Hermon and Hutchcroft have recently proved the long-standing conjecture that in Bernoulli(p) bond percolation on any nonamenable transitive graph G, at any p > p_c(G), the probability that the cluster of the origin is finite but has a large volume n decays exponentially in n. A corollary is that all infinite clusters have anchored expansion almost surely. They have asked if these results could hold more generally, for any finite energy ergodic invariant percolation. We give a counterexample, an invariant percolation on the 4-regular tree.
This paper studies anchored expansion, a non-uniform version of the strong isoperimetric inequality. We show that every graph with i-anchored expansion contains a subgraph with isoperimetric (Cheeger) constant at least i. We prove a conjecture by Benjamini, Lyons and Schramm (1999) that in such graphs the random walk escapes with a positive lim inf speed. We also show that anchored expansion implies a heat-kernel decay bound of order exp(-c n^1/3).
Let $(X_n)_{n\geq 0}$ be a reversible random walk on a graph $G$ satisfying an anchored isoperimetric inequality. We give upper bounds for exit time (and occupation time in transient case) by X of any set which contains the root. As an application, we consider random environments of $\Z^d$.
We show that random walk on a stationary random graph with positive anchored expansion and exponential volume growth has positive speed. We also show that two families of random triangulations of the hyperbolic plane, the hyperbolic Poisson Voronoi tessellation and the hyperbolic Poisson Delaunay triangulation, have 1-skeletons with positive anchored expansion. As a consequence, we show that the simple random walks on these graphs have positive speed. We include a section of open problems and conjectures on the topics of stationary geometric random graphs and the hyperbolic Poisson Voronoi tes…
We consider an i.i.d. supercritical bond percolation on $\mathbb{Z}^d$, every edge is open with a probability $p > p_c (d)$, where $p_c (d)$ denotes the critical parameter for this percolation. We know that there exists almost surely a unique infinite open cluster $C_p$ [7]. We are interested in the regularity properties in p of the anchored isoperimetric profile of the infinite cluster $C_p$. For $d\ge2$, we prove that the anchored isoperimetric profile defined in [4] is Lipschitz continuous on all intervals $[p_0 , p_1 ] \subset (p_c (d), 1)$.
Let $G$ be an infinite graph such that each tree in the wired uniform spanning forest on $G$ has one end almost surely. On such graphs $G$, we give a family of continuous, measure preserving, almost one-to-one mappings from the wired spanning forest on $G$ to recurrent sandpiles on $G$, that we call anchored burning bijections. In the special case of $\mathbb{Z}^d$, $d \ge 2$, we show how the anchored bijection, combined with Wilson's stacks of arrows construction, as well as other known results on spanning trees, yields a power law upper bound on the rate of convergence to the sandpile measur…
We give sufficient conditions for a discrete set of points in any dimensional real hyperbolic space to have positive anchored expansion. The first condition is a bounded mean density property, ensuring not too many points can accumulate in large regions. The second is a bounded mean vacancy condition, effectively ensuring there is not too much space left vacant by the points over large regions. These properties give as an easy corollary that stationary Poisson--Delaunay graphs have positive anchored expansion, as well as Delaunay graphs built from stationary determinantal point processes. We i…
Benjamini, Lyons and Schramm [Random Walks and Discrete Potential Theory (1999) 56-84] considered properties of an infinite graph G, and the simple random walk on it, that are preserved by random perturbations. In this paper we solve several problems raised by those authors. The anchored expansion constant is a variant of the Cheeger constant; its positivity implies positive lower speed for the simple random walk, as shown by Virag [Geom. Funct. Anal. 10 (2000) 1588-1605]. We prove that if G has a positive anchored expansion constant, then so does every infinite cluster of independent percolat…
We consider the anchored isoperimetric profile of the infinite open cluster, defined for $p > p\_c$, whose existence has been recently proved in [3]. We extend adequately the definition for $p = p\_c$, in finite boxes. We prove a partial result which implies that, if the limit defining the anchored isoperimetric profile at $p\_c$ exists, it has to vanish.
We establish several equivalent characterisations of the anchored isoperimetric dimension of supercritical clusters in Bernoulli bond percolation on transitive graphs. We deduce from these characterisations together with a theorem of Duminil-Copin, Goswami, Raoufi, Severo, and Yadin that if $G$ is a transient transitive graph then the infinite clusters of Bernoulli percolation on $G$ are transient for $p$ sufficiently close to $1$. It remains open to extend this result down to the critical probability. Along the way we establish two new cluster repulsion inequalities that are of independent in…
Let $d\geq 2$. We consider an i.i.d. supercritical bond percolation on $\mathbb{Z}^d$, every edge is open with a probability $p>p_c(d)$, where $p_c(d)$ denotes the critical point. We condition on the event that $0$ belongs to the infinite cluster $\mathcal{C}_\infty$ and we consider connected subgraphs of $\mathcal{C}_\infty$ having at most $n^d$ vertices and containing $0$. Among these subgraphs, we are interested in the ones that minimize the open edge boundary size to volume ratio. These minimizers properly rescaled converge towards a translate of a deterministic shape and their open edge b…
We consider the unique infinite connected component of supercritical bond percolation on the square lattice and study the geometric properties of isoperimetric sets, i.e., sets with minimal boundary for a given volume. For almost every realization of the infinite connected component we prove that, as the volume of the isoperimetric set tends to infinity, its asymptotic shape can be characterized by an isoperimetric problem in the plane with respect to a particular norm. As an application we then show that the anchored isoperimetric profile with respect to a given point as well as the Cheeger c…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs to have a general way to calculate higher order expansions, due to possible cancellations of terms. An algebraic methodology is employed to obtain the results.
