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RANDOM WALKS


Title: Diffusive estimates for random walks on stationary random graphs of polynomial growth
Authors: Shirshendu Ganguly, James R. Lee, Yuval Peres
Categories: math.PR Probability Theory (math.MG Metric Geometry)

Abstract: Let $(G,\rho)$ be a stationary random graph, and use $B^G_{\rho}(r)$ to denote the ball of radius $r$ about $\rho$ in $G$. Suppose that $(G,\rho)$ has annealed polynomial growth, in the sense that $\mathbb{E}[|B^G_{\rho}(r)|] \leq O(r^k)$ for some $k > 0$ and every $r \geq 1$.

Then there is an infinite sequence of times ${t_n}$ at which the random walk ${X_t}$ on $(G,\rho)$ is at most diffusive: Almost surely (over the choice of $(G,\rho)$), there is a number $C > 0$ such that \[ \mathbb{E} \left[\mathrm{dist}_G(X_0, X_{t_n})^2 \mid X_0 = \rho, (G,\rho)\right]\leq C t_n\qquad \forall n \geq 1\,. \] This result is new even in the case when $G$ is a stationary random subgraph of $\mathbb{Z}^d$. Combined with the work of Benjamini, Duminil-Copin, Kozma, and Yadin (2015), it implies that $G$ almost surely does not admit a non-constant harmonic function of sublinear growth.

To complement this, we argue that passing to a subsequence of times ${t_n}$ is necessary, as there are stationary random graphs of (almost sure) polynomial growth where the random walk is almost surely superdiffusive at an infinite subset of times.
 
arXiv
Geom. Funct. Anal. 27 (2017), no. 3, 596–630.

Title: Recurrence of planar graph limits
Authors: Ori Gurel-Gurevich, Asaf Nachmias
Categories: math.PR Probability Theory (math.CO Combinatorics)
Comments: 21 pages, 3 figures

Abstract: We prove that any distributional limit of finite planar graphs in which the degree of the root has an exponential tail is almost surely recurrent. As a corollary, we obtain that the uniform infinite planar triangulation and quadrangulation (UIPT and UIPQ) are almost surely recurrent, resolving a conjecture of Angel, Benjamini and Schramm.We also settle another related problem of Benjamini and Schramm. We show that in any bounded degree, finite planar graph the probability that the simple random walk started at a uniform random vertex avoids its initial location for T steps is at most C/log T.
arXiv  Ann. of Math. (2) 177 (2013), no. 2, 761–781.

Title: Cover times, blanket times, and majorizing measures
Authors: Jian Ding, James R. Lee, Yuval Peres
Categories: math.PR Probability Theory (cs.DS Data Structures and Algorithms; math.MG Metric Geometry)
Comments: Revisions to Section 3; added and rearranged some material on the majorizing measures theory
MSC: 60J10, 60G60, 60G15

Abstract: We exhibit a strong connection between cover times of graphs, Gaussian processes, and Talagrand's theory of majorizing measures. In particular, we show that the cover time of any graph $G$ is equivalent, up to universal constants, to the square of the expected maximum of the Gaussian free field on $G$, scaled by the number of edges in $G$. This allows us to resolve a number of open questions. We give a deterministic polynomial-time algorithm that computes the cover time to within an O(1) factor for any graph, answering a question of Aldous and Fill (1994). We also positively resolve the blanket time conjectures of Winkler and Zuckerman (1996), showing that for any graph, the blanket and cover times are within an O(1) factor. The best previous approximation factor for both these problems was $O((\log \log n)^2)$ for $n$-vertex graphs, due to Kahn, Kim, Lovasz, and Vu (2000).
arXiv Ann. of Math. (2) 175 (2012), no. 3, 1409–1471.


