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Local and global geometry of the 2D Ising interface in critical prewetting 临界预润湿中二维Ising界面的局部和全局几何
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2021-05-01 DOI: 10.1214/21-AOP1505
S. Ganguly, Reza Gheissari
Consider the Ising model at low temperatures and positive external field λ on an N×N box with Dobrushin boundary conditions that are plus on the north, east and west boundaries and minus on the south boundary. If λ=0, the interface separating the plus and minus phases is diffusive, having O( N) height fluctuations, and the model is fully wetted. Under an order one field, the interface fluctuations are O(1), and the interface is only partially wetted, being pinned to its southern boundary. We study the critical prewetting regime of λN↓0, where the height fluctuations are expected to scale as λ−1/3 and the rescaled interface is predicted to converge to the Ferrari–Spohn diffusion. Velenik (Probab. Theory Related Fields 129 (2004) 83–112) identified the order of the area under the interface up to logarithmic corrections. Since then, more refined features of such interfaces have only been identified in simpler models of random walks under area tilts.In this paper we resolve several conjectures of Velenik regarding the refined features of the Ising interface in the critical prewetting regime. Our main result is a sharp bound on the one-point height fluctuation, proving e−Θ(x3/2) upper tails reminiscent of the Tracy–Widom distribution, capturing a tradeoff between the locally Brownian oscillations and the global field effect. We further prove a concentration estimate for the number of points above which the interface attains a large height. These are used to deduce various geometric properties of the interface, including the order and tails of the area it confines and the polylogarithmic prefactor governing its maximum height fluctuation. Our arguments combine classical inputs from the random-line representation of the Ising interface with novel local resampling and coupling schemes.
考虑低温下的Ising模型和N×N盒子上的正外场λ,Dobrushin边界条件在北、东、西边界上为正,在南边界上为负。如果λ=0,分离正相和负相的界面是扩散的,具有O(N)高度波动,并且模型是完全润湿的。在一阶场下,界面波动为O(1),界面仅部分润湿,被钉扎在其南部边界。我们研究了λN的临界预润湿状态↓0,其中高度波动预计为λ−1/3,并且重新缩放的界面预计收敛于Ferrari–Spohn扩散。Velenik(Probab.Theory Related Fields 129(2004)83-112)确定了界面下区域的顺序,直至对数校正。从那时起,这种界面的更精细的特征只在区域倾斜下随机行走的更简单模型中被识别出来。在本文中,我们解决了Velenik关于临界预润湿状态下Ising界面精细特征的几个猜想。我们的主要结果是一点高度波动的尖锐边界,证明了e-θ(x3/2)上尾让人想起Tracy–Widom分布,捕捉到了局部布朗振荡和全局场效应之间的折衷。我们进一步证明了界面达到较大高度的点的数量的浓度估计。这些用于推导界面的各种几何特性,包括界面限制区域的阶数和尾数,以及控制其最大高度波动的多对数预因子。我们的论点将来自Ising界面随机线表示的经典输入与新的局部重采样和耦合方案相结合。
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引用次数: 12
Eigenvector statistics of Lévy matrices Lévy矩阵的特征向量统计
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2021-05-01 DOI: 10.1214/20-AOP1493
A. Aggarwal, P. Lopatto, Jake Marcinek
We analyze statistics for eigenvector entries of heavy-tailed random symmetric matrices (also called Levy matrices) whose associated eigenvalues are sufficiently small. We show that the limiting law of any such entry is non-Gaussian, given by the product of a normal distribution with another random variable that depends on the location of the corresponding eigenvalue. Although the latter random variable is typically nonexplicit, for the median eigenvector it is given by the inverse of a one-sided stable law. Moreover, we show that different entries of the same eigenvector are asymptotically independent, but that there are nontrivial correlations between eigenvectors with nearby eigenvalues. Our findings contrast sharply with the known eigenvector behavior for Wigner matrices and sparse random graphs.
