Do you want to publish a course? Click here

Generalized Divide and Color models

83   0   0.0 ( 0 )
 Added by Johan Tykesson
 Publication date 2017
  fields
and research's language is English




Ask ChatGPT about the research

In this paper, we initiate the study of Generalized Divide and Color Models. A very special interesting case of this is the Divide and Color Model (which motivates the name we use) introduced and studied by Olle Haggstrom. In this generalized model, one starts with a finite or countable set $V$, a random partition of $V$ and a parameter $pin [0,1]$. The corresponding Generalized Divide and Color Model is the ${0,1}$-valued process indexed by $V$ obtained by independently, for each partition element in the random partition chosen, with probability $p$, assigning all the elements of the partition element the value 1, and with probability $1-p$, assigning all the elements of the partition element the value 0. Some of the questions which we study here are the following. Under what situations can different random partitions give rise to the same color process? What can one say concerning exchangeable random partitions? What is the set of product measures that a color process stochastically dominates? For random partitions which are translation invariant, what ergodic properties do the resulting color processes have? The motivation for studying these processes is twofold; on the one hand, we believe that this is a very natural and interesting class of processes that deserves investigation and on the other hand, a number of quite varied well-studied processes actually fall into this class such as (1) the Ising model, (2) the fuzzy Potts model, (3) the stationary distributions for the Voter Model, (4) random walk in random scenery and of course (5) the original Divide and Color Model.



rate research

Read More

We study the natural linear operators associated to divide and color (DC) models. The degree of nonuniqueness of the random partition yielding a DC model is directly related to the dimension of the kernel of these linear operators. We determine exactly the dimension of these kernels as well as analyze a permutation-invariant version. We also obtain properties of the solution set for certain parameter values which will be important in (1) showing that large threshold discrete Gaussian free fields are DC models and in (2) analyzing when the Ising model with a positive external field is a DC model, both in future work. However, even here, we give an application to the Ising model on a triangle.
We study the question of when a ({0,1})-valued threshold process associated to a mean zero Gaussian or a symmetric stable vector corresponds to a {it divide and color (DC) process}. This means that the process corresponding to fixing a threshold level $h$ and letting a 1 correspond to the variable being larger than $h$ arises from a random partition of the index set followed by coloring {it all} elements in each partition element 1 or 0 with probabilities $p$ and $1-p$, independently for different partition elements. While it turns out that all discrete Gaussian free fields yield a DC process when the threshold is zero, for general $n$-dimensional mean zero, variance one Gaussian vectors with nonnegative covariances, this is true in general when $n=3$ but is false for $n=4$. The behavior is quite different depending on whether the threshold level $h$ is zero or not and we show that there is no general monotonicity in $h$ in either direction. We also show that all constant variance discrete Gaussian free fields with a finite number of variables yield DC processes for large thresholds. In the stable case, for the simplest nontrivial symmetric stable vector with three variables, we obtain a phase transition in the stability exponent $alpha$ at the surprising value of $1/2$; if the index of stability is larger than $1/2$, then the process yields a DC process for large $h$ while if the index of stability is smaller than $1/2$, then this is not the case.
With the aim of considering models with persistent memory we propose a fractional nonlinear modification of the classical Yule model often studied in the context of macrovolution. Here the model is analyzed and interpreted in the framework of the development of networks such as the World Wide Web. Nonlinearity is introduced by replacing the linear birth process governing the growth of the in-links of each specific webpage with a fractional nonlinear birth process with completely general birth rates. Among the main results we derive the explicit distribution of the number of in-links of a webpage chosen uniformly at random recognizing the contribution to the asymptotics and the finite time correction. The mean value of the latter distribution is also calculated explicitly in the most general case. Furthermore, in order to show the usefulness of our results, we particularize them in the case of specific birth rates giving rise to a saturating behaviour, a property that is often observed in nature. The further specialization to the non-fractional case allows us to extend the Yule model accounting for a nonlinear growth.
147 - Leonardo T. Rolla 2008
* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to passive, then stopping to jump. When particles of both types occupy the same site, they all become active. This model exhibits phase transition in the sense that for low initial densities the system locally fixates and for high densities it keeps active. Though extensively studied in the physics literature, the matter of giving a mathematical proof of such phase transition remained as an open problem for several years. In this work we identify some variables that are sufficient to characterize fixation and at the same time are stochastically monotone in the models parameters. We employ an explicit graphical representation in order to obtain the monotonicity. With this method we prove that there is a unique phase transition for the one-dimensional finite-range random walk. Joint with V. Sidoravicius. * BROKEN LINE PROCESS * We introduce the broken line process and derive some of its properties. Its discrete version is presented first and a natural generalization to the continuum is then proposed and studied. The broken lines are related to the Young diagram and the Hammersley process and are useful for computing last passage percolation values and finding maximal oriented paths. For a class of passage time distributions there is a family of boundary conditions that make the process stationary and reversible. One application is a simple proof of the explicit law of large numbers for last passage percolation with exponential and geometric distributions. Joint with V. Sidoravicius, D. Surgailis, and M. E. Vares.
115 - Lirong Ren , Xiaofeng Xue 2021
This paper is a further investigation of the generalized $N$-urn Ehrenfest model introduced in cite{Xue2020}. A moderate deviation principle from the hydrodynamic limit of the model is derived. The proof of this main result follows a routine procedure introduced in cite{Kipnis1989}, where a replacement lemma plays the key role. To prove the replacement lemma, the large deviation principle of the model given in cite{Xue2020} is utilized.
comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا