This is a (long) survey about applications of percolation theory in equilibrium statistical mechanics. The chapters are as follows:
1. Introduction
2. Equilibrium phases
3. Some models
4. Coupling and stochastic domination
5. Percolation
6. Random-cluster representations
7. Uniqueness and exponential mixing from non-percolation
8. Phase transition and percolation
9. Random interactions
10. Continuum models
We study the equilibrium fluctuations for a gradient exclusion process with conductances in random environments, which can be viewed as a central limit theorem for the empirical distribution of particles when the system starts from an equilibrium measure.
We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium. As an example of application we consider a special case of finite state Markov process in random environment: the Metropolis dynamics of the Random Energy Model. We also study the process of the environment as seen from the process.
We review some recent results on random polynomials and their generalizations in complex and symplectic geometry. The main theme is the universality of statistics of zeros and critical points of (generalized) polynomials of degree $N$ on length scales of order $\frac{D}{\sqrt{N}}$ (complex case), resp. $\frac{D}{N}$ (real case).
These notes are focused on three recent results in discrete random geometry, namely: the proof by Duminil-Copin and Smirnov that the connective constant of the hexagonal lattice is \sqrt{2+\sqrt 2}; the proof by the author and Manolescu of the universality of inhomogeneous bond percolation on the square, triangular, and hexagonal lattices; the proof by Beffara and Duminil-Copin that the critical point of the random-cluster model on Z^2 is \sqrt q/(1+\sqrt q). Background information on the relevant random processes is presented on route to these theorems. The emphasis is upon the communication …
We consider dynamic random walks where the nearest neighbour jump rates are determined by an underlying supercritical contact process in equilibrium. This has previously been studied by den Hollander and dos Santos and den Hollander, dos Santos, Sidoravicius. We show the CLT for such a random walk, valid for all supercritical infection rates for the contact process environment.
We consider the exit problem for a one-dimensional system with random switching near an unstable equilibrium point of the averaged drift. In the infinite switching rate limit, we show that the exit time satisfies a limit theorem with a logarithmic deterministic term and a random correction converging in distribution. Thus this setting is in the universality class of the unstable equilibrium exit under small white-noise perturbations.
In this paper we present rigorous results on the critical behavior of the Activated Random Walk model. We conjecture that on a general class of graphs, including $\mathbb{Z}^d$, and under general initial conditions, the system at the critical point does not reach an absorbing state. We prove this for the case where the sleep rate $λ$ is infinite. Moreover, for the one-dimensional asymmetric system, we identify the scaling limit of the flow through the origin at criticality. The case $λ< + \infty$ remains largely open, with the exception of the one-dimensional totally-asymmetric case, for which…
Dyson's model on interacting Brownian particles is a stochastic dynamics consisting of an infinite amount of particles moving in $ \R $ with a logarithmic pair interaction potential. For this model we will prove that each pair of particles never collide. The equilibrium state of this dynamics is a determinantal random point field with the sine kernel. We prove for stochastic dynamics given by Dirichlet forms with determinantal random point fields as equilibrium states the particles never collide if the kernel of determining random point fields are locally Lipschitz continuous, and give example…
We study a generalized branching random walk where particles breed at a rate which depends on the number of neighboring particles. Under general assumptions on the breeding rates we prove the existence of a phase where the population survives without exploding. We construct a nontrivial invariant measure for this case.
In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the calculation of the stability condition, extending the result of Neuts drift conditions [30] and connecting it with the result of Fayolle et al. which is based on Lyapunov functions [13]. Furthermore, we consider the sub-class of random walks with equilibrium distributions given as series of product-forms and, for this class of random walks, we calculate the eigen…
We provide a unified approach to the three main non-compact models of random geometry, namely the Brownian plane, the infinite-volume Brownian disk, and the Brownian half-plane. This approach allows us to investigate relations between these models, and in particular to prove that complements of hulls in the Brownian plane are infinite-volume Brownian disks.
