We consider self-avoiding walk and percolation in $\Zd$, oriented percolation in $\Zd\times\Zp$, and the contact process in $\Zd$, with $p D(\cdot)$ being the coupling function whose range is denoted by $L<\infty$. For percolation, for example, each bond $\{x,y\}$ is occupied with probability $p D(y-x)$. The above models are known to exhibit a phase transition when the parameter $p$ varies around a model-dependent critical point $\pc$. We investigate the value of $\pc$ when $d>6$ for percolation and $d>4$ for the other models, and $L\gg1$. We prove in a unified way that $\pc=1+C(D)+O(L^{-2d})$, where the universal term 1 is the mean-field critical value, and the model-dependent term $C(D)=O(L^{-d})$ is written explicitly in terms of the function $D$. Our proof is based on the lace expansion for each of these models.
We consider self-avoiding walk, percolation and the Ising model with long and finite range. By means of the lace expansion we prove mean-field behavior for these models if $d>2(α\wedge2)$ for self-avoiding walk and the Ising model, and $d>3(α\wedge2)$ for percolation, where $d$ denotes the dimension and $α$ the power-law decay exponent of the coupling function. We provide a simplified analysis of the lace expansion based on the trigonometric approach in Borgs et al. (2007)
We consider random walk and self-avoiding walk whose 1-step distribution is given by $D$, and oriented percolation whose bond-occupation probability is proportional to $D$. Suppose that $D(x)$ decays as $|x|^{-d-α}$ with $α>0$. For random walk in any dimension $d$ and for self-avoiding walk and critical/subcritical oriented percolation above the common upper-critical dimension $d_{\mathrm{c}}\equiv2(α\wedge2)$, we prove large-$t$ asymptotics of the gyration radius, which is the average end-to-end distance of random walk/self-avoiding walk of length $t$ or the average spatial size of an oriente…
Let Z_N be the number of self-avoiding paths of length N starting from the origin on the infinite cluster obtained after performing Bernoulli percolation on Z^d with parameter p>p_c(Z^d). The object of this paper is to study the connective constant of the dilute lattice \limsup_{N\to \infty} Z_N^{1/N}, which is a non-random quantity. We want to investigate if the inequality \limsup_{N\to \infty} (Z_N)^{1/N} \le \lim_{N\to \infty} E[Z_N]^{1/N} obtained with the Borel-Cantelli Lemma is strict or not. In other words, we want to know the the quenched and annealed versions of the connective constan…
In this paper, we study the abundance of self-avoiding paths of a given length on a supercritical percolation cluster on $\bbZ^d$. More precisely, we count $Z_N$ the number of self-avoiding paths of length $N$ on the infinite cluster, starting from the origin (that we condition to be in the cluster). We are interested in estimating the upper growth rate of $Z_N$, $\limsup_{N\to \infty} Z_N^{1/N}$, that we call the connective constant of the dilute lattice. After proving that this connective constant is a.s.\ non-random, we focus on the two-dimensional case and show that for every percolation p…
Recently, Holmes and Perkins identified conditions which ensure that for a class of critical lattice models the scaling limit of the range is the range of super-Brownian motion. One of their conditions is an estimate on a spatial moment of order higher than four, which they verified for the sixth moment for spread-out lattice trees in dimensions $d>8$. Chen and Sakai have proved the required moment estimate for spread-out critical oriented percolation in dimensions $d+1>4+1$. We prove estimates on all moments for the spread-out critical contact process in dimensions $d>4$, which in particular …
Let $X$ be either $Z^d$ or the points of a Poisson process in $R^d$ of intensity 1. Given parameters $r$ and $p$, join each pair of points of $X$ within distance $r$ independently with probability $p$. This is the simplest case of a `spread-out' percolation model studied by Penrose, who showed that, as $r\to\infty$, the average degree of the corresponding random graph at the percolation threshold tends to 1, i.e., the percolation threshold and the threshold for criticality of the naturally associated branching process approach one another. Here we show that this result follows immediately from…
