2012
DOI: 10.1214/11-aap761
|View full text |Cite
|
Sign up to set email alerts
|

Invasion percolation on the Poisson-weighted infinite tree

Abstract: We study invasion percolation on Aldous' Poisson-weighted infinite tree, and derive two distinct Markovian representations of the resulting process. One of these is the $\sigma\to\infty$ limit of a representation discovered by Angel et al. [Ann. Appl. Probab. 36 (2008) 420-466]. We also introduce an exploration process of a randomly weighted Poisson incipient infinite cluster. The dynamics of the new process are much more straightforward to describe than those of invasion percolation, but it turns out that the… Show more

Help me understand this report
View preprint versions

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
2

Citation Types

4
294
0

Year Published

2013
2013
2020
2020

Publication Types

Select...
5

Relationship

2
3

Authors

Journals

citations
Cited by 12 publications
(298 citation statements)
references
References 20 publications
(36 reference statements)
4
294
0
Order By: Relevance
“…In the setting of Theorem 1.1, F Y (y) = 1 − e −y 1/sn ≈ y 1/sn when y = y n tends to zero fast enough, so that u n (x) can be taken as u n (x) ≈ (x/n) sn (here ≈ indicates approximation with uncontrolled error). Then we see in (1.2) that W n − 1 λn log (n/s 3 n ) ≈ u n (M (1) ∨ M (2) ) for λ n = n sn Γ(1 + 1/s n ) sn , which means that the weight of the smallest-weight path has a deterministic part 1 λn log (n/s 3 n ), while its random fluctuations are of the same order of magnitude as some of the typical values for the minimal edge weight adjacent to vertices 1 and 2. For j ∈ {1, 2}, one can think of M (j) as the time needed to escape from vertex j.…”
Section: )mentioning
confidence: 99%
See 4 more Smart Citations
“…In the setting of Theorem 1.1, F Y (y) = 1 − e −y 1/sn ≈ y 1/sn when y = y n tends to zero fast enough, so that u n (x) can be taken as u n (x) ≈ (x/n) sn (here ≈ indicates approximation with uncontrolled error). Then we see in (1.2) that W n − 1 λn log (n/s 3 n ) ≈ u n (M (1) ∨ M (2) ) for λ n = n sn Γ(1 + 1/s n ) sn , which means that the weight of the smallest-weight path has a deterministic part 1 λn log (n/s 3 n ), while its random fluctuations are of the same order of magnitude as some of the typical values for the minimal edge weight adjacent to vertices 1 and 2. For j ∈ {1, 2}, one can think of M (j) as the time needed to escape from vertex j.…”
Section: )mentioning
confidence: 99%
“…H n − φ n log (n/s 3 n ) s 2 n log (n/s 3 n ) d −→ Z, (1.9) where Z is standard normal, and M (1) , M (2) are i.i.d. random variables for which P(M (j) ≤ x) is the survival probability of a Poisson Galton-Watson branching process with mean x.…”
Section: )mentioning
confidence: 99%
See 3 more Smart Citations