arXiv subjects

Yuval Peres

Publications and source records attributed to Yuval Peres.

At least 271 records · Page 15Linked to original sources

arXiv2004

Noise Stability of Weighted Majority

Benjamini, Kalai and Schramm (2001) showed that weighted majority functions of $n$ independent unbiased bits are uniformly stable under noise: when each bit is flipped with probability $ε$, the probability $p_ε$ that the weighted majority changes is at most $Cε^{1/4}$. They asked what is the best possible exponent that could replace 1/4. We prove that the answer is 1/2. The upper bound obtained for $p_ε$ is within a factor of $\sqrt{π/2}+o(1)$ from the known lower bound when $ε\to 0$ and $nε\to \infty$.

math.PR↗

arXiv2004

Markov chains in smooth Banach spaces and Gromov hyperbolic metric spaces

A metric space $X$ has {\em Markov type} 2, if for any reversible finite-state Markov chain $\{Z_t\}$ (with $Z_0$ chosen according to the stationary distribution) and any map $f$ from the state space to $X$, the distance $D_t$ from $f(Z_0)$ to $f(Z_t)$ satisfies $\E(D_t^2) \le K^2 t \E(D_1^2)$ for some $K=K(X)<\infty$. This notion is due to K. Ball (1992), who showed its importance for the Lipschitz extension problem. However until now, only Hilbert space (and its bi-Lipschitz equivalents) were known to have Markov type 2. We show that every Banach space with modulus of smoothness of power type 2 (in particular, $L_p$ for $p>2$) has Markov type 2; this proves a conjecture of Ball. We also show that trees, hyperbolic groups and simply connected Riemannian manifolds of pinched negative curvature have Markov type 2. Our results are applied to settle several conjectures on Lipschitz extensions and embeddings. In particular, we answer a question posed by Johnson and Lindenstrauss in 1982, by showing that for $1<q<2<p<\infty$, any Lipschitz mapping from a subset of $L_p$ to $L_q$ has a Lipschitz extension defined on all of $L_p$.

math.FA↗

arXiv2004

Recurrent graphs where two independent random walks collide finitely often

We present a class of graphs where simple random walk is recurrent, yet two independent walkers meet only finitely many times almost surely. In particular, the comb lattice, obtained from Z^2 by removing all horizontal edges off the X-axis, has this property. We also conjecture that the same property holds for some other graphs, including the incipient infinite cluster for critical percolation in Z^2.

math.PR↗

arXiv2004

The sharp Hausdorff measure condition for length of projections

In a recent paper, Pertti Mattila asked which gauge functions $ϕ$ have the property that for any planar Borel set $A$ with positive Hausdorff measure in gauge $ϕ$, the projection of $A$ to almost every line has positive length. We show that integrability near zero of $ϕ(r)/(r^2)$, which is known to be sufficient for this property, is also necessary if $ϕ$ is regularly varying. Our proof is based on a random construction adapted to the gauge function.

math.CA↗

arXiv2004

Shuffling by semi-random transpositions

In the cyclic-to-random shuffle, we are given n cards arranged in a circle. At step k, we exchange the k'th card along the circle with a uniformly chosen random card. The problem of determining the mixing time of the cyclic-to-random shuffle was raised by Aldous and Diaconis in 1986. Recently, Mironov used this shuffle as a model for the cryptographic system known as ``RC4'' and proved an upper bound of O(n log n) for the mixing time. We prove a matching lower bound, thus establishing that the mixing time is indeed of order $Θ(n \log n)$. We also prove an upper bound of O(n log n) for the mixing time of any ``semi-random transposition shuffle'', i.e., any shuffle in which a random card is exchanged with another card chosen according to an arbitrary (deterministic or random) rule. To prove our lower bound, we exhibit an explicit complex-valued test function which typically takes very different values for permutations arising from the cyclic-to-random-shuffle and for uniform random permutations; we expect that this test function may be useful in future analysis of RC4. Perhaps surprisingly, the proof hinges on the fact that the function exp(z)-1 has nonzero fixed points in the complex plane. A key insight from our work is the importance of complex analysis tools for uncovering structure in nonreversible Markov chains.

