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Wednesday 7 October

Probability

Mixing Times of Switch Chains via High-Dimensional Expansion

The switch chain is a Markov chain defined on the set of labelled realizations of a given graphical degree sequence. At each step, a pair of vertex-disjoint edges is chosen at random and the process attempts to replace them with a uniformly chosen perfect matching of the same four vertices, rejecting any proposal that would create a multiple edge. The resulting process is reversible with respect to the uniform distribution on all realizations. We investigate the mixing time of this chain by viewing realizations as the facets of a simplicial complex and studying a variant of the original process called the simplicial switch chain, which we analyze using tools from the theory of high-dimensional expansion. Our technical contributions include a proof that links of faces of sufficiently high codimension are strong spectral expanders and a comparison between the Dirichlet energies of large block updates and two-edge updates. Our main result is an $O(\Delta^{2}m\log m)$ bound on the mixing time of both simplicial and classical switch chains whenever $m\ge C\Delta^{8}$, where $m$ is the number of edges, $\Delta$ is the maximum prescribed degree, and $C>0$ is an absolute constant. For sequences on $n$ vertices with fixed maximum degree, this proves that the chain mixes in $O(n\log n)$ steps, resolving a longstanding conjecture of Cooper, Dyer, and Greenhill and extending its conclusion to irregular degree sequences.
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Probability

$L^p$ maximal inequalities for Gaussian subordination with applications to Breuer–Major–Donsker principles

In this paper, we establish an $L^2$ maximal inequality for partial sums of Gaussian-subordinated random variables. More precisely, let $f:\mathbb{R}\to\mathbb{R}$ belong to $L^2(\gamma)$ and have Hermite rank at least $d$, where $\gamma$ denotes the standard Gaussian measure. If the covariance matrix of the underlying Gaussian family, with standard normal marginals, satisfies a uniform $d$th-power row bound $K$, then the $L^2$ norm of the maximal partial sum is bounded by $C_{d,K}\sqrt n\,\|f\|_{L^2(\gamma)}$. The constant $C_{d,K}$ is independent of $(f,n)$ and depends on the covariance structure only through $K$. As a consequence, our $L^2$ maximal inequality controls Hermite tails uniformly in the path norm. In discrete time, this yields the Breuer–Major–Donsker principle under the sole finite-variance assumption, removing both the additional $L^{2+}$-integrability assumption of Nourdin and Nualart (Probab. Theory Related Fields, 2020) and the prediction-theoretic or decimation assumptions of Mansanarez, Poly, and Zheng (arXiv:2607.11469). In continuous time, we likewise obtain the Breuer–Major–Donsker principle under finite variance alone, removing the additional moment assumption of Campese, Nourdin, and Nualart (Ann. Probab., 2020). For the nonstationary self-similar setting considered there, we remove the same extra moment assumption in the subcritical regime, while a separate leading-chaos argument yields the corresponding logarithmically normalized critical limit. [Abstract shorten to meet arXiv requirement]
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Probability

The singularity probability of dense random regular graphs

Let $G_{n,d}$ be a uniformly random simple $d$-regular graph on $n$ vertices, and let $A_n$ be its adjacency matrix. For every fixed $\lambda\in(0,1/2)$, we prove that for any $\lambda(n-1)\le d\le(1-\lambda)(n-1)$, $\mathbb P(A_n\text{ is singular})\le e^{-cn}$, where $c>0$ depends only on $\lambda$, and $n$ is sufficiently large with $nd$ even.
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All authors Zeyan Song, Hanchao Wang, Shengyan Yin, Kexin Yu

Probability

Backward stochastic partial differential equations with unbounded random coefficients

We study a linear backward stochastic partial differential equation with unbounded observation-adapted random coefficients, motivated by the duality approach to nonlinear filtering. The coefficients depend predictably on the observation history through a control with almost surely finite time-integrated squared norm. The drift, diffusion, and coefficient multiplying the martingale integrand may grow linearly in space. The diffusion matrix may grow quadratically in space and is allowed to be degenerate. Under bounded positive-order spatial derivatives and bounded smooth observation-measurable terminal data, we prove existence and uniqueness in a polynomially weighted Sobolev class up to control-energy stopping times. The proof combines conditional parameter estimates, entropy bounds for likelihoods, stability under the reference probability, and stochastic-flow reconstruction.
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All authors Jie Xiong, Wen Xu, Zuo Quan Xu, Ying Yang