We consider ensembles of random polynomials of the form $p(z)=\sum_{j = 1}^N a_j P_j$ where $\{a_j\}$ are independent complex normal random variables and where $\{P_j\}$ are the orthonormal polynomials on the boundary of a bounded simply connected analytic plane domain $Ω\subset C$ relative to an analytic weight $ρ(z) |dz|$. In the simplest case where $Ω$ is the unit disk and $ρ=1$, so that $P_j(z) = z^j$, it is known that the average distribution of zeros is the uniform measure on $S^1$. We show that for any analytic $(Ω, ρ)$, the zeros of random polynomials almost surely become equidistribut…
This is partly a survey article for Constructive Approximation's Special Issue on Approximation and Statistical Physics. It reviews results of B. Shiffman-S.Zelditch, R. Berman. S. Boucksom, D. Witt-Nystrom, T. Bloom, O. Zeitouni and others on Bergman kernels and the asymptotic equilibrium distribution of zeros of random polynomials and more general holomorphic sections of ample line bundles. The article also gives a new definition of `quantum ergodic section of a line bundle' for Hermitian line bundles with general smooth metrics and Bernstein-Markov measurs. It proves the asymptotic equilibr…
We provide a survey of results on the statistics of random sections of holomorphic line bundles on Kähler manifolds, with an emphasis on the resulting asymptotics when a line bundle is raised to increasing tensor powers. We conclude with a brief discussion of the `Bergman' Kähler metrics induced by these random sections.
This paper focuses on the problem of modeling for small world effect on complex networks. Let's consider the supercritical Poisson continuous percolation on $d$-dimensional torus $T^d_n$ with volume $n^d$. By adding "long edges (short cuts)" randomly to the largest percolation cluster, we obtain a random graph $\mathscr G_n$. In the present paper, we first prove that the diameter of $\mathscr G_n$ grows at most polynomially fast in $\ln n$ and we call it the Poisson Geometry Small World. Secondly, we prove that the random walk on $\mathscr G_n$ possesses the rapid mixing property, namely, the …
In population genetic studies, the allele frequency spectrum (AFS) efficiently summarizes genome-wide polymorphism data and shapes a variety of allele frequency-based summary statistics. While existing theory typically features equilibrium conditions, emerging methodology requires an analytical understanding of the build-up of the allele frequencies over time. In this work, we use the framework of Poisson random fields to derive new representations of the non-equilibrium AFS for the case of a Wright-Fisher population model with selection. In our approach, the AFS is a scaling-limit of the expe…
We study the equilibria of a large Lokta-Volterra system of coupled differential equations in the case where the interaction coefficients form a large random matrix. In the case where this random matrix follows an elliptic model , we study the existence of a (componentwise) positive equilibrium and describe a phase transition for the matrix normalization.If there is no positive equilibrium, we provide conditions on the model parameters for the existence of a stable equilibrium (with vanishing components) and state heuristics to compute the number of positive components of the equilibrium. Lotk…
We study in detail and explicitly solve the version of Kyle's model introduced in a specific case in \cite{BB}, where the trading horizon is given by an exponentially distributed random time. The first part of the paper is devoted to the analysis of time-homogeneous equilibria using tools from the theory of one-dimensional diffusions. It turns out that such an equilibrium is only possible if the final payoff is Bernoulli distributed as in \cite{BB}. We show in the second part that the signal of the market makers use in the general case is a time-changed version of the one that they would have …
We study new relations between countable iterated function systems (IFS) with overlaps, Smale endomorphisms and random systems with complete connections. We prove that stationary measures for countable conformal IFS with overlaps and placedependent probabilities, are exact dimensional; moreover we determine their Hausdorff dimension. Next, we construct a family of fractals in the limit set of a countable IFS with overlaps S, and study the dimension for certain measures supported on these subfractals. In particular, we obtain families of measures on these subfractals which are related to the ge…
A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the context of card shuffling (Aldous-Diaconis, 1986), this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse directed graphs, for which even the equilibrium measure is far from being understood. We work under the configuration model, allowing both the in-degrees an…
In this paper we develop the theory of information geometry for single random matrix models, with two goals: proving a Cramer-Rao theorem for estimators on random matrices, and calculating the Legendre transform of pressure and entropy with respect to a metric duality. Consequently, in the large n limit we recover several quantities from free probability: Voiculescu's conjugate variable is the tangent vector to the GUE perturbation model, giving rise to a metric which turns out to be the free Fisher information measure; Hiai's Legendre transform of free pressure agrees with our Legendre transf…
We study the a.s. convergence of a sequence of random embeddings of a fixed manifold into Euclidean spaces of increasing dimensions. We show that the limit is deterministic. As a consequence, we show that many intrinsic functionals of the embedded manifolds also converge to deterministic limits. Particularly interesting examples of these functionals are given by the Lipschitz-Killing curvatures, for which we also prove unbiasedness, using the Gaussian kinematic formula.
A hypertree, or $\mathbb{Q}$-acyclic complex, is a higher-dimensional analogue of a tree. We study random $2$-dimensional hypertrees according to the determinantal measure suggested by Lyons. We are especially interested in their topological and geometric properties. We show that with high probability, a random $2$-dimensional hypertree $T$ is apsherical, i.e. that it has a contractible universal cover. We also show that with high probability the fundamental group $π_1(T)$ is hyperbolic and has cohomological dimension $2$.