我们分析了重尾随机对称矩阵(也称为Levy矩阵)的特征向量项的统计信息,这些矩阵的相关特征值足够小。我们证明了任何此类项的极限律都是非高斯的,由正态分布与另一个随机变量的乘积给出,该随机变量取决于相应特征值的位置。尽管后一个随机变量通常是非重复的,但对于中值特征向量,它是由单侧稳定律的逆给出的。此外,我们还证明了同一特征向量的不同项是渐近独立的,但特征向量与附近特征向量之间存在非平凡的相关性。我们的发现与Wigner矩阵和稀疏随机图的已知特征向量行为形成了鲜明对比。
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引用次数: 15
Extremal eigenvalues of critical Erdős–Rényi graphs 临界Erdõs–Rényi图的极值特征值
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2021-04-01 DOI: 10.1214/20-AOP1483
Johannes Alt, Raphael Ducatez, A. Knowles
We complete the analysis of the extremal eigenvalues of the adjacency matrix A of the Erdős-Rényi graph G(N, d/N) in the critical regime d log N of the transition uncovered in [2, 3], where the regimes d log N and d log N were studied. We establish a one-to-one correspondence between vertices of degree at least 2d and nontrivial (excluding the trivial top eigenvalue) eigenvalues of A/ √ d outside of the asymptotic bulk [−2, 2]. This correspondence implies that the transition characterized by the appearance of the eigenvalues outside of the asymptotic bulk takes place at the critical value d = d∗ = 1 log 4−1 log N . For d < d∗ we obtain rigidity bounds on the locations of all eigenvalues outside the interval [−2, 2], and for d > d∗ we show that no such eigenvalues exist. All of our estimates are quantitative with polynomial error probabilities. Our proof is based on a tridiagonal representation of the adjacency matrix and on a detailed analysis of the geometry of the neighbourhood of the large degree vertices. An important ingredient in our estimates is a matrix inequality obtained via the associated nonbacktracking matrix and an Ihara-Bass formula [3]. Our argument also applies to sparse Wigner matrices, defined as the Hadamard product of A and a Wigner matrix, in which case the role of the degrees is replaced by the squares of the `2-norms of the rows.
我们完成了在[2,3]中揭示的跃迁的临界区域d-logN中Erdõs-Rényi图G(N,d/N)的邻接矩阵A的极值特征值的分析,其中研究了区域d-logn和d-logn。我们在阶数至少为2d的顶点和渐近体[−2,2]外的a/√d的非平凡(不包括平凡的顶部特征值)特征值之间建立了一对一的对应关系。这种对应关系意味着,在临界值d=d*=1 log 4−1 log N时,发生了以渐近体外本征值出现为特征的跃迁。对于dd*,表明不存在这样的特征值。我们所有的估计都是具有多项式误差概率的定量估计。我们的证明是基于邻接矩阵的三对角表示和对大度顶点邻域几何的详细分析。我们估计中的一个重要因素是通过相关的非回溯矩阵和Ihara-Bass公式[3]获得的矩阵不等式。我们的论点也适用于稀疏Wigner矩阵,定义为A和Wigner阵的Hadamard乘积,在这种情况下,度的作用被行的“2-范数”的平方所取代。
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引用次数: 32
Small gaps of circular β-ensemble 圆形β系综的小间隙
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2021-03-01 DOI: 10.1214/20-AOP1468
Renjie Feng, Dongyi Wei
n β+2 β+1 , will converge in distribution to a Poisson point process with some explicit intensity. And thus one can derive the limiting density of the k-th smallest gap, which is proportional to xk(β+1)−1e−x β+1 . In particular, the results apply to the classical COE, CUE and CSE in random matrix theory. The essential part of the proof is to derive several identities and inequalities regarding the Selberg integral, which should have their own interest.
nβ+2β+1,将在分布上收敛为具有某种显式强度的泊松点过程。因此,可以导出第k个最小间隙的极限密度,它与xk(β+1)−1e−xβ+1成比例。特别地,该结果适用于随机矩阵理论中的经典COE、CUE和CSE。证明的重要部分是导出关于塞尔伯格积分的几个恒等式和不等式,它们应该有自己的兴趣。
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引用次数: 7
Errata: Mean field games with common noise 勘误表:具有常见噪声的平均场游戏
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2020-09-01 DOI: 10.1214/20-aop1432
R. Carmona, F. Delarue, D. Lacker