Probability

Vertex crossings in a symmetric Markov multinomial model

We observe a ball bouncing down a Galton board with any number of directions. At each peg it either keeps its direction with some fixed probability or randomly turns to one of the other directions. Its bin measures how often it went each way, a point of a simplex. When the ball rarely turns, the most likely bins are the corners, which only a ball that never turns can reach. We ask when the best bin of each face of the simplex becomes as likely as a corner. To first order every face catches up at the same moment. We break this tie at second order, with an explicit constant for each face. Hence on a long board, as the expected number of turns grows to any fixed multiple of the length's logarithm, the most likely bin jumps once, from the corners straight to the center. A nonuniform start or a weak external field changes the constants, potentially allowing an intermediate face to win.
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Tuesday 6 October

Probability · Cross-listed from cs.DM

An upper bound of 4.268 for the random 3-SAT satisfiability threshold

We prove that a random 3-SAT formula with $n$ variables and $\lfloor 4.268n\rfloor$ clauses is unsatisfiable with high probability. The satisfiability threshold has attracted considerable attention: successive upper bounds reached 4.4898 in the work of Díaz, Kirousis, Mitsche, and Pérez-Giménez, while the cavity method predicts a value near 4.267. Our bound brings the rigorous upper estimate close to this prediction. The proof builds on earlier interpolation methods, including the energetic approach of Achlioptas and Menchaca-Méndez. We study the smallest number of clauses that any assignment must violate, comparing the random formula with a simpler system of constraints on individual variables. This comparison reduces the bound to a finite calculation, which we verify using exact rational arithmetic. The proof is formalized in Lean 4.
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Probability · Cross-listed from math.HO

The Markov Accessibility Topology and its Probabilistic Structure

In this paper, we associate a canonical topology with the transition operator of a discrete-time Markov chain. We prove that this construction defines an Alexandroff topology, called the Markov Accessibility Topology, and subsequently establish that it coincides with the Alexandroff topology induced by the accessibility relation. This establishes a direct connection between probabilistic accessibility and order-theoretic topology, allowing several classical notions from Markov chain theory to be interpreted in topological terms. Among other results, we characterize absorbing subsets as closed sets, relate irreducibility to topological connectedness and the triviality of the topology, describe minimal open neighborhoods through accessibility and hitting probabilities, and investigate the communication quotient together with its relationship to lumpability.
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Probability

Random $3$-regular graphs are not globally synchronizing

We study the homogeneous Kuramoto model on random 3-regular graphs. A connected graph $G$ is globally synchronizing if, for almost every initial condition, the gradient flow converges to a fully synchronized state, in which all phases coincide. It has been conjectured by Bandeira [Oberwolfach Rep. 21 (2024) 1163-1226] that a random 3-regular graph $G_{2n,3}$ is globally synchronizing with high probability. We disprove this conjecture in a strong way: $G_{2n,3}$ is not globally synchronizing with probability tending to 1.
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Probability

Limit of the octahedron recurrence with GUE boundary data

We study the tropical octahedron recurrence on the lattice tetrahedron $\{(x_1,x_2,x_3,x_4)\in\mathbb Z_{\geq0}^4: x_1+x_2+x_3+x_4=n\}$ with an intrinsic double-hive boundary law. Let $M_1^{(n)},M_2^{(n)},M_3^{(n)}$ be independent standard $n\times n$ GUE matrices and, for fixed $\ell_1,\ell_2,\ell_3>0$, set $ X_r^{(n)}=\ell_r\sqrt n\,M_r^{(n)},\qquad r=1,2,3. $ The boundary law on the two upper panels is the Gibbs density on the cone of double hives whose four exterior sides correspond, in the prescribed orientations, to the spectra of $X_1^{(n)},X_2^{(n)},X_3^{(n)}$, and $X_1^{(n)}+X_2^{(n)}+X_3^{(n)}$. We then perform an octahedron-recurrence sweep to obtain the value at every lattice point of the tetrahedron. After scaling lattice positions by $n^{-1}$ and recurrence values by $n^{-2}$, we prove that the resulting random field converges uniformly in probability to a deterministic Lipschitz function on $\{(x_1,x_2,x_3,x_4)\in\mathbb R_{\geq0}^4: x_1+x_2+x_3+x_4=1\}$. For every strictly interior target lattice point we construct a canonical planar bipartite graph supported on a union of three triangular panels and prove an exact perfect-matching formula for the recurrence value. Its variable weights are explicit interlacing gaps from the minor processes of $X_1^{(n)},X_2^{(n)},X_3^{(n)}$, together with explicit seam and matching-independent terms. The asymptotic analysis of this formula yields a surface-tension variational characterization of the deterministic limit. This matching rule supplies, in the present four-simplex setting, the kind of higher-dimensional combinatorial formula identified as a major cluster-algebra problem by Henriques and Speyer.
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Probability