math.PR↗

arXiv2004

Mixing times for random walks on finite lamplighter groups

Given a finite graph G, a vertex of the lamplighter graph consists of a zero-one labeling of the vertices of G, and a marked vertex of G. For transitive graphs G, we show that, up to constants, the relaxation time for simple random walk in corresponding lamplighter graph is the maximal hitting time for simple random walk in G, while the mixing time in total variation on the lamplighter graph is the expected cover time on G. The mixing time in the uniform metric on the lamplighter graph admits a sharp threshold, and equals |G| multiplied by the relaxation time on G, up to a factor of log |G|. For the lamplighter group over the discrete two dimensional torus of sidelength n, the relaxation time is of order n^2 log n, the total variation mixing time is of order n^2 log^2 n, and the uniform mixing time is of order n^4. In dimension d>2, the relaxation time is of order n^d, the total variation mixing time is of order n^d log n, and the uniform mixing time is of order n^{d+2}. These are the first examples we know of of finite transitive graphs with uniformly bounded degrees where these three mixing time parameters are of different orders of magnitude.

math.PR↗

arXiv2004

Conceptual Proofs of L log L Criteria

The Kesten-Stigum Theorem is a fundamental criterion for the rate of growth of a supercritical branching process, showing that an L log L condition is decisive. In critical and subcritical cases, results of Kolmogorov and later authors give the rate of decay of the probability that the process survives at least n generations. We give conceptual proofs of these theorems based on comparisons of Galton-Watson measure to another measure on the space of trees. This approach also explains Yaglom's exponential limit law for conditioned critical branching processes via a simple characterization of the exponential distribution.

math.PR↗

arXiv2004

Random Walks in Varying Dimensions

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two symmetric step distributions of bounded support.

math.PR↗

arXiv2004

On which graphs are all random walks in random environments transient?

An infinite graph G has the property that a random walk in random environment on G defined by i.i.d. resistances with any common distribution is almost surely transient, if and only if for some p<1, simple random walk is transient on a percolation cluster of G under bond percolation with parameter p.

math.PR↗

arXiv2004

The trace of spatial Brownian motion is capacity-equivalent to the unit square

We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel f(|x-y|), is bounded above and below by constant multiples of the energy of Lebesgue measure on the unit square. (The constants are random, but do not depend on the kernel.) As an application, we give almost-sure asymptotics for the probability that an alpha-stable process approaches within epsilon of B[0,1], conditional on B[0,1]. The upper bound on energy is based on a strong law for the approximate self-intersections of the Brownian path. We also prove analogous capacity estimates for planar Brownian motion and for the zero-set of one-dimensional Brownian motion.

math.PR↗

arXiv2004

Non-amenable products are not treeable

Let X and Y be infinite graphs, such that the automorphism group of X is nonamenable, and the automorphism group of Y has an infinite orbit. We prove that there is no automorphism-invariant measure on the set of spanning trees in the direct product X times Y. This implies that the minimal spanning forest corresponding to i.i.d. edge-weights in such a product, has infinitely many connected components almost surely.

math.PR↗

arXiv2004

Where did the Brownian particle go?

Consider the radial projection onto the unit sphere of the path a d-dimensional Brownian motion W, started at the center of the sphere and run for unit time. Given the occupation measure mu of this projected path, what can be said about the terminal point W(1), or about the range of the original path? In any dimension, for each Borel set A subseteq S^{d-1}, the conditional probability that the projection of W(1) is in A given mu(A) is just mu(A). Nevertheless, in dimension d>=3, both the range and the terminal point of W can be recovered with probability 1 from mu. In particular, for d>=3 the conditional law of the projection of W(1) given mu is not mu. In dimension~2 we conjecture that the projection of W(1) cannot be recovered almost surely from mu, and show that the conditional law of the projection of W(1) given mu is not mu.

