Probability Theory and Related Fields最新文献

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The intransitive dice kernel: $$frac{mathbbm {1}_{xge y}-mathbbm {1}_{xle y}}{4} - frac{3(x-y)(1+xy)}{8}$$ 不等式骰核: $$frac{mathbbm {1}_{xge y}-mathbbm {1}_{xle y}}{4}- frac{3(x-y)(1+xy)}{8}$$
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-30 DOI: 10.1007/s00440-024-01270-8
A. Sah, Mehtaab Sawhney
{"title":"The intransitive dice kernel: $$frac{mathbbm {1}_{xge y}-mathbbm {1}_{xle y}}{4} - frac{3(x-y)(1+xy)}{8}$$","authors":"A. Sah, Mehtaab Sawhney","doi":"10.1007/s00440-024-01270-8","DOIUrl":"https://doi.org/10.1007/s00440-024-01270-8","url":null,"abstract":"","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140364054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Connection probabilities of multiple FK-Ising interfaces 多个 FK-Ising 接口的连接概率
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-26 DOI: 10.1007/s00440-024-01269-1
Yu Feng, Eveliina Peltola, Hao Wu
{"title":"Connection probabilities of multiple FK-Ising interfaces","authors":"Yu Feng, Eveliina Peltola, Hao Wu","doi":"10.1007/s00440-024-01269-1","DOIUrl":"https://doi.org/10.1007/s00440-024-01269-1","url":null,"abstract":"<p>We find the scaling limits of a general class of boundary-to-boundary connection probabilities and multiple interfaces in the critical planar FK-Ising model, thus verifying predictions from the physics literature. We also discuss conjectural formulas using Coulomb gas integrals for the corresponding quantities in general critical planar random-cluster models with cluster-weight <span>({q in [1,4)})</span>. Thus far, proofs for convergence, including ours, rely on discrete complex analysis techniques and are beyond reach for other values of <i>q</i> than the FK-Ising model (<span>(q=2)</span>). Given the convergence of interfaces, the conjectural formulas for other values of <i>q</i> could be verified similarly with relatively minor technical work. The limit interfaces are variants of <span>(text {SLE}_kappa )</span> curves (with <span>(kappa = 16/3)</span> for <span>(q=2)</span>). Their partition functions, that give the connection probabilities, also satisfy properties predicted for correlation functions in conformal field theory (CFT), expected to describe scaling limits of critical random-cluster models. We verify these properties for all <span>(q in [1,4))</span>, thus providing further evidence of the expected CFT description of these models.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140313566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Spectral gap estimates for mixed p-spin models at high temperature 高温下混合 p-自旋模型的谱隙估计值
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-17 DOI: 10.1007/s00440-024-01261-9
Arka Adhikari, Christian Brennecke, Changji Xu, Horng-Tzer Yau
{"title":"Spectral gap estimates for mixed p-spin models at high temperature","authors":"Arka Adhikari, Christian Brennecke, Changji Xu, Horng-Tzer Yau","doi":"10.1007/s00440-024-01261-9","DOIUrl":"https://doi.org/10.1007/s00440-024-01261-9","url":null,"abstract":"<p>We consider general mixed <i>p</i>-spin mean field spin glass models and provide a method to prove that the spectral gap of the Dirichlet form associated with the Gibbs measure is of order one at sufficiently high temperature. Our proof is based on an iteration scheme relating the spectral gap of the <i>N</i>-spin system to that of suitably conditioned subsystems.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140148185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
New results for the random nearest neighbor tree 随机近邻树的新成果
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-17 DOI: 10.1007/s00440-024-01268-2
Lyuben Lichev, Dieter Mitsche
{"title":"New results for the random nearest neighbor tree","authors":"Lyuben Lichev, Dieter Mitsche","doi":"10.1007/s00440-024-01268-2","DOIUrl":"https://doi.org/10.1007/s00440-024-01268-2","url":null,"abstract":"<p>In this paper, we study the online nearest neighbor random tree in dimension <span>(din {mathbb {N}})</span> (called <i>d</i>-NN tree for short) defined as follows. We fix the torus <span>({mathbb {T}}^d_n)</span> of dimension <i>d</i> and area <i>n</i> and equip it with the metric inherited from the Euclidean metric in <span>({mathbb {R}}^d)</span>. Then, embed consecutively <i>n</i> vertices in <span>({mathbb {T}}^d_n)</span> uniformly at random and independently, and let each vertex but the first one connect to its (already embedded) nearest neighbor. Call the resulting graph <span>(G_n)</span>. We show multiple results concerning the degree sequence of <span>(G_n)</span>. First, we prove that typically the number of vertices of degree at least <span>(kin {mathbb {N}})</span> in the <i>d</i>-NN tree decreases exponentially with <i>k</i> and is tightly concentrated by a new Lipschitz-type concentration inequality that may be of independent interest. Second, we obtain that the maximum degree of <span>(G_n)</span> is of logarithmic order. Third, we give explicit bounds for the number of leaves that are independent of the dimension and also give estimates for the number of paths of length two. Moreover, we show that typically the height of a uniformly chosen vertex in <span>(G_n)</span> is <span>((1+o(1))log n)</span> and the diameter of <span>({mathbb {T}}^d_n)</span> is <span>((2e+o(1))log n)</span>, independently of the dimension. Finally, we define a natural infinite analog <span>(G_{infty })</span> of <span>(G_n)</span> and show that it corresponds to the local limit of the sequence of finite graphs <span>((G_n)_{n ge 1})</span>. Furthermore, we prove almost surely that <span>(G_{infty })</span> is locally finite, that the simple random walk on <span>(G_{infty })</span> is recurrent, and that <span>(G_{infty })</span> is connected.