Universality for the extreme eigenvalues of Laplacian random matrices

We study the eigenvalues of the random Laplacian matrix $D - A$, where $A$ is a Wigner matrix with sub-Gaussian entries and the diagonal matrix $D$ contains the row sums of $A$. Our main results show that the extreme eigenvalues of this model exhibit Poisson statistics; in particular, after the appropriate centering and scaling, the largest eigenvalue converges to the Gumbel distribution as the dimension of the matrix tends to infinity. This confirms, for general sub-Gaussian entries, a phenomenon the authors previously established only in the Gaussian case [Electron. J. Probab. 30 (2025), Paper No. 104], resolving a conjecture raised there. As a corollary, for an Erdős–Rényi random graph, we show the asymptotic fluctuations of the algebraic connectivity (Fiedler value) can be described in terms of the Gumbel distribution.
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Probability · Cross-listed from stat.ML

Quadratic Weak-to-Strong Generalization in Random Feature Networks via Random Matrix Theory

Weak-to-strong generalization is the phenomenon where a strong student model trained with labels produced by a weak teacher model is able to generalize better than the teacher. In this paper, we study this phenomenon in two-layer random feature networks where the model strength is determined by its width. Using tools from random matrix theory, we derive deterministic equivalents for the population errors of an optimally trained teacher and a student trained with gradient flow. For ReLU activation and a pure spherical harmonic target, we obtain sharp asymptotics under a Gaussian universality assumption, showing a quadratic improvement: the student error scales as the square of the teacher error. These results attain the general lower bound of Medvedev at al (2025). We also analyze how the student behaves under more general stopping times and targets supported on multiple harmonic degrees, characterizing the regimes in which weak-to-strong generalization occurs and identifying the transition between quadratic, non-quadratic, and no improvement.
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Probability

Long-Time Large Deviation Asymptotics for Mean-Field Granular Media Equations

We study long-time mean-field large deviations for granular-media diffusions. Under a dissipativity assumption, for arbitrary $T_N\to\infty$, the occupation measure of the $N$-particle empirical measure satisfies a large deviation principle on $\mathcal{P}(\mathcal{P}(\mathbb{R}^d))$ with speed $NT_N$ and rate function $\mathcal{I}(\Gamma)=\int_{\mathcal{P}(\mathbb{R}^d)}\mathfrak{i}(\mu)\Gamma(d\mu)$. Here $\mathfrak{i}(\mu)$ is one quarter of the free-energy dissipation: $\mathfrak{i}(\mu)=\frac14\left\|\nabla\frac{\delta\mathcal{F}}{\delta\mu}(\mu)\right\|_{L^2(\mu)}^2$, where $\mathcal{F}$ is the free energy of the model. The local cost $\mathfrak{i}(\mu)$ can be interpreted as the per-unit-time Dawson–Gärtner action of the constant path at $\mu$, and $\mathcal{I}$ averages these costs according to $\Gamma$. The main difficulty in the upper bound is that empirical measures are atomic, so their free energy is infinite. We address this by analyzing a regularized free-energy functional along the empirical-measure flow of controlled granular-media diffusions. The lower bound uses approximation by finitely supported occupation measures whose atoms have smooth densities with Gaussian tails. For quadratic potentials, we show that the variational problem associated with an atypically large overall space-time variance exhibits a transition between a Dirac minimizer at a Gaussian profile and non-Dirac minimizers supported on Gaussian profiles with different centers.
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Probability

When Lines Become Contagious: Analyzing the Spread of Infection in the M/M/1 Queue

