Search arXiv⌕ Search

arXiv subjects

Alexander Drewitz

Publications and source records attributed to Alexander Drewitz.

At least 19 recordsLinked to original sources

Sublinear Power-Law Growth of Level Set Diameters in Heterogeneous F-KPP Equations

For every $α\in(1/4,1)$, we construct a heterogeneous medium $ξ$ such that the diameter of the level sets of the solution to the F-KPP equation is of order $t^α$ along a sequence of times tending to infinity. This is a natural continuation of a series of recent works establishing logarithmic lower bounds as well as linear asymptotics for the diameters of the respective level sets in random and deterministic heterogeneous media. Both results assume $\supξ> 2\infξ$; we also show that the diameter can diverge in the critical regime $\supξ=2\infξ$. A key ingredient is an estimate for branching Brownian motion with fixed time horizon $t$ and branching rate $1$ on the negative half-line and $2+t^{-η}$ on the positive half-line. This estimate exhibits a saturation transition: for $η<1/2$ the polynomial and logarithmic corrections to the extremal position depend on $η$, whereas for $η\geq1/2$ the extremal position becomes independent of $η$, up to an additive constant.

math.PR↗

Fractal dimension of critical Gaussian free field sign clusters

We study metric graph sign clusters of the Gaussian free field on a large class of transient weighted graphs $G$ that are sufficiently low-dimensional, i.e. below the mean-field regime, and prove a macroscopic equivalence property: several natural ways to define macroscopic clusters - involving any of diameter, volume, or capacity functionals - are in fact the same. As a corollary, macroscopic clusters are characterized in low dimensions as those containing large loops in the corresponding loop soup picture, in contrast with the typical behavior in high dimensions. We then apply these results to the small-mesh scaling limit of critical clusters on $\varepsilon\mathbb{Z}^d$, $d=3,4,5$, as $\varepsilon \downarrow 0$. We prove that every subsequential scaling limit consists of sets with positive Brownian capacity whose Hausdorff and Minkowski dimensions are both equal to $1+\tfrac d2$, as conjectured by Werner. We also derive two-point crossing estimates in the limit, and show that each limiting loop soup cluster is the closure of the union of the scaling limits of the macroscopic loops it contains. Remarkably, unlike with planar Bernoulli percolation for instance, the determination of the Hausdorff dimension does not emerge from direct calculations involving a limiting object (such as $\text{SLE}_6$), but rather from the distinctive features of the discrete model itself.

math.PR↗

(Non-)coincidence of critical parameters for Poisson Zoos and Loop Soup Percolation on $\mathbb{Z^d}$, $d > 4$, and $\mathbb{T}_d$,$ d \ge 3$

In this article we investigate the (non)-coincidence of critical parameters for various related percolation problems. More precisely, for the random walk loop soup we show that on $\mathbb Z^d$, $d\ge 5$, the critical parameters for the percolation problems differ on the discrete graph and the respective metric graph. Moreover, on trees we deduce an analogous statement as well as the coincidence of the critical parameters for percolation and susceptibility for a more general class of percolation problems, the so-called Poisson zoo. Along the way we develop the useful notion of sensitivity to Bernoulli enhancements of such percolation problems with long range correlations, which builds on previously developed enhancement ideas.

math.PR↗

Arm exponent for the Gaussian free field on metric graphs in intermediate dimensions

We investigate the bond percolation model on transient weighted graphs ${G}$ induced by the excursion sets of the Gaussian free field on the corresponding metric graph. We assume that balls in ${G}$ have polynomial volume growth with growth exponent $α$ and that the Green's function for the random on ${G}$ exhibits a power law decay with exponent $ν$, in the regime $1\leq ν\leq \fracα{2}$. In particular, this includes the cases of ${G}=\mathbb{Z}^{3}$ for which $ν=1$, and ${G}= \mathbb{Z}^{4}$ for which $ν=\fracα{2}=2$. For all such graphs, we determine the leading-order asymptotic behavior for the critical one-arm probability, which we prove decays with distance $R$, like $R^{-\fracν{2}+o(1)}$. Our results are, in fact, more precise and yield logarithmic corrections when $ν>1$ as well as corrections of order $\log \log R$ when $ν=1$. We further obtain very sharp upper bounds on truncated two-point functions close to criticality, which are new when $ν>1$ and essentially optimal when $ν=1$. This extends previous results from arXiv:2101.05801 and arXiv:1807.11117.