Title: Non-backtracking random walks mix faster
Authors: Noga Alon, Itai Benjamini, Eyal Lubetzky, Sasha Sodin
Categories: math.PR Probability Theory (math.CO Combinatorics)
Comments: 18 pages; 2 figures
MSC: 60C10, 60J10, 60G50, 05E35
Journal reference: Commun. Contemp. Math. 9 (2007), no. 4, 585-603 (DOI 10.1142/S0219199707002551)

Abstract: We compute the mixing rate of a non-backtracking random walk on a regular expander. Using some properties of Chebyshev polynomials of the second kind, we show that this rate may be up to twice as fast as the mixing rate of the simple random walk. The closer the expander is to a Ramanujan graph, the higher the ratio between the above two mixing rates is.

As an application, we show that if $G$ is a high-girth regular expander on $n$ vertices, then a typical non-backtracking random walk of length $n$ on $G$ does not visit a vertex more than $(1+o(1))\frac{\log n}{\log\log n}$ times, and this result is tight. In this sense, the multi-set of visited vertices is analogous to the result of throwing $n$ balls to $n$ bins uniformly, in contrast to the simple random walk on $G$, which almost surely visits some vertex $\Omega(\log n)$ times.

arXiv
Commun. Contemp. Math. 9 (2007), no. 4, 585–603.

PERCOLATION

Title: Percolation on hyperbolic graphs
Authors: Tom Hutchcroft
Categories: math.PR Probability Theory (physics.math-ph Mathematical Physics)
Comments: 40 pages, 8 figures. V2: Several minor revisions. Material on exponential decay of the two-point function has been removed and will reappear in the forthcoming companion paper "The L^2 boundedness condition in nonamenable percolation"

Abstract: We prove that Bernoulli bond percolation on any nonamenable, Gromov hyperbolic, quasi-transitive graph has a phase in which there are infinitely many infinite clusters, verifying a well-known conjecture of Benjamini and Schramm (1996) under the additional assumption of hyperbolicity. In other words, we show that $p_c<p_u$ for any such graph. Our proof also yields that the triangle condition $\nabla_{p_c}<\infty$ holds at criticality on any such graph, which is known to imply that several critical exponents exist and take their mean-field values. This gives the first family of examples of one-ended groups all of whose Cayley graphs are proven to have mean-field critical exponents for percolation.
arXiv


Title: Non-amenable Cayley graphs of high girth have p_c < p_u and mean-field exponents
Authors: Asaf Nachmias, Yuval Peres
Categories: math.PR Probability Theory (math.CO Combinatorics)
Comments: 8 pages

Abstract: In this note we show that percolation on non-amenable Cayley graphs of high girth has a phase of non-uniqueness, i.e., p_c < p_u. Furthermore, we show that percolation and self-avoiding walk on such graphs have mean-field critical exponents. In particular, the self-avoiding walk has positive speed.
arXiv Electron. Commun. Probab. 17 (2012), no. 57, 8 pp.

Title: Is the critical percolation probability local?
Authors: Itai Benjamini, Asaf Nachmias, Yuval Peres
Categories: math.PR Probability Theory (math.GR Group Theory)
Comments: 9 pages

Abstract: We show that the critical probability for percolation on a d-regular non-amenable graph of large girth is close to the critical probability for percolation on an infinite d-regular tree. This is a special case of a conjecture due to O. Schramm on the locality of p_c. We also prove a finite analogue of the conjecture for expander graphs.
arXiv Probab. Theory Related Fields 149 (2011), no. 1-2, 261–269.

Title: The Alexander-Orbach conjecture holds in high dimensions
Authors: Gady Kozma, Asaf Nachmias
Categories: math.PR Probability Theory (physics.math-ph Mathematical Physics)
Comments: 25 pages, 2 figures. To appear in Inventiones Mathematicae
Journal reference: (DOI 10.1007/s00222-009-0208-4)

Abstract: We examine the incipient infinite cluster (IIC) of critical percolation in regimes where mean-field behavior has been established, namely when the dimension d is large enough or when d>6 and the lattice is sufficiently spread out. We find that random walk on the IIC exhibits anomalous diffusion with the spectral dimension d_s=4/3, that is, p_t(x,x)= t^{-2/3+o(1)}. This establishes a conjecture of Alexander and Orbach. En route we calculate the one-arm exponent with respect to the intrinsic distance.
arXiv Invent. Math. 178 (2009), no. 3, 635–654.


