the rem zeros in the complex temperature and magnetic field planes abstract the distribution of zeros of the partition function of the random energy model is described both for the complex temperature and magnetic field planes there are regions where these zeros become dense it is shown that for t t c a dense region of zeros reaches the real magnetic field axis as the thermodynamic limit is taken for a fixed sample this manifests itself as jumps in the equilibrium magnetization m whose position is correlated with the closest zeros

uniqueness of the infinite cluster and continuity of connectivity functions for short and long range percolation for independent translation invariant irreducible percolation models it is proved that the infinite cluster when it exists must be unique the proof is based on the convexity or almost convexity and differentiability of the mean number of clusters per site which is the percolation analogue of the free energy the analysis applies to both site and bond models in arbitrary dimension including long range bond percolation in particular uniqueness is valid at the critical point of one dimensional 1 x y 2 models in spite of the discontinuity of the percolation density there corollaries of uniqueness and its proof are continuity of the connectivity functions and except possibly at the critical point of the percolation density related to differentiability of the free energy are inequalities which bound the specific heat critical exponent in terms of the mean cluster size exponent and the critical cluster size distribution exponent e g 1 2 1 1

the zeroes of the partition function of the random energy model abstract the random energy model is one of the simplest disordered models containing some of the physics of spin glasses the zeroes of the partition function in the complex temperature plane are determined for this model they either lie on simple lines or are dense in some regions of the complex plane

simple random walk on long range percolation clusters ii scaling limits supported in part at the technion by a landau fellowship supported in part by an alfred sloan fellowship in mathematics

quenched invariance principles for random walks on percolation clusters we consider a supercritical bernoulli percolation model in d2 and study the simple symmetric random walk on the infinite percolation cluster the aim of this paper is to prove the almost sure q

random walks on supercritical percolation clusters we obtain gaussian upper and lower bounds on the transition density qt x y of the continuous time simple random walk on a supercritical percolation cluster c1 in the euclidean lattice the bounds analogous to aronsen s bounds for uniformly elliptic divergence form diusions hold with constants ci depending only on p the percolation probability and d the irregular nature of the medium means that the bound for qt x only holds for t sx where the constant sx depends on the percolation congura tion

location of zeros in the complex temperature plane absence of lee yang theorem in the yang lee theory 1952 the occurrence of a phase transition at real physical values of the magnetic field is related to the behaviour of the density of zeros of the partition function in the complex magnetic field plane as shown by lee and yang these zeros fall on lines for a wide class of ferromagnetic models in extensions of the yang lee theory to the complex temperature plane it has often been assumed that the zeros of the partition function would again fall on lines rather than in areas though this happens to be true for the isotropic ising model the authors point out that there is in general no basis for this assumption they discuss the location of the zeros of the partition function of the anisotropic ising model in the complex temperature plane and show that they indeed always fall in areas

a nonregular solution of the nonlinear dynamic disturbance decoupling problem with an application to a complete solution of the nonlinear model matching problem the nonregular dynamic disturbance decoupling problem for nonlinear control systems is introduced a local solution is given by means of a constructive algorithm that is based on singh s algorithm and the clamped dynamics algorithm further studied is the nonlinear model matching problem that is defined as follows given a nonlinear control system to be referred to as the plant and another nonlinear control system to be referred to as the model can a compensator for the plant be found in such a way that the input output behavior of the compensated plant matches that of the model by proving that the solvability of the nonlinear model matching problem is equivalent to the solvability of an associated nonregular dynamic disturbance decoupling problem a complete local solution of this problem can be established

discontinuity of the percolation density in one dimensional 1 x y 2 percolation models we consider one dimensional percolation models for which the occupation probability of a bond kx y has a slow power decay as a function of the bond s length for independent models and with suitable reformulations also for more general classes of models it is shown that i no percolation is possible if for short bondskx y p 1 this dichotomy resembles one for the magnetization in 1 x y 2 ising models which was first proposed by thouless and further supported by the renormalization group flow equations of anderson yuval and hamann the proofs of the above percolation phenomena involve rigorous renormalization type arguments of a different sort

quenched invariance principles for walks on clusters of percolation or among random conductances in this work we principally study random walk on the supercritical infinite cluster for bond percolation on d we prove a quenched functional central limit theorem for the walk when d 4 we also prove a similar result for random walk among i i d random conductances along nearest neighbor edges of d when d 1

one dimensional 1 j i s percolation models the existence of a transition for s 2 consider a one dimensional independent bond percolation model withpj denoting the probability of an occupied bond between integer sitesi andi j j 1 ifpj is fixed forj 2 and mathop lim limits j to infty j2pj 1 then unoriented percolation occurs forp1 sufficiently close to 1 this result analogous to the existence of spontaneous magnetization in long range one dimensional ising models is proved by an inductive series of bounds based on a renormalization group approach using blocks of variable size oriented percolation is shown to occur forp1 close to 1 if mathop lim limits j to infty jspj 0 for somes 2 analogous results are valid for one dimensional site bond percolation models

quenched invariance principle for simple random walk on percolation clusters we consider the simple random walk on the unique infinite cluster of super critical bond percolation in d with d 2 we prove that for almost every percolation configuration the path distribution of the walk converges weakly to that of non degenerate isotropic brownian motion our analysis is based on the consideration of a harmonic deformation of the infinite cluster on which the random walk becomes a square integrable martingale the size of the deformation expressed by the so called corrector is estimated by means of ergodicity arguments

numerical complex zeros of the random energy model abstract the distribution of zeros of the partition function of the random energy model rem is numerically estimated in order to do this we devise a discrete version of the model drem for which the partition function is a polynomial and whose roots can therefore be numerically obtained a continuous limit transforms drem into rem so the zeros of the latter can be obtained from those of the former

transience recurrence and critical behavior for long range percolation we study the behavior of the random walk on the infinite cluster of independent long range percolation in dimensions d 1 2 where x and y are connected with probability we show that if d s 2d then there is no infinite cluster at criticality this result is extended to the free random cluster model a second corollary is that when d 2 and d s 2d we can erase all long enough bonds and still have an infinite cluster the proof of recurrence in two dimensions is based on general stability results for recurrence in random electrical networks in particular we show that i i d conductances on a recurrent graph of bounded degree yield a recurrent electrical network

isoperimetry and heat kernel decay on percolation clusters we prove that the heat kernel on the infinite bernoulli percolation cluster in zd almost surely decays faster than t d 2 we also derive estimates on the mixing time for the random walk confined to a finite box our approach is based on local isoperimetric inequalities some of the results of this paper were previously announced in the note of mathieu and remy c r acad sci paris ser i math 332 2001 927 931

long range percolation in one dimension the problem of long range percolation in one dimension is proposed the authors consider a one dimensional bond percolation system with bonds connecting an infinite number of neighbours where the occupation probability for the nth nearest neighbour bond pn varies as p1 ns using the transfer matrix method they find that when s 2 only the short range percolation exists namely the system percolates only when p1 1 a transition to long range percolation is found at s 2 where the percolation threshold drops suddenly from the short range value p1c 1 to the long range value p1c 0

the diameter of a long range percolation cluster on pre sierpinski gasket we give several bounds for a graph diameter of a random graph created by a stochastic model called the long range percolation in which any pair of two distinct points is connected by a random bond independently such a problem is well studied on a finite subset of the d dimensional square lattice where d is a positive integer in this manuscript we consider the problem on a finite subset of a fractal lattice which is called the pre sierpinski gasket we can observe that the hausdorff dimension of the fractal lattice appears in the critical parameters of s where s is a value determining the order of probabilities that random bonds exist

stable non gaussian random processes stochastic models with infinite variance stable random variables on the real line multivariate stable distributions stable stochastic integrals dependence structures of multivariate stable distributions non linear regression complex stable stochastic integrals and harmonizable processes self similar processes chentsov random fields introduction to sample path properties boundedness continuity and oscillations measurability integrability and absolute continuity boundedness and continuity via metric entropy integral representation historical notes and extensions

central limit theorem for additive functionals of reversible markov processes and applications to simple exclusions we prove a functional central limit theorem for additive functionals of stationary reversible ergodic markov chains under virtually no assumptions other than the necessary ones we use these results to study the asymptotic behavior of a tagged particle in an infinite particle system performing simple excluded random walk

on the scaling of the chemical distance in long range percolation models we consider the unoriented long range percolation on z d in dimensions d 1 where distinct sites x y z d get connected with probability p xy 0 1 assuming p xy x y s o 1 as x y where s 0 and is a norm distance on z d and supposing that the resulting random graph contains an infinite connected component c we let d x y be the graph distance between x and y measured on c our main result is that for s d 2d d x y log x y o 1 x y c x y where 1 is the binary logarithm of 2d s and o 1 is a quantity tending to zero in probability as x y besides its interest for general percolation theory this result sheds some light on a question that has recently surfaced in the context of small world phenomena as part of the proof we also establish tight bounds on the probability that the largest connected component in a finite box contains a positive fraction of all sites in the box

simple random walk on long range percolation clusters i heat kernel bounds in this paper we derive upper bounds for the heat kernel of the simple random walk on the infinite cluster of a supercritical long range percolation process for any d 1 and for any exponent s in d d 2 wedge 2d giving the rate of decay of the percolation process we show that the return probability decays like t d s d up to logarithmic corrections where t denotes the time the walk is run our methods also yield generalized bounds on the spectral gap of the dynamics and on the diameter of the largest component in a box the bounds and accompanying understanding of the geometry of the cluster play a crucial role in the companion paper crawford and sly in simple randomwalk on long range percolation clusters ii scaling limit 2010 where we establish the scaling limit of the random walk to be stable levy motion

phase transition in the jarzynski estimator of free energy differences the transition between a regime in which thermodynamic relations apply only to ensembles of small systems coupled to a large environment and a regime in which they can be used to characterize individual macroscopic systems is analyzed in terms of the change in behavior of the jarzynski estimator of equilibrium free energy differences from nonequilibrium work measurements given a fixed number of measurements the jarzynski estimator is unbiased for sufficiently small systems in these systems the directionality of time is poorly defined and the configurations that dominate the empirical average but which are in fact typical of the reverse process are sufficiently well sampled as the system size increases the arrow of time becomes better defined the dominant atypical fluctuations become rare and eventually cannot be sampled with the limited resources that are available asymptotically only typical work values are measured the jarzynski estimator becomes maximally biased and approaches the exponential of minus the average work which is the result that is expected from standard macroscopic thermodynamics in the proper scaling limit this regime change has been recently described in terms of a phase transition in variants of the random energy model in this paper this correspondence is further demonstrated in two examples of physical interest the sudden compression of an ideal gas and adiabatic quasistatic volume changes in a dilute real gas

the mixing time of a random walk on a long range percolation cluster in pre sierpinski gasket we consider a random graph created by the long range percolation on the nth stage finite subset of a fractal lattice called the pre sierpinski gasket the long range percolation is a stochastic model in which any pair of two points is connected by a random bond independently on the random graph obtained as above we consider a discrete time random walk we show that the mixing time of the random walk is of order 2 s d n if d s 2d in a sense here s is a parameter which determines the order of probabilities that random bonds exist and d log 3 log 2 is the hausdorff dimension of the pre sierpinski gasket

discrete approximation of symmetric jump processes on metric measure spaces in this paper we give general criteria on tightness and weak convergence of discrete markov chains to symmetric jump processes on metric measure spaces under mild conditions as an application we investigate discrete approximation for a large class of symmetric jump processes we also discuss some application of our results to the scaling limit of random walk in random conductance

random conductance models with stable like jumps heat kernel estimates and harnack inequalities abstract we establish two sided heat kernel estimates for random conductance models with non uniformly elliptic possibly degenerate stable like jumps on graphs these are long range counterparts of the well known two sided gaussian heat kernel estimates by m t barlow for nearest neighbor short range random walks on the supercritical percolation cluster unlike the cases of nearest neighbor conductance models we cannot use parabolic harnack inequalities since even elliptic harnack inequalities do not hold in the present setting as an application we establish the local limit theorem for the models