arXiv subjects

Yuval Peres

Publications and source records attributed to Yuval Peres.

288 records · Page 16Linked to original sources

arXiv2004

Glauber Dynamics on Trees and Hyperbolic Graphs

We study continuous time Glauber dynamics for random configurations with local constraints (e.g. proper coloring, Ising and Potts models) on finite graphs with $n$ vertices and of bounded degree. We show that the relaxation time (defined as the reciprocal of the spectral gap $|λ_1-λ_2|$) for the dynamics on trees and on planar hyperbolic graphs, is polynomial in $n$. For these hyperbolic graphs, this yields a general polynomial sampling algorithm for random configurations. We then show that if the relaxation time $τ_2$ satisfies $τ_2=O(1)$, then the correlation coefficient, and the mutual information, between any local function (which depends only on the configuration in a fixed window) and the boundary conditions, decays exponentially in the distance between the window and the boundary. For the Ising model on a regular tree, this condition is sharp.

math.PR↗

arXiv2004

Identifying several biased coins encountered by a hidden random walk

Suppose that attached to each site z in Z is a coin with bias theta(z), and only finitely many of these coins have non-zero bias. Allow a simple random walker to generate observations by tossing, at each move, the coin attached to its current position. Then we can determine the biases {theta(z) : z in Z}, using only the outcomes of these coin tosses and no information about the path of the random walker, up to a shift and reflection of Z. This generalizes a result of Harris and Keane.

math.PR↗

arXiv2003

Cover Times for Brownian Motion and Random Walks in Two Dimensions

Let T(x,r) denote the first hitting time of the disc of radius r centered at x for Brownian motion on the two dimensional torus. We prove that sup_{x} T(x,r)/|log r|^2 --> 2/pi as r --> 0. The same applies to Brownian motion on any smooth, compact connected, two-dimensional, Riemannian manifold with unit area and no boundary. As a consequence, we prove a conjecture, due to Aldous (1989), that the number of steps it takes a simple random walk to cover all points of the lattice torus Z_n^2 is asymptotic to (2n log n)^2/pi. Determining these asymptotics is an essential step toward analyzing the fractal structure of the set of uncovered sites before coverage is complete; so far, this structure was only studied non-rigorously in the physics literature. We also establish a conjecture, due to Kesten and Revesz, that describes the asymptotics for the number of steps needed by simple random walk in Z^2 to cover the disc of radius n.

math.PR↗

arXiv2003

The Threshold for Random k-SAT is 2^k ln2 - O(k)

Let F be a random k-SAT formula on n variables, formed by selecting uniformly and independently m = rn out of all possible k-clauses. It is well-known that if r>2^k ln 2, then the formula F is unsatisfiable with probability that tends to 1 as n tends to infinity. We prove that there exists a sequence t_k = O(k) such that if r < 2^k ln 2 - t_k, then the formula F is satisfiable with probability that tends to 1 as n tends to infinity. Our technique yields an explicit lower bound for the random k-SAT threshold for every k. For k>3 this improves upon all previously known lower bounds. For example, when k=10 our lower bound is 704.94 while the upper bound is 708.94.

cs.CC↗

arXiv2003

An invariant of finitary codes with finite expected square root coding length

Let $p$ and $q$ be probability vectors with the same entropy $h$. Denote by $B(p)$ the Bernoulli shift indexed by $\Z$ with marginal distribution $p$. Suppose that $ϕ$ is a measure preserving homomorphism from $B(p)$ to $B(q)$. We prove that if the coding length of $ϕ$ has a finite 1/2 moment, then $σ_p^2=σ_q^2$, where $σ_p^2=\sum_i p_i(-\log p_i-h)^2$ is the {\dof informational variance} of $p$. In this result, which sharpens a theorem of Parry (1979), the 1/2 moment cannot be replaced by a lower moment. On the other hand, for any $θ<1$, we exhibit probability vectors $p$ and $q$ that are not permutations of each other, such that there exists a finitary isomorphism $Φ$ from $B(p)$ to $B(q)$ where the coding lengths of $Φ$ and of its inverse have a finite $θ$ moment. We also present an extension to ergodic Markov chains.