We study the stationary distribution of the (spread-out) $d$-dimensional contact process from the point of view of site percolation. In this process, vertices of $\mathbb{Z}^d$ can be healthy (state 0) or infected (state 1). With rate one infected sites recover, and with rate $λ$ they transmit the infection to some other vertex chosen uniformly within a ball of radius $R$. The classical phase transition result for this process states that there is a critical value $λ_c(R)$ such that the process has a non-trivial stationary distribution if and only if $λ> λ_c(R)$. In configurations sampled from…
Fix a graph $G$ in which every edge is colored in some of $k\ge 2$ colors. Two vertices $u$ and $v$ are CA-connected if $u$ and $v$ may be connected using any subset of $k - 1$ colors. CA-connectivity is an equivalence relation dividing the vertex set into classes called CA-components. In two recent papers, Ráth, Varga, Fekete, and Molontay, and Lichev and Schapira studied the size of the largest CA-component in a randomly colored random graph. The second of these works distinguished and studied three regimes (supercritical, intermediate, and subcritical) in which the largest CA-component has …
In this paper we establish a connection between epidemic models on random networks with general infection times considered in Barbour and Reinert 2013 and first passage percolation. Using techniques developed in Bhamidi, van der Hofstad, Hooghiemstra 2012, when each vertex has infinite contagious periods, we extend results on the epidemic curve in Barbour Reinert 2013 from bounded degree graphs to general sparse random graphs with degrees having finite third moments as the number of vertices tends to infinity. We also study the epidemic trail between the source and typical vertices in the grap…
We study the probability that the origin is connected to the sphere of radius r (an arm event) in critical percolation in high dimensions, namely when the dimension d is large enough or when d>6 and the lattice is sufficiently spread out. We prove that this probability decays like 1/r^2. Furthermore, we show that the probability of having k disjoint arms to distance r emanating from the vicinity of the origin is 1/r^2k.
We consider the following oriented percolation model of $\mathbb {N} \times \mathbb{Z}^d$: we equip $\mathbb {N}\times \mathbb{Z}^d$ with the edge set $\{[(n,x),(n+1,y)] | n\in \mathbb {N}, x,y\in \mathbb{Z}^d\}$, and we say that each edge is open with probability $p f(y-x)$ where $f(y-x)$ is a fixed non-negative compactly supported function on $\mathbb{Z}^d$ with $\sum_{z\in \mathbb{Z}^d} f(z)=1$ and $p\in [0,\inf f^{-1}]$ is the percolation parameter. Let $p_c$ denote the percolation threshold ans $Z_N$ the number of open oriented-paths of length $N$ starting from the origin, and study the g…
In the $R$-spread out, $d$-dimensional voter model, each site $x$ of $\mathbb{Z}^d$ has state (or 'opinion') 0 or 1 and, with rate 1, updates its opinion by copying that of some site $y$ chosen uniformly at random among all sites within distance $R$ from $x$. If $d \geq 3$, the set of (extremal) stationary measures of this model is given by a family $μ_{α, R}$, where $α\in [0,1]$. Configurations sampled from this measure are polynomially correlated fields of 0's and 1's in which the density of 1's is $α$ and the correlation weakens as $R$ becomes larger. We study these configurations from the …
Information is a key component in determining the price of an asset in financial markets, and the main objective of this paper is to study the spread of information in this context. The network of interactions in financial markets is modeled using a Galton-Watson tree where vertices represent the traders and where two traders are connected by an edge if one of the two traders sells the asset to the other trader. The information starts from a given vertex and spreads through the edges of the graph going independently from seller to buyer with probability $p$ and from buyer to seller with probab…
We show that there exists a unique (up to multiplication by constants) and natural measure on simple loops in the plane and on each Riemann surface, such that the measure is conformally invariant and also invariant under restriction (i.e. the measure on a Riemann surface S' that is contained in another Riemann surface S, is just the measure on S restricted to those loops that stay in S'). We study some of its properties and consequences concerning outer boundaries of critical percolation clusters and Brownian loops.
