We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage on the torus around a late point. As such, it can be seen as a continuous analogue of discrete two-dimensional random interlacements [Comets, Popov, Vachkovskaia, 2016]. At the same time, one can view it as (restricted) Brownian loops through infinity. We establish a number of results analogous to these of [Comets, Popov, Vachkovskaia, 2016; Comets, Popov, 2016], as well as the results specific to the continuous case.
In this article we investigate the percolative properties of Brownian interlacements, a model introduced by Alain-Sol Sznitman in arXiv:1209.4531, and show that: the interlacement set is "well-connected", i.e., any two "sausages" in $d$-dimensional Brownian interlacements, $d\geq 3$, can be connected via no more than $\lceil (d-4)/2 \rceil$ intermediate sausages almost surely; while the vacant set undergoes a non-trivial percolation phase transition when the level parameter varies.
We consider the Brownian interlacements model in Euclidean space, introduced by A.S. Sznitman in \cite{sznitman2013scaling}. We give estimates for the asymptotics of the visibility in the vacant set. We also consider visibility inside the vacant set of the Brownian excursion process in the unit disc and show that it undergoes a phase transition regarding visibility to infinity as in \cite{benjamini2009visibility}. Additionally, we determine the critical value and that there is no visibility to infinity at the critical intensity.
The aim of this note is to give an alternative construction of interlacements - as introduced by Sznitman - which makes use of classical probabilistic potential theory. In particular, we outline that the intensity measure of an interlacement is known in probabilistic potential theory under the name "approximate Markov chain" or "quasi-process". We provide a simple construction of random interlacements through (unconditioned) two-sided Brownian motions (resp. two-sided random walks) involving Mitro's general construction of Kuznetsov measures and a Palm measures relation due to Fitzsimmons. In …
We consider continuous time interlacements on Z^d, with d bigger or equal to 3, and investigate the scaling limit of their occupation times. In a suitable regime, referred to as the constant intensity regime, this brings Brownian interlacements on R^d into play, whereas in the high intensity regime the Gaussian free field shows up instead. We also investigate the scaling limit of the isomorphism theorem of arXiv:1111.4818. As a by-product, when d=3, we obtain an isomorphism theorem for Brownian interlacements.
We consider continuous-time random interlacements on a transient weighted graph. We prove an identity in law relating the field of occupation times of random interlacements at level u to the Gaussian free field on the weighted graph. This identity is closely linked to the generalized second Ray-Knight theorem, and uniquely determines the law of occupation times of random interlacements at level u.
We introduce random interlacements for transient vertex-reinforced jump processes on a general graph $G$. Using increasing finite subgraphs $G_n$ of $G$ with wired boundary conditions, we show convergence of the vertex-reinforced jump process on $G_n$ observed in a finite window to the random interlacement observed in the same window.
We consider the interlacement Poisson point process on the space of doubly-infinite Z^d-valued trajectories modulo time-shift, tending to infinity at positive and negative infinite times. The set of vertices and edges visited by at least one of these trajectories is the graph induced by the random interlacements at level u of Sznitman arXiv:0704.2560. We prove that for any u>0, almost surely, the random interlacement graph is transient.
We consider the interlacement Poisson point process on the space of doubly-infinite Z^d-valued trajectories modulo time-shift, tending to infinity at positive and negative infinite times. The set of vertices and edges visited by at least one of these trajectories is the random interlacement at level u of Sznitman arXiv:0704.2560 . We prove that for any u>0, almost surely, (1) any two vertices in the random interlacement at level u are connected via at most ceiling(d/2) trajectories of the point process, and (2) there are vertices in the random interlacement at level u which can only be connect…
We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin, which makes them transient. We also compare this process to the conditional random walk on the ring graph. Our results are the convergence of the vacant set on the ring graph to the vacant set of one-dimensional random interlacements, a central limit theorem for the interlacements' local time for sites far from the origin and the convergence in law of the loca…
We prove a conditional decoupling inequality for the model of random interlacements in dimension $d\geq 3$: the conditional law of random interlacements on a box (or a ball) $A_1$ given the (not very "bad") configuration on a "distant" set $A_2$ does not differ a lot from the unconditional law.
We investigate random interlacements on $\mathbb{Z}^d$ with $d \geq 3$, and derive the large deviation rate for the probability that the capacity of the interlacement set in a macroscopic box is much smaller than that of the box. As an application, we obtain the large deviation rate for the probability that two independent interlacements have empty intersections in a macroscopic box. We also prove that conditioning on this event, one of them will be sparse in the box in terms of capacity. This result is an example of the entropic repulsion phenomenon for random interlacements.
We prove that the critical percolation parameter for Finitary Random Interlacements (FRI) is continuous with respect to the path length parameter $T$. The proof uses a result which is interesting on its own right; equality of natural critical parameters for FRI percolation phase transition.
