arXiv subjects

Nadia Sidorova

Publications and source records attributed to Nadia Sidorova.

13 recordsLinked to original sources

arXiv2026

Full asymptotics for the parabolic Anderson model with Pareto potential in the heaviest-tailed regime

The parabolic Anderson model is the Cauchy problem for the heat equation on the integer lattice with a random potential $ξ$. We consider the case where $\{ξ(z): z\in \mathbb{Z}^d\}$ are independent and identically distributed Pareto random variables with parameter $α$, and assume that the solution is initially localised at the origin. We establish the full asymptotic behaviour of the total mass of the solution as time tends to infinity in the heaviest-tailed regime $α\in(d,2d)$. In particular, we find qualitatively different behaviour in dimension $d=1$ and in dimensions $d\ge 2$.

math.PR↗

arXiv2025

Edge-reinforced branching random walk on a triangle

The edge-reinforced random walk (ERRW) is a random process on the vertices of a graph that is more likely to cross the edges it has visited in the past. Depending on the strength of the reinforcement, the ERRW of a single particle can either exhibit localisation (eventually moving back and forth across a single edge) or remain transient. We consider a model where a single ERRW is replaced by that of an exponentially growing number of random particles, and we study its localisation properties on the triangle. Using the dynamical systems approach we analyse the frequencies with which the edges are traversed and prove their almost sure convergence. We discuss the scenarios when those frequencies become negligible for one or two edges (dominance). We also discuss the situation when an edge stops being traversed entirely (monopoly).

math.PR↗

arXiv2025

Time-dependent balls and bins model with positive feedback

Balls and bins models are classical probabilistic models where balls are added to bins at random according to a certain rule. The balls and bins model with feedback is a non-linear generalisation of the Pólya urn, where the probability of a new ball choosing a bin with $m$ balls is proportional to $m^α$, with $α$ being the feedback parameter. It is known that if the feedback is positive (i.e. $α>1$) then the model is monopolistic: there is a finite time after which one of the bins will receive all incoming balls. We consider a time-dependent version of this model, where $σ_n$ independent balls are added at time $n$ instead of just one. We show that if $α>1$ then one of the bins gets all but a negligible number of balls, and identify a phase transition in the growth of $(σ_n)$ between the monopolistic and non-monopolistic behaviour. We also describe the critical regime, where the probability of monopoly is strictly between zero and one. Finally, we show that in the feedback-less case $α=1$ no dominance occurs, that is, each bin gets a non-negligible proportion of balls eventually. This is in sharp contrast with a similar model where new balls added at time $n$ are all placed in the same bin rather than independently.

math.PR↗

arXiv2018

A new phase transition in the parabolic Anderson model with partially duplicated potential

We investigate a variant of the parabolic Anderson model, introduced in previous work, in which an i.i.d.\! potential is partially duplicated in a symmetric way about the origin, with each potential value duplicated independently with a certain probability. In previous work we established a phase transition for this model on the integers in the case of Pareto distributed potential with parameter $α> 1$ and fixed duplication probability $p \in (0, 1)$: if $α\ge 2$ the model completely localises, whereas if $α\in (1, 2)$ the model may localise on two sites. In this paper we prove a new phase transition in the case that $α\ge 2$ is fixed but the duplication probability $p(n)$ varies with the distance from the origin. We identify a critical scale $p(n) \to 1$, depending on $α$, below which the model completely localises and above which the model localises on exactly two sites. We further establish the behaviour of the model in the critical regime.

math.PR↗

arXiv2018

Time-dependent Pólya urn

We consider a time-dependent version of a Pólya urn containing black and white balls. At each time $n$ a ball is drawn from the urn at random and replaced in the urn along with $σ_n$ additional balls of the same colour. The proportion of white balls converges almost surely to a random limit $Θ$, and $\mathcal{D}=\{Θ\in\{0,1\}\}$ denotes the event when one of the colours dominates. The phase transition, in terms of the sequence $(σ_n)$, between the regimes ${\mathbb P}(\mathcal{D})=1$ and ${\mathbb P}(\mathcal{D})<1$ was obtained by R. Pemantle in 1990. We describe the phase transition between the cases ${\mathbb P}(\mathcal{D})=0$ and ${\mathbb P}(\mathcal{D})>0$. Further, we study the stronger monopoly event $\mathcal{M}$ when one of the colours eventually stops reappearing, and analyse the phase transition between the regimes ${\mathbb P}(\mathcal{M})=0$, ${\mathbb P}(\mathcal{M})\in (0,1)$, and ${\mathbb P}(\mathcal{M})=1$.

math.PR↗

arXiv2017

Delocalising the parabolic Anderson model through partial duplication of the potential

The parabolic Anderson model on $\mathbb{Z}^d$ with i.i.d. potential is known to completely localise if the distribution of the potential is sufficiently heavy-tailed at infinity. In this paper we investigate a modification of the model in which the potential is partially duplicated in a symmetric way across a plane through the origin. In the case of potential distribution with polynomial tail decay, we exhibit a surprising phase transition in the model as the decay exponent varies. For large values of the exponent the model completely localises as in the i.i.d. case. By contrast, for small values of the exponent we show that the model may delocalise. More precisely, we show that there is an event of non-negligible probability on which the solution has non-negligible mass on two sites.

