The Annals of Probability

Upper bound on the disconnection time of discrete cylinders and random interlacements

Alain-Sol Sznitman

Source: Ann. Probab. Volume 37, Number 5 (2009), 1715-1746.

Abstract

We study the asymptotic behavior for large N of the disconnection time TN of a simple random walk on the discrete cylinder (ℤ/Nℤ)d×ℤ, when d≥2. We explore its connection with the model of random interlacements on ℤd+1 recently introduced in [Ann. Math., in press], and specifically with the percolative properties of the vacant set left by random interlacements. As an application we show that in the large N limit the tail of TN/N2d is dominated by the tail of the first time when the supremum over the space variable of the Brownian local times reaches a certain critical value. As a by-product, we prove the tightness of the laws of TN/N2d, when d≥2.

Primary Subjects: 60G50, 60K35, 82C41
Keywords: Disconnection; random walks; random interlacements; discrete cylinders

Full-text: Access denied (no subscription detected)

We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1253539855
Digital Object Identifier: doi:10.1214/09-AOP450
Zentralblatt MATH identifier: 05625051

References

[1] Borodin, A. N. (1982). Distribution of integral functionals of the Brownian motion. Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI) 119 19–38.
Mathematical Reviews (MathSciNet): MR666084
[2] Csáki, E. and Révész, P. (1983). Strong invariance for local times. Z. Wahrsch. Verw. Gebiete 62 263–278.
[3] Dembo, A. and Sznitman, A.-S. (2006). On the disconnection of a discrete cylinder by a random walk. Probab. Theory Related Fields 136 321–340.
Mathematical Reviews (MathSciNet): MR2240791
Zentralblatt MATH: 1105.60029
Digital Object Identifier: doi:10.1007/s00440-005-0485-9
[4] Dembo, A. and Sznitman, A.-S. (2008). A lower bound on the disconnection time of a discrete cylinder. In In and Out of Equilibrium. 2. Progress in Probability 60 211–227. Birkhäuser, Basel.
Mathematical Reviews (MathSciNet): MR2477383
Zentralblatt MATH: 05363764
Digital Object Identifier: doi:10.1007/978-3-7643-8786-0_10
[5] Eisenbaum, N. (1990). Un théorème de Ray–Knight lié au supremum des temps locaux browniens. Probab. Theory Related Fields 87 79–95.
Mathematical Reviews (MathSciNet): MR1076957
Digital Object Identifier: doi:10.1007/BF01217747
[6] Grimmett, G. (1999). Percolation, 2nd ed. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 321. Springer, Berlin.
Mathematical Reviews (MathSciNet): MR1707339
[7] Lawler, G. F. (1991). Intersections of Random Walks. Birkhäuser, Basel.
Mathematical Reviews (MathSciNet): MR1117680
[8] Lindvall, T. (1992). Lectures on the Coupling Method. Dover, New York.
Mathematical Reviews (MathSciNet): MR1180522
[9] Olver, F. W. J. (1974). Asymptotics and Special Functions. Academic Press, New York.
Mathematical Reviews (MathSciNet): MR435697
[10] Sidoravicius, V. and Sznitman, A. S. (2009). Percolation for the vacant set of random interlacements. Comm. Pure Appl. Math. 62 831–858.
Mathematical Reviews (MathSciNet): MR2512613
Zentralblatt MATH: 1168.60036
Digital Object Identifier: doi:10.1002/cpa.20267
[11] Sznitman, A.-S. (2008). How universal are asymptotics of disconnection times in discrete cylinders? Ann. Probab. 36 1–53.
Mathematical Reviews (MathSciNet): MR2370597
Zentralblatt MATH: 1134.60061
Digital Object Identifier: doi:10.1214/009117907000000114
Project Euclid: euclid.aop/1196268672
[12] Sznitman, A. S. Vacant set of random interlacements and percolation. Ann. Math. To appear. Available at http://www.math.ethz.ch/u/sznitman/preprints.
Mathematical Reviews (MathSciNet): MR2226843
[13] Sznitman, A.-S. (2009). Random walks on discrete cylinders and random interlacements. Probab. Theory Related Fields 145 143–174.
Mathematical Reviews (MathSciNet): MR2520124
Zentralblatt MATH: 1172.60316
Digital Object Identifier: doi:10.1007/s00440-008-0164-8

2009 © Institute of Mathematical Statistics