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General approximation method for the distribution of Markov processes conditioned not to be killed

Denis Villemonais (2014)

ESAIM: Probability and Statistics

We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming−Viot type particle system with rebirths, whose particles evolve as independent copies of the original strong Markov process and jump onto each others instead of being killed. Our only assumption is that the number of rebirths of the Fleming−Viot type system doesn’t explode in finite time almost surely...

Geometry of Lipschitz percolation

G. R. Grimmett, A. E. Holroyd (2012)

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

We prove several facts concerning Lipschitz percolation, including the following. The critical probability pL for the existence of an open Lipschitz surface in site percolation on ℤd with d ≥ 2 satisfies the improved bound pL ≤ 1 − 1/[8(d − 1)]. Whenever p > pL, the height of the lowest Lipschitz surface above the origin has an exponentially decaying tail. For p sufficiently close to 1, the connected regions of ℤd−1 above which the surface has height 2 or more exhibit stretched-exponential...

Giant component and vacant set for random walk on a discrete torus

Itai Benjamini, Alain-Sol Sznitman (2008)

Journal of the European Mathematical Society

We consider random walk on a discrete torus E of side-length N , in sufficiently high dimension d . We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time u N d . We show that when u is chosen small, as N tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const log N . Moreover, this connected component occupies a non-degenerate...

Gibbs–non-Gibbs properties for evolving Ising models on trees

Aernout C. D. van Enter, Victor N. Ermolaev, Giulio Iacobelli, Christof Külske (2012)

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

In this paper we study homogeneous Gibbs measures on a Cayley tree, subjected to an infinite-temperature Glauber evolution, and consider their (non-)Gibbsian properties. We show that the intermediate Gibbs state (which in zero field is the free-boundary-condition Gibbs state) behaves differently from the plus and the minus state. E.g. at large times, all configurations are bad for the intermediate state, whereas the plus configuration never is bad for the plus state. Moreover, we show that for each...

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