a lower bound for disconnection by random interlacements

30
A lower bound for disconnection by random interlacements Xinyi Li, ETH Zurich joint with A.-S. Sznitman June 25, 2014

Upload: others

Post on 29-Apr-2022

1 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: A lower bound for disconnection by random interlacements

A lower bound for disconnection by randominterlacements

Xinyi Li, ETH Zurich

joint with A.-S. Sznitman

June 25, 2014

Page 2: A lower bound for disconnection by random interlacements

PRELIMINARIESWe consider (continuous-time) simple random walk on Zd , d ≥ 3.For M ⊂⊂ Zd , we denote

I the equilibrium measure of M by

eM(x) := 1M(x)Px(H̃M =∞), ∀x ∈ M,

I and the capacity of M as

cap(M) :=∑x∈M

eK (x).

Some remarks:

I The equilibrium measure of M is concentrated on ∂iM.

I cap(B(0,N)) = O(Nd−2).

I Alternative definition of capacity:

cap(M) = inf{D(f , f ); f ≥ 1 on M and f has finite support}.

Page 3: A lower bound for disconnection by random interlacements

PRELIMINARIESWe consider (continuous-time) simple random walk on Zd , d ≥ 3.For M ⊂⊂ Zd , we denote

I the equilibrium measure of M by

eM(x) := 1M(x)Px(H̃M =∞), ∀x ∈ M,

I and the capacity of M as

cap(M) :=∑x∈M

eK (x).

Some remarks:

I The equilibrium measure of M is concentrated on ∂iM.

I cap(B(0,N)) = O(Nd−2).

I Alternative definition of capacity:

cap(M) = inf{D(f , f ); f ≥ 1 on M and f has finite support}.

Page 4: A lower bound for disconnection by random interlacements

PRELIMINARIESWe consider (continuous-time) simple random walk on Zd , d ≥ 3.For M ⊂⊂ Zd , we denote

I the equilibrium measure of M by

eM(x) := 1M(x)Px(H̃M =∞), ∀x ∈ M,

I and the capacity of M as

cap(M) :=∑x∈M

eK (x).

Some remarks:

I The equilibrium measure of M is concentrated on ∂iM.

I cap(B(0,N)) = O(Nd−2).

I Alternative definition of capacity:

cap(M) = inf{D(f , f ); f ≥ 1 on M and f has finite support}.

Page 5: A lower bound for disconnection by random interlacements

PRELIMINARIESWe consider (continuous-time) simple random walk on Zd , d ≥ 3.For M ⊂⊂ Zd , we denote

I the equilibrium measure of M by

eM(x) := 1M(x)Px(H̃M =∞), ∀x ∈ M,

I and the capacity of M as

cap(M) :=∑x∈M

eK (x).

Some remarks:

I The equilibrium measure of M is concentrated on ∂iM.

I cap(B(0,N)) = O(Nd−2).

I Alternative definition of capacity:

cap(M) = inf{D(f , f ); f ≥ 1 on M and f has finite support}.

Page 6: A lower bound for disconnection by random interlacements

PRELIMINARIESWe consider (continuous-time) simple random walk on Zd , d ≥ 3.For M ⊂⊂ Zd , we denote

I the equilibrium measure of M by

eM(x) := 1M(x)Px(H̃M =∞), ∀x ∈ M,

I and the capacity of M as

cap(M) :=∑x∈M

eK (x).

Some remarks:

I The equilibrium measure of M is concentrated on ∂iM.

I cap(B(0,N)) = O(Nd−2).

I Alternative definition of capacity:

cap(M) = inf{D(f , f ); f ≥ 1 on M and f has finite support}.

Page 7: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, LOCAL PICTURE

Random interlacements can be regarded as a random subset of Zd ,governed by a non-negative parameter u, which we denote by Iu,and the complement (i.e. the VACANT SET) by Vu = Zd\Iu.