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140148182","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A multivariate extension of the Erdős–Taylor theorem 厄尔多斯-泰勒定理的多元扩展
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-15 DOI: 10.1007/s00440-024-01267-3
Dimitris Lygkonis, Nikos Zygouras
{"title":"A multivariate extension of the Erdős–Taylor theorem","authors":"Dimitris Lygkonis, Nikos Zygouras","doi":"10.1007/s00440-024-01267-3","DOIUrl":"https://doi.org/10.1007/s00440-024-01267-3","url":null,"abstract":"<p>The Erdős–Taylor theorem (Acta Math Acad Sci Hungar, 1960) states that if <span>(textsf{L}_N)</span> is the local time at zero, up to time 2<i>N</i>, of a two-dimensional simple, symmetric random walk, then <span>(tfrac{pi }{log N} ,textsf{L}_N)</span> converges in distribution to an exponential random variable with parameter one. This can be equivalently stated in terms of the total collision time of two independent simple random walks on the plane. More precisely, if <span>(textsf{L}_N^{(1,2)}=sum _{n=1}^N mathbb {1}_{{S_n^{(1)}= S_n^{(2)}}})</span>, then <span>(tfrac{pi }{log N}, textsf{L}^{(1,2)}_N)</span> converges in distribution to an exponential random variable of parameter one. We prove that for every <span>(h geqslant 3)</span>, the family <span>( big { frac{pi }{log N} ,textsf{L}_N^{(i,j)} big }_{1leqslant i&lt;jleqslant h})</span>, of logarithmically rescaled, two-body collision local times between <i>h</i> independent simple, symmetric random walks on the plane converges jointly to a vector of independent exponential random variables with parameter one, thus providing a multivariate version of the Erdős–Taylor theorem. We also discuss connections to directed polymers in random environments.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140148186","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stationary measures for stochastic differential equations with degenerate damping 具有退化阻尼的随机微分方程的稳态量纲
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-12 DOI: 10.1007/s00440-024-01265-5
Jacob Bedrossian, Kyle Liss
{"title":"Stationary measures for stochastic differential equations with degenerate damping","authors":"Jacob Bedrossian, Kyle Liss","doi":"10.1007/s00440-024-01265-5","DOIUrl":"https://doi.org/10.1007/s00440-024-01265-5","url":null,"abstract":"<p>A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic differential equations in <span>({mathbb {R}}^n)</span> with a quadratic, conservative nonlinearity <i>B</i>(<i>x</i>, <i>x</i>) and a linear damping term—<i>Ax</i> which is degenerate in the sense that <span>(textrm{ker} A ne emptyset )</span>. We investigate sufficient conditions to deduce the existence of a stationary measure for the associated Markov semigroups. Existence of such measures is straightforward if <i>A</i> is full rank, but otherwise, energy could potentially accumulate in <span>(textrm{ker} A)</span> and lead to almost-surely unbounded trajectories, making the existence of stationary measures impossible. We give a relatively simple and general sufficient condition based on time-averaged coercivity estimates along trajectories in neighborhoods of <span>(textrm{ker} A)</span> and many examples where such estimates can be made.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140116969","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Heat kernel for reflected diffusion and extension property on uniform domains 均匀域上反射扩散和扩展特性的热核
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-05 DOI: 10.1007/s00440-024-01266-4
Mathav Murugan
{"title":"Heat kernel for reflected diffusion and extension property on uniform domains","authors":"Mathav Murugan","doi":"10.1007/s00440-024-01266-4","DOIUrl":"https://doi.org/10.1007/s00440-024-01266-4","url":null,"abstract":"<p>We study reflected diffusion on uniform domains where the underlying space admits a symmetric diffusion that satisfies sub-Gaussian heat kernel estimates. A celebrated theorem of Jones (Acta Math 147(1-2):71–88, 1981) states that uniform domains in Euclidean space are extension domains for Sobolev spaces. In this work, we obtain a similar extension property for metric spaces equipped with a Dirichlet form whose heat kernel satisfies a sub-Gaussian estimate. We introduce a scale-invariant version of this extension property and apply it to show that the reflected diffusion process on such a uniform domain inherits various properties from the ambient space, such as Harnack inequalities, cutoff energy inequality, and sub-Gaussian heat kernel bounds. In particular, our work extends Neumann heat kernel estimates of Gyrya and Saloff-Coste (Astérisque 336:145, 2011) beyond the Gaussian space-time scaling. Furthermore, our estimates on the extension operator imply that the energy measure of the boundary of a uniform domain is always zero. This property of the energy measure is a broad generalization of Hino’s result (Probab Theory Relat Fields 156:739–793, 2013) that proves the vanishing of the energy measure on the outer square boundary of the standard Sierpiński carpet equipped with the self-similar Dirichlet form.