math.PR↗

An Invariance Principle for a Random Walk Among Moving Traps via Thermodynamic Formalism

We consider a random walk among a Poisson cloud of moving traps on ${\mathbb Z}^d$, where the walk is killed at a rate proportional to the number of traps occupying the same position. In dimension $d=1$, we have previously shown that under the annealed law of the random walk conditioned on survival up to time $t$, the walk is sub-diffusive. Here we show that in $d\geq 6$ and under diffusive scaling, this annealed law satisfies an invariance principle with a positive diffusion constant if the killing rate is small. Our proof is based on the theory of thermodynamic formalism, where we extend some classic results for Markov shifts with a finite alphabet and a potential of summable variation to the case of an uncountable non-compact alphabet.

math.PR↗

Cluster volumes for the Gaussian free field on metric graphs

We study the volume of the critical clusters for the percolation of the level sets of the Gaussian free field on metric graphs. On $\mathbb{Z}^d$ below the upper-critical dimension $d=6$, we show that the largest such cluster in a box of side length $r$ has volume of order $r^{\frac{d+2}{2}}$, as conjectured by Werner in arXiv:2002.11487. This is in contrast to the mean-field regime $d>6$, where this volume is of order $r^4$. We further obtain precise asymptotic tails for the volume of the critical cluster of the origin, and a lower bound on the tail of the volume of the near-critical cluster of the origin below the upper-critical dimension. Our proof extends to any graph with polynomial volume growth and polynomial decay of the Green's function as long as the critical one-arm probability decays as the square root of the Green's function, which is satisfied in low enough dimension.

math.PR↗

Large deviations at the origin of random walk in random environment

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in dimensions d >= 2 in 2003 that, for uniformly elliptic i.i.d. random environments, the quenched and the averaged large deviation rate functions coincide at the origin. Here we provide a description of an atypical event realizing the correct quenched large deviation rate in the nestling and marginally nestling setting: the random walk seeks regions of space where the environment emulates the element in the convex hull of the support of the law of the environment at a site which minimizes the rate function. Periodic environments play a natural role in this description.

math.PR↗

Percolation for two-dimensional excursion clouds and the discrete Gaussian free field

We study percolative properties of excursion processes and the discrete Gaussian free field (dGFF) in the planar unit disk. We consider discrete excursion clouds, defined using random walks as a two-dimensional version of random interlacements, as well as its scaling limit, defined using Brownian motion. We prove that the critical parameters associated to vacant set percolation for the two models are the same and equal to $π/3.$ The value is obtained from a Schramm-Loewner evolution (SLE) computation. Via an isomorphism theorem, we use a generalization of the discrete result that also involves a loop soup (and an SLE computation) to show that the critical parameter associated to level set percolation for the dGFF is strictly positive and smaller than $\sqrt{π/2}.$ In particular this entails a strict inequality of the type $h_*<\sqrt{2u_*}$ between the critical percolation parameters of the dGFF and the two-dimensional excursion cloud. Similar strict inequalities are conjectured to hold in a general transient setup.

math.PR↗

Lipschitz cutset for fractal graphs and applications to the spread of infections

We consider the fractal Sierpiński gasket or carpet graph in dimension $d\geq 2,$ denoted by $G$. At time $0$, we place a Poisson point process of particles onto the graph and let them perform independent simple random walks, which in this setting exhibit sub-diffusive behaviour. We generalise the concept of particle process dependent Lipschitz percolation to the (coarse graining of the) space-time graph $G\times \mathbb{R}$, where the opened/closed state of space-time cells is measurable with respect to the particle process inside the cell. We then provide an application of this generalised framework and prove the following: if particles can spread an infection when they share a site of $G$, and if they recover independently at some rate $γ>0$, then if $γ$ is sufficiently small, the infection started with a single infected particle survives indefinitely with positive probability.

math.PR↗

On the tightness of the maximum of branching Brownian motion in random environment

We consider one-dimensional branching Brownian motion in spatially random branching environment (BBMRE) and show that for almost every realisation of the environment, the distributions of the maximal particle of the BBMRE re-centred around its median are tight as time evolves. This result is in stark contrast to the fact that the transition fronts in the solution to the randomised Fisher--Kolmogorov--Petrovskii--Piskunov (F-KPP) equation are, in general, not bounded uniformly in time. In particular, this highlights that -- when compared to the settings of homogeneous branching Brownian motion and the F-KPP equation in a homogeneous environment -- the introduction of a random environment leads to a much more intricate behaviour.

math.PR↗

Critical one-arm probability for the metric Gaussian free field in low dimensions

We investigate the bond percolation model on transient weighted graphs ${G}$ induced by the excursion sets of the Gaussian free field on the corresponding metric graph. Under the sole assumption that its sign clusters do not percolate, we derive an extension of Lupu's formula for the two-point function at criticality. We then focus on the low-dimensional case $0< ν< \fracα{2}$, where $α$ governs the polynomial volume growth of $G$ and $ν$ the decay rate of the Green's function on $G$. In particular, this includes the benchmark case ${G}=\mathbb{Z}^3$, for which $α=3$ and $ν= α-2=1$. We prove under these assumptions that the critical one-arm probability decays with distance $R$ like $R^{-\fracν{2}}$, up to multiplicative constants.

math.PR↗

Geometry of Gaussian free field sign clusters and random interlacements

For a large class of amenable transient weighted graphs $G$, we prove that the sign clusters of the Gaussian free field on $G$ fall into a regime of strong supercriticality, in which two infinite sign clusters dominate (one for each sign), and finite sign clusters are necessarily tiny, with overwhelming probability. Examples of graphs belonging to this class include regular lattices like $\mathbb{Z}^d$, for $d \geqslant 3$, but also more intricate geometries, such as Cayley graphs of suitably growing (finitely generated) non-Abelian groups, and cases in which random walks exhibit anomalous diffusive behavior, for instance various fractal graphs. As a consequence, we also show that the vacant set of random interlacements on these objects, introduced by Sznitman in arXiv:0704.2560, and which is intimately linked to the free field, contains an infinite connected component at small intensities. In particular, this result settles an open problem from arXiv:1010.1490.

math.PR↗

Universality classes for percolation models with long-range correlations

We consider a class of percolation models where the local occupation variables have long-range correlations decaying as a power law $\sim r^{-a}$ at large distances $r$, for some $0< a< d$ where $d$ is the underlying spatial dimension. For several of these models, we present both, rigorous analytical results and matching simulations that determine the critical exponents characterizing the fixed point associated to their phase transition, which is of second order. The exact values we obtain are rational functions of the two parameters $a$ and $d$ alone, and do not depend on the specifics of the model.

cond-mat.stat-mech↗

Toeplitz operators and zeros of square-integrable random holomorphic sections

We use the theory of abstract Wiener spaces to construct a probabilistic model for Berezin-Toeplitz quantization on a complete Hermitian complex manifold endowed with a positive line bundle. We associate to a function with compact support (a classical observable) a family of square-integrable Gaussian holomorphic sections. Our focus then is on the asymptotic distributions of their zeros in the semiclassical limit, in particular, we prove equidistribution results, large deviation estimates, and central limit theorems of the random zeros on the support of the given function. One of the key ingredients of our approach is the local asymptotic expansions of Berezin-Toeplitz kernels with non-smooth symbols.

math.CV↗

Generating Galton-Watson trees using random walks and percolation for the Gaussian free field

The study of Gaussian free field level sets on supercritical Galton-Watson trees has been initiated by Abächerli and Sznitman in Ann. Inst. Henri Poincaré Probab. Stat., 54(1):173--201, 2018. By means of entirely different tools, we continue this investigation and generalize their main result on the positivity of the associated percolation critical parameter $h_*$ to the setting of arbitrary supercritical offspring distribution and random conductances. A fortiori, this provides a positive answer to the open question raised at the end of the aforementioned article. What is more, in our setting it also establishes a rigorous proof of the physics literature mantra that positive correlations facilitate percolation when compared to the independent case. Our proof proceeds by constructing the Galton-Watson tree through an exploration via finite random walk trajectories. This exploration of the tree progressively unveils an infinite connected component in the random interlacements set on the tree, which is stable under small quenched noise. Using a Dynkin-type isomorphism theorem, we then infer the strict positivity of the critical parameter $ h_* .$ As a byproduct of our proof we obtain the transience of the random interlacement set and the level sets of the Gaussian free field above small positive levels on such Galton-Watson trees.

math.PR↗

Critical exponents for a percolation model on transient graphs

We consider the bond percolation problem on a transient weighted graph induced by the excursion sets of the Gaussian free field on the corresponding cable system. Owing to the continuity of this setup and the strong Markov property of the field on the one hand, and the links with potential theory for the associated diffusion on the other, we rigorously determine the behavior of various key quantities related to the (near-)critical regime for this model. In particular, our results apply in case the base graph is the three-dimensional cubic lattice. They unveil the values of the associated critical exponents, which are explicit but not mean-field and consistent with predictions from scaling theory below the upper-critical dimension.

math.PR↗

Gaussian holomorphic sections on noncompact complex manifolds

We give two constructions of Gaussian-like random holomorphic sections of a Hermitian holomorphic line bundle $(L,h_{L})$ on a Hermitian complex manifold $(X,Θ)$. In particular, we are interested in the case where the space of $\mathcal{L}^2$-holomorphic sections $H^{0}_{(2)}(X,L)$ is infinite dimensional. We first provide a general construction of Gaussian random holomorphic sections of $L$, which, if $\dim H^{0}_{(2)}(X,L)=\infty$, are almost never $\mathcal{L}^2$-integrable on $X$. The second construction combines the abstract Wiener space theory with the Berezin-Toeplitz quantization and yields a random $\mathcal{L}^2$-holomorphic section. Furthermore, we study their random zeros in the context of semiclassical limits, including their equidistribution, large deviation estimates and hole probabilities.

math.CV↗

Cluster capacity functionals and isomorphism theorems for Gaussian free fields

We investigate level sets of the Gaussian free field on continuous transient metric graphs $\tilde{\mathcal G}$ and study the capacity of its level set clusters. We prove, without any further assumption on the base graph $\mathcal{G}$, that the capacity of sign clusters on $\tilde{\mathcal G}$ is finite almost surely. This leads to a new and effective criterion to determine whether the sign clusters of the free field on $\tilde{\mathcal G}$ are bounded or not. It also elucidates why the critical parameter for percolation of level sets on $\tilde{\mathcal G}$ vanishes in most instances in the massless case and establishes the continuity of this phase transition in a wide range of cases, including all vertex-transitive graphs. When the sign clusters on $\tilde{\mathcal G}$ do not percolate, we further determine by means of isomorphism theory the exact law of the capacity of compact clusters at any height. Specifically, we derive this law from an extension of Sznitman's refinement of Lupu's recent isomorphism theorem relating the free field and random interlacements, proved along the way, and which holds under the sole assumption that sign clusters on $\tilde{\mathcal G}$ are bounded. Finally, we show that the law of the cluster capacity functionals obtained in this way actually characterizes the isomorphism theorem, i.e. the two are equivalent.

math.PR↗