We investigate the relation between the local picture left by the trajectory of a simple random walk on the torus (Z/NZ)^d, d >= 3, until u N^d time steps, u > 0, and the model of random interlacements recently introduced by Sznitman. In particular, we show that for large N, the joint distribution of the local pictures in the neighborhoods of finitely many distant points left by the walk up to time u N^d converges to independent copies of the random interlacement at level u.
We consider the geometry of random interlacements on the $d$-dimensional lattice. We use ideas from stochastic dimension theory developed in \cite{benjamini2004geometry} to prove the following: Given that two vertices $x,y$ belong to the interlacement set, it is possible to find a path between $x$ and $y$ contained in the trace left by at most $\lceil d/2 \rceil$ trajectories from the underlying Poisson point process. Moreover, this result is sharp in the sense that there are pairs of points in the interlacement set which cannot be connected by a path using the traces of at most $\lceil d/2 \r…
The random interlacements (at level u) is a one parameter family of random subsets of Z^d introduced by Sznitman in arXiv:0704.2560. The vacant set at level u is the complement of the random interlacement at level u. In this paper, we study the effect of small quenched noise on connectivity properties of the random interlacement and the vacant set. While the random interlacement induces a connected subgraph of Z^d for all levels u, the vacant set has a non-trivial phase transition in u, as shown in arXiv:0704.2560 and arXiv:0808.3344. For a positive epsilon, we allow each vertex of the random …
For $d\ge 3$ we construct a new coupling of the trace left by a random walk on a large $d$-dimensional discrete torus with the random interlacements on $\mathbb Z^d$. This coupling has the advantage of working up to macroscopic subsets of the torus. As an application, we show a sharp phase transition for the diameter of the component of the vacant set on the torus containing a given point. The threshold where this phase transition takes place coincides with the critical value $u_*(d)$ of random interlacements on $\mathbb Z^d$. Our main tool is a variant of the soft-local time coupling techniqu…
In this paper we obtain a couple of explicit expressions for the derivative of the probability of an increasing event in the random interlacements model. The event is supported in a finite subset of the lattice, and the derivative is with respect to the intensity parameter of the model.
We define the model of two-dimensional random interlacements using simple random walk trajectories conditioned on never hitting the origin, and then obtain some properties of this model. Also, for random walk on a large torus conditioned on not hitting the origin up to some time proportional to the mean cover time, we show that the law of the vacant set around the origin is close to that of random interlacements at the corresponding level. Thus, this new model provides a way to understand the structure of the set of late points of the covering process from a microscopic point of view.
In this paper, we show several rigorous results on the phase transition of Finitary Random Interlacement (FRI). For the high intensity regime, we show the existence of a critical fiber length, and give the exact asymptotic of it as intensity goes to infinity. At the same time, our result for the low intensity regime proves the global existence of a non-trivial phase transition with respect to the system intensity.
In this paper we obtain a decoupling feature of the random interlacements process $\mathcal{I}^u \subset \mathbb{Z}^d$, at level $u$, $d\geq 3$. More precisely, we show that the trace of the random interlacements process on two disjoint finite sets, $\textsf{F}$ and its translated $\textsf{F}+x$, can be coupled with high probability of success, when $\|x\|$ is large, with the trace of a process of independent excursions, which we call the noodle soup process. As a consequence, we obtain an upper bound on the covariance between two $[0,1]$-valued functions depending on the configuration of the …
This note investigates cover levels of finite sets in the random interlacements model introduced in [Ann. of Math. (2) 171 (2010) 2039-2087], that is, the least level such that the set is completely contained in the random interlacement at that level. It proves that as the cardinality of a set goes to infinity, the rescaled and recentered cover level tends in distribution to the Gumbel distribution with cumulative distribution function $\operatorname {exp}(-\operatorname {exp}(-z))$.
In this paper, we prove a phase transition in the connectivity of Finitary Random interlacements $\mathcal{FI}^{u,T}$ in $\mathbb{Z}^d$, with respect to the average stopping time. For each $u>0$, with probability one $\mathcal{FI}^{u,T}$ has no infinite connected component for all sufficiently small $T>0$, and a unique infinite connected component for all sufficiently large $T<\infty$. This answers a question of Bowen in the special case of $\mathbb{Z}^d$.
For the model of two-dimensional random interlacements in the critical regime (i.e., $α=1$), we prove that the vacant set is a.s.\ infinite, thus solving an open problem from arXiv:1502.03470. Also, we prove that the entrance measure of simple random walk on annular domains has certain regularity properties; this result is useful when dealing with soft local times for excursion processes.