We prove that the Fourier transform of the properly-scaled normalized two-point function for sufficiently spread-out long-range oriented percolation with index α>0 converges to e^{-C|k|^{α\wedge2}} for some C\in(0,\infty) above the upper-critical dimension 2(α\wedge2). This answers the open question remained in the previous paper [arXiv:math/0703455]. Moreover, we show that the constant C exhibits crossover at α=2, which is a result of interactions among occupied paths. The proof is based on a new method of estimating fractional moments for the spatial variable of the lace-expansion coefficien…
In this note we show that percolation on non-amenable Cayley graphs of high girth has a phase of non-uniqueness, i.e., p_c < p_u. Furthermore, we show that percolation and self-avoiding walk on such graphs have mean-field critical exponents. In particular, the self-avoiding walk has positive speed.
This paper is a survey of various results and techniques in first passage percolation, a random process modeling a spreading fluid on an infinite graph. The latter half of the paper focuses on the connection between first passage percolation and a certain class of stochastic growth and competition models.
Human to human transmissible infectious diseases spread in a population using human interactions as its transmission vector. The early stages of such an outbreak can be modeled by a graph whose edges encode these interactions between individuals, the vertices. This article attempts to account for the case when each individual entails in different kinds of interactions which have therefore different probabilities of transmitting the disease. The majority of these results can be also stated in the language of percolation theory. The main contributions of the article are: (1) Extend to this setti…
We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on $Z^d \times Z_+$. In dimensions $d>6$, we obtain bounds on exit times, transition probabilities, and the range of the random walk, which establish that the spectral dimension of the incipient infinite cluster is 4/3, and thereby prove a version of the Alexander--Orbach conjecture in this setting. The proof divides into two parts. One part establishes general estimates for simple random walk on an arbitrary infinite random graph, given suitable bounds on volume and effective resi…
We introduce a two-type first passage percolation competition model on infinite connected graphs as follows. Type 1 spreads through the edges of the graph at rate 1 from a single distinguished site, while all other sites are initially vacant. Once a site is occupied by type 1, it converts to type 2 at rate $ρ>0$. Sites occupied by type 2 then spread at rate $λ>0$ through vacant sites \emph{and} sites occupied by type 1, whereas type 1 can only spread through vacant sites. If the set of sites occupied by type 1 is non-empty at all times, we say type 1 \emph{survives}. In the case of a regular $…
The high-density plaquette percolation model in d dimensions contains a surface that is homeomorphic to the (d-1)-sphere and encloses the origin. This is proved by a path-counting argument in a dual model. When d=3, this permits an improved lower bound on the critical point p_e of entanglement percolation, namely p_e >= μ^-2 where μis the connective constant for self-avoiding walks on Z^3. Furthermore, when the edge density p is below this bound, the radius of the entanglement cluster containing the origin has an exponentially decaying tail.
We consider the supercritical finite-range random connection model where the points $x,y$ of a homogeneous planar Poisson process are connected with probability $f(|y-x|)$ for a given $f$. Performing percolation on the resulting graph, we show that the critical probabilities for site and bond percolation satisfy the strict inequality $p_c^{\rm site} > p_c^{\rm bond}$. We also show that reducing the connection function $f$ strictly increases the critical Poisson intensity. Finally, we deduce that performing a spreading transformation on $f$ (thereby allowing connections over greater distances b…
We study a rumour model from a percolation theory and branching process point of view. The existence of a giant component is related to the event where the rumour spreads out trough an infinite number of individuals. We present sharp lower and upper bounds for the probability of that event, according to the distribution of the random variables that defines the radius of influence of each individual.