This note corrects Lemma 3.7 in our paper [1]. The main results of the paper remain correct as stated. This note corrects an error in [1, Lemma 3.7]. The lemma is not correct as stated, and the first conclusion must instead be stated as a hypothesis. This erratum corrects the statement of the lemma and then shows that the additional hypothesis is satisfied in each of the three applications of the lemma later in the paper. The main results of the paper remain unchanged. The error in [1, Lemma 3.7] is at the end of the “first step” of the proof. Specifically, the last equation before the “second step” (lines 5-6 of page 3769) is not accurate, because the preceding equation was proven only for all F t -measurable functions φ1(μ), not for all F μ T -measurable functions. We rewrite the lemma as follows, stating equivalence between its two claims as well as a third and often more convenient form: Lemma 3.7*. Let P ∈ Pp(Ω) such that (B,W ) is a Wiener process with respect to the filtration (F t )t∈[0,T ] under P , and define ρ := P ◦ (ξ,B,W, μ)−1. Suppose that (1) and (3) of Definition 3.4 are satisfied, that P (X0 = ξ) = 1, and that the state equation (3.3) holds under P . The following are equivalent: (A) For P ◦ μ−1-almost every ν ∈ Pp(X ), it holds that (Wt)t∈[0,T ] is an (F W,Λ,X t )t∈[0,T ]-Wiener process under ν. (B) Under P , F T ∨ F ξ,W,Λ t is independent of σ{Ws −Wt : s ∈ [t, T ]} for every t ∈ [0, T ). (C) P is an MFG pre-solution Proof. (A⇒ C): Let Q = P ◦ (ξ,B,W, μ,Λ)−1. Assuming (A) holds, the second and third steps of the original proof [1, Lemma 3.7] are correct and show that Q ∈ A(ρ). As all of the other defining properties of an MFG pre-solution hold by assumption, we deduce (C). (C ⇒ B): Note that (C) entails that FΛ t is conditionally independent of F ξ,B,W,μ T given F ξ,B,W,μ t under P , for every t ∈ [0, T ). Fix t ∈ [0, T ), and fix bounded functions φt, ψT , ψt, and ht+ such that φt(Λ) is FΛ t -measurable, ψT (B,μ) is F B,μ T -measurable, ψt(ξ,W ) is F ξ,W t -measurable, and ht (W ) is σ{Ws −Wt : s ∈ [t, T ]}-measurable. The conditional independence yields E [ φt(Λ)| F T ] = E [ φt(Λ)| F t ] , a.s. The independence of ξ, (B,μ), and W easily implies that F T ∨F ξ,W t is independent of σ{Ws− Wt : s ∈ [t, T ]}, and we deduce E [φt(Λ)ψT (B,μ)ψt(ξ,W )ht+(W )] = E [ E [ φt(Λ)| F t ] ψT (B,μ)ψt(ξ,W )ht+(W ) ] = E [ E [ φt(Λ)| F t ] ψT (B,μ)ψt(ξ,W ) ] E [ht+(W )] = E [φt(Λ)ψT (B,μ)ψt(ξ,W )]E [ht+(W )] .
这个注释修正了我们文[1]中的引理3.7。论文的主要结果仍然是正确的。这个注释纠正了[1,引理3.7]中的一个错误。引理并不像所说的那样正确,第一个结论必须作为一个假设来陈述。这个勘误表纠正了引理的陈述,然后表明在本文后面的引理的三个应用中,附加假设都是满足的。论文的主要结果保持不变。[1,引理3.7]中的错误出现在证明的“第一步”的末尾。具体来说,“第二步”之前的最后一个方程(第3769页第5-6行)是不准确的,因为前面的方程只被证明适用于所有的Ft-可测量函数φ1(μ),而不是适用于所有Fμt-可测量的函数。我们将引理改写如下,陈述了它的两个声明之间的等价性,以及第三种通常更方便的形式:引理3.7*。设P∈Pp(Ω),使得(B,W)是关于P下的过滤(Ft)t∈[0,t]的Wiener过程,并定义ρ:=P◦ (ξ,B,W,μ)−1。假设满足定义3.4的(1)和(3),P(X0=ξ)=1,并且状态方程(3.3)在P下成立。以下是等效的:(A)对于P◦ μ−1-几乎每一个Γ∈Pp(X),它认为(Wt)t∈[0,t]是Γ下的(FW,∧,Xt)t∈[0],t]-Wiener过程。(B) 在P下,对于每一个T∈[0,T),F∈Fξ,W,∧T独立于σ{Ws−Wt:s∈[T,T]}。(C)P是MFG预解证明⇒ C) :设Q=P◦ (ξ,B,W,μ,∧)−1。假设(A)成立,则原证明[1,引理3.7]的第二步和第三步是正确的,并证明Q∈A(ρ)。由于MFG预解的所有其他定义性质都是通过假设成立的,我们推导出(C)。(C⇒ B) :注意(C)要求F∧t条件独立于Fξ,B,W,μt,给定Fξ、B,W、μt在P下,对于每个t∈[0,t).固定t∈[0],t),并固定有界函数φt,ψt,ψt和ht+,使得φt(∧)是F∧t-可测的,ψ(B,μ)是Fξ,t]}-可测量。条件独立性得到E[φt(∧)|F t]=E[φt(∧,并推导出E[φt(∧)ψt(B,μ)ψt(ξ,W)ht+。
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引用次数: 0
Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős–Rényi graphs 非线性大偏差界在Wigner矩阵和稀疏Erdős-Rényi图中的应用
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2020-09-01 DOI: 10.1214/20-aop1427
F. Augeri
We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo’s original bounds except that we do not require any second order smoothness. Our approach relies on convex analysis arguments and is valid for a broad class of distributions. Our results are then applied in three different setups. Our first application consists in the mean-field approximation of the partition function of the Ising model under an optimal assumption on the spectra of the adjacency matrices of the sequence of graphs. Next, we apply our general large deviation bound to investigate the large deviation of the traces of powers of Wigner matrices with sub-Gaussian entries, and the upper tail of cycles counts in sparse Erdős–Rényi graphs down to the sparsity threshold n−1/2.
