of order $1/\sqrt{n}$ around the critical temperature $β_c=1$, beyond which there is cutoff at high temperature. However, determining the behavior of the censored dynamics outside this critical window seemed significantly more challenging. In this work we answer the above question in the affirmative, and establish the cutoff point and its window for the censored dynamics beyond the critical window, thus completing its analogy to the original dynamics at high temperature. Namely, if $β= 1 + δ$ for some $δ> 0$ with $δ^2 n \to \infty$, then the mixing-time has order $(n / δ)\log(δ^2 n)$. The cutoff constant is $(1/2+[2(ζ^2 β/ δ- 1)]^{-1})$, where $ζ$ is the unique positive root of $g(x)=\tanh(βx)-x$, and the cutoff window has order $n / δ$.

math.PR↗

arXiv2008

Finding Sparse Cuts Locally Using Evolving Sets

A {\em local graph partitioning algorithm} finds a set of vertices with small conductance (i.e. a sparse cut) by adaptively exploring part of a large graph $G$, starting from a specified vertex. For the algorithm to be local, its complexity must be bounded in terms of the size of the set that it outputs, with at most a weak dependence on the number $n$ of vertices in $G$. Previous local partitioning algorithms find sparse cuts using random walks and personalized PageRank. In this paper, we introduce a randomized local partitioning algorithm that finds a sparse cut by simulating the {\em volume-biased evolving set process}, which is a Markov chain on sets of vertices. We prove that for any set of vertices $A$ that has conductance at most $ϕ$, for at least half of the starting vertices in $A$ our algorithm will output (with probability at least half), a set of conductance $O(ϕ^{1/2} \log^{1/2} n)$. We prove that for a given run of the algorithm, the expected ratio between its computational complexity and the volume of the set that it outputs is $O(ϕ^{-1/2} polylog(n))$. In comparison, the best previous local partitioning algorithm, due to Andersen, Chung, and Lang, has the same approximation guarantee, but a larger ratio of $O(ϕ^{-1} polylog(n))$ between the complexity and output volume. Using our local partitioning algorithm as a subroutine, we construct a fast algorithm for finding balanced cuts. Given a fixed value of $ϕ$, the resulting algorithm has complexity $O((m+nϕ^{-1/2}) polylog(n))$ and returns a cut with conductance $O(ϕ^{1/2} \log^{1/2} n)$ and volume at least $v_ϕ/2$, where $v_ϕ$ is the largest volume of any set with conductance at most $ϕ$.

cs.DS↗

arXiv2008

Strong Spherical Asymptotics for Rotor-Router Aggregation and the Divisible Sandpile

The rotor-router model is a deterministic analogue of random walk. It can be used to define a deterministic growth model analogous to internal DLA. We prove that the asymptotic shape of this model is a Euclidean ball, in a sense which is stronger than our earlier work. For the shape consisting of $n=ω_d r^d$ sites, where $ω_d$ is the volume of the unit ball in $\R^d$, we show that the inradius of the set of occupied sites is at least $r-O(\log r)$, while the outradius is at most $r+O(r^α)$ for any $α> 1-1/d$. For a related model, the divisible sandpile, we show that the domain of occupied sites is a Euclidean ball with error in the radius a constant independent of the total mass. For the classical abelian sandpile model in two dimensions, with $n=πr^2$ particles, we show that the inradius is at least $r/\sqrt{3}$, and the outradius is at most $(r+o(r))/\sqrt{2}$. This improves on bounds of Le Borgne and Rossin. Similar bounds apply in higher dimensions.

math.PR↗

arXiv2008

Total-variation cutoff in birth-and-death chains

The cutoff phenomenon describes a case where a Markov chain exhibits a sharp transition in its convergence to stationarity. In 1996, Diaconis surveyed this phenomenon, and asked how one could recognize its occurrence in families of finite ergodic Markov chains. In 2004, the third author noted that a necessary condition for cutoff in a family of reversible chains is that the product of the mixing-time and spectral-gap tends to infinity, and conjectured that in many settings, this condition should also be sufficient. Diaconis and Saloff-Coste (2006) verified this conjecture for continuous-time birth-and-death chains, started at an endpoint, with convergence measured in separation. It is natural to ask whether the conjecture holds for these chains in the more widely used total-variation distance. In this work, we confirm the above conjecture for all continuous-time or lazy discrete-time birth-and-death chains, with convergence measured via total-variation distance. Namely, if the product of the mixing-time and spectral-gap tends to infinity, the chains exhibit cutoff at the maximal hitting time of the stationary distribution median, with a window of at most the geometric mean between the relaxation-time and mixing-time. In addition, we show that for any lazy (or continuous-time) birth-and-death chain with stationary distribution $π$, the separation $1 - p^t(x,y)/π(y)$ is maximized when $x,y$ are the endpoints. Together with the above results, this implies that total-variation cutoff is equivalent to separation cutoff in any family of such chains.

