Collapse and diffusion in harmonic activation and transport

Abstract

For an n-element subset U of $\mathbb {Z}^2$ , select x from U according to harmonic measure from infinity, remove x from U and start a random walk from x. If the walk leaves from y when it first enters the rest of U, add y to it. Iterating this procedure constitutes the process we call harmonic activation and transport (HAT). HAT exhibits a phenomenon we refer to as collapse: Informally, the diameter shrinks to its logarithm over a number of steps which is comparable to this logarithm. Collapse implies the existence of the stationary distribution of HAT, where configurations are viewed up to translation, and the exponential tightness of diameter at stationarity. Additionally, collapse produces a renewal structure with which we establish that the center of mass process, properly rescaled, converges in distribution to two-dimensional Brownian motion. To characterize the phenomenon of collapse, we address fundamental questions about the extremal behavior of harmonic measure and escape probabilities. Among n-element subsets of $\mathbb {Z}^2$ , what is the least positive value of harmonic measure? What is the probability of escape from the set to a distance of, say, d? Concerning the former, examples abound for which the harmonic measure is exponentially small in n. We prove that it can be no smaller than exponential in $n \log n$ . Regarding the latter, the escape probability is at most the reciprocal of $\log d$ , up to a constant factor. We prove it is always at least this much, up to an n-dependent factor.