math.PR↗

arXiv2016

Small deviations of a Galton-Watson process with immigration

We consider a Galton-Watson process with immigration $(\mathcal{Z}_n)$, with offspring probabilities $(p_i)$ and immigration probabilities $(q_i)$. In the case when $p_0=0$, $p_1\neq 0$, $q_0=0$ (that is, when $\text{essinf} (\mathcal{Z}_n)$ grows linearly in $n$), we establish the asymptotics of the left tail $\mathbb{P}\{\mathcal{W}<\varepsilon\}$, as $\varepsilon\downarrow 0$, of the martingale limit $\mathcal{W}$ of the process $( \mathcal{Z}_n)$. Further, we consider the first generation $\mathcal{K}$ such that $\mathcal{Z}_{\mathcal{K}}>\text{essinf} (\mathcal{Z}_{\mathcal{K}})$ and study the asymptotic behaviour of $\mathcal{K}$ conditionally on $\{\mathcal{W}<\varepsilon\}$, as $\varepsilon\downarrow 0$. We find the scale at which $\mathcal{K}$ goes to infinity and describe the fluctuations of $\mathcal{K}$ around that scale. Finally, we compare the results with those for standard Galton-Watson processes.

math.PR↗

arXiv2014

Localisation and ageing in the parabolic Anderson model with Weibull potential

The parabolic Anderson model is the Cauchy problem for the heat equation on the integer lattice with a random potential $ξ$. We consider the case when $\{ξ(z):z\in\mathbb{Z}^d\}$ is a collection of independent identically distributed random variables with Weibull distribution with parameter $0<γ<2$, and we assume that the solution is initially localised in the origin. We prove that, as time goes to infinity, the solution completely localises at just one point with high probability, and we identify the asymptotic behaviour of the localisation site. We also show that the intervals between the times when the solution relocalises from one site to another increase linearly over time, a phenomenon known as ageing.

math.PR↗

arXiv2012

A conditioning principle for Galton-Watson trees

We show that an infinite Galton-Watson tree, conditioned on its martingale limit being smaller than $\eps$, converges as $\eps\downarrow 0$ in law to the regular $μ$-ary tree, where $μ$ is the essential minimum of the offspring distribution. This gives an example of entropic repulsion where the limit has no entropy.

math.PR↗

arXiv2012

Galton-Watson trees with vanishing martingale limit

We show that an infinite Galton-Watson tree, conditioned on its martingale limit being smaller than $\eps$, agrees up to generation $K$ with a regular $μ$-ary tree, where $μ$ is the essential minimum of the offspring distribution and the random variable $K$ is strongly concentrated near an explicit deterministic function growing like a multiple of $\log(1/\eps)$. More precisely, we show that if $μ\ge 2$ then with high probability as $\eps \downarrow 0$, $K$ takes exactly one or two values. This shows in particular that the conditioned trees converge to the regular $μ$-ary tree, providing an example of entropic repulsion where the limit has vanishing entropy.

math.PR↗

arXiv2011

A two cities theorem for the parabolic Anderson model

The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_tu(t,z)=Δu(t,z)+ξ(z)u(t,z)$ on $(0,\infty)\times {\mathbb{Z}}^d$ with random potential $(ξ(z):z\in{\mathbb{Z}}^d)$. We consider independent and identically distributed potentials, such that the distribution function of $ξ(z)$ converges polynomially at infinity. If $u$ is initially localized in the origin, that is, if $u(0,{z})={\mathbh1}_0({z})$, we show that, as time goes to infinity, the solution is completely localized in two points almost surely and in one point with high probability. We also identify the asymptotic behavior of the concentration sites in terms of a weak limit theorem.

math.PR↗

arXiv2009

Ageing in the parabolic Anderson model

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time, a phenomenon known as ageing. We describe this phenomenon in the weak sense, by looking at the asymptotic probability of a change in a given time window, and in the strong sense, by identifying the almost sure upper envelope for the process of the time remaining until the next change of profile. We also prove functional scaling limit theorems for profile and growth rate of the solution of the parabolic Anderson model.

math.PR↗

arXiv2006

Complete localisation in the parabolic Anderson model with Pareto-distributed potential

The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_t u(t,z)=Δu(t,z)+ξ(z) u(t,z)$ on $(0,\infty)\times {\mathbb Z}^d$ with random potential $(ξ(z) \colon z\in {\mathbb Z}^d)$. We consider independent and identically distributed potential variables, such that Prob$(ξ(z)>x)$ decays polynomially as $x\uparrow\infty$. If $u$ is initially localised in the origin, i.e. if $u(0,x)=\one_0(x)$, we show that, at any large time $t$, the solution is completely localised in a single point with high probability. More precisely, we find a random process $(Z_t \colon t\ge 0)$ with values in $\Z^d$ such that $\lim_{t \uparrow\infty} u(t,Z_t)/\sum_{z\in\Z^d} u(t,z) =1,$ in probability. We also identify the asymptotic behaviour of $Z_t$ in terms of a weak limit theorem.

math.PR↗