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An $L^{p}$ theory of sparse graph convergence II: LD convergence, quotients and right convergence 稀疏图收敛的一个L^{p}$理论II: LD收敛、商和右收敛
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-08-04 DOI: 10.1214/17-AOP1187
C. Borgs, J. Chayes, Henry Cohn, Yufei Zhao
We extend the LpLp theory of sparse graph limits, which was introduced in a companion paper, by analyzing different notions of convergence. Under suitable restrictions on node weights, we prove the equivalence of metric convergence, quotient convergence, microcanonical ground state energy convergence, microcanonical free energy convergence and large deviation convergence. Our theorems extend the broad applicability of dense graph convergence to all sparse graphs with unbounded average degree, while the proofs require new techniques based on uniform upper regularity. Examples to which our theory applies include stochastic block models, power law graphs and sparse versions of WW-random graphs.
通过分析收敛的不同概念,我们扩展了在同伴论文中介绍的稀疏图极限的LpLp理论。在适当的节点权值限制下,证明了度量收敛、商收敛、微正则基态能量收敛、微正则自由能收敛和大偏差收敛的等价性。我们的定理将密集图收敛的广泛适用性扩展到所有具有无界平均度的稀疏图,而证明需要基于一致上正则性的新技术。我们的理论应用的例子包括随机块模型,幂律图和w -随机图的稀疏版本。
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引用次数: 84
Mean field games with common noise 平均场游戏与共同的噪音
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-07-23 DOI: 10.1214/15-AOP1060
R. Carmona, F. Delarue, D. Lacker
A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the theory of stochastic differential equations, and existence of weak solutions for mean field games is shown to hold under very general assumptions. Examples and counter-examples are provided to enlighten the underpinnings of the existence theory. Finally, an analog of the famous result of Yamada and Watanabe is derived, and it is used to prove existence and uniqueness of a strong solution under additional assumptions.
建立了具有共同噪声的一般随机微分平均场对策的存在唯一性理论。与随机微分方程理论类比,引入了强解和弱解的概念,并在非常一般的假设下证明了平均场对策的弱解的存在性。举例和反例是为了启发存在理论的基础。最后,给出了Yamada和Watanabe著名结果的一个类比,并证明了在附加假设下强解的存在唯一性。
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引用次数: 208
Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients 具有局部Sobolev和超线性增长系数的SDEs的Sobolev可微流
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-07-22 DOI: 10.1214/15-AOP1057
Longjie Xie, Xicheng Zhang
By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to the starting point. Moreover, we also study the strong Feller property and the irreducibility to the associated diffusion semigroup.
通过建立随机场Sobolev可微性的一个表征,证明了具有局部Sobolev和超线性增长系数的随机微分方程的解相对于起点的弱可微性。此外,我们还研究了相关扩散半群的强Feller性质和不可约性。
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引用次数: 44
Universality of cutoff for the ising model ising模型的截止的通用性
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-07-07 DOI: 10.1214/16-AOP1146
E. Lubetzky, A. Sly
On any locally-finite geometry, the stochastic Ising model is known to be contractive when the inverse-temperature ββ is small enough, via classical results of Dobrushin and of Holley in the 1970s. By a general principle proposed by Peres, the dynamics is then expected to exhibit cutoff. However, so far cutoff for the Ising model has been confirmed mainly for lattices, heavily relying on amenability and log Sobolev inequalities. Without these, cutoff was unknown at any fixed β>0β>0, no matter how small, even in basic examples such as the Ising model on a binary tree or a random regular graph.We use the new framework of information percolation to show that, in any geometry, there is cutoff for the Ising model at high enough temperatures. Precisely, on any sequence of graphs with maximum degree dd, the Ising model has cutoff provided that β<κ/dβ<κ/d for some absolute constant κκ (a result which, up to the value of κκ, is best possible). Moreover, the cutoff location is established as the time at which the sum of squared magnetizations drops to 1, and the cutoff window is O(1)O(1), just as when β=0β=0.Finally, the mixing time from almost every initial state is not more than a factor of 1+eβ1+eβ faster then the worst one (with eβ→0eβ→0 as β→0β→0), whereas the uniform starting state is at least 2−eβ2−eβ times faster.
