Two-dimensional scaling limits via marked nonsimple loops

We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE₆ and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We explain how these marked loops should yield continuum versions of near-critical percolation, dynamical percolation, minimal spanning trees and related plane filling curves, and invasion percolation. We showthat this yields for some of the continuum objects a conformal covariance property that generalizes the conformal invariance of critical systems. It is an open problem to rigorously construct the continuum objects and to prove that they are indeed the scaling limits of the corresponding lattice objects.     

Stochastic Loewner evolution in doubly connected domains

This paper introduces the annulus SLE processes in doubly connected domains. Annulus SLE₆ has the same law as stopped radial SLE₆, up to a time-change. For 6, some weak equivalence relation exists between annulus SLE and radial SLE. Annulus SLE₂ is the scaling limit of the corresponding loop-erased conditional random walk, which implies that a certain form of SLE₂ satisfies the reversibility property. We also consider the disc SLE process defined as a limiting case of the annulus SLEs. Disc SLE₆ has the same law as stopped full plane SLE₆, up to a time-change. Disc SLE₂ is the scaling limit of loop-erased random walk, and is the reversal of radial SLE₂.     

Universality in two‐dimensional enhancement percolation

We consider a type of dependent percolation introduced in 2 , where it is shown that certain “enhancements” of independent (Bernoulli) percolation, called essential, make the percolation critical probability strictly smaller. In this study we first prove that, for two‐dimensional enhancements with a natural monotonicity property, being essential is also a necessary condition to shift the critical point. We then show that (some) critical exponents and the scaling limit of crossing probabilities of a two‐dimensional percolation process are unchanged if the process is subjected to a monotonic enhancement that is not essential. This proves a form of universality for all dependent percolation models obtained via a monotonic enhancement (of Bernoulli percolation) that does not shift the critical point. For the case of site percolation on the triangular lattice, we also prove a stronger form of universality by showing that the full scaling limit 12 , 13 is not affected by any monotonic enhancement that does not shift the critical point. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2008     

Rayleigh processes, real trees, and root growth with re-grafting

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. Aldous's Brownian continuum random tree, the random tree-like object naturally associated with a standard Brownian excursion, may be thought of as a random compact real tree. The continuum random tree is a scaling limit as N→∞ of both a critical Galton-Watson tree conditioned to have total population size N as well as a uniform random rooted combinatorial tree with N vertices. The Aldous–Broder algorithm is a Markov chain on the space of rooted combinatorial trees with N vertices that has the uniform tree as its stationary distribution. We construct and study a Markov process on the space of all rooted compact real trees that has the continuum random tree as its stationary distribution and arises as the scaling limit as N→∞ of the Aldous–Broder chain. A key technical ingredient in this work is the use of a pointed Gromov–Hausdorff distance to metrize the space of rooted compact real trees. Berkeley Statistics Technical Report No. 654 (February 2004), revised October 2004. To appear in Probability Theory and Related Fields. SNE supported in part by NSF grants DMS-0071468 and DMS-0405778, and a Miller Institute for Basic Research in Science research professorship JP supported in part by NSF grants DMS-0071448 and DMS-0405779 AW supported by a DFG Forchungsstipendium     

Continuity of the SLE trace in simply connected domains

We prove that the SLE _κ trace in any simply connected domain G is continuous (except possibly near its endpoints) if κ < 8. We also prove an SLE analog of Makarov’s Theorem about the support of harmonic measure.     

Critical percolation: the expected number of clusters in a rectangle

We show that for critical site percolation on the triangular lattice two new observables have conformally invariant scaling limits. In particular the expected number of clusters separating two pairs of points converges to an explicit conformal invariant. Our proof is independent of earlier results and SLE techniques, and might provide a new approach to establishing conformal invariance of percolation.     