We wish to investigate the distribution of Iu through a “window”M ⊂⊂ Zd .

I Take Nu ∼ Pois(ucap(M)).

I Start Nu i.i.d. random walks (Xt)it≥0, i = 1, . . . ,Nu, with

initial distribution eM(·)/cap(M) (i.e., the normalisedequilibrium measure).

I Iu ∩M ∼ ∪Nui=1Range

((X i

t )t≥0)∩M.

Characterisation of P, the law of Iu:

P[Iu ∩M = ∅] = e−ucap(M).

Page 8: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, LOCAL PICTURE

Random interlacements can be regarded as a random subset of Zd ,governed by a non-negative parameter u, which we denote by Iu,and the complement (i.e. the VACANT SET) by Vu = Zd\Iu.

We wish to investigate the distribution of Iu through a “window”M ⊂⊂ Zd .

I Take Nu ∼ Pois(ucap(M)).

I Start Nu i.i.d. random walks (Xt)it≥0, i = 1, . . . ,Nu, with

initial distribution eM(·)/cap(M) (i.e., the normalisedequilibrium measure).

I Iu ∩M ∼ ∪Nui=1Range

((X i

t )t≥0)∩M.

Characterisation of P, the law of Iu:

P[Iu ∩M = ∅] = e−ucap(M).

Page 9: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, LOCAL PICTURE

Random interlacements can be regarded as a random subset of Zd ,governed by a non-negative parameter u, which we denote by Iu,and the complement (i.e. the VACANT SET) by Vu = Zd\Iu.

We wish to investigate the distribution of Iu through a “window”M ⊂⊂ Zd .

I Take Nu ∼ Pois(ucap(M)).

I Start Nu i.i.d. random walks (Xt)it≥0, i = 1, . . . ,Nu, with

initial distribution eM(·)/cap(M) (i.e., the normalisedequilibrium measure).

I Iu ∩M ∼ ∪Nui=1Range

((X i

t )t≥0)∩M.

Characterisation of P, the law of Iu:

P[Iu ∩M = ∅] = e−ucap(M).

Page 10: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, LOCAL PICTURE

Random interlacements can be regarded as a random subset of Zd ,governed by a non-negative parameter u, which we denote by Iu,and the complement (i.e. the VACANT SET) by Vu = Zd\Iu.

We wish to investigate the distribution of Iu through a “window”M ⊂⊂ Zd .

I Take Nu ∼ Pois(ucap(M)).

I Start Nu i.i.d. random walks (Xt)it≥0, i = 1, . . . ,Nu, with

initial distribution eM(·)/cap(M) (i.e., the normalisedequilibrium measure).

I Iu ∩M ∼ ∪Nui=1Range

((X i

t )t≥0)∩M.

Characterisation of P, the law of Iu:

P[Iu ∩M = ∅] = e−ucap(M).

Page 11: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, LOCAL PICTURE

Random interlacements can be regarded as a random subset of Zd ,governed by a non-negative parameter u, which we denote by Iu,and the complement (i.e. the VACANT SET) by Vu = Zd\Iu.

We wish to investigate the distribution of Iu through a “window”M ⊂⊂ Zd .

I Take Nu ∼ Pois(ucap(M)).

I Start Nu i.i.d. random walks (Xt)it≥0, i = 1, . . . ,Nu, with

initial distribution eM(·)/cap(M) (i.e., the normalisedequilibrium measure).

I Iu ∩M ∼ ∪Nui=1Range

((X i

t )t≥0)∩M.

Characterisation of P, the law of Iu:

P[Iu ∩M = ∅] = e−ucap(M).

Page 12: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, LOCAL PICTURE

Random interlacements can be regarded as a random subset of Zd ,governed by a non-negative parameter u, which we denote by Iu,and the complement (i.e. the VACANT SET) by Vu = Zd\Iu.

We wish to investigate the distribution of Iu through a “window”M ⊂⊂ Zd .