根据Dobrushin和Holley在20世纪70年代的经典结果,在任何局部有限几何上,当逆温度ββ足够小时,随机Ising模型已知是收缩的。根据佩雷斯提出的一般原理,预计动力学会出现截止。然而,到目前为止,伊辛模型的截止主要是对格的确认,严重依赖于可修正性和对数Sobolev不等式。没有这些,在任何固定的β>0β>0处都是未知的,无论多小,即使是在基本的例子中,如二叉树或随机正则图上的Ising模型。我们使用信息渗透的新框架来表明,在任何几何中,在足够高的温度下,伊辛模型都有一个截止点。准确地说,对于任何具有最大度dd的图序列,如果β<κ/dβ<κ/d对于某个绝对常数κκ(在κκ的值之前,这是最好的结果),则Ising模型具有截断性。将截止位置确定为磁化平方和降为1的时刻,截止窗口为O(1)O(1),与β=0β=0时相同。最后,几乎所有初始状态的混合时间都不超过最差状态的1+eβ1+eβ的1倍(其中eβ→0eβ→0和β→0β→0),而均匀起始状态的混合时间至少快2−eβ2−eβ的1倍。
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引用次数: 25
Bulk universality for deformed Wigner matrices 变形Wigner矩阵的体通用性
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-05-26 DOI: 10.1214/15-AOP1023
J. Lee, Kevin Schnelli, Ben Stetler, H. Yau
We consider N×N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian Wigner matrix and V is a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W, and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the local statistics in the bulk of the spectrum are universal in the limit of large N.
我们考虑N×N随机矩阵H=W+V的形式,其中W是一个实对称或复厄米维格纳矩阵,V是一个随机的或确定的,实的,对角矩阵,其元素与W无关。我们假设W的矩阵元素呈次指数衰减,我们选择V,使W和V的特征值通常具有相同的阶。对于一大类对角矩阵V,我们证明了在大N的极限下,大部分谱中的局部统计量是全称的。
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引用次数: 74
A Gaussian upper bound for martingale small-ball probabilities 鞅小球概率的高斯上界
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-05-23 DOI: 10.1214/15-AOP1073
James R. Lee, Y. Peres, Charles K. Smart
Consider a discrete-time martingale {Xt}{Xt} taking values in a Hilbert space HH. We show that if for some L≥1L≥1, the bounds E[∥Xt+1−Xt∥2H|Xt]=1E[‖Xt+1−Xt‖H2|Xt]=1 and ∥Xt+1−Xt∥H≤L‖Xt+1−Xt‖H≤L are satisfied for all times t≥0t≥0, then there is a constant c=c(L)c=c(L) such that for 1≤R≤t√1≤R≤t, P(∥Xt−X0∥H≤R)≤cRt√. P(‖Xt−X0‖H≤R)≤cRt. Following Lee and Peres [Ann. Probab. 41 (2013) 3392–3419], this estimate has applications to small-ball estimates for random walks on vertex-transitive graphs: We show that for every infinite, connected, vertex-transitive graph GG with bounded degree, there is a constant CG>0CG>0 such that if {Zt}{Zt} is the simple random walk on GG, then for every e>0e>0 and t≥1/e2t≥1/e2, P(distG(Zt,Z0)≤et√)≤CGe, P(distG(Zt,Z0)≤et)≤CGe, where distGdistG denotes the graph distance in GG.