Percolation on random Johnson–Mehl tessellations and related models

We make use of the recent proof that the critical probability for percolation on random Voronoi tessellations is 1/2 to prove the corresponding result for random Johnson–Mehl tessellations, as well as for two-dimensional slices of higher-dimensional Voronoi tessellations. Surprisingly, the proof is a little simpler for these more complicated models. B. Bollobás’s research was supported in part by NSF grants CCR-0225610 and DMS-0505550 and ARO grant W911NF-06-1-0076. O. Riordan’s research was supported by a Royal Society Research Fellowship.     

Coloring complexes and arrangements

Steingrimsson’s coloring complex and Jonsson’s unipolar complex are interpreted in terms of hyperplane arrangements. This viewpoint leads to short proofs that all coloring complexes and a large class of unipolar complexes have convex ear decompositions. These convex ear decompositions impose strong new restrictions on the chromatic polynomials of all finite graphs. Similar results are obtained for characteristic polynomials of submatroids of type ℬ _n arrangements. The first author was supported by NSF grant DMS-0500638. The second author was supported by NSF grant DMS-0245623.     

Minimizers near the first critical field for the nonself-dual Chern–Simons–Higgs energy

The Chern–Simons–Higgs energy serves as a model for high temperature superconductivity. We show the existence of weak solutions to the CSH equations that are minimizers of the CSH energy. The solutions are vortexless for an applied magnetic field h _ex below the critical field strength, whereas vortices appear when h _ex exceeds the critical field strength. D. Spirn was supported in part by NSF grants DMS-0510121 and DMS-0707714. X. Yan was supported in part by NSF grants DMS-0700966 and DMS-0401048.     

An operator solution of stochastic games

A class of zero-sum, two-person stochastic games is shown to have a value which can be calculated by transfinite iteration of an operator. The games considered have a countable state space, finite action spaces for each player, and a payoff sufficiently general to include classical stochastic games as well as Blackwell’s infiniteG _δ games of imperfect information. Research supported by National Science Foundation Grants DMS-8801085 and DMS-8911548.     

The entropies of renewal systems

Renewal systems are symbolic dynamical systems originally introduced by Adler. IfW is a finite set of words over a finite alphabetA, then the renewal system generated byW is the subshiftX _W ⊂A ^Z formed by bi-infinite concatenations of words fromW. Motivated by Adler’s question of whether every irreducible shift of finite type is conjugate to a renewal system, we prove that for every shift of finite type there is a renewal system having the same entropy. We also show that every shift of finite type can be approximated from above by renewal systems, and that by placing finite-type constraints on possible concatenations, we obtain all sofic systems. The authors were supported in part by NFS grants DMS-8706284, DMS-8814159 and DMS-8820716.     

Growth of Lévy trees

We construct random locally compact real trees called Lévy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton–Watson trees with i.i.d. exponential branch lengths that is consistent under Bernoulli percolation on leaves; we define the Lévy tree as the limit of this growing family with respect to the Gromov–Hausdorff topology on metric spaces. This elementary approach notably includes supercritical trees and does not make use of the height process introduced by Le Gall and Le Jan to code the genealogy of (sub)critical continuous-state branching processes. We construct the mass measure of Lévy trees and we give a decomposition along the ancestral subtree of a Poisson sampling directed by the mass measure. T. Duquesne is supported by NSF Grants DMS-0203066 and DMS-0405779. M. Winkel is supported by Aon and the Institute of Actuaries, EPSRC Grant GR/T26368/01, le département de mathématique de l’Université d’Orsay and NSF Grant DMS-0405779.     

Connection probabilities and RSW‐type bounds for the two‐dimensional FK Ising model

We prove Russo‐Seymour‐Welsh‐type uniform bounds on crossing probabilities for the FK Ising (FK percolation with cluster weight q = 2) model at criticality, independent of the boundary conditions. Our proof relies mainly on Smirnov's fermionic observable for the FK Ising model [24], which allows us to get precise estimates on boundary connection probabilities. We stay in a discrete setting; in particular, we do not make use of any continuum limit, and our result can be used to derive directly several noteworthy properties—including some new ones—among which are the fact that there is no infinite cluster at criticality, tightness properties for the interfaces, and the existence of several critical exponents, in particular the half‐plane, one‐arm exponent. Such crossing bounds are also instrumental for important applications such as constructing the scaling limit of the Ising spin field [6] and deriving polynomial bounds for the mixing time of the Glauber dynamics at criticality [17]. © 2011 Wiley Periodicals, Inc.     

