Random walk on the infinite cluster of the percolation model

Summary We consider random walk on the infinite cluster of bond percolation on ^d . We show that, in the supercritical regime whend3, this random walk is a.s. transient. This conclusion is achieved by considering the infinite percolation cluster as a random electrical network in which each open edge has unit resistance. It is proved that the effective resistance of this network between a nominated point and the points at infinity is almost surely finite.G.R.G. acknowledges support from Cornell University, and also partial support by the U.S. Army Research Office through the Mathematical Sciences Institute of Cornell UniversityH.K. was supported in part by the N.S.F. through a grant to Cornell University     

Large scale properties of the IIIC for 2D percolation

We reinvestigate the 2D problem of the inhomogeneous incipient infinite cluster   where, in an independent percolation model, the density decays to _pc$p_c$ with an inverse power, λ$\lambda$, of the distance to the origin. Assuming the existence of critical exponents (as is known in the case of the triangular site lattice) if the power is less than 1/ν$1/\nu$, with ν$\nu$ the correlation length exponent, we demonstrate an infinite cluster with scale dimension given by _DH=2−βλ$D_H=2-\beta \lambda$. Further, we investigate the critical case _λc=1/ν${\lambda }_c=1/\nu$ and show that iterated logarithmic corrections will tip the balance between the possibility and impossibility of an infinite cluster.     

Singularity of full scaling limits of planar nearcritical percolation

We consider full scaling limits of planar nearcritical percolation in the Quad-Crossing-Topology introduced by Schramm and Smirnov. We show that two nearcritical scaling limits with different parameters are singular with respect to each other. The results hold for percolation models on rather general lattices, including bond percolation on the square lattice and site percolation on the triangular lattice.     

Critical phenomenon for a percolation model

We consider a percolation model which consists of oriented lines placed randomly on the plane. The lines are of random length and at a random angle with respect to the horizontal axis and are placed according to a Poisson point process; the length, angle, and orientation being independent of the underlying Poisson process. We establish a critical behaviour of this model, i.e., percolation occurs for large intensity of the Poisson process and does not occur for smaller intensities. In the special case when the lines are of fixed unit length and are either oriented vertically up or oriented horizontally to the left, with probability p or (1-p), respectively, we obtain a lower bound on the critical intensity of percolation.     

Finite clusters in high-density continuous percolation: Compression and sphericality

Summary A percolation process inR ^d is considered in which the sites are a Poisson process with intensity and the bond between each pair of sites is open if and only if the sites are within a fixed distancer of each other. The distribution of the number of sites in the clusterC of the origin is examined, and related to the geometry ofC. It is shown that when andk are large, there is a characteristic radius such that conditionally on |C|=k, the convex hull ofC closely approximates a ball of radius , with high probability. When the normal volumek/ thatk points would occupy is small, the cluster is compressed, in that the number of points per unit volume in this -ball is much greater than the ambient density . For larger normal volumes there is less compression. This can be compared to Bernoulli bond percolation on the square lattice in two dimensions, where an analog of this compression is known not to occur.Research supported by NSF grant number DMS-9006395     

Surface order large deviations for high-density percolation

Summary We derive surface order large deviation estimates for the volume of the largest cluster and for the volume of the largest region surrounded by a cluster of a Bernoulli percolation process restricted to a big finite box, with sufficiently large parameter. We also establish a useful version of the isoperimetric inequality, which is the main tool of our proofs.     

Stochastic processes with proportional increments and the last-arrival problem

The notion of stochastic processes with proportional increments is introduced. This notion is of general interest as indicated by its relationship with several stochastic processes, as counting processes, Lévy processes, and others, as well as martingales related with these processes. The focus of this article is on the motivation to introduce processes with proportional increments, as instigated by certain characteristics of stopping problems under weak information. We also study some general properties of such processes. These lead to new insights into the mechanism and characterization of Pascal processes. This again will motivate the introduction of more general f-increment processes as well as the analysis of their link with martingales. As a major application we solve the no-information version of the last-arrival problem   which was an open problem. Further applications deal with the impact of proportional increments on modelling investment problems, with a new proof of the 1/e$1/e$-law of best choice, and with other optimal stopping problems.     