math.PR↗

arXiv2008

Critical random graphs: Diameter and mixing time

Let $\mathcal{C}_1$ denote the largest connected component of the critical Erdős--Rényi random graph $G(n,{\frac{1}{n}})$. We show that, typically, the diameter of $\mathcal{C}_1$ is of order $n^{1/3}$ and the mixing time of the lazy simple random walk on $\mathcal{C}_1$ is of order $n$. The latter answers a question of Benjamini, Kozma and Wormald. These results extend to clusters of size $n^{2/3}$ of $p$-bond percolation on any $d$-regular $n$-vertex graph where such clusters exist, provided that $p(d-1)\le1+O(n^{-1/3})$.

math.PR↗

arXiv2008

Card shuffling and diophantine approximation

The ``overlapping-cycles shuffle'' mixes a deck of $n$ cards by moving either the $n$th card or the $(n-k)$th card to the top of the deck, with probability half each. We determine the spectral gap for the location of a single card, which, as a function of $k$ and $n$, has surprising behavior. For example, suppose $k$ is the closest integer to $αn$ for a fixed real $α\in(0,1)$. Then for rational $α$ the spectral gap is $Θ(n^{-2})$, while for poorly approximable irrational numbers $α$, such as the reciprocal of the golden ratio, the spectral gap is $Θ(n^{-3/2})$.

math.PR↗

arXiv2008

The mixing time evolution of Glauber dynamics for the mean-field Ising model

We consider Glauber dynamics for the Ising model on the complete graph on $n$ vertices, known as the Curie-Weiss model. It is well-known that the mixing-time in the high temperature regime ($β< 1$) has order $n\log n$, whereas the mixing-time in the case $β> 1$ is exponential in $n$. Recently, Levin, Luczak and Peres proved that for any fixed $β< 1$ there is cutoff at time $[2(1-β)]^{-1} n\log n$ with a window of order $n$, whereas the mixing-time at the critical temperature $β=1$ is $Θ(n^{3/2})$. It is natural to ask how the mixing-time transitions from $Θ(n\log n)$ to $Θ(n^{3/2})$ and finally to $\exp(Θ(n))$. That is, how does the mixing-time behave when $β=β(n)$ is allowed to tend to 1 as $n\to\infty$. In this work, we obtain a complete characterization of the mixing-time of the dynamics as a function of the temperature, as it approaches its critical point $β_c=1$. In particular, we find a scaling window of order $1/\sqrt{n}$ around the critical temperature. In the high temperature regime, $β= 1 - δ$ for some $0 < δ< 1$ so that $δ^2 n \to\infty$ with $n$, the mixing-time has order $(n/δ)\log(δ^2 n)$, and exhibits cutoff with constant 1/2 and window size $n/δ$. In the critical window, $β= 1\pm δ$ where $δ^2 n$ is O(1), there is no cutoff, and the mixing-time has order $n^{3/2}$. At low temperature, $β= 1 + δ$ for $δ> 0$ with $δ^2 n \to\infty$ and $δ=o(1)$, there is no cutoff, and the mixing time has order $(n/δ)\exp(({3/4}+o(1))δ^2 n)$.

math.PR↗

arXiv2008

Tug of war with noise: a game theoretic view of the p-Laplacian

Fix a bounded domain Omega in R^d, a continuous function F on the boundary of Omega, and constants epsilon>0, p>1, and q>1 with p^{-1} + q^{-1} = 1. For each x in Omega, let u^epsilon(x) be the value for player I of the following two-player, zero-sum game. The initial game position is x. At each stage, a fair coin is tossed and the player who wins the toss chooses a vector v of length at most epsilon to add to the game position, after which a random ``noise vector'' with mean zero and variance (q/p)|v|^2 in each orthogonal direction is also added. The game ends when the game position reaches some y on the boundary of Omega, and player I's payoff is F(y). We show that (for sufficiently regular Omega) as epsilon tends to zero the functions u^epsilon converge uniformly to the unique p-harmonic extension of F. Using a modified game (in which epsilon gets smaller as the game position approaches the boundary), we prove similar statements for general bounded domains Omega and resolutive functions F. These games and their variants interpolate between the tug of war games studied by Peres, Schramm, Sheffield, and Wilson (p=infinity) and the motion-by-curvature games introduced by Spencer and studied by Kohn and Serfaty (p=1). They generalize the relationship between Brownian motion and the ordinary Laplacian and yield new results about p-capacity and p-harmonic measure.