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140035878","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Instantaneous everywhere-blowup of parabolic SPDEs 抛物线 SPDE 的瞬时无处爆炸
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-03-05 DOI: 10.1007/s00440-024-01263-7
{"title":"Instantaneous everywhere-blowup of parabolic SPDEs","authors":"","doi":"10.1007/s00440-024-01263-7","DOIUrl":"https://doi.org/10.1007/s00440-024-01263-7","url":null,"abstract":"<h3>Abstract</h3> <p>We consider the following stochastic heat equation <span> <span>$$begin{aligned} partial _t u(t,x) = tfrac{1}{2} partial ^2_x u(t,x) + b(u(t,x)) + sigma (u(t,x)) {dot{W}}(t,x), end{aligned}$$</span> </span>defined for <span> <span>((t,x)in (0,infty )times {mathbb {R}})</span> </span>, where <span> <span>({dot{W}})</span> </span> denotes space-time white noise. The function <span> <span>(sigma )</span> </span> is assumed to be positive, bounded, globally Lipschitz, and bounded uniformly away from the origin, and the function <em>b</em> is assumed to be positive, locally Lipschitz and nondecreasing. We prove that the Osgood condition <span> <span>$$begin{aligned} int _1^infty frac{textrm{d}y}{b(y)}&lt;infty end{aligned}$$</span> </span>implies that the solution almost surely blows up everywhere and instantaneously, In other words, the Osgood condition ensures that <span> <span>(textrm{P}{ u(t,x)=infty quad hbox { for all } t&gt;0 hbox { and } xin {mathbb {R}}}=1.)</span> </span> The main ingredients of the proof involve a hitting-time bound for a class of differential inequalities (Remark 3.3), and the study of the spatial growth of stochastic convolutions using techniques from the Malliavin calculus and the Poincaré inequalities that were developed in Chen et al. (Electron J Probab 26:1–37, 2021, J Funct Anal 282(2):109290, 2022).</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140044150","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges 薛定谔电位的弱半凸估计和薛定谔桥的对数索波列夫不等式
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-02-28 DOI: 10.1007/s00440-024-01264-6
Giovanni Conforti
{"title":"Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges","authors":"Giovanni Conforti","doi":"10.1007/s00440-024-01264-6","DOIUrl":"https://doi.org/10.1007/s00440-024-01264-6","url":null,"abstract":"<p>We investigate the quadratic Schrödinger bridge problem, a.k.a. Entropic Optimal Transport problem, and obtain weak semiconvexity and semiconcavity bounds on Schrödinger potentials under mild assumptions on the marginals that are substantially weaker than log-concavity. We deduce from these estimates that Schrödinger bridges satisfy a logarithmic Sobolev inequality on the product space. Our proof strategy is based on a second order analysis of coupling by reflection on the characteristics of the Hamilton–Jacobi–Bellman equation that reveals the existence of new classes of invariant functions for the corresponding flow.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140003269","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mixing time of random walk on dynamical random cluster 动态随机群上随机行走的混合时间
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-02-28 DOI: 10.1007/s00440-024-01262-8
Andrea Lelli, Alexandre Stauffer
{"title":"Mixing time of random walk on dynamical random cluster","authors":"Andrea Lelli, Alexandre Stauffer","doi":"10.1007/s00440-024-01262-8","DOIUrl":"https://doi.org/10.1007/s00440-024-01262-8","url":null,"abstract":"<p>We study the mixing time of a random walker who moves inside a dynamical random cluster model on the <i>d</i>-dimensional torus of side-length <i>n</i>. In this model, edges switch at rate <span>(mu )</span> between <i>open</i> and <i>closed</i>, following a Glauber dynamics for the random cluster model with parameters <i>p</i>, <i>q</i>. At the same time, the walker jumps at rate 1 as a simple random walk on the torus, but is only allowed to traverse open edges. We show that for small enough <i>p</i> the mixing time of the random walker is of order <span>(n^2/mu )</span>. In our proof we construct a non-Markovian coupling through a multi-scale analysis of the environment, which we believe could be more widely applicable.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":2.0,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140003143","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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