I Take Nu ∼ Pois(ucap(M)).

I Start Nu i.i.d. random walks (Xt)it≥0, i = 1, . . . ,Nu, with

initial distribution eM(·)/cap(M) (i.e., the normalisedequilibrium measure).

I Iu ∩M ∼ ∪Nui=1Range

((X i

t )t≥0)∩M.

Characterisation of P, the law of Iu:

P[Iu ∩M = ∅] = e−ucap(M).

Page 13: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, GLOBAL PICTURE

We denote the space of continuous-time doubly-infinitenearest-neighbour paths tending to infinity at both sides by

W := {w : nearest-neighbour path, with limt→±∞

|Xt(w)| =∞},

and the quotient space of W modulo time shift by

W ∗ = W / ∼,

where ∼ is the equivalence class of time shifts.

Random interlacements at level u, are a Poisson point process onW ∗, with intensity measure uν, where ν is the unique ergodic andtranslation-invariant measure on W ∗ such that the trace of thisPPP on Zd has the same distribution as Iu defined above.

Page 14: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, GLOBAL PICTURE

We denote the space of continuous-time doubly-infinitenearest-neighbour paths tending to infinity at both sides by

W := {w : nearest-neighbour path, with limt→±∞

|Xt(w)| =∞},

and the quotient space of W modulo time shift by

W ∗ = W / ∼,

where ∼ is the equivalence class of time shifts.

Random interlacements at level u, are a Poisson point process onW ∗, with intensity measure uν, where ν is the unique ergodic andtranslation-invariant measure on W ∗ such that the trace of thisPPP on Zd has the same distribution as Iu defined above.

Page 15: A lower bound for disconnection by random interlacements

RANDOM INTERLACEMENTS, GLOBAL PICTURE

We denote the space of continuous-time doubly-infinitenearest-neighbour paths tending to infinity at both sides by

W := {w : nearest-neighbour path, with limt→±∞

|Xt(w)| =∞},

and the quotient space of W modulo time shift by

W ∗ = W / ∼,

where ∼ is the equivalence class of time shifts.

Random interlacements at level u, are a Poisson point process onW ∗, with intensity measure uν, where ν is the unique ergodic andtranslation-invariant measure on W ∗ such that the trace of thisPPP on Zd has the same distribution as Iu defined above.

Page 16: A lower bound for disconnection by random interlacements

PERCOLATION ON VACANT SET

The phase transition of percolation on Vu is non-trivial.

Theorem (Sznitman 07’, Sidoravicius-Sznitman 08’, Teixeira08’, Sznitman 09’)

Let

u∗∗ = inf{u ≥ 0;∃k <∞, s.t. ∀L ≥ 0, P[0Vu

↔ B(0, L)] ≤ κ·e−L1/k},

there exists u∗, such that 0 < u∗ ≤ u∗∗ <∞, and

I for all u < u∗, Vu has a unique infinite cluster, Pu−a.s.;

I for all u > u∗, Vu has no infinite cluster, Pu−a.s..

Conjecture

Do the two critical parameters actually coincide, i.e.,

u∗∗ = u∗?

Page 17: A lower bound for disconnection by random interlacements

PERCOLATION ON VACANT SET

The phase transition of percolation on Vu is non-trivial.

Theorem (Sznitman 07’, Sidoravicius-Sznitman 08’, Teixeira08’, Sznitman 09’)

Let

u∗∗ = inf{u ≥ 0;∃k <∞, s.t. ∀L ≥ 0, P[0Vu

↔ B(0, L)] ≤ κ·e−L1/k},

there exists u∗, such that 0 < u∗ ≤ u∗∗ <∞, and

I for all u < u∗, Vu has a unique infinite cluster, Pu−a.s.;

I for all u > u∗, Vu has no infinite cluster, Pu−a.s..

