Annals of Probability最新文献

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An $L^{p}$ theory of sparse graph convergence II: LD convergence, quotients and right convergence 稀疏图收敛的一个L^{p}$理论II: LD收敛、商和右收敛
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-08-04 DOI: 10.1214/17-AOP1187
C. Borgs, J. Chayes, Henry Cohn, Yufei Zhao
{"title":"An $L^{p}$ theory of sparse graph convergence II: LD convergence, quotients and right convergence","authors":"C. Borgs, J. Chayes, Henry Cohn, Yufei Zhao","doi":"10.1214/17-AOP1187","DOIUrl":"https://doi.org/10.1214/17-AOP1187","url":null,"abstract":"We extend the LpLp theory of sparse graph limits, which was introduced in a companion paper, by analyzing different notions of convergence. Under suitable restrictions on node weights, we prove the equivalence of metric convergence, quotient convergence, microcanonical ground state energy convergence, microcanonical free energy convergence and large deviation convergence. Our theorems extend the broad applicability of dense graph convergence to all sparse graphs with unbounded average degree, while the proofs require new techniques based on uniform upper regularity. Examples to which our theory applies include stochastic block models, power law graphs and sparse versions of WW-random graphs.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/17-AOP1187","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66060699","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: 84
Mean field games with common noise 平均场游戏与共同的噪音
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-07-23 DOI: 10.1214/15-AOP1060
R. Carmona, F. Delarue, D. Lacker
{"title":"Mean field games with common noise","authors":"R. Carmona, F. Delarue, D. Lacker","doi":"10.1214/15-AOP1060","DOIUrl":"https://doi.org/10.1214/15-AOP1060","url":null,"abstract":"A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the theory of stochastic differential equations, and existence of weak solutions for mean field games is shown to hold under very general assumptions. Examples and counter-examples are provided to enlighten the underpinnings of the existence theory. Finally, an analog of the famous result of Yamada and Watanabe is derived, and it is used to prove existence and uniqueness of a strong solution under additional assumptions.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/15-AOP1060","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66032342","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: 208
Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients 具有局部Sobolev和超线性增长系数的SDEs的Sobolev可微流
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-07-22 DOI: 10.1214/15-AOP1057
Longjie Xie, Xicheng Zhang
{"title":"Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients","authors":"Longjie Xie, Xicheng Zhang","doi":"10.1214/15-AOP1057","DOIUrl":"https://doi.org/10.1214/15-AOP1057","url":null,"abstract":"By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to the starting point. Moreover, we also study the strong Feller property and the irreducibility to the associated diffusion semigroup.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/15-AOP1057","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66032574","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: 44
Universality of cutoff for the ising model ising模型的截止的通用性
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-07-07 DOI: 10.1214/16-AOP1146
E. Lubetzky, A. Sly
{"title":"Universality of cutoff for the ising model","authors":"E. Lubetzky, A. Sly","doi":"10.1214/16-AOP1146","DOIUrl":"https://doi.org/10.1214/16-AOP1146","url":null,"abstract":"On any locally-finite geometry, the stochastic Ising model is known to be contractive when the inverse-temperature ββ is small enough, via classical results of Dobrushin and of Holley in the 1970s. By a general principle proposed by Peres, the dynamics is then expected to exhibit cutoff. However, so far cutoff for the Ising model has been confirmed mainly for lattices, heavily relying on amenability and log Sobolev inequalities. Without these, cutoff was unknown at any fixed β>0β>0, no matter how small, even in basic examples such as the Ising model on a binary tree or a random regular graph.We use the new framework of information percolation to show that, in any geometry, there is cutoff for the Ising model at high enough temperatures. Precisely, on any sequence of graphs with maximum degree dd, the Ising model has cutoff provided that β<κ/dβ<κ/d for some absolute constant κκ (a result which, up to the value of κκ, is best possible). Moreover, the cutoff location is established as the time at which the sum of squared magnetizations drops to 1, and the cutoff window is O(1)O(1), just as when β=0β=0.Finally, the mixing time from almost every initial state is not more than a factor of 1+eβ1+eβ faster then the worst one (with eβ→0eβ→0 as β→0β→0), whereas the uniform starting state is at least 2−eβ2−eβ times faster.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-07-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/16-AOP1146","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66047787","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: 25
Bulk universality for deformed Wigner matrices 变形Wigner矩阵的体通用性
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-05-26 DOI: 10.1214/15-AOP1023
J. Lee, Kevin Schnelli, Ben Stetler, H. Yau
{"title":"Bulk universality for deformed Wigner matrices","authors":"J. Lee, Kevin Schnelli, Ben Stetler, H. Yau","doi":"10.1214/15-AOP1023","DOIUrl":"https://doi.org/10.1214/15-AOP1023","url":null,"abstract":"We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the local statistics in the bulk of the spectrum are universal in the limit of large N.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66031634","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: 74
A Gaussian upper bound for martingale small-ball probabilities 鞅小球概率的高斯上界
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-05-23 DOI: 10.1214/15-AOP1073
James R. Lee, Y. Peres, Charles K. Smart
{"title":"A Gaussian upper bound for martingale small-ball probabilities","authors":"James R. Lee, Y. Peres, Charles K. Smart","doi":"10.1214/15-AOP1073","DOIUrl":"https://doi.org/10.1214/15-AOP1073","url":null,"abstract":"Consider a discrete-time martingale {Xt}{Xt} taking values in a Hilbert space HH. We show that if for some L≥1L≥1, the bounds E[∥Xt+1−Xt∥2H|Xt]=1E[‖Xt+1−Xt‖H2|Xt]=1 and ∥Xt+1−Xt∥H≤L‖Xt+1−Xt‖H≤L are satisfied for all times t≥0t≥0, then there is a constant c=c(L)c=c(L) such that for 1≤R≤t√1≤R≤t, \u0000 \u0000P(∥Xt−X0∥H≤R)≤cRt√. \u0000P(‖Xt−X0‖H≤R)≤cRt. \u0000Following Lee and Peres [Ann. Probab. 41 (2013) 3392–3419], this estimate has applications to small-ball estimates for random walks on vertex-transitive graphs: We show that for every infinite, connected, vertex-transitive graph GG with bounded degree, there is a constant CG>0CG>0 such that if {Zt}{Zt} is the simple random walk on GG, then for every e>0e>0 and t≥1/e2t≥1/e2, \u0000 \u0000P(distG(Zt,Z0)≤et√)≤CGe, \u0000P(distG(Zt,Z0)≤et)≤CGe, \u0000where distGdistG denotes the graph distance in GG.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/15-AOP1073","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66032828","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: 12
Intermittency for branching random walk in Pareto environment Pareto环境下分支随机漫步的间歇性问题
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-05-21 DOI: 10.1214/15-AOP1021
Marcel Ortgiese, Matthew I. Roberts
{"title":"Intermittency for branching random walk in Pareto environment","authors":"Marcel Ortgiese, Matthew I. Roberts","doi":"10.1214/15-AOP1021","DOIUrl":"https://doi.org/10.1214/15-AOP1021","url":null,"abstract":"We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We describe the process, including a detailed shape theorem, in terms of a system of growing lilypads. As an application we show that the branching random walk is intermittent, in the sense that most particles are concentrated on one very small island with large potential. Moreover, we compare the branching random walk to the parabolic Anderson model and observe that although the two systems show similarities, the mechanisms that control the growth are fundamentally different.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/15-AOP1021","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66031549","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: 12
Extremes of a class of nonhomogeneous Gaussian random fields 一类非齐次高斯随机场的极值
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-05-12 DOI: 10.1214/14-AOP994
Krzysztof Dcebicki, E. Hashorva, L. Ji