考虑一个离散时间鞅{Xt}{Xt}取Hilbert空间HH中的值。我们证明,如果对于某些L≥1L≥1,边界E[∥Xt+1−Xt∥2H|Xt]=1E[∥Xt+1−Xt∥H2|Xt]=1和∥Xt+1−Xt∥H≤L对于所有t≥0t≥0时刻满足,则存在常数c=c(L)c=c(L)使得对于1≤R≤t√1≤R≤t, P(∥Xt−X0∥H≤R)≤cRt√。P(为Xt−X0为H R)≤≤cRt。跟随李和佩雷斯[安。(Probab. 41(2013) 3392-3419)),该估计可应用于点传递图随机游走的小球估计:我们证明,对于每一个有界度的无限连通点传递图GG,存在一个常数CG >cg >0,使得如果{Zt}{Zt}是GG上的简单随机游走,那么对于每一个e >e b> 0且t≥1/e2t≥1/e2, P(distG(Zt,Z0)≤et√)≤CGe, P(distG(Zt,Z0)≤et√)≤CGe,其中distGdistG表示GG中的图距离。
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引用次数: 12
Intermittency for branching random walk in Pareto environment Pareto环境下分支随机漫步的间歇性问题
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-05-21 DOI: 10.1214/15-AOP1021
Marcel Ortgiese, Matthew I. Roberts
We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We describe the process, including a detailed shape theorem, in terms of a system of growing lilypads. As an application we show that the branching random walk is intermittent, in the sense that most particles are concentrated on one very small island with large potential. Moreover, we compare the branching random walk to the parabolic Anderson model and observe that although the two systems show similarities, the mechanisms that control the growth are fundamentally different.
我们考虑晶格上的分支随机游走,其中分支速率由一个Pareto随机势给出。我们描述了这个过程,包括一个详细的形状定理,在一个系统的成长的百合叶。作为一个应用,我们证明了分支随机漫步是间歇性的,在某种意义上,大多数粒子集中在一个非常小的岛屿上,具有很大的潜力。此外,我们将分支随机漫步与抛物线型安德森模型进行了比较,并观察到尽管这两个系统具有相似性,但控制生长的机制却存在根本不同。
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引用次数: 12
Extremes of a class of nonhomogeneous Gaussian random fields 一类非齐次高斯随机场的极值
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-05-12 DOI: 10.1214/14-AOP994
Krzysztof Dcebicki, E. Hashorva, L. Ji
This contribution establishes exact tail asymptotics of sup(s,t)∈E X(s,t) for a large class of nonhomogeneous Gaussian random fields X on a bounded convex set E⊂R2, with variance function that attains its maximum on a segment on E. These findings extend the classical results for homogeneous Gaussian random fields and Gaussian random fields with unique maximum point of the variance. Applications of our result include the derivation of the exact tail asymptotics of the Shepp statistics for stationary Gaussian processes, Brownian bridge and fractional Brownian motion as well as the exact tail asymptotic expansion for the maximum loss and span of stationary Gaussian processes.
这一贡献为有界凸集E∧R2上的一大类非齐次高斯随机场X建立了sup(s,t)∈E X(s,t)的精确尾渐近性,其方差函数在E上的某段上达到最大值。这些发现推广了齐次高斯随机场和方差最大点唯一的高斯随机场的经典结果。该结果的应用包括平稳高斯过程、布朗桥和分数布朗运动的Shepp统计量的精确尾渐近的推导,以及平稳高斯过程的最大损失和最大跨度的精确尾渐近展开。
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引用次数: 36
A noncommutative martingale convexity inequality 一个非交换鞅凸性不等式
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-05-02 DOI: 10.1214/14-AOP990
'Eric Ricard, Quanhua Xu
Let M be a von Neumann algebra equipped with a faithful semifinite normal weight ϕ and N be a von Neumann subalgebra of M such that the restriction of ϕ to N is semifinite and such that N is invariant by the modular group of ϕ. Let E be the weight preserving conditional expectation from M onto N. As an application we show that there exists e0>0 such that for any free group Fn and any q≥4−e0, ∥Pt∥2→q≤1⇔t≥logq−1−−−−√, where (Pt) is the Poisson semigroup defined by the natural length function of Fn.