Localization for branching random walks in random environment

We consider branching random walks in d$d$-dimensional integer lattice with time–space i.i.d. offspring distributions. This model is known to exhibit a phase transition: If d≥3$d\ge 3$ and the environment is “not too random”, then, the total population grows as fast as its expectation with strictly positive probability. If, on the other hand, d≤2$d\le 2$, or the environment is “random enough”, then the total population grows strictly slower than its expectation almost surely. We show the equivalence between the slow population growth and a natural localization property in terms of “replica overlap”. We also prove a certain stronger localization property, whenever the total population grows strictly slower than its expectation almost surely.     

Baxter-Guttmann-Jensen conjecture for power series in directed percolation problem

A probabilistic model of a flow of fluid through a random medium,percolation model, provides a typical example of statistical mechanical problems which are easy to describe but difficult to solve. While the percolation problem on undirected planar lattices is exactly solved as a limit of the Potts models, there still has been no exact solution for the directed lattices. The most reliable method to provide good approximations is a numerical estimation using finite power-series expansion data of the infinite formal power series for percolation probability. In order to calculate higher-order terms in power series, Baxter and Guttmann [6] and Jensen and Guttmann [33] proposed an extrapolation procedure based on an assumption that thecorrection terms, which show the difference between the exact infinite power series and approximate finite series, are expressed as linear combinations of the Catalan numbers.In this paper, starting from a brief review on the directed percolation problem and the observation by Baxter, Guttmann, and Jensen, we state some theorems in which we explain the reason why the combinatorial numbers appear in the correction terms of power series. In the proof of our theorems, we show several useful combinatorial identities for the ballot numbers, which become the Catalan numbers in a special case. These identities ensure that a summation of products of the ballot numbers with polynomial coefficients can be expanded using the ballot numbers. There is still a gap between our theorems and the Baxter-Guttmann-Jensen observation, and we also give some conjectures.As a generalization of the percolation problem on a directed planar lattice, we present two topics at the end of this paper: The friendly walker problem and the stochastic cellular automata in higher dimensions. We hope that these two topics as well as the directed percolation problem will be of much interest to researchers of combinatorics.     

Surface order large deviations for Ising,Potts and percolation models

Summary We derive uniform surface order large deviation estimates for the block magnetization in finite volume Ising (or Potts) models with plus or free (or a combination of both) boundary conditions in the phase coexistence regime ford3. The results are valid up to a limit of slab-thresholds, conjectured to agree with the critical temperature. Our arguments are based on the renormalization of the random cluster model withq1 andd3, and on corresponding large deviation estimates for the occurrence in a box of a largest cluster with density close to the percolation probability. The results are new even for the case of independent percolation (q=1). As a byproduct of our methods, we obtain further results in the FK model concerning semicontinuity (inp andq) of the percolation probability, the second largest cluster in a box and the tail of the finite cluster size distribution.     

On the equivalence of the static and dynamic points of view for diffusions in a random environment

We study the equivalence of the static and dynamic points of view for diffusions in a random environment in dimension one. First we prove that the static and dynamic distributions are equivalent if and only if either the speed in the law of large numbers does not vanish, or b/a$b/a$ is a.s. the gradient of a stationary function, where a$a$ and b$b$ are the covariance coefficient resp. the local drift attached to the diffusion. We moreover show that the equivalence of the static and dynamic points of view is characterized by the existence of so-called “almost linear coordinates”.     

A diffusive predator-prey model with a protection zone

In this paper we study the effects of a protection zone Ω₀ for the prey on a diffusive predator-prey model with Holling type II response and no-flux boundary condition. We show the existence of a critical patch size described by the principal eigenvalue of the Laplacian operator over Ω₀ with homogeneous Dirichlet boundary conditions. If the protection zone is over the critical patch size, i.e., if is less than the prey growth rate, then the dynamics of the model is fundamentally changed from the usual predator-prey dynamics; in such a case, the prey population persists regardless of the growth rate of its predator, and if the predator is strong, then the two populations stabilize at a unique coexistence state. If the protection zone is below the critical patch size, then the dynamics of the model is qualitatively similar to the case without protection zone, but the chances of survival of the prey species increase with the size of the protection zone, as generally expected. Our mathematical approach is based on bifurcation theory, topological degree theory, the comparison principles for elliptic and parabolic equations, and various elliptic estimates.     