math.AP↗

arXiv2008

A transient Markov chain with finitely many cutpoints

We give an example of a transient reversible Markov chain that almost surely has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer Kaimanovich's question when the Markov chain is a nearest-neighbor random walk on a tree.

math.PR↗

arXiv2008

Tug-of-war and the infinity Laplacian

We prove that every bounded Lipschitz function F on a subset Y of a length space X admits a tautest extension to X, i.e., a unique Lipschitz extension u for which Lip_U u = Lip_{boundary of U} u for all open subsets U of X that do not intersect Y. This was previously known only for bounded domains R^n, in which case u is infinity harmonic, that is, a viscosity solution to Delta_infty u = 0. We also prove the first general uniqueness results for Delta_infty u = g on bounded subsets of R^n (when g is uniformly continuous and bounded away from zero), and analogous results for bounded length spaces. The proofs rely on a new game-theoretic description of u. Let u^epsilon(x) be the value of the following two-player zero-sum game, called tug-of-war: fix x_0=x \in X minus Y. At the kth turn, the players toss a coin and the winner chooses an x_k with d(x_k, x_{k-1})< epsilon. The game ends when x_k is in Y, and player one's payoff is F(x_k) - (epsilon^2/2) sum_{i=0}^{k-1} g(x_i) We show that the u^εconverge uniformly to u as epsilon tends to zero. Even for bounded domains in R^n, the game theoretic description of infinity-harmonic functions yields new intuition and estimates; for instance, we prove power law bounds for infinity-harmonic functions in the unit disk with boundary values supported in a delta-neighborhood of a Cantor set on the unit circle.

math.AP↗

arXiv2008

Resonance between Cantor sets

Let $C_a$ be the central Cantor set obtained by removing a central interval of length $1-2a$ from the unit interval, and continuing this process inductively on each of the remaining two intervals. We prove that if $\log b/\log a$ is irrational, then \[ \dim(C_a+C_b) = \min(\dim(C_a) + \dim(C_b),1), \] where $\dim$ is Hausdorff dimension. More generally, given two self-similar sets $K,K'$ in $\RR$ and a scaling parameter $s>0$, if the dimension of the arithmetic sum $K+sK'$ is strictly smaller than $\dim(K)+\dim(K') \le 1$ (``geometric resonance''), then there exists $r<1$ such that all contraction ratios of the similitudes defining $K$ and $K'$ are powers of $r$ (``algebraic resonance''). Our method also yields a new result on the projections of planar self-similar sets generated by an iterated function system that includes a scaled irrational rotation.

math.CA↗

arXiv2008

Dynamical sensitivity of the infinite cluster in critical percolation

In dynamical percolation, the status of every bond is refreshed according to an independent Poisson clock. For graphs which do not percolate at criticality, the dynamical sensitivity of this property was analyzed extensively in the last decade. Here we focus on graphs which percolate at criticality, and investigate the dynamical sensitivity of the infinite cluster. We first give two examples of bounded degree graphs, one which percolates for all times at criticality and one which has exceptional times of nonpercolation. We then make a nearly complete analysis of this question for spherically symmetric trees with spherically symmetric edge probabilities bounded away from 0 and 1. One interesting regime occurs when the expected number of vertices at the nth level that connect to the root at a fixed time is of order n(\log n)^α. R. Lyons (1990) showed that at a fixed time, there is an infinite cluster a.s. if and only if α>1. We prove that the probability that there is an infinite cluster at all times is 1 if α> 2, while this probability is 0 if 1<α\le 2. Within the regime where a.s. there is an infinite cluster at all times, there is yet another type of ``phase transition'' in the behavior of the process: if the expected number of vertices at the nth level connecting to the root at a fixed time is of order n^θwith θ> 2, then the number of connected components of the set of times in [0,1] at which the root does not percolate is finite a.s., while if 1<θ< 2, then the number of such components is infinite with positive probability.

math.PR↗