Search arXivSearch

arXiv · 1504.05286

On self-avoiding polygons and walks: counting, joining and closing

Abstract

For d at least two and integer n, let c_n = c_n(d) denote the number of length n self-avoiding walks beginning at the origin in the integer lattice Z^d, and, for even n, let p_n = p_n(d) denote the number of length n self-avoiding polygons in Z^d up to translation. Then the probability under the uniform law W_n on self-avoiding walks Gamma of any given odd length n beginning at the origin that Gamma closes -- i.e., that Gamma's endpoint is a neighbour of the origin -- is given by W_n ( Gamma closes ) = 2(n+1) p_{n+1}/c_n. The polygon and walk cardinalities share a common exponential growth: lim_n c_n^{1/n} = lim_{n even} p_n^{1/n} = mu (where the common value mu is called the connective constant). Madras [26] has shown that p_n is at most C n^{-1/2} mu^n in dimension d=2, while the closing probability was recently shown in [12] to satisfy W_n ( Gamma closes ) is at most n^{-1/4 + o(1)} in any dimension d at least two. Here we establish that (1) W_n ( Gamma closes ) is at most n^{-1/2 + o(1)} for any d at least two; (2) W_n ( Gamma closes ) is at most n^{-4/7 + o(1)} for a subsequence of odd n, if d = 2; and (3) p_n is at most n^{-3/2 + o(1)} mu^n for a set of even n of full density when d=2. We also argue that the closing probability is bounded above by n^{-(1 - 1/d) + o(1)} on a full density set when d is at least three for a certain variant of self-avoiding walk.

Explore related subjects

Keep this discovery

BibTeXRIS

Alan Hammond. 2015-04-21. On self-avoiding polygons and walks: counting, joining and closing. https://arxiv.org/abs/1504.05286

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR