No Arabic abstract
We consider a two-type oriented competition model on the first quadrant of the two-dimensional integer lattice. Each vertex of the space may contain only one particle of either Red type or Blue type. A vertex flips to the color of a randomly chosen southwest nearest neighbor at exponential rate 2. At time zero there is one Red particle located at (1,0) and one Blue particle located at (0,1). The main result is a partial shape theorem: Denote by R(t) and B(t) the red and blue regions at time t. Then (i) eventually the upper half of the unit square contains no points of B(t)=t, and the lower half no points of R(t)=t; and (ii) with positive probability there are angular sectors rooted at (1,1) that are eventually either red or blue. The second result is contingent on the uniform curvature of the boundary of the corresponding Richardson shape.
We consider a two-type stochastic competition model on the integer lattice Z^d. The model describes the space evolution of two ``species competing for territory along their boundaries. Each site of the space may contain only one representative (also referred to as a particle) of either type. The spread mechanism for both species is the same: each particle produces offspring independently of other particles and can place them only at the neighboring sites that are either unoccupied, or occupied by particles of the opposite type. In the second case, the old particle is killed by the newborn. The rate of birth for each particle is equal to the number of neighboring sites available for expansion. The main problem we address concerns the possibility of the long-term coexistence of the two species. We have shown that if we start the process with finitely many representatives of each type, then, under the assumption that the limit set in the corresponding first passage percolation model is uniformly curved, there is positive probability of coexistence.
Quantifying the impact of parametric and model-form uncertainty on the predictions of stochastic models is a key challenge in many applications. Previous work has shown that the relative entropy rate is an effective tool for deriving path-space uncertainty quantification (UQ) bounds on ergodic averages. In this work we identify appropriate information-theoretic objects for a wider range of quantities of interest on path-space, such as hitting times and exponentially discounted observables, and develop the corresponding UQ bounds. In addition, our method yields tighter UQ bounds, even in cases where previous relative-entropy-based methods also apply, e.g., for ergodic averages. We illustrate these results with examples from option pricing, non-reversible diffusion processes, stochastic control, semi-Markov queueing models, and expectations and distributions of hitting times.
We study the directed last-passage percolation model on the planar integer lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside the class of exactly solvable models. In a previous paper we constructed stationary cocycles and Busemann functions for this model. Using these objects, we prove new results on the competition interface, on existence, uniqueness, and coalescence of directional semi-infinite geodesics, and on nonexistence of doubly infinite geodesics.
We consider different problems within the general theme of long-range percolation on oriented graphs. Our aim is to settle the so-called truncation question, described as follows. We are given probabilities that certain long-range oriented bonds are open; assuming that the sum of these probabilities is infinite, we ask if the probability of percolation is positive when we truncate the graph, disallowing bonds of range above a possibly large but finite threshold. We give some conditions in which the answer is affirmative. We also translate some of our results on oriented percolation to the context of a long-range contact process.
In Poisson percolation each edge becomes open after an independent exponentially distributed time with rate that decreases in the distance from the origin. As a sequel to our work on the square lattice, we describe the limiting shape of the component containing the origin in the oriented case. We show that the density of occupied sites at height $y$ in the cluster is close to the percolation probability in the corresponding homogeneous percolation process, and we study the fluctuations of the boundary.