We consider a generalization of the so-called divide and color model recently introduced by Haggstrom. We investigate the behaviour of the magnetization in large boxes and its fluctuations. Thus, laws of large numbers and Central Limit theorems are proved, both quenched and annealed. We show that the properties of the underlying percolation process roughly influence the behaviour of the colorying model. In the subcritical case, the limit magnetization is deterministic and the Central Limit Theorem admits a Gaussian limit. A contrario, the limit magnetization is not deterministic in the supercritical case and the limit of the Central Limit Theorem is not Gaussian, except in the particular model with exactly two colors which are equally probable.
Let $X_1,X_2$ be independent random walks on $\mathbf{Z}_n^d$, $d\geq3$, each starting from the uniform distribution. Initially, each site of $\mathbf{Z}_n^d$ is unmarked, and, whenever $X_i$ visits such a site, it is set irreversibly to $i$. The mean of $|\mathcal{A}_i|$, the cardinality of the set $\mathcal{A}_i$ of sites painted by $i$, once all of $\mathbf{Z}_n^d$ has been visited, is $\frac{1}{2}n^d$ by symmetry. We prove the following conjecture due to Pemantle and Peres: for each $d\geq3$ there exists a constant $α_d$ such that $\lim_{n\to\infty}\operatorname{Var}(|\mathcal {A}_i|)/h_d(…
In this paper we prove the central limit theorem for the number of clusters formed by the particles of the Arratia flow starting from the interval $[0;n]$ as $n\to\infty$ and obtain an estimate of the Berry-Esseen type for the rate of this convergence.
We consider general classes of lattice clusters, including various kinds of animals and trees on different lattices. We prove that if a given local configuration ("pattern") of sites and bonds can occur in large clusters, then it occurs at least cN times in most clusters of size n, for some constant c>0. An analogous theorem for self-avoiding walks was proven in 1963 by Kesten. The results also apply to weighted sums, and in particular we can take a$sub n$ to be the probability that the percolation cluster containing the origin consists of exactly n sites. Another consequence is strict inequal…
We prove central limit theorems (CLT) for empirical processes of extreme values cluster functionals as in Drees and Rootzén (2010). We use coupling properties enlightened for Dedecker \& Prieur's $τ-$dependence coefficients in order to improve the conditions of dependence and continue to obtain these CLT. The assumptions are precisely set for particular processes and cluster functionals of interest. The number of excesses provides a complete example of a cluster functional for a simple non-mixing model (AR(1)-process) for which ours results are definitely needed. We also give the expression ex…
We consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with $d \ge 3$ being the spatial dimension. For this random walk we prove an annealed local central limit theorem and a quenched local limit theorem. The latter shows that the quenched transition probabilities of the random walk converge to the annealed transition probabilities reweighted by a function of the medium centred at the target site. This function is the density of the unique measure which is invariant for the point of view of the particle, is absolutely continuous…
In this article, we consider a sequence $(N_n)_{n \geq 1}$ of point processes, whose points lie in a subset $E$ of $\bR \verb2\2 \{0\}$, and satisfy an asymptotic independence condition. Our main result gives some necessary and sufficient conditions for the convergence in distribution of $(N_n)_{n \geq 1}$ to an infinitely divisible point process $N$. As applications, we discuss the exceedance processes and point processes based on regularly varying sequences.
We prove that for q>=1, there exists r(q)<1 such that for p>r(q), the number of points in large boxes which belongs to the infinite cluster has a normal central limit behaviour under the random cluster measure phi_{p,q} on Z^d, d>=2. Particularly, we can take r(q)=p_g^* for d=2, which is commonly conjectured to be equal to p_c. These results are used to prove a q-dimensional central limit theorems relative to the fluctuation of the empirical measures for the ground Gibbs measures of the q-state Potts model at very low temperature and the Gibbs measures which reside in the convex hull of them. …
We investigate level sets of the Gaussian free field on continuous transient metric graphs $\tilde{\mathcal G}$ and study the capacity of its level set clusters. We prove, without any further assumption on the base graph $\mathcal{G}$, that the capacity of sign clusters on $\tilde{\mathcal G}$ is finite almost surely. This leads to a new and effective criterion to determine whether the sign clusters of the free field on $\tilde{\mathcal G}$ are bounded or not. It also elucidates why the critical parameter for percolation of level sets on $\tilde{\mathcal G}$ vanishes in most instances in the m…
An important problem in modeling networks is how to generate a randomly sampled graph with given degrees. A popular model is the configuration model, a network with assigned degrees and random connections. The erased configuration model is obtained when self-loops and multiple edges in the configuration model are removed. We prove an upper bound for the number of such erased edges for regularly-varying degree distributions with infinite variance, and use this result to prove central limit theorems for Pearson's correlation coefficient and the clustering coefficient in the erased configuration …
The influence theorem for product measures on the discrete space {0,1}^N may be extended to probability measures with the property of monotonicity (which is equivalent to `strong positive-association'). Corresponding results are valid for probability measures on the cube [0,1]^N that are absolutely continuous with respect to Lebesgue measure. These results lead to a sharp-threshold theorem for measures of random-cluster type, and this may be applied to box-crossings in the two-dimensional random-cluster model.
We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this information leads to a parabolic Harnack inequality, a local limit theorem and estimates on the Green's function.
We consider a directed random walk on the backbone of the infinite cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the ``ancestral lineage'' of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) using a regeneration approach. Furthermore, we obtain a quenched central limit theorem (i.e.\ for almost any realisation of the cluster) via an analysis of joint renewals of two independent walks on the same cluster.
We study occurrences of patterns on clusters of size n in random fields on Z^d. We prove that for a given pattern, there is a constant a>0 such that the probability that this pattern occurs at most an times on a cluster of size n is exponentially small. Moreover, for random fields obeying a certain Markov property, we show that the ratio between the numbers of occurrences of two distinct patterns on a cluster is concentrated around a constant value. This leads to an elegant and simple proof of the ratio limit theorem for these random fields, which states that the ratio of the probabilities tha…
A sharp-threshold theorem is proved for box-crossing probabilities on the square lattice. The models in question are the random-cluster model near the self-dual point $p_{\mathrm {sd}}(q)=\sqrt{q}/(1+\sqrt{q})$, the Ising model with external field, and the colored random-cluster model. The principal technique is an extension of the influence theorem for monotonic probability measures applied to increasing events with no assumption of symmetry.
The Burton--Keane theorem for the almost-sure uniqueness of infinite clusters is a landmark of stochastic geometry. Let $μ$ be a translation-invariant probability measure with the finite-energy property on the edge-set of a $d$-dimensional lattice. The theorem states that the number $I$ of infinite components satisfies $μ(I\in\{0,1\})=1$. The proof is an elegant and minimalist combination of zero--one arguments in the presence of amenability. The method may be extended (not without difficulty) to other problems including rigidity and entanglement percolation, as well as to the Gibbs theory of …
In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes $(Z_n(f))_{f\in\mathcal{F}}$ whose index set $\mathcal{F}$ is a family of cluster functionals valued on blocks of values of a stationary random field. The practicality and applicability of the result depends mainly on the usual Lindeberg condition and a sequence $T_n$ which summarizes the dependence between the blocks of the random field values. Finally, as application, we use the previous result in order to show the Gaussian asymptotic behavior of the iso-extremogram esti…
Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance and many other fields. In this paper, we obtain a functional central limit theorem for nonlinear Hawkes process. Under the same assumptions, we also obtain a Strassen's invariance principle, i.e. a functional law of the iterated logarithm.
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…
In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to supercritical percolation clusters, graph trees converging to the continuum random tree and the homogenisation problem for nested fractals. A subsequential local limit theorem for the simple random walks on generalised Sierpinski carpet graphs is also presented.
Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$ blocks $(Y_{n,j})$, and if a block contains at least one extreme value, the block is considered to contain a cluster. The cluster starts at the first extreme value in the block and ends at the last one. The main results are uniform central limit theorems for empirical processes $Z_n(f):=\frac{1}{\sqrt {nv_n}}\sum_{j=1}^{m_n}(f(Y_{n,j})-Ef(Y_{n,j})),$ for $v_…
A functional limit theorem for a dynamical system with an observable maximised on a Cantor set
Centro de Matemática & Faculdade de Ciências da Universidade do Porto（波尔图大学数学中心与理学院）；Faculdade de Economia da Universidade do Porto（波尔图大学经济管理学院）；Mathematical Institute University of St Andrews（圣安德鲁斯大学数学研究所）
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version of this is known to be true as well, the limit process being a stable Lévy process. The main result in the paper is that for a stationary, regularly varying sequence for which clusters of high-threshold excesses can be broken down into asymptotically independent blocks, the properly centered partial sum process still converges to a stable Lévy process. Due …
The critical surface for random-cluster model with cluster-weight $q\ge 4$ on isoradial graphs is identified using parafermionic observables. Correlations are also shown to decay exponentially fast in the subcritical regime. While this result is restricted to random-cluster models with $q\ge 4$, it extends the recent theorem of the two first authors to a large class of planar graphs. In particular, the anisotropic random-cluster model on the square lattice is shown to be critical if $\frac{p_vp_h}{(1-p_v)(1-p_h)}=q$, where $p_v$ and $p_h$ denote the horizontal and vertical edge-weights respect…