We study a new geometric bootstrap percolation model, line percolation, on the $d$-dimensional integer grid $[n]^d$. In line percolation with infection parameter $r$, infection spreads from a subset $A\subset [n]^d$ of initially infected lattice points as follows: if there exists an axis-parallel line $L$ with $r$ or more infected lattice points on it, then every lattice point of $[n]^d$ on $L$ gets infected, and we repeat this until the infection can no longer spread. The elements of the set $A$ are usually chosen independently, with some density $p$, and the main question is to determine $p_…
In this paper we are concerned with contact processes on open clusters of oriented percolation in $Z^d$, where the disease spreads along the direction of open edges. We show that the two critical infection rates in the quenched and annealed cases are equal with probability one and are asymptotically equal to $(dp)^{-1}$ as the dimension $d$ grows to infinity, where $p$ is the probability of edge `open'.
The study of rumor models from a percolation theory point of view has gained a few adepts in the last few years. The persistence of a rumor, which may consistently spread out throughout a population can be associated to the existence of a giant component containing the origin of a graph. That is one of the main interest in percolation theory. In this paper we present a quick review of recent results on rumor models of this type.
Chase-escape percolation is a variation of the standard epidemic spread models. In this model, each site can be in one of three states: unoccupied, occupied by a single prey, or occupied by a single predator. Prey particles spread to neighboring empty sites at rate $p$, and predator particles spread only to neighboring sites occupied by prey particles at rate $1$, killing the prey particle that existed at that site. It was found that the prey can survive with non-zero probability, if $p>p_c$ with $p_c<1$. Using Monte Carlo simulations on the square lattice, we estimate the value of $p_c = 0.49…
Random graphs have played an instrumental role in modelling real-world networks arising from the internet topology, social networks, or even protein-interaction networks within cells. Percolation, on the other hand, has been the fundamental model for understanding robustness and spread of epidemics on these networks. From a mathematical perspective, percolation is one of the simplest models that exhibits phase transition, and fascinating features are observed around the critical point. In this thesis, we prove limit theorems about structural properties of the connected components obtained from…
First passage percolation on $\mathbb{Z}^2$ is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage times attached to the edges. In this paper, the speed of the growth and the shape of the infected set is studied by aid of large-scale computer simulations, with focus on continuous passage time distributions. It is found that the most important quantity for determining the value of the time constant, which indicates the inverse asymptotic speed of the growth, i…
Majority bootstrap percolation on the random graph $G_{n,p}$ is a process of spread of "activation" on a given realisation of the graph with a given number of initially active nodes. At each step those vertices which have more active neighbours than inactive neighbours become active as well. We study the size $A^*$ of the final active set. The parameters of the model are, besides $n$ (tending to $\infty$), the size $A(0)=A_0(n)$ of the initially active set and the probability $p=p(n)$ of the edges in the graph. We prove that the process cannot percolate for $A(0) = o(n)$. We study the process …
The lace expansion is a powerful tool for analysing the critical behaviour of self-avoiding walks and percolation. It gives rise to a recursion relation which we abstract and study using an adaptation of the inductive method introduced by den Hollander and the authors. We give conditions under which the solution to the recursion relation behaves as a Gaussian, both in Fourier space and in terms of a local central limit theorem. These conditions are shown elsewhere to hold for sufficiently spread-out models of networks of self-avoiding walks in dimensions $d>4$, and for critical oriented percol…
We study a rumour model from a percolation theory and branching process point of view. The existence of a giant component is related to the event where the rumour, which started from the root of a tree, spreads out through an infinite number of its vertices. We present lower and upper bounds for the probability of that event, according to the distribution of the random variables that defines the radius of influence of each individual. We work with Galton-Watson branching trees (homogeneous and non-homogeneous) and spherically symmetric trees which includes homogeneous and $k-$periodic trees.