设M是一个具有忠实的半有限法向权φ的冯·诺伊曼代数,N是M的一个冯·诺伊曼子代数,使得φ对N的限制是半有限的,并且N对于φ的模群是不变的。作为一个应用,我们证明了存在e0>,使得对于任意自由群Fn且任意q≥4−e0,∥Pt∥2→q≤1⇔t≥logq−1−−−√,其中(Pt)是由Fn的自然长度函数定义的泊松半群。
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引用次数: 41
Relaxation to equilibrium of generalized East processes on $mathbb{Z}^{d}$: Renormalization group analysis and energy-entropy competition $mathbb{Z}^{d}$上广义East过程的松弛平衡:重整化群分析和能量熵竞争
IF 2.3 1区 数学 Q1 Mathematics Pub Date : 2014-04-29 DOI: 10.1214/15-AOP1011
P. Chleboun, A. Faggionato, F. Martinelli
We consider a class of kinetically constrained interacting particle systems on Zd which play a key role in several heuristic qualitative and quantitative approaches to describe the complex behavior of glassy dynamics. With rate one and independently among the vertices of Zd, to each occupation variable ηx∈{0,1} a new value is proposed by tossing a (1−q)-coin. If a certain local constraint is satisfied by the current configuration the proposed move is accepted, otherwise it is rejected. For d=1, the constraint requires that there is a vacancy at the vertex to the left of the updating vertex. In this case, the process is the well-known East process. On Z2, the West or the South neighbor of the updating vertex must contain a vacancy, similarly, in higher dimensions. Despite of their apparent simplicity, in the limit q↘0 of low vacancy density, corresponding to a low temperature physical setting, these processes feature a rather complicated dynamic behavior with hierarchical relaxation time scales, heterogeneity and universality. Using renormalization group ideas, we first show that the relaxation time on Zd scales as the 1/d-root of the relaxation time of the East process, confirming indications coming from massive numerical simulations. Next, we compute the relaxation time in finite boxes by carefully analyzing the subtle energy-entropy competition, using a multiscale analysis, capacity methods and an algorithmic construction. Our results establish dynamic heterogeneity and a dramatic dependence on the boundary conditions. Finally, we prove a rather strong anisotropy property of these processes: the creation of a new vacancy at a vertex x out of an isolated one at the origin (a seed) may occur on (logarithmically) different time scales which heavily depend not only on the l1-norm of x but also on its direction.
我们考虑了Zd上一类动力学约束的相互作用粒子系统,它们在描述玻璃动力学复杂行为的几种启发式定性和定量方法中起着关键作用。对于每个职业变量ηx∈{0,1},在速率为1且独立于Zd的顶点之间,通过投掷(1−q)-硬币提出一个新值。如果当前配置满足某个局部约束,则建议的移动被接受,否则被拒绝。对于d=1,约束要求在更新顶点的左边顶点有一个空位。在本例中,该流程就是众所周知的East流程。在Z2上,更新顶点的西部或南部邻居必须包含一个空位,类似地,在更高的维度上。尽管它们表面上很简单,但在低空位密度的极限q d d 0下,对应于低温物理环境,这些过程具有相当复杂的动态行为,具有分层松弛时间尺度、异质性和普遍性。利用重整化群的思想,我们首先证明了Zd尺度上的弛豫时间是East过程弛豫时间的1/d-根,证实了大量数值模拟的结果。接下来,我们通过多尺度分析、容量方法和算法构建,仔细分析了微妙的能量熵竞争,计算了有限盒子中的松弛时间。我们的结果建立了动态异质性和对边界条件的戏剧性依赖。最后,我们证明了这些过程的一个相当强的各向异性性质:在原点(种子)孤立的顶点x上产生一个新的空位可能发生在(对数上)不同的时间尺度上,这不仅严重依赖于x的11范数,而且还依赖于它的方向。
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引用次数: 22
期刊
Annals of Probability
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