Title: Critical percolation on any quasi-transitive graph of exponential growth has no infinite clusters
Authors: Tom Hutchcroft
Categories: math.PR Probability Theory (physics.math-ph Mathematical Physics)
Comments: 4 pages

Abstract: We prove that critical percolation on any quasi-transitive graph of exponential volume growth does not have a unique infinite cluster. This allows us to deduce from earlier results that critical percolation on any graph in this class does not have any infinite clusters. The result is new when the graph in question is either amenable or nonunimodular.
arXiv



Title: Locality of the critical probability for transitive graphs of exponential growth
Authors: Tom Hutchcroft
Categories: math.PR Probability Theory (physics.math-ph Mathematical Physics)
Comments: 20 pages

Abstract: Around 2008, Schramm conjectured that the critical probabilities for Bernoulli bond percolation satisfy the following continuity property: If $(G_n)_{n\geq 1}$ is a sequence of transitive graphs converging locally to a transitive graph $G$ and $\limsup_{n\to\infty} p_c(G_n) < 1$, then $ p_c(G_n)\to p_c(G)$ as $n\to\infty$. We verify this conjecture under the additional hypothesis that there is a uniform exponential lower bound on the volume growth of the graphs in question. The result is new even in the case that the sequence of graphs is uniformly nonamenable.

In the unimodular case, this result is obtained as a corollary to the following theorem of independent interest: For every $g>1$ and $M<\infty$, there exist positive constants $C=C(g,M)$ and $\delta=\delta(g,M)$ such that if $G$ is a transitive unimodular graph with degree at most $M$ and growth $\operatorname{gr}(G) := \inf_{r\geq 1} |B(o,r)|^{1/r}\geq g$, then \[ \mathbf{P}_{p_c} \bigl(|K_o|\geq n\bigr) \leq C n^{-\delta} \] for every $n\geq 1$, where $K_o$ is the cluster of the root vertex $o$. The proof of this inequality makes use of new universal bounds on the probabilities of certain two-arm events, which hold for every unimodular transitive graph.

arXiv


RANDOM SPANNING FORESTS

Title: Indistinguishability of Trees in Uniform Spanning Forests
Authors: Tom Hutchcroft, Asaf Nachmias
Categories: math.PR Probability Theory (physics.math-ph Mathematical Physics)
Comments: 43 pages, 2 figures. Version 2: minor corrections and improvements; references added; one additional figure
Journal reference: Probab. Theory Relat. Fields (2017) 168: 113 (DOI 10.1007/s00440-016-0707-3)

Abstract: We prove that in both the free and the wired uniform spanning forest (FUSF and WUSF) of any unimodular random rooted network (in particular, of any Cayley graph), it is impossible to distinguish the connected components of the forest from each other by invariantly defined graph properties almost surely. This confirms a conjecture of Benjamini, Lyons, Peres and Schramm.We use this to answer positively two additional questions of Benjamini, Lyons, Peres and Schramm under the assumption of unimodularity. We prove that on any unimodular random rooted network, the FUSF is either connected or has infinitely many connected components almost surely, and, if the FUSF and WUSF are distinct, then every component of the FUSF is transient and infinitely-ended almost surely. All of these results are new even for Cayley graphs.
arXiv Probab. Theory Related Fields 168 (2017), no. 1-2, 113–152.

Miscellaneous

Evans, William; Kenyon, Claire; Peres, Yuval; Schulman, Leonard J. Broadcasting on trees and the Ising model. Ann. Appl. Probab. 10 (2000), no. 2, 410–433.

