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Supercritical self-avoiding walks are space-filling

Hugo Duminil-Copin, Gady Kozma, Ariel Yadin (2014)

Annales de l'I.H.P. Probabilités et statistiques

In this article, we consider the following model of self-avoiding walk: the probability of a self-avoiding trajectory γ between two points on the boundary of a finite subdomain of d is proportional to μ - length ( γ ) . When μ is supercritical (i.e. μ l t ; μ c where μ c is the connective constant of the lattice), we show that the random trajectory becomes space-filling when taking the scaling limit.

Sur le nombre de points visités par une marche aléatoire sur un amas infini de percolation

Clément Rau (2007)

Bulletin de la Société Mathématique de France

On s’intéresse à une marche aléatoire simple sur un amas infini issu d’un processus de percolation surcritique sur les arêtes de d ( d 2 ) de loi Q . On montre que la transformée de Laplace du nombre de points visités au temps n , noté N n , a un comportement similaire au cas où la marche évolue dans d . Plus précisément, on établit que pour tout 0 < α < 1 , il existe des constantes C i , C s > 0 telles que pour presque toute réalisation de la percolation telle que l’origine appartienne à l’amas infini et pour n assez grand, e - C i n d / ( d + 2 ) 𝔼 0 ω ( α N n ) e - C s n d / ( d + 2 ) . Le...

Survival probability approach to the relaxation of a macroscopic system in the defect-diffusion framework

Paulina Hetman (2004)

Applicationes Mathematicae

The main objective of this paper is to present a new probabilistic model underlying the universal relaxation laws observed in many fields of science where we associate the survival probability of the system's state with the defect-diffusion framework. Our approach is based on the notion of the continuous-time random walk. To derive the properties of the survival probability of a system we explore the limit theorems concerning either the summation or the extremes: maxima and minima. The forms of...

Systemic risk through contagion in a core-periphery structured banking network

Oliver Kley, Claudia Klüppelberg, Lukas Reichel (2015)

Banach Center Publications

We contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets better than a symmetric model. The components of a vector Ornstein-Uhlenbeck process living on the nodes of the network describe the financial robustnesses of the agents. For this system, we prove a LLN for growing network size leading to a propagation of chaos result....

The atomic and molecular nature of matter.

Charles L. Fefferman (1985)

Revista Matemática Iberoamericana

The purpose of this article is to show that electrons and protons, interacting by Coulomb forces and governed by quantum statistical mechanics at suitable temperature and density, form a gas of Hydrogen atoms or molecules.

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