我们证明了一般的非线性大偏差估计,类似于Chatterjee-Dembo的原始边界,除了我们不需要任何二阶平滑。我们的方法依赖于凸分析参数,对广泛的分布是有效的。然后将我们的结果应用于三种不同的设置。我们的第一个应用包括在图序列邻接矩阵谱的最优假设下的Ising模型配分函数的平均场近似。接下来,我们应用我们的一般大偏差界来研究具有亚高斯条目的Wigner矩阵的幂轨迹的大偏差,以及稀疏Erdős-Rényi图中循环计数的上尾,直到稀疏阈值n−1/2。
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引用次数: 22
Connectivity properties of the adjacency graph of $mathrm{SLE}_{kappa}$ bubbles for $kappain(4,8)$ $mathrm邻接图的连通性{SLE}_{kappa}$气泡用于$kappain(4,8)$
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2020-05-01 DOI: 10.1214/19-aop1402
Ewain Gwynne, Joshua Pfeffer
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引用次数: 0
Flows, coalescence and noise. A correction 流动、聚结和噪音。更正
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2020-05-01 DOI: 10.1214/19-aop1394
Y. Jan, Olivier Raimond
Counterexample to Remark 1.7 in [1]. Let φ be a random variable in F (i.e. φ is a random measurable mapping on a compact metric spaceM) of law Q such thatM×Ω 3 (x, ω) 7→ φ(x, ω) ∈ M is measurable. Suppose that Q is regular and let J be a regular presentation of Q. Let X be a random variable in M independent of φ. Out of φ and X, define ψ ∈ F by ψ(x) = φ(x) is x 6= X and ψ(x) = X is x = X. Then M × Ω 3 (x, ω) 7→ ψ(x, ω) ∈ M is measurable. Suppose also that the law of X has no atoms, then (reminding the definition of F) ψ and X are independent and the law of ψ is Q. Note that ψ(X) = X and (except for very special cases) we won’t have that a.s. J (ψ)(X) = ψ(X) = X.
[1]中备注1.7的反例。设φ是律Q的F中的随机变量(即φ是紧度量空间M上的随机可测映射),使得M×Ω3(x,ω)7→ φ(x,ω)∈M是可测量的。设Q是正则的,设J是Q的正则表示。设X是M中与φ无关的随机变量。在φ和X中,定义ψ∈F为ψ(X)=φ(X)为x6=X,ψ(X)=X为X=X,则M×Ω3(X,ω)7→ ψ(x,ω)∈M是可测的。还假设X定律没有原子,那么(提醒F的定义)ψ和X是独立的,ψ定律是Q。注意ψ(X)=X,(除了非常特殊的情况)我们不会有a.s.J(ψ)(X)=ψ(X)=X。
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引用次数: 1
The maximal flow from a compact convex subset to infinity in first passage percolation on $mathbb{Z}^{d}$ $mathbb{Z}^{d}$上从紧凸子集到无限的第一遍渗流的最大流
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2020-03-01 DOI: 10.1214/19-aop1367
Barbara Dembin
We consider the standard first passage percolation model on Z^d with a distribution G on R+ that admits an exponential moment. We study the maximal flow between a compact convex subset A of R^d and infinity. The study of maximal flow is associated with the study of sets of edges of minimal capacity that cut A from infinity. We prove that the rescaled maximal flow between nA and infinity φ(nA)/n^ (d−1) almost surely converges towards a deterministic constant depending on A. This constant corresponds to the capacity of the boundary ∂A of A and is the integral of a deterministic function over ∂A. This result was shown in dimension 2 and conjectured for higher dimensions by Garet in [6].
我们考虑Z^d上的标准第一通道渗流模型,其分布G在R+上允许指数矩。研究了R^d的紧凸子集a与无穷远之间的极大流。最大流量的研究是与最小化容量边集的研究相联系的,这些边集从无穷远切割出A。我们证明了在nA和无穷之间φ(nA)/n^ (d - 1)的重标最大流几乎肯定会收敛于一个依赖于a的确定性常数。这个常数对应于边界∂a (a)的容量,并且是一个确定性函数在∂a上的积分。这一结果在维度2中得到了显示,并由Garet在[6]中对更高维度进行了推测。
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引用次数: 0
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients 非全局单调系数随机常微分方程和偏微分方程的摄动理论和强收敛率
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2020-01-01 DOI: 10.1214/19-aop1345
M. Hutzenthaler, Arnulf Jentzen
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引用次数: 45
期刊
Annals of Probability
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