math.PR↗

arXiv2003

On the Maximum Satisfiability of Random Formulas

Maximum satisfiability is a canonical NP-hard optimization problem that appears empirically hard for random instances. Let us say that a Conjunctive normal form (CNF) formula consisting of $k$-clauses is $p$-satisfiable if there exists a truth assignment satisfying $1-2^{-k}+p 2^{-k}$ of all clauses (observe that every $k$-CNF is 0-satisfiable). Also, let $F_k(n,m)$ denote a random $k$-CNF on $n$ variables formed by selecting uniformly and independently $m$ out of all possible $k$-clauses. It is easy to prove that for every $k>1$ and every $p$ in $(0,1]$, there is $R_k(p)$ such that if $r >R_k(p)$, then the probability that $F_k(n,rn)$ is $p$-satisfiable tends to 0 as $n$ tends to infinity. We prove that there exists a sequence $δ_k \to 0$ such that if $r <(1-δ_k) R_k(p)$ then the probability that $F_k(n,rn)$is $p$-satisfiable tends to 1 as $n$ tends to infinity. The sequence $δ_k$ tends to 0 exponentially fast in $k$.

math.PR↗

arXiv2003

Brownian intersections, cover times and thick points via trees

There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint work with A. Dembo, J. Rosen and O. Zeitouni. As a consequence, we proved two conjectures about simple random walk in two dimensions: The first, due to Erdős and Taylor (1960), involves the number of visits to the most visited lattice site in the first $n$ steps of the walk. The second, due to Aldous (1989), concerns the number of steps it takes a simple random walk to cover all points of the $n$ by $n$ lattice torus. The goal of the lecture is to relate how methods from probability on trees can be applied to random walks and Brownian motion in Euclidean space.

math.PR↗

arXiv2003

New coins from old: computing with unknown bias

Suppose that we are given a function f : (0,1) -> (0,1) and, for some unknown p in (0,1), a sequence of independent tosses of a p-coin (i.e., a coin with probability p of ``heads''). For which functions f is it possible to simulate an f(p)-coin?; This question was raised by S. Asmussen and J. Propp. A simple simulation scheme for the constant function 1/2 was described by von Neumann (1951); this scheme can be easily implemented using a finite automaton. We prove that in general, an f(p)-coin can be simulated by a finite automaton for all p in (0,1), if and only if f is a rational function over Q. We also show that if an f(p)-coin can be simulated by a pushdown automaton, then f is an algebraic function over Q; however, pushdown automata can simulate f(p)-coins for certain non-rational functions such as the square root of p. These results complement the work of Keane and O'Brien (1994), who determined the functions $f$ for which an f(p)-coin can be simulated when there are no computational restrictions on the simulation scheme.

math.PR↗

arXiv2003

Geometry of the Uniform Spanning Forest: Transitions in Dimensions 4, 8, 12

The uniform spanning forest (USF) in Z^d is the weak limit of random, uniformly chosen, spanning trees in [-n,n]^d. Pemantle proved that the USF consists a.s. of a single tree if and only if d <= 4. We prove that any two components of the USF in Z^d are adjacent a.s. if 5 <= d <= 8, but not if d >= 9. More generally, let N(x,y) be the minimum number of edges outside the USF in a path joining x and y in Z^d. Then a.s. max{N(x,y) : x,y in Z^d} is the integer part of (d-1)/4. The notion of stochastic dimension for random relations in the lattice is introduced and used in the proof.

math.PR↗

arXiv2003

The speed of biased random walk on percolation clusters

We consider biased random walk on supercritical percolation clusters in $\Z^2$. We show that the random walk is transient and that there are two speed regimes: If the bias is large enough, the random walk has speed zero, while if the bias is small enough, the speed of the random walk is positive.

math.PR↗

arXiv2002

Trees and matchings from point processes

A factor graph of a point process is a graph whose vertices are the points of the process, and which is constructed from the process in a deterministic isometry-invariant way. We prove that the d-dimensional Poisson process has a one-ended tree as a factor graph. This implies that the Poisson points can be given an ordering isomorphic to the usual ordering of the integers in a deterministic isometry-invariant way. For d \geq 4 our result answers a question posed by Ferrari, Landim and Thorisson. We prove also that any isometry-invariant ergodic point process of finite intensity in Euclidean or hyperbolic space has a perfect matching as a factor graph provided all the inter-point distances are distinct.