Consider a process in which information is transmitted from a given root node on a noisy tree network T.We start with an unbiased random bit R at the root of the tree and send it down the edges of T.On every edge the bit can be reversed with probability ε, and these errors occur independently. The goal is to reconstruct R from the values which arrive at the nth level of the tree. This model has been studied in information theory,genetics and statistical mechanics.We bound the reconstruction probability from above, using the maximum flow on T viewed as a capacitated network, and from below using the electrical conductance of T. For general infinite trees, we establish a sharp threshold: the probability of correct reconstruction tends to 1/2 as n if (12ε)2<pc(T), but the reconstruction probability stays bounded away from ½ if the opposite inequality holds. Here pc(T) is the critical probability for percolation on T; in particular pc(T)=1/b for the b+1-regular tree. The asymptotic reconstruction problem is equivalent to purity of the “free boundary” Gibbs state for the Ising model on a tree. The special case of regular trees was solved in 1995 by Bleher, Ruiz and Zagrebnov; our extension to general trees depends on a coupling argument and on a reconstruction algorighm that weights the input bits by the electrical current flow from the root to the leaves.
link to published version



Title: A new proof of Friedman's second eigenvalue Theorem and its extension to random lifts
Authors: Charles Bordenave
Categories: math.CO Combinatorics (math.PR Probability Theory)
Comments: 45 pages, added extra explanation
MSC: 05C80, 05C50

Abstract: It was conjectured by Alon and proved by Friedman that a random $d$-regular graph has nearly the largest possible spectral gap, more precisely, the largest absolute value of the non-trivial eigenvalues of its adjacency matrix is at most $2\sqrt{d-1} +o(1)$ with probability tending to one as the size of the graph tends to infinity. We give a new proof of this statement. We also study related questions on random $n$-lifts of graphs and improve a recent result by Friedman and Kohler.
arXiv



Title: Vacant Set of Random Interlacements and Percolation
Authors: Alain-Sol Sznitman
Categories: math.PR Probability Theory (physics.math-ph Mathematical Physics)
Comments: 40 pages, 1 figure
MSC: 60K35, 60G50, 82C41
Journal reference: Annals of Mathematics, 171, 2039-2087, 2010

Abstract: We introduce a model of random interlacements made of a countable collection of doubly infinite paths on Z^d, d bigger or equal to 3. A non-negative parameter u measures how many trajectories enter the picture. This model describes in the large N limit the microscopic structure in the bulk, which arises when considering the disconnection time of a discrete cylinder with base a d-1-dimensional discrete torus of side-length N, or the set of points visited by simple random walk on the d-dimensional discrete torus of side-length N by times of order uN^d. We study the percolative properties of the vacant set left by the interlacement at level u, which is an infinite, connected, translation invariant random subset of Z^d. We introduce a critical value such that the vacant set percolates for u below the critical value, and does not percolate for u above the critical value. Our main results show that the critical value is finite when d is bigger or equal to 3, and strictly positive when d is bigger or equal to 7.
arXiv  Ann. of Math. (2) 171 (2010), no. 3

Berger, Noam; Kenyon, Claire; Mossel, Elchanan; Peres, Yuval Glauber dynamics on trees and hyperbolic graphs. Probab. Theory Related Fields 131 (2005), no. 3, 311–340.

We study continuous time Glauber dynamics for random configurations with local constraints (e.g. proper coloring, Ising and Potts models) on finite graphs with n vertices and of bounded degree. We show that the relaxation time (defined as the reciprocal of the spectral gap |λ1λ2|) for the dynamics on trees and on planar hyperbolic graphs, is polynomial in n. For these hyperbolic graphs, this yields a general polynomial sampling algorithm for random configurations. We then show that for general graphs, if the relaxation time τ2 satisfies τ2=O(1), then the correlation coefficient, and the mutual information, between any local function (which depends only on the configuration in a fixed window) and the boundary conditions, decays exponentially in the distance between the window and the boundary. For the Ising model on a regular tree, this condition is sharp.
link to published version



Title: Determinantal Probability: Basic Properties and Conjectures
Authors: Russell Lyons
Categories: math.PR Probability Theory
Comments: 26pp., Intl. Congress Math. 2014
MSC: 60K99, 60G55, 42C30, 37A15, 37A35, 37A50, 68U99

Abstract: We describe the fundamental constructions and properties of determinantal probability measures and point processes, giving streamlined proofs. We illustrate these with some important examples. We pose several general questions and conjectures.
arXiv



Choose a chapter from the Lyons-Peres book to present. Do not choose chapters 2-10 since we'll cover those in class. Recommended chapters are: 12, 13, 15 since those only depend on the stuff we'll cover in class.