In this paper, we construct and analyze a stochastic model for infectious disease spread in service systems. Our model considers a $M/M/1$ queue where a proportion, $p$, of the arriving population is infectious and the remaining population is susceptible. When an infectious person overlaps in the queue with a susceptible customer for more than $\ell$ units of time, then the susceptible person becomes infected. We provide both a personalized perspective of how an individual susceptible customer is infected and a community perspective of how one infectious customer can infect the others around them. From the personalized perspective, we derive the probability that a susceptible person becomes infected and the probability they are infected by at least $k$ different people. From the community perspective we compute the mean and higher moments of the number of susceptible customers that are infected by one infectious individual. Finally, we use stochastic simulation to verify our analytical results and show that our new formulas accurately describe the behavior our stochastic model of infection and to expand our model into the consideration of different arrival and service regimes.
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Probability

Conditional Flat Exponential Directed Last Passage Percolation under a One-Point Upper Large Deviation Event

Exponential directed last passage percolation is a random maximization model connected to tandem queues and interacting particle systems. We study the line-to-point model of the percolation, in which the starting point is allowed to vary inside a line boundary, conditioned on an atypically large last-passage time to a fixed endpoint. Extending recent results for the point-to-point model where the starting point is fixed, we develop heuristic predictions for the conditional limit shape and prove corresponding fluctuation results in certain regimes through steepest-descent analysis of exact multi-point formulas. Our calculations suggest that the conditional fluctuations near diagonal are described by Brownian bridges coupled through an additional shared Gaussian component.
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Probability · Cross-listed from stat.ML

Trust-Region Optimization for Smooth Potential-Interaction Energies in Wasserstein Space

Finding low-energy configurations of interacting particles and approximating probability distributions lead to the minimization of potential-interaction energies in Wasserstein space. These energies can be nonconvex, making it important to exploit second-order information while controlling the reliability of local approximations. We study trust-region optimization of smooth potential-interaction energies on the Wasserstein space of probability measures with finite second moment. The method uses a quadratic model along pushforward curves, an $L^2(\rho)$ step radius, and a Steihaug-Toint subsolver with an explicit self-adjoint second-variation operator. A ratio test determines acceptance and guides the radius update. Under a lower energy bound and globally bounded Hessians of the potential and interaction kernel, we prove that the objective is nonincreasing, the Wasserstein-gradient norms converge to zero, and an $\varepsilon$-stationary iterate is reached within $O(\varepsilon^{-2})$ total outer trials, including rejected trials. If the potential is quadratically coercive, every weak accumulation point is stationary. The analysis applies to arbitrary initial measures with finite second moment. For empirical measures, the iteration is a finite-dimensional trust-region method in the $L^2(\rho_N)$ inner product, with complexity constants independent of particle number and dimension when the initial objective gaps are uniformly bounded. Numerical experiments include a smooth soft-particle energy, maximum-mean-discrepancy minimization for non-Gaussian targets, component ablations, and scaling studies in particle number and dimension.
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Probability · Cross-listed from cs.IT

Slow Beats Fast at the Kesten-Stigum Threshold: Minimax, Fisher-Information and Belief-Propagation Characterizations of the Information-Computation Gap in Sparse Stochastic Block Models

We study community recovery in the sparse symmetric stochastic block model with $q$ communities, average degree $d$ and signal strength $\lambda$ through statistical decision theory and Fisher information, and obtain three characterizations of the Kesten-Stigum threshold $d\lambda^2=1$ and of the information-computation gap below it. First, on each community-size profile the minimax risk of any class of rules closed under averaging and vertex relabeling equals its Bayes risk under the uniform prior; the posterior mean is the unique Bayes rule and is admissible, and the Bayes risk of degree-$D$ polynomial rules is the trivial risk times $1-\mathrm{Corr}_D^2$. Combined with known low-degree and information-theoretic results, this gives the gap as a worst-case statement: for $q\ge 5$ there is a window below the threshold in which no low-degree rule beats the trivial risk asymptotically, while an exponential-time rule does on a set of labelings of probability $1-o(1)$. Second, the Fisher information about $\lambda$ carried by cycle counts is a series with terms of order $k(d\lambda^2)^k$, convergent exactly when $d\lambda^2<1$; below the threshold the relative error of every unbiased cycle-based estimator of $\lambda^k$ stays above an explicit constant, and every cycle-count test has success probability bounded below one. Third, the derivative of belief propagation at its uninformative fixed point multiplies a random perturbation by $|\lambda|\sqrt{d}$ per iteration, and one EM step taken there leaves $\lambda$ unchanged. A signal-to-noise computation recovers the condition $d\lambda^{1/\chi}>1$ of Chin et al. for $q=n^\chi$ communities and identifies personalized PageRank as a walk count with suboptimal weights. Experiments on networks with up to $3\times 10^5$ vertices confirm the threshold for $q=2$, the hard window for $q=5$, and the many-community scaling.
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Probability

Estimation and Recovery of a Planted Dense Subgraph from a Single Network Cascade

We study the inference of a planted dense component in a sparse random graph from a single spreading process. The graph has an Erdős-Rényi background with edge probability $p_n$ and contains a planted dense component of size $n^{\alpha}$, with $\alpha > 1/2$, whose internal edge density $\xi>0$ is constant. The edge set is unobserved; the data only consist of the successive infection times from a single realization of a continuous-time SI process with independent and exponentially distributed transmission times. We show that the planted dense component leaves a detectable signature in the spreading process: after the exploration enters the dense component, it undergoes a short phase of accelerated growth. By analyzing this phase, we localize its onset and endpoint. These localization results yield consistent estimators of the component-size exponent $\alpha$, the background edge density $p_n$, and the internal edge density $\xi$ from the infection times alone. When the identities of the infected vertices are also observed, we further establish consistent recovery of the planted dense component.
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Probability

Metastability and Sharp Propagation-of-Chaos Thresholds for Mean-Field Interacting Diffusions on the Circle

We study metastability and long-time propagation-of-chaos for mean-field interacting diffusions on the circle with multiple local free-energy minima. Working modulo rotations, we identify sharp exponential time scales for metastability and the validity and breakdown of the McKean-Vlasov approximation. Assuming finitely many critical rotation orbits and distinct local-minimum energies, we show that, for initial data in the attraction basin of a nonglobal minimum, metastability and propagation-of-chaos hold uniformly over deterministic times up to $e^{N(D-\varepsilon)}$ and fail at every deterministic sequence growing faster than $e^{N(D+\varepsilon)}$. Here $N$ is the particle number and $D$ the depth of the maximal Freidlin-Wentzell energy cycle having that minimum as its bottom. The same threshold governs running averages of the squared approximation error in a stronger pathwise sense, with corresponding metastability and propagation-of-chaos bounds for suitably aligned time-averaged empirical measures. When the global-minimum orbit is unique, we establish uniform-in-time propagation-of-chaos in its attraction basin without assuming finitely many critical orbits. The proofs develop the Freidlin-Wentzell cycle analysis for the empirical measure process and exploit Dawson and Gärtner's fixed-horizon large deviation estimates to analyze long excursions between metastable wells. We give a checkable Fourier criterion for finiteness of the critical orbits. We also investigate connections with phase transitions in the free-energy landscape, and discuss applications to the noisy Kuramoto and noisy transformer models. We provide, to our knowledge, the first sharp exponential-time analysis of the Dawson-Gärtner `tunnelling phenomenon' for general smooth interactions, with two-sided probability bounds and matching propagation-of-chaos thresholds.
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Probability · Cross-listed from math.CO

Optimal bound for the polynomial Littlewood-Offord problem

We present an exposition of an argument, discovered by GPT-6 Pro, that gives an optimal bound for the polynomial Littlewood-Offord problem. Namely, let $F$ be a degree-$d$ multilinear polynomial that contains $r$ degree-$d$ monomials involving disjoint sets of variables. Then, for i.i.d. Rademacher random variables $\xi_1, \ldots, \xi_n$, we have $\mathbb{P}[F(\xi_1, \ldots, \xi_n) = 0] = O_d(r^{-1/2})$. This improves upon the previous bound of $(\log r)^{O_d(1)} r^{-1/2}$ due to Meka, O. Nguyen, and Vu, and resolves a conjecture attributed to H. Nguyen and Vu. The key part of the proof is an estimate for the total influence of bounded-degree rational functions, which resolves a recent conjecture of Kothari, Kovacs-Deak, Wang, and Yang.
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Probability · Cross-listed from math.NA

Large Growth Happens: Gaussian Elimination with Partial Pivoting on Random Matrices

We prove that the probability that Gaussian elimination with partial pivoting on $n \times n$ random matrices has growth $\rho$ is at least inverse quasi-polynomial: $\Omega(\exp(-c \log^2 (\rho)\log(n)))$ for some constant $c > 0$. This lower bound breaks standard conjectures in the smoothed and average-case analysis of Gaussian elimination. To the best of our knowledge, it is the first non-trivial lower bound on the probability of large growth for Gaussian random matrices.
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Probability

Characterizing stochastic inertia: when does noise increase escape times?

Motivated by observations in atmospheric modelling, we investigate the effect of “stochastic inertia”: in certain dynamical systems, small noise induces trajectories to stay longer in a dynamically critical subset of state space than in the purely deterministic situation. Under mild general assumptions on the stochastic differential equation, we derive an integral formula along deterministic trajectories whose sign provides a sufficient condition for the occurrence of stochastic inertia. Excluding situations with open sets of infinite escape times and assuming uniformly elliptic diffusion, we additionally identify this integral formula as the zero noise derivative of the average escape time. The proofs make crucial use of Dynkin's formula and suitable adaptations of Freidlin–Wentzell theory. We present an algorithmic approach to compute the integral formula and, by examples of saddle points and relaxation oscillators, demonstrate the following heuristic: stochastic inertia appears in the presence of an unstable direction that predominantly leads the escape dynamics.
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Probability

Non-perturbative finite connectivities in supercritical Bernoulli percolation on $\mathbb{Z}^d$ with $d\geq 3$

We solve a longstanding problem in Bernoulli percolation: we derive sharp Ornstein–Zernike asymptotics for the probability that two distant points are connected by a finite cluster in the whole supercritical regime. Our proof has two main ingredients. First, the renewal structure from Fridbergh and Hammond (2024) yields an a priori bound on cluster volume. Second, we adapt the coarse-graining and irreducible-cluster framework of Companion, Ioffe, Velenik (2008) to finite supercritical connections. The main distinction from the subcritical analysis is that our argument does not require a separation of masses between irreducible and unrestricted finite connections. The volume bound and a modified coarse-graining construction instead provide stretched-exponential tails for the effective random-walk increments, which suffice to obtain the sharp asymptotics.
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Probability · Cross-listed from math.ST

Spectral Recovery of Point Clouds from Noisy Geometric Graphs

We study the problem of recovering low-dimensional latent geometry from a random geometric graph generated by noisy, high-dimensional data. Specifically, we analyze the performance of a spectral embedding algorithm on the Signal+Noise Graph Model, in which vertices are associated to points perturbed by Gaussian noise, and edges are included for pairs whose inner product exceeds a specified alignment threshold. In the high-dimensional regime where the number $n$ of points and the ambient dimension $d$ both tend to infinity, we show that under a spectral gap condition, the top eigenvectors and eigenvalues of the graph's adjacency matrix can be used to approximately recover the point cloud up to an orthogonal transformation. We illustrate our results on point clouds sampled from nested spheres and high-dimensional sinusoid curves.
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Probability · Cross-listed from q-fin.PM

Exponential investors with weakly mean-reverting prices

We investigate a continuous-time financial market where the asset price exhibits weak (sublinear) mean reversion and has a nonzero drift. Complementing earlier work on strong (superlinear) mean reversion, we show that, for an investor maximizing expected exponential utility, the certainty equivalent grows as $O(T^{2\beta+1})$ where $0<\beta<1$ is the strength of mean reversion. An explicit asymptotically optimal strategy is also given.
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Probability

Entropy Production for Stationary Diffusions on Hilbert Spaces

We study entropy production for stationary diffusions on separable Hilbert spaces with possibly degenerate, state-dependent trace-class covariance. We first define the reversible–irreversible drift decomposition to provide a candidate drift for the reversed dynamics. Then by working directly with the invariant measure, we establish a lower bound in terms of the extended stationary Cameron–Martin energy of the irreversible drift, without requiring a diffusion representation of the stationary reversal. The bound implies infinite entropy production when the energy is infinite and we establish sufficient conditions for equality in the finite-energy regime. We also develop complementary criteria for identifying the stationary reversal as a Hilbert-space diffusion with constant or continuous state-dependent diffusion coefficients, respectively. Two nonlinear infinite-rank examples are provided to show that finite entropy production does not require the irreversible drift to lie in the covariance range, whereas entropy production may be infinite even with globally Lipschitz coefficients and injective covariance.
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Probability · Cross-listed from math-ph

Nematic order in monomer-dimer models of Heilmann and Lieb with lateral attraction in dimensions $d\ge 2$