Aging for interacting diffusion processes

We study the aging phenomenon for a class of interacting diffusion processes {Xt(i),i∈Zd}. In this framework we see the effect of the lattice dimension d on aging, as well as that of the class of test functions f(Xt) considered. We further note the sensitivity of aging to specific details, when degenerate diffusions (such as super random walk, or parabolic Anderson model), are considered. We complement our study of systems on the infinite lattice, with that of their restriction to finite boxes. In the latter setting we consider different regimes in terms of box size scaling with time, as well as the effect that the choice of boundary conditions has on aging. The key tool for our analysis is the random walk representation for such diffusions.     

Evolution in predator–prey systems

We study the adaptive dynamics of predator–prey systems modeled by a dynamical system in which the traits of predators and prey are allowed to evolve by small mutations. When only the prey are allowed to evolve, and the size of the mutational change tends to 0, the system does not exhibit long term prey coexistence and the trait of the resident prey type converges to the solution of an ODE. When only the predators are allowed to evolve, coexistence of predators occurs. In this case, depending on the parameters being varied, we see that (i) the number of coexisting predators remains tight and the differences in traits from a reference species converge in distribution to a limit, or (ii) the number of coexisting predators tends to infinity, and we calculate the asymptotic rate at which the traits of the least and most “fit” predators in the population increase. This last result is obtained by comparison with a branching random walk killed to the left of a linear boundary and a finite branching–selection particle system.     

A sharp transition for the two-dimensional Ising percolation

We show that the percolation transition for the two-dimensional Ising model is sharp. Namely, we show that for every reciprocal temperature >0, there exists a critical valueh _c () of external magnetic fieldh such that the following two statements hold.

Fluctuations of the front in a stochastic combustion model

We consider an interacting particle system on the one-dimensional lattice Z modeling combustion. The process depends on two integer parameters 2?a?M<∞. Particles move independently as continuous time simple symmetric random walks except that (i) when a particle jumps to a site which has not been previously visited by any particle, it branches into a particles, (ii) when a particle jumps to a site with M particles, it is annihilated. We start from a configuration where all sites to the left of the origin have been previously visited and study the law of large numbers and central limit theorem for rt, the rightmost visited site at time t. The proofs are based on the construction of a renewal structure leading to a definition of regeneration times for which good tail estimates can be performed.     

Nonlinear diffusion with a bounded stationary level surface

We consider nonlinear diffusion of some substance in a container (not necessarily bounded) with bounded boundary of class C²$C^2$. Suppose that, initially, the container is empty and, at all times, the substance at its boundary is kept at density 1. We show that, if the container contains a proper C²$C^2$-subdomain on whose boundary the substance has constant density at each given time, then the boundary of the container must be a sphere. We also consider nonlinear diffusion in the whole RN${\mathbb{R}}^N$ of some substance whose density is initially a characteristic function of the complement of a domain with bounded C²$C^2$ boundary, and obtain similar results. These results are also extended to the heat flow in the sphere SN${\mathbb{S}}^N$ and the hyperbolic space HN${\mathbb{H}}^N$.     

A Gamma-convergence argument for the blow-up of a non-local semilinear parabolic equation with Neumann boundary conditions

In this paper we study a simple non-local semilinear parabolic equation in a bounded domain with Neumann boundary conditions. We obtain a global existence result for initial data whose L^∞$L^{\infty }$-norm is less than a constant depending explicitly on the geometry of the domain. A natural energy is associated to the equation and we establish a relationship between the finite-time blow up of solutions and the negativity of their energy. The proof of this result is based on a Gamma-convergence technique.