This paper focuses on the time constant for last passage percolation on complete graph. Let $G_n=([n],E_n)$ be the complete graph on vertex set $[n]=\{1,2,\ldots,n\}$, and i.i.d. sequence $\{X_e:e\in E_n\}$ be the passage times of edges. Denote by $W_n$ the largest passage time among all self-avoiding paths from 1 to $n$. First, it is proved that $W_n/n$ converges to constant $μ$, where $μ$ is called the time constant and coincides with the essential supremum of $X_e$. Second, when $μ<\infty$, it is proved that the deviation probability $P(W_n/n\leq μ-x)$ decays as fast as $e^{-Θ(n^2)}$, and a…
This paper presents three results on dependent site percolation on the square lattice. First, there exists no positively associated probability measure on {0,1}^{Z^2} with the following properties: a) a single infinite 0cluster exists almost surely, b) at most one infinite 1*cluster exists almost surely, c) some probabilities regarding 1*clusters are bounded away from zero. Second, we show that coexistence of an infinite 1*cluster and an infinite 0cluster is almost surely impossible when the underlying probability measure is ergodic with respect to translations, positively associated, and sati…
Two related issues are explored for bond percolation on the d-dimensional cubic lattice (with d > 2) and its dual plaquette process. Firstly, for what values of the parameter p does the complement of the infinite open cluster possess an infinite component? The corresponding critical point p_fin satisfies p_fin >= p_c, and strict inequality is proved when either d is sufficiently large, or d >= 7 and the model is sufficiently spread out. It is not known whether d >= 3 suffices. Secondly, for what p does there exist an infinite dual surface of plaquettes? The associated critical point p_surf sat…
We consider two competing first passage percolation processes started from uniformly chosen subsets of a random regular graph on $N$ vertices. The processes are allowed to spread with different rates, start from vertex subsets of different sizes or at different times. We obtain tight results regarding the sizes of the vertex sets occupied by each process, showing that in the generic situation one process will occupy $Θ(1)N^α$ vertices, for some $0 < α< 1$. The value of $α$ is calculated in terms of the relative rates of the processes, as well as the sizes of the initial vertex sets and the pos…
We consider a model where an infection moves through a collection of particles performing independent random walks. In this model, Kesten and Sidoravicius established linear growth of the infected region when infected and susceptible particles move at the same speed. In this paper we establish a linear growth rate when infected and susceptible particles move at different speeds, answering an open problem from their work. Our proof combines an intricate coupling of Poisson processes with a streamlined version of a percolation model of Sidoravicius and Stauffer.
Bootstrap percolation is an often used model to study the spread of diseases, rumors, and information on sparse random graphs. The percolation process demonstrates a critical value such that the graph is either almost completely affected or almost completely unaffected based on the initial seed being larger or smaller than the critical value. To analyze intervention strategies we provide the first analytic determination of the critical value for basic bootstrap percolation in random graphs when the vertex thresholds are nonuniform and provide an efficient algorithm. This result also helps solv…
On a geometric model for complex networks (introduced by Krioukov et al.) we investigate the bootstrap percolation process. This model consists of random geometric graphs on the hyperbolic plane having $N$ vertices, a dependent version of the Chung-Lu model. The process starts with infection rate $p=p(N)$. Each uninfected vertex with at least $\mathbf{r}\geq 1$ infected neighbors becomes infected, remaining so forever. We identify a function $p_c(N)=o(1)$ such that a.a.s.\ when $p\gg p_c(N)$ the infection spreads to a positive fraction of vertices, whereas when $p\ll p_c(N)$ the process cannot…
Geometric inhomogeneous random graphs (GIRGs) are a model for scale-free networks with underlying geometry. We study bootstrap percolation on these graphs, which is a process modelling the spread of an infection of vertices starting within a (small) local region. We show that the process exhibits a phase transition in terms of the initial infection rate in this region. We determine the speed of the process in the supercritical case, up to lower order terms, and show that its evolution is fundamentally influenced by the underlying geometry. For vertices with given position and expected degree, …
