No Arabic abstract
We introduce the class of {em strongly Rayleigh} probability measures by means of geometric properties of their generating polynomials that amount to the stability of the latter. This class covers important models such as determinantal measures (e.g. product measures, uniform random spanning tree measures) and distributions for symmetric exclusion processes. We show that strongly Rayleigh measures enjoy all virtues of negative dependence and we also prove a series of conjectures due to Liggett, Pemantle, and Wagner, respectively. Moreover, we extend Lyons recent results on determinantal measures and we construct counterexamples to several conjectures of Pemantle and Wagner on negative dependence and ultra log-concave rank sequences.
We introduce a formula for translating any upper bound on the percolation threshold of a lattice g into a lower bound on the exponential growth rate of lattice animals $a(G)$ and vice-versa. We exploit this to improve on the best known asymptotic bounds on $a(mathbb{Z}^d)$ as $dto infty$. Our formula remains valid if instead of lattice animals we enumerate certain sub-species called interfaces. Enumerating interfaces leads to functional duality formulas that are tightly connected to percolation and are not valid for lattice animals, as well as to strict inequalities for the percolation threshold. Incidentally, we prove that the rate of the exponential decay of the cluster size distribution of Bernoulli percolation is a continuous function of $pin (0,1)$.
We introduce a method for translating any upper bound on the percolation threshold of a lattice $G$ into a lower bound on the exponential growth rate $a(G)$ of lattice animals and vice-versa. We exploit this in both directions. We improve on the best known asymptotic lower and upper bounds on $a(mathbb{Z}^d)$ as $dto infty$. We use percolation as a tool to obtain the latter, and conversely we use the former to obtain lower bounds on $p_c(mathbb{Z}^d)$. We obtain the rigorous lower bound $dot{p}_c(mathbb{Z}^3)>0.2522$ for 3-dimensional site percolation.
In this note we study a natural measure on plane partitions giving rise to a certain discrete-time Muttalib-Borodin process (MBP): each time-slice is a discrete version of a Muttalib-Borodin ensemble (MBE). The process is determinantal with explicit time-dependent correlation kernel. Moreover, in the $q to 1$ limit, it converges to a continuous Jacobi-like MBP with Muttalib-Borodin marginals supported on the unit interval. This continuous process is also determinantal with explicit correlation kernel. We study its hard-edge scaling limit (around 0) to obtain a discrete-time-dependent generalization of the classical continuous Bessel kernel of random matrix theory (and, in fact, of the Meijer $G$-kernel as well). We lastly discuss two related applications: random sampling from such processes, and their interpretations as models of directed last passage percolation (LPP). In doing so, we introduce a corner growth model naturally associated to Jacobi processes, a version of which is the usual corner growth of Forrester-Rains in logarithmic coordinates. The aforementioned hard edge limits for our MBPs lead to interesting asymptotics for these LPP models. In particular, a special cases of our LPP asymptotics give rise (via the random matrix Bessel kernel and following Johanssons lead) to an extremal statistics distribution interpolating between the Tracy-Widom GUE and the Gumbel distributions.
The 1971 Fortuin-Kasteleyn-Ginibre (FKG) inequality for two monotone functions on a distributive lattice is well known and has seen many applications in statistical mechanics and other fields of mathematics. In 2008 one of us (Sahi) conjectured an extended version of this inequality for all $n>2$ monotone functions on a distributive lattice. Here we prove the conjecture for two special cases: for monotone functions on the unit square in ${mathbb R}^k$ whose upper level sets are $k$-dimensional rectangles, and, more significantly, for arbitrary monotone functions on the unit square in ${mathbb R}^2$. The general case for ${mathbb R}^k, k>2$ remains open.
Let $O(2n+ell)$ be the group of orthogonal matrices of size $left(2n+ellright)times left(2n+ellright)$ equipped with the probability distribution given by normalized Haar measure. We study the probability begin{equation*} p_{2n}^{left(ellright)} = mathbb{P}left[M_{2n} , mbox{has no real eigenvalues}right], end{equation*} where $M_{2n}$ is the $2ntimes 2n$ left top minor of a $(2n+ell)times(2n+ell)$ orthogonal matrix. We prove that this probability is given in terms of a determinant identity minus a weighted Hankel matrix of size $ntimes n$ that depends on the truncation parameter $ell$. For $ell=1$ the matrix coincides with the Hilbert matrix and we prove begin{equation*} p_{2n}^{left(1right)} sim n^{-3/8}, mbox{ when }n to infty. end{equation*} We also discuss connections of the above to the persistence probability for random Kac polynomials.