In this paper we establish some properties of percolation for the vacant set of random interlacements, for d at least 5 and small intensity u. The model of random interlacements was first introduced by A.S. Sznitman in arXiv:0704.2560. It is known that, for small u, almost surely there is a unique infinite connected component in the vacant set left by the random interlacements at level u, see arXiv:0808.3344 and arXiv:0805.4106. We estimate here the distribution of the diameter and the volume of the vacant component at level u containing the origin, given that it is finite. This comes as a by-…
We study a biased random walk on the interlacement set of $\mathbb{Z}^d$ for $d\geq 3$. Although the walk is always transient, we can show, in the case $d=3$, that for any value of the bias the walk has a zero limiting speed and actually moves slower than any power.
We study the critical parameter u^{*} of random interlacements percolation (introduced by A.S Sznitman in arXiv:0704.2560) on a Galton-Watson tree conditioned on the non-extinction event. Starting from the previous work of A. Teixeira in arXiv:0907.0316, we show that, for a given law of a Galton-Watson tree, the value of this parameter is a.s. constant and non-trivial. We also characterize this value as the solution of a certain equation.
We consider the model of random interlacements on $\mathbb{Z}^d$ introduced in Sznitman [Vacant set of random interlacements and percolation (2007) preprint]. For this model, we prove the uniqueness of the infinite component of the vacant set. As a consequence, we derive the continuity in $u$ of the probability that the origin belongs to the infinite component of the vacant set at level $u$ in the supercritical phase $u<u_*$.
In this paper, we prove the exact orders of critical intensity $u_*(T)$ in Finitary Random Interlacements (FRI) in $\mathbb{Z}^d, \ d\ge 3$ with respect to the expected fiber length $T$. We show that as $T\to\infty$, $u_*(T)\sim T^{-1}, \ d\ge 5;$ $u_*(T)\sim T^{-1}\log T, \ d=4;$ $u_*(T)\sim T^{-1/2},\ d=3.$ Our estimates also give the order of magnitude at which the percolative phase transition with respect to $T$ takes place.
In this paper, we study geometric properties of the unique infinite cluster $Γ$ in a sufficiently supercritical Finitary Random Interlacements $\mathcal{FI}^{u,T}$ in $\mathbb{Z}^d, \ d\ge 3$. We prove that the chemical distance in $Γ$ is, with stretched exponentially high probability, of the same order as the Euclidean distance in $\mathbb{Z}^d$. This also implies a shape theorem parallel to those for Bernoulli percolation and random interlacements. We also prove local uniqueness of $\mathcal{FI}^{u,T}$, which says any two large clusters in $\mathcal{FI}^{u,T}$ "close to each other" will with…
We consider connectivity properties of the Branching Interlacements model in $\mathbb{Z}^d,~d\ge5$, recently introduced by Angel, Ráth and Zhu in 2016. Using stochastic dimension techniques we show that every two vertices visited by the branching interlacements are connected via at most $\lceil d/4\rceil$ conditioned critical branching random walks from the underlying Poisson process, and that this upper bound is sharp. In particular every such two branching random walks intersect if and only if $5\le d\le 8$. The stochastic dimension of branching random walk result is of independent interest.…
We define renormalized intersection local times for random interlacements of Lévy processes in R^{d} and prove an isomorphism theorem relating renormalized intersection local times with associated Wick polynomials.
In this paper, we study the evolution of a Finitary Random Interlacement (FRI) with respect to the expected length of each fiber. In contrast to the previously proved phase transition between sufficiently large and small fiber length, we show that for $d=3,4$, FRI is NOT stochastically monotone as fiber length increasing. At the same time, numerical evidences still strongly support the existence of a unique and sharp phase transition on the existence of a unique infinite cluster, while the critical value for phase transition is estimated to be an inversely proportional function with respect to…
We prove a shape theorem for the internal (graph) distance on the interlacement set $\mathcal{I}^u$ of the random interlacement model on $\mathbb Z^d$, $d\ge 3$. We provide large deviation estimates for the internal distance of distant points in this set, and use these estimates to study the internal distance on the range of a simple random walk on a discrete torus.
Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to the model of random interlacements on infinite transient weighted graphs. Under suitable assumptions, the set of points not visited by the random walk until a time of order |G_N|^2 in a neighborhood of a point with Z-component of order |G_N| converges in distribution to the law of the vacant set of a random interlacement on a certain limit model describing the…
We consider the model of random interlacements on transient graphs, which was first introduced by Sznitman [Ann. of Math. (2) (2010) 171 2039-2087] for the special case of ${\mathbb{Z}}^d$ (with $d\geq3$). In Sznitman [Ann. of Math. (2) (2010) 171 2039-2087], it was shown that on ${\mathbb{Z}}^d$: for any intensity $u>0$, the interlacement set is almost surely connected. The main result of this paper says that for transient, transitive graphs, the above property holds if and only if the graph is amenable. In particular, we show that in nonamenable transitive graphs, for small values of the int…
Let a simple random walk run inside a torus of dimension three or higher for a number of steps which is a constant proportion of the volume. We examine geometric properties of the range, the random subgraph induced by the set of vertices visited by the walk. Distance and mixing bounds for the typical range are proven that are a $k$-iterated log factor from those on the full torus for arbitrary $k$. The proof uses hierarchical renormalization and techniques that can possibly be applied to other random processes in the Euclidean lattice. We use the same technique to bound the heat kernel of a ra…
We introduce a model of branching interlacements for general critical offspring distributions. It consists of a countable collection of infinite tree-indexed random walk trajectories on $Z^d,d\geq5$. We show that this model turns out to be the local limit of the tree-indexed random walk in a discrete torus, conditioned on the size proportional to the volume of the torus. This generalizes the previous results of Angel, Ráth and the author, for the critical geometric offspring distribution. Our model also includes the model of random interlacements introduced by Sznitman as a degenerate case. To…
Random interlacements at level u is a one parameter family of connected random subsets of Z^d, d>=3 introduced in arXiv:0704.2560. Its complement, the vacant set at level u, exhibits a non-trivial percolation phase transition in u, as shown in arXiv:0704.2560 and arXiv:0808.3344, and the infinite connected component, when it exists, is almost surely unique, see arXiv:0805.4106. In this paper we study local percolative properties of the vacant set of random interlacements at level u for all dimensions d>=3 and small intensity parameter u>0. We give a stretched exponential bound on the probabili…
We study the asymptotic behavior for large $N$ of the disconnection time $T_N$ of a simple random walk on the discrete cylinder $(\mathbb{Z}/N\mathbb{Z})^d\times\mathbb{Z}$, when $d\ge2$. We explore its connection with the model of random interlacements on $\mathbb{Z}^{d+1}$ recently introduced in [Ann. Math., in press], and specifically with the percolative properties of the vacant set left by random interlacements. As an application we show that in the large $N$ limit the tail of $T_N/N^{2d}$ is dominated by the tail of the first time when the supremum over the space variable of the Brownian…
The vacant set of random interlacements at level $u>0$, introduced in arXiv:0704.2560, is a percolation model on $\mathbb{Z}^d$, $d \geq 3$ which arises as the set of sites avoided by a Poissonian cloud of doubly infinite trajectories, where $u$ is a parameter controlling the density of the cloud. It was proved in arXiv:0704.2560 and arXiv:0808.3344 that for any $d \geq 3$ there exists a positive and finite threshold $u_*$ such that if $u<u_*$ then the vacant set percolates and if $u>u_*$ then the vacant set does not percolate. We give an elementary proof of these facts. Our method also gives …
In $\mathbb{Z}^d$ with $d\ge 5$, we consider the time constant $ρ_u$ associated to the chemical distance in random interlacements at low intensity $u \ll 1$. We prove an upper bound of order $u^{-1/2}$ and a lower bound of order $u^{-1/2+\varepsilon}$. The upper bound agrees with the conjectured scale in which $u^{1/2}ρ_u$ converges to a constant multiple of the Euclidean norm, as $u\to 0$. Along the proof, we obtain a local lower bound on the chemical distance between the boundaries of two concentric boxes, which might be of independent interest. For both upper and lower bounds, the paper emp…
The model of random interlacements is a one-parameter family $\mathcal I^u,$ $u \ge 0,$ of random subsets of $\mathbb{Z}^d,$ which locally describes the trace of simple random walk on a $d$-dimensional torus run up to time $u$ times its volume. Its complement, the so-called vacant set $\mathcal V^u$, has been shown to undergo a non-trivial percolation phase-transition in $u;$ i.e., there exists $u_*(d) \in (0, \infty)$ such that for $u \in [0, u_*(d))$ the vacant set $\mathcal V^u$ contains a unique infinite connected component $\mathcal V_\infty^u,$ while for $u > u_*(d)$ it consists of finit…
It was shown by Le Jan that the occupation field of a Poisson ensemble of Markov loops ("loop soup") of parameter one-half associated to a transient symmetric Markov jump process on a network is half the square of the Gaussian free field on this network. We construct a coupling between these loops and the free field such that an additional constraint holds: the sign of the free field is constant on each cluster of loops. As a consequence of our coupling we deduce that the loop clusters of parameter one-half do not percolate on periodic lattices. We also construct a coupling between the random …
We extend the Aldous-Broder algorithm to generate the wired uniform spanning forests (WUSFs) of infinite, transient graphs. We do this by replacing the simple random walk in the classical algorithm with Sznitman's random interlacement process. We then apply this algorithm to study the WUSF, showing that every component of the WUSF is one-ended almost surely in any graph satisfying a certain weak anchored isoperimetric condition, that the number of `excessive ends' in the WUSF is non-random in any graph, and also that every component of the WUSF is one-ended almost surely in any transient unimo…