In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure convergence to a strictly positive and finite constant without assuming any dependence structure or the existence of means. Results of this kind are known as exact weak and exact strong laws.
In this article, we consider a Markov process X, starting from x and solving a stochastic differential equation, which is driven by a Brownian motion and an independent pure jump component exhibiting state-dependent jump intensity and infinite jump activity. A second order expansion is derived for the tail probability P[X(t)>x+y] in small time t, for y>0. As an application of this expansion and a suitable change of the underlying probability measure, a second order expansion, near expiration, for out-of-the-money European call option prices is obtained when the underlying stock price is modele…
We introduce an asymptotic small noise expansion, a so called vol-of-vol expansion, for potentially infinite dimensional and rough stochastic volatility models. Thereby we extend the scope of existing results for finite dimensional models and validate claims for infinite dimensional models. Furthermore we provide new, explicit (in the sense of non-recursive) representations of the so-called push-down Malliavin weights that utilizes a precise understanding of the terms of this expansion.
In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an arbitrarily chosen sequence of (non-decreasing) test functions. The expansions hold for arbitrary univariate target distribution under weak assumptions, in particular they hold for continuous and discrete distributions alike. The weights are studied under different sets of assumptions either on the test functions or on the underlying distributions. Many concrete…
We consider a stationary and ergodic random field $\{ω(e) : e \in E_d\}$ that is parameterized by the edge set of the Euclidean lattice $\mathbb{Z}^d$, $d \geq 2$. The random variable $ω(e)$, taking values in $[0, \infty)$ and satisfying certain moment bounds, is thought of as the conductance of the edge $e$. Assuming that the set of edges with positive conductances give rise to a unique infinite cluster $\mathcal{C}_{\infty}(ω)$, we prove a quenched invariance principle for the continuous-time random walk among random conductances under relatively mild conditions on the structure of the infin…
We consider a Markov process $X$, which is the solution of a stochastic differential equation driven by a Lévy process $Z$ and an independent Wiener process $W$. Under some regularity conditions, including non-degeneracy of the diffusive and jump components of the process as well as smoothness of the Lévy density of $Z$ outside any neighborhood of the origin, we obtain a small-time second-order polynomial expansion for the tail distribution and the transition density of the process $X$. Our method of proof combines a recent regularizing technique for deriving the analog small-time expansions f…
Consider the sum $Z = \sum_{n=1}^\infty λ_n (η_n - \mathbb{E}η_n)$, where $η_n$ are i.i.d.~gamma random variables with shape parameter $r > 0$, and the $λ_n$'s are predetermined weights. We study the asymptotic behavior of the tail $\sum_{n=M}^\infty λ_n (η_n - \mathbb{E}η_n)$ which is asymptotically normal under certain conditions. We derive a Berry-Essen bound and Edgeworth expansions for its distribution function. We illustrate the effectiveness of these expansions on an infinite sum of weighted chi-squared distributions.
We present general existence and uniqueness results for marked models with pair interactions, exemplified through Gibbs point processes on path space. More precisely, we study a class of infinite-dimensional diffusions under Gibbsian interactions, in the context of marked point configurations: the starting points belong to $\mathbb{R}^d$, and the marks are the paths of Langevin diffusions. We use the entropy method to prove existence of an infinite-volume Gibbs point process and use cluster expansion tools to provide an explicit activity domain in which uniqueness holds.
We study the growth and isoperimetry of infinite clusters in slightly supercritical Bernoulli bond percolation on transitive nonamenable graphs under the $L^2$ boundedness condition ($p_c<p_{2\to 2}$). Surprisingly, we find that the volume growth of infinite clusters is always purely exponential (that is, the subexponential corrections to growth are bounded) in the regime $p_c<p<p_{2\to 2}$, even when the ambient graph has unbounded corrections to exponential growth. For $p$ slightly larger than $p_c$, we establish the precise estimates \begin{align*} \mathbf{E}_p \left[ \# B_\mathrm{int}(v,r)…
We establish several new fractal and number theoretical phenomena connected with expansions which are generated by infinite linear iterated function systems. First of all we show that the systems $Φ$ of cylinders of generalized Lüroth expansions are, generally speaking, not faithful for the Hausdorff dimension calculation. Using Yuval Peres' approach, we prove sufficient conditions for the non-faithfulness of such families of cylinders. On the other hand, rather general sufficient conditions for the faithfulness of such covering systems are also found. As a corollary of our main results, we ob…