Conjecture

Do the two critical parameters actually coincide, i.e.,

u∗∗ = u∗?

Page 18: A lower bound for disconnection by random interlacements

PERCOLATION ON VACANT SET

The phase transition of percolation on Vu is non-trivial.

Theorem (Sznitman 07’, Sidoravicius-Sznitman 08’, Teixeira08’, Sznitman 09’)

Let

u∗∗ = inf{u ≥ 0;∃k <∞, s.t. ∀L ≥ 0, P[0Vu

↔ B(0, L)] ≤ κ·e−L1/k},

there exists u∗, such that 0 < u∗ ≤ u∗∗ <∞, and

I for all u < u∗, Vu has a unique infinite cluster, Pu−a.s.;

I for all u > u∗, Vu has no infinite cluster, Pu−a.s..

Conjecture

Do the two critical parameters actually coincide, i.e.,

u∗∗ = u∗?

Page 19: A lower bound for disconnection by random interlacements

PERCOLATION ON VACANT SET

The phase transition of percolation on Vu is non-trivial.

Theorem (Sznitman 07’, Sidoravicius-Sznitman 08’, Teixeira08’, Sznitman 09’)

Let

u∗∗ = inf{u ≥ 0;∃k <∞, s.t. ∀L ≥ 0, P[0Vu

↔ B(0, L)] ≤ κ·e−L1/k},

there exists u∗, such that 0 < u∗ ≤ u∗∗ <∞, and

I for all u < u∗, Vu has a unique infinite cluster, Pu−a.s.;

I for all u > u∗, Vu has no infinite cluster, Pu−a.s..

Conjecture

Do the two critical parameters actually coincide, i.e.,

u∗∗ = u∗?

Page 20: A lower bound for disconnection by random interlacements

PERCOLATION ON VACANT SET

The phase transition of percolation on Vu is non-trivial.

Theorem (Sznitman 07’, Sidoravicius-Sznitman 08’, Teixeira08’, Sznitman 09’)

Let

u∗∗ = inf{u ≥ 0;∃k <∞, s.t. ∀L ≥ 0, P[0Vu

↔ B(0, L)] ≤ κ·e−L1/k},

there exists u∗, such that 0 < u∗ ≤ u∗∗ <∞, and

I for all u < u∗, Vu has a unique infinite cluster, Pu−a.s.;

I for all u > u∗, Vu has no infinite cluster, Pu−a.s..

Conjecture

Do the two critical parameters actually coincide, i.e.,

u∗∗ = u∗?

Page 21: A lower bound for disconnection by random interlacements

DISCONNECTION BY RANDOM INTERLACEMENTS

For any K compact subset of Rd , we denote

I KN = {x ∈ Zd ; d∞(NK , x) ≤ 1} the discrete blow-up of K ,

I AN = {KNVu

=∞} the event “no path in Vu connects KN withinfinity”.

When u > u∗∗, P[AN ]→ 1 as N →∞. How big is P[AN ] whenu < u∗∗?

Theorem (L.-Sznitman 13’)

lim infN→∞

1

Nd−2 logP[AN ] ≥ − 1

d(√

u∗∗ −√

u)2capRd (K ),

where capRd (K ) denotes the Brownian capacity of K .

Page 22: A lower bound for disconnection by random interlacements

DISCONNECTION BY RANDOM INTERLACEMENTS

For any K compact subset of Rd , we denote

I KN = {x ∈ Zd ; d∞(NK , x) ≤ 1} the discrete blow-up of K ,

I AN = {KNVu

=∞} the event “no path in Vu connects KN withinfinity”.

When u > u∗∗, P[AN ]→ 1 as N →∞. How big is P[AN ] whenu < u∗∗?

Theorem (L.-Sznitman 13’)

lim infN→∞

1

Nd−2 logP[AN ] ≥ − 1

d(√

u∗∗ −√

u)2capRd (K ),

where capRd (K ) denotes the Brownian capacity of K .

Page 23: A lower bound for disconnection by random interlacements

DISCONNECTION BY RANDOM INTERLACEMENTS

For any K compact subset of Rd , we denote

I KN = {x ∈ Zd ; d∞(NK , x) ≤ 1} the discrete blow-up of K ,

I AN = {KNVu

=∞} the event “no path in Vu connects KN withinfinity”.

When u > u∗∗, P[AN ]→ 1 as N →∞. How big is P[AN ] whenu < u∗∗?

Theorem (L.-Sznitman 13’)

lim infN→∞

1

Nd−2 logP[AN ] ≥ − 1

d(√

u∗∗ −√

u)2capRd (K ),

where capRd (K ) denotes the Brownian capacity of K .

Page 24: A lower bound for disconnection by random interlacements

DISCONNECTION BY RANDOM INTERLACEMENTS

For any K compact subset of Rd , we denote

I KN = {x ∈ Zd ; d∞(NK , x) ≤ 1} the discrete blow-up of K ,

I AN = {KNVu

=∞} the event “no path in Vu connects KN withinfinity”.

When u > u∗∗, P[AN ]→ 1 as N →∞. How big is P[AN ] whenu < u∗∗?

Theorem (L.-Sznitman 13’)

lim infN→∞

1

Nd−2 logP[AN ] ≥ − 1

d(√

u∗∗ −√

u)2capRd (K ),

where capRd (K ) denotes the Brownian capacity of K .

Page 25: A lower bound for disconnection by random interlacements

IDEA OF PROOF

I We need to find a law P̃ of “tilted random interlacements”(which are Poissonian “clouds” of tilted random walks) suchthat P̃[AN ]→ 1 as N →∞ and need to minimise the relativeentropy H(P̃|P).

I The tilted random walk should appear more “often” aroundthe set KN in a way that the occupation-time profile shouldresemble that of random interlacements of level u∗∗.

I To this end, we take a tilted random walk with generator

L̃h(x) =1

2d

∑|e|=1

f (x + e)

f (x)(h(x + e)− h(x)),

and reversibility measure π(x) = f 2(x), where f is to bechosen carefully in order to minimise the relative entropy.

Page 26: A lower bound for disconnection by random interlacements

IDEA OF PROOF

I We need to find a law P̃ of “tilted random interlacements”(which are Poissonian “clouds” of tilted random walks) suchthat P̃[AN ]→ 1 as N →∞ and need to minimise the relativeentropy H(P̃|P).

I The tilted random walk should appear more “often” aroundthe set KN in a way that the occupation-time profile shouldresemble that of random interlacements of level u∗∗.

I To this end, we take a tilted random walk with generator

L̃h(x) =1

2d

∑|e|=1

f (x + e)

f (x)(h(x + e)− h(x)),

and reversibility measure π(x) = f 2(x), where f is to bechosen carefully in order to minimise the relative entropy.

Page 27: A lower bound for disconnection by random interlacements

IDEA OF PROOF

I We need to find a law P̃ of “tilted random interlacements”(which are Poissonian “clouds” of tilted random walks) suchthat P̃[AN ]→ 1 as N →∞ and need to minimise the relativeentropy H(P̃|P).

I The tilted random walk should appear more “often” aroundthe set KN in a way that the occupation-time profile shouldresemble that of random interlacements of level u∗∗.

I To this end, we take a tilted random walk with generator

L̃h(x) =1

2d

∑|e|=1

f (x + e)

f (x)(h(x + e)− h(x)),

and reversibility measure π(x) = f 2(x), where f is to bechosen carefully in order to minimise the relative entropy.

Page 28: A lower bound for disconnection by random interlacements

IDEA OF PROOF

Page 29: A lower bound for disconnection by random interlacements

IDEA OF PROOF

Page 30: A lower bound for disconnection by random interlacements

Thanks for your attention!