{"title":"Extremes of a class of nonhomogeneous Gaussian random fields","authors":"Krzysztof Dcebicki, E. Hashorva, L. Ji","doi":"10.1214/14-AOP994","DOIUrl":"https://doi.org/10.1214/14-AOP994","url":null,"abstract":"This contribution establishes exact tail asymptotics of sup(s,t)∈E X(s,t) for a large class of nonhomogeneous Gaussian random fields X on a bounded convex set E⊂R2, with variance function that attains its maximum on a segment on E. These findings extend the classical results for homogeneous Gaussian random fields and Gaussian random fields with unique maximum point of the variance. Applications of our result include the derivation of the exact tail asymptotics of the Shepp statistics for stationary Gaussian processes, Brownian bridge and fractional Brownian motion as well as the exact tail asymptotic expansion for the maximum loss and span of stationary Gaussian processes.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/14-AOP994","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66010589","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: 36
A noncommutative martingale convexity inequality 一个非交换鞅凸性不等式
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-05-02 DOI: 10.1214/14-AOP990
'Eric Ricard, Quanhua Xu
{"title":"A noncommutative martingale convexity inequality","authors":"'Eric Ricard, Quanhua Xu","doi":"10.1214/14-AOP990","DOIUrl":"https://doi.org/10.1214/14-AOP990","url":null,"abstract":"Let M be a von Neumann algebra equipped with a faithful semifinite normal weight ϕ and N be a von Neumann subalgebra of M such that the restriction of ϕ to N is semifinite and such that N is invariant by the modular group of ϕ. Let E be the weight preserving conditional expectation from M onto N. As an application we show that there exists e0>0 such that for any free group Fn and any q≥4−e0, \u0000∥Pt∥2→q≤1⇔t≥logq−1−−−−√, where (Pt) is the Poisson semigroup defined by the natural length function of Fn.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/14-AOP990","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66010725","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: 41
Relaxation to equilibrium of generalized East processes on $mathbb{Z}^{d}$: Renormalization group analysis and energy-entropy competition $mathbb{Z}^{d}$上广义East过程的松弛平衡:重整化群分析和能量熵竞争
IF 2.3 1区 数学
Annals of Probability Pub Date : 2014-04-29 DOI: 10.1214/15-AOP1011
P. Chleboun, A. Faggionato, F. Martinelli
{"title":"Relaxation to equilibrium of generalized East processes on $mathbb{Z}^{d}$: Renormalization group analysis and energy-entropy competition","authors":"P. Chleboun, A. Faggionato, F. Martinelli","doi":"10.1214/15-AOP1011","DOIUrl":"https://doi.org/10.1214/15-AOP1011","url":null,"abstract":"We consider a class of kinetically constrained interacting particle systems on Zd which play a key role in several heuristic qualitative and quantitative approaches to describe the complex behavior of glassy dynamics. With rate one and independently among the vertices of Zd, to each occupation variable ηx∈{0,1} a new value is proposed by tossing a (1−q)-coin. If a certain local constraint is satisfied by the current configuration the proposed move is accepted, otherwise it is rejected. For d=1, the constraint requires that there is a vacancy at the vertex to the left of the updating vertex. In this case, the process is the well-known East process. On Z2, the West or the South neighbor of the updating vertex must contain a vacancy, similarly, in higher dimensions. Despite of their apparent simplicity, in the limit q↘0 of low vacancy density, corresponding to a low temperature physical setting, these processes feature a rather complicated dynamic behavior with hierarchical relaxation time scales, heterogeneity and universality. Using renormalization group ideas, we first show that the relaxation time on Zd scales as the 1/d-root of the relaxation time of the East process, confirming indications coming from massive numerical simulations. Next, we compute the relaxation time in finite boxes by carefully analyzing the subtle energy-entropy competition, using a multiscale analysis, capacity methods and an algorithmic construction. Our results establish dynamic heterogeneity and a dramatic dependence on the boundary conditions. Finally, we prove a rather strong anisotropy property of these processes: the creation of a new vacancy at a vertex x out of an isolated one at the origin (a seed) may occur on (logarithmically) different time scales which heavily depend not only on the l1-norm of x but also on its direction.","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.3,"publicationDate":"2014-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66031627","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: 22
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