On the number of generators needed for free profinite products of finite groups

We provide lower estimates on the minimal number of generators of the profinite completion of free products of finite groups. In particular, we show that if C ₁, ..., C _n are finite cyclic groups then there exists a finite group G which is generated by isomorphic copies of C ₁, ..., C _n and the minimal number of generators of G is n. The first author’s research is partially supported by NSF grant DMS-0701105. The second author’s research is partially supported by OTKA grant T38059 and the Magyary Zoltán Postdoctoral Fellowship.     

Constructing unconditional finite dimensional decompositions

Primariness of a Banach space is almost always obtained through the use of the Pelczynski decomposition method. In this paper we show that it is possible to directly construct UFDD’s in many cases from which the primariness can be deduced. We give applications tol _p andX _p. Research supported in part by NSF grant DMS-8602395.     

On 2-Detour Subgraphs of the Hypercube

A spanning subgraph H of a graph G is a 2-detour subgraph of G if for each x, y ∈ V(G), d _H (x, y) ≤ d _G (x, y) + 2. We prove a conjecture of Erdős, Hamburger, Pippert, and Weakley by showing that for some positive constant c and every n, each 2-detour subgraph of the n-dimensional hypercube Q _n has at least clog₂ n · 2 ⁿ edges. József Balogh: Research supported in part by NSF grants DMS-0302804, DMS-0603769 and DMS-0600303, UIUC Campus Reseach Board #06139 and #07048, and OTKA 049398. Alexandr Kostochka: Research supported in part by NSF grants DMS-0400498 and DMS-0650784, and grant 06-01-00694 of the Russian Foundation for Basic Research.     

Some Groups of Finite Homological Type

For each n≥ 0 we construct a torsion-free group that satisfies K.S. Brown’s FHT condition and is F _n (and hence FP _n ), but is not FP _n+1.I. J. Leary was partially supported by NSF grant DMS-0505471.M. Saadetoğlu was supported by the British Council and by the Ohio State Mathematical Research Institute     

On fixed points of permutations

The number of fixed points of a random permutation of {1,2,…,n} has a limiting Poisson distribution. We seek a generalization, looking at other actions of the symmetric group. Restricting attention to primitive actions, a complete classification of the limiting distributions is given. For most examples, they are trivial – almost every permutation has no fixed points. For the usual action of the symmetric group on k-sets of {1,2,…,n}, the limit is a polynomial in independent Poisson variables. This exhausts all cases. We obtain asymptotic estimates in some examples, and give a survey of related results. This paper is dedicated to the life and work of our colleague Manfred Schocker. We thank Peter Cameron for his help. Diaconis was supported by NSF grant DMS-0505673. Fulman received funding from NSA grant H98230-05-1-0031 and NSF grant DMS-0503901. Guralnick was supported by NSF grant DMS-0653873. This research was facilitated by a Chaire d’Excellence grant to the University of Nice Sophia-Antipolis.     

Martingales with given maxima and terminal distributions

Let μ be any probability measure onR with λ |x|dμ(x)<∞, and let μ^* denote its associated Hardy and Littlewood maximal p.m. It is shown that for any p.m.v for which μ<ν<μ^* in the usual stochastic order, there is a martingale (X _t)_0≦t≦1 for which sup_0≦t≦1 X _t andX ₁ have respective p.m. 'sv and μ. The proof uses induction and weak convergence arguments; in special cases, explicit martingale constructions are given. These results provide a converse to results of Dubins and Gilat [6]; applications are made to give sharp martingale and ‘prophet’ inequalities. Supported in part by NSF grants DMS-86-01153 and DMS-88-01818.