math.PR↗

arXiv2004

A phase transition in random coin tossing

Suppose that a coin with bias theta is tossed at renewal times of a renewal process, and a fair coin is tossed at all other times. Let mu_θbe the distribution of the observed sequence of coin tosses, and let u_n denote the chance of a renewal at time n. Harris and Keane showed that if sum_{n=1}^infty u_n^2=\infty, then mu_theta and μ_0 are singular, while if sum_{n=1}^{infty} u_n^2 theta_c, they are singular. We also prove that when u_n=O(n^{-1}), the measures mu_theta for theta in [-1,1] are all mutually absolutely continuous.

math.PR↗

arXiv2004

Critical RWRE on trees and tree-indexed random walks

We study the behavior of Random Walk in Random Environment (RWRE) on trees in the critical case left open in previous work. Representing the random walk by an electrical network, we assume that the ratios of resistances of neighboring edges of a tree Gamma are i.i.d.random variables whose logarithms have mean zero and finite variance. Then the resulting RWRE is transient if simple random walk on Gamma is transient, but not vice versa. We obtain general transience criteria for such walks, which are sharp for symmetric trees of polynomial growth. In order to prove these criteria, we establish results on boundary crossing by tree-indexed random walks. These results rely on comparison inequalities for percolation processes on trees and on some new estimates of boundary crossing probabilities for ordinary mean-zero finite variance random walks in one dimension, which are of independent interest.

math.PR↗

arXiv2004

Domination Between Trees and Application to an Explosion Problem

We define a notion of stochastic domination between trees, where one tree dominates another if when the vertices of each are labeled with independent, identically distributed random variables, one tree is always more likely to contain a path with a specified property. Sufficient conditions for this kind of domination are (1) more symmetry and (2) earlier branching. We apply these conditions to the problem of determining how fast a tree must grow before first-passage percolation on the tree exhibits an explosion, that is to say, infinitely many vertices are reached in finite time. For a tree in which each vertex at distance n-1 from the root has f(n) offspring, f nondecreasing, an explosion occurs with exponentially distributed passage times if and only if sum f(n)^{-1}<infty.

math.PR↗

arXiv2004

Planar first-passage percolation times are not tight

We consider first-passage percolation on the two-dimensional integer lattice Z^2 with passage times that are IID exponentials of mean one. It has been conjectured, based on numerical evidence, that the variance of the time T(0,n) to reach the vertex (0,n) is of order n^{2/3}. Kesten showed that the variance of T(0,n) is at O(n). He also noted that the variance is bounded away from zero. This note improves the lower bound on the variance of T(0,n) to C log n. Simultaneously and independently, Newman and Piza have achieved the same result for {0,1}-valued passage times. Their methods extend to more general passage times, while ours work only for exponential times. On the other hand, our theorem shows that the variance comes from fluctuations of nonvanishing probability in the sense that, as n->infty, the law of T(0,n) is not tight about its median. Very recently, Newman and Piza showed that the log n may be improved to a power of n for directions in which the shape is not flat (it is not known whether the shape can be flat in any direction). As pointed out to us by Harry Kesten, in the exponential case this may also be obtained via the method given here.

math.PR↗

arXiv2004

Galton-Watson Trees with the Same Mean Have the Same Polar Sets

Evans defines a notion of what it means for a set B to be polar for a process indexed by a tree. The main result herein is that a tree picked from a Galton-Watson measure whose offspring distribution has mean m and finite variance will almost surely have precisely the same polar sets as a deterministic tree of the same growth rate. This implies that deterministic and nondeterministic trees behave identically in a variety of probability models. Mapping subsets of Euclidean space to trees and polar sets to capacity criteria, it follows that certain random Cantor sets are capacity-equivalent to each other and to deterministic Cantor sets. An extension to branching processes in varying environment is also obtained.

math.PR↗

arXiv2004

Martin Capacity for Markov Chains

The probability that a transient Markov chain, or a Brownian path, will ever visit a given set Lambda, is classically estimated using the capacity of Lambda with respect to the Green kernel G(x,y). We show that replacing the Green kernel by the Martin kernel G(x,y)/G(0,y) yields improved estimates, which are exact up to a factor of 2. These estimates are applied to random walks on lattices, and also to explain a connection found by R. Lyons between capacity and percolation on trees.

math.PR↗