We study the $d$-dimensional generalization of Models II ($d=2$) and V ($d=3$) for liquid crystals introduced by Heilmann–Lieb (1979), which consists of dimers on the hypercubic lattice at chemical potential $\mu$, interacting via a hard-core repulsion and a lateral attraction between parallel dimers with coupling constant $b>0$. For $d\in\{2,3\}$, these models were conjectured to exhibit liquid-crystalline order at low temperatures provided that $\mu+2(d-1)b>0$. We establish nematic order for all $d\ge 2$ under the additional condition $(4d-6)b>\mu$, which corresponds to the physical regime in which misaligned dimers are rare on scales comparable to the correlation length of the one-dimensional reference system. While the treatment of orientational order here follows the approach of our recent work on Model I, the proof of the absence of translational order relies on a custom implementation of cluster swapping in the sense of Sheffield (2005). Consequently, we deduce uniqueness of Gibbs measure and anisotropic exponential decay of correlations within each oriented phase.
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Probability · Cross-listed from math.CA

Positive Bidiagonal Factorizations and Mixed-Type Chebyshev Multiple Orthogonal Polynomials

We characterize when a banded totally positive matrix admits a positive bidiagonal factorization. In finite dimension such a factorization always exists. For semi-infinite matrices of arbitrary finite bandwidth, existence is equivalent to convergence of a finite family of positive series determined by the Metelmann factors. Their reciprocals are the limiting values of scalar Jacobi continued fractions. We also prove that every bounded banded totally positive matrix can be approximated in operator norm by matrices admitting positive bidiagonal factorizations, through perturbations confined to a fixed initial block. For banded Toeplitz matrices, the negative roots of the polynomial symbol give a global factorization with bounded factors. Ordered partitions of these roots determine explicit mixed-type multiple orthogonal polynomials. Applying the existing spectral Favard theorem, we compute their matrix of positive measures: its support is one interval, and the measure is purely absolutely continuous with an algebraic density of rank one. These formulas also give transition and first-return laws for the associated killed random walks.
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Probability

Sharp detection thresholds for random geometric graphs with polynomial average degrees

We study the random geometric graph formed by connecting $n$ independent uniform points on $\mathbb S^{d-1}$ whenever their inner product exceeds a threshold chosen to give edge density $p$. We establish the conjectured dimensionality threshold for indistinguishability from the Erdös-Rényi graph $G(n,p)$ throughout the sparse regime with polynomially growing average degree. Specifically, for every fixed $\delta>0$, if $p\to0$, $p\ge n^{-1+\delta}$, and $d\gg (np\log(1/p))^3$, then the Kullback-Leibler (KL) divergence between the two distributions vanishes. Our proof builds on the posterior analysis framework introduced in previous work of the authors, combining a truncated second moment analysis with Fourier and spherical harmonic expansions. As in prior works, we reduce the KL bound to controlling a truncated $\chi^2$-divergence $\Delta$ for the neighborhood of the last vertex conditional on the graph induced by the preceding vertices. We then bound $\Delta$ using a Fourier expansion of the conditional likelihood ratio for this neighborhood, where the high-frequency contribution is made negligible by truncation to a typical-degree event, while a spherical harmonic expansion approximates the low-frequency contribution in terms of posterior moments of bounded-degree harmonic polynomials. The key observation is that these moments and $\Delta$ satisfy a coupled system of cavity recurrences, yielding a self-bounding inequality that implies the desired KL bound.
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All authors Hang Du, Cheng Mao, Nike Sun, Yihong Wu, Jiaming Xu

Probability · Cross-listed from math-ph

Conformal invariance of the planar four-state Potts model and its random-cluster representation

For the critical random-cluster model on $\mathbb Z^2$ with cluster-weight $q=4$, we prove the convergence of loops to CLE(4) in the scaling limit. Conformal invariance of the four-state Potts model is then deduced via the Edwards-Sokal coupling.
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All authors Emile Averous, Hugo Duminil-Copin, Tiancheng He, Piet Lammers, Ioan Manolescu

Probability · Cross-listed from math.DS

Dimension properties of a family of random self-similar iterated function systems

In this note we present a dimension formula for certain randomized self-similar sets. The self-similar sets we are considering are $d$-dimensional generalizations of rational projections of inhomogeneous sponges: they have overlaps, but the overlapping structure is in some sense well-organized. The randomization happens according to a labelled Galton-Watson tree corresponding to the cylinders of the IFS, for example as in the case of the Mandelbrot percolation set. The dimension formula is given in terms of a pressure function corresponding to the expectation matrices, which describes the overlapping structure and the randomness of the system.
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