math.PR↗

arXiv2002

Markov Chain Intersections and the Loop-Erased Walk

Let X and Y be independent transient Markov chains on the same state space that have the same transition probabilities. Let L denote the ``loop-erased path'' obtained from the path of X by erasing cycles when they are created. We prove that if the paths of X and Y have infinitely many intersections a.s., then L and Y also have infinitely many intersections a.s.

math.PR↗

arXiv2002

Transience of percolation clusters on wedges

We study random walks on supercritical percolation clusters on wedges in $\Z^3$, and show that the infinite percolation cluster is (a.s.) transient whenever the wedge is transient. This solves a question raised by O. Haggstrom and E. Mossel. We also show that for convex gauge functions satisfying a mild regularity condition, the existence of a finite energy flow on $Z^2$ is equivalent to the (a.s.) existence of a finite energy flow on the supercritical percolation cluster. This solves a question of C. Hoffman.

math.PR↗

arXiv2001

Information flow on trees

Consider a tree network $T$, where each edge acts as an independent copy of a given channel $M$, and information is propagated from the root. For which $T$ and $M$ does the configuration obtained at level $n$ of $T$ typically contain significant information on the root variable? This problem arose independently in biology, information theory and statistical physics. For all $b$, we construct a channel for which the variable at the root of the $b$-ary tree is independent of the configuration at level 2 of that tree, yet for sufficiently large $B>b$, the mutual information between the configuration at level $n$ of the $B$-ary tree and the root variable is bounded away from zero. This is related to certain secret-sharing protocols. We improve the upper bounds on information flow for asymmetric binary channels (which correspond to the Ising model with an external field) and for symmetric $q$-ary channels (which correspond to Potts models). Let $\lam_2(M)$ denote the second largest eigenvalue of $M$, in absolute value. A CLT of Kesten and Stigum~(1966) implies that if $b |\lam_2(M)|^2 >1$, then the {\em census} of the variables at any level of the $b$-ary tree, contains significant information on the root variable. We establish a converse: if $b |\lam_2(M)|^2 < 1$, then the census of the variables at level $n$ of the $b$-ary tree is asymptotically independent of the root variable. This contrasts with examples where $b |\lam_2(M)|^2 <1$, yet the {\em configuration} at level $n$ is not asymptotically independent of the root variable.

math.PR↗

arXiv1999

Entropy of convolutions on the circle

Given ergodic p-invariant measures {μ_i} on the 1-torus T=R/Z, we give a sharp condition on their entropies, guaranteeing that the entropy of the convolution \muon converges to \log p. We also prove a variant of this result for joinings of full entropy on \T^\N. In conjunction with a method of Host, this yields the following. Denote \sig_q(x) = qx\pmod{1}. Then for every p-invariant ergodic μwith positive entropy, \frac{1}{N}\sum_{n=0}^{N-1}\sig_{c_n}μconverges weak^* to Lebesgue measure as N \goesto \infty, under a certain mild combinatorial condition on {c_k}. (For instance, the condition is satisfied if p=10 and c_k=2^k+6^k or c_k=2^{2^k}.) This extends a result of Johnson and Rudolph, who considered the sequence c_k = q^k when p and q are multiplicatively independent. We also obtain the following corollary concerning Hausdorff dimension of sum sets: For any sequence {S_i} of p-invariant closed subsets of T, if \sum \dim_H(S_i) / |\log\dim_H(S_i)| = \infty, then \dim_H(S_1 + \cdots + S_n) \goesto 1.

math.DS↗

arXiv1997

Paths with exponential intersection tails and oriented percolation

We show that oriented percolation occurs whenever a condition is satisfied called "exponential intersection tails". This condition says that a measure on paths exists for which the probability of two independent paths intersecting in more than k sites is exponentially small in k.

math.PR↗

arXiv1997

No directed fractal percolation in zero area

We show that fractal (or "Mandelbrot") percolation in two dimensions produces a set containing no directed paths, when the set produced has zero area. This improves a similar result by the first author in the case of constant retention probabilities to the case of retention probabilities approaching 1.

math.PR↗

arXiv1995

The dimension of the Brownian frontier is greater than 1

Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this by showing that the Hausdorff dimension of the frontier is strictly greater than 1. (It has been conjectured that the Brownian frontier has dimension $4/3$, but this is still open.) The proof uses Jones's Traveling Salesman Theorem and a self-similar tiling of the plane by fractal tiles known as Gosper Islands.

math.PR↗