Universality of the Random-Cluster Model and Applications to Quantum Systems

Total Page:16

File Type:pdf, Size:1020Kb

Universality of the Random-Cluster Model and Applications to Quantum Systems UNIVERSITÉ DE GENÈVE FACULTÉ DES SCIENCES Section de Mathématiques Professeur Hugo Duminil-Copin Section de Mathématiques Professeur Stanislav Smirnov Universality of the Random-Cluster Model and Applications to Quantum Systems THÈSE Présentée à la Faculté des Sciences de l’Université de Genève pour obtenir le grade de Docteur ès Sciences, mention Mathématiques par Jhih-Huang LI de Taïpei (Taïwan) Thèse N°5155 GENÈVE Atelier d’impression ReproMail 2017 x而不思GT,思而不xG殆。 TP Abstract This thesis is divided into two parts: the rst part being dedicated to the universality of the random-cluster model and the second to its quantum counterpart and, in particular, to the quantum Ising model. The random-cluster model is a generalization of Bernoulli percolation, the Ising model and the q-color Potts model. It can be seen as a reweighted Bernoulli percolation with an additional (real) weight parameter q > 1, which is also the number of colors in the Potts model when it is an integer. These models have been widely studied on planar regular graphs, especially on the square lattice. Critical parameters are known and behaviors at the criticality and away from the criticality are also fairly well understood. Moreover, for the Ising model, by means of the parafermionic observable, we can prove the conformal invariance of interfaces separating dierent connected components. In the thesis, we study the random-cluster model on a wider family of (planar) graphs, called isoradial, by proving that the same properties also hold. This family of graphs is in- teresting due to the following reasons. A parafermionic observable can be dened on such graphs for our model of interest and nice combinatorial properties can be deduced. Along with the complex analysis on isoradial graphs, we may also get some exact relations at the discrete level. Moreover, under star-triangle transformations, the main tool that we introduce in the thesis, random-cluster measures are preserved. This allows us to transport properties, even only conjecturally known, from the square lattice to other isoradial graphs. In particu- lar, results using methods which are specic to the square lattice (such as the transfer matrix formulation) can be obtained on isoradial graphs in this way. A (d + 1)-dimensional quantum model consists of d dimensions in space and 1 dimen- sion in time, representing evolution of a quantum state under the action of a Hamiltonian. If we represent both the space and time dimensions graphically, a (1 + 1)-quantum model has a planar representation, and thus, we expect to nd the same properties as its planar counterpart. We dene the quantum version of the aforementioned random-cluster model, then com- pute its critical parameters and determine its behavior at the criticality and away from it. This is an application of the previous part: the quantum random-cluster model can be seen as the limit of its discrete counterpart dened on more and more attened isoradial graphs. Then, by proving uniform probability bounds on crossing events, we obtain the same properties for the quantum model. iii Abstract To conclude the thesis, we prove, for the (1 + 1)-dimensional quantum Ising model, a classical result of the 2D Ising model: the conformal invariance. We work directly in the quantum setting; in other words, on the semi-discrete lattice Z R. × iv Résumé Cette thèse comprend deux parties : la première portant sur l’universalité du modèle de ran- dom-cluster et la seconde sur sa version quantique, et plus précisément, sur le modèle d’Ising quantique. Le modèle de random-cluster est une généralisation de la percolation de Bernoulli, le mo- dèle d’Ising et le modèle de Potts à q couleurs. Ce modèle peut être vu comme une percolation de Bernoulli pondérée à l’aide d’un paramètre supplémentaire q > 1, qui est aussi le nombre de couleurs dans le modèle de Potts lorsque ce dernier est un entier. Ces modèles ont été beaucoup étudiés sur les graphes réguliers, dont le réseau carré en particulier. Les paramètres critiques sont connus et les comportements au point critique et en dehors du point critique sont plutôt bien compris. De plus, l’observable fermionique pour le modèle d’Ising nous permet de prouver l’invariance conforme des interfaces qui séparent des composantes connexes distinctes. Dans cette thèse, nous étudions le modèle de random-cluster sur une famille de graphes (planaires) plus large, appelés isoradiaux et nous démontrons que les mêmes propriétés sont aussi satisfaites. Cette famille de graphes ont un intérêt particulier pour les raisons suivantes. Une observable parafermionique peut être dénie sur de tels graphes pour les modèles qui nous intéressent et à partir de celle-ci, on peut déduire de bonnes propriétés combinatoires. De plus, avec la théorie de l’analyse complexe sur ces graphes, nous obtenons aussi des rela- tions exactes au niveau discret. Nous introduisons aussi les transformations triangle-étoile, qui jouent le rôle central dans cette thèse. Ce sont des transformations qui préservent les mesures de random-cluster qui transportent des propriétés, même si elles sont seulement conjecturales, du réseau carré à n’importe quel autre graphe isoradial. Ce qui est particuliè- rement intéressant est que les résultats qui découlent des méthodes propres au réseau carré (les matrices de transfert par exemple) peuvent aussi être obtenus de cette manière. Un modèle quantique de dimension (d + 1) contient d dimensions en espace et une en temps, qui représente l’évolution d’un état quantique sous l’action d’un Hamiltonien. Si nous représentons l’espace et le temps graphiquement, un modèle quantique de dimension (1 + 1) admet une représentation planaire, et nous nous attendons à trouver sur ce dernier les mêmes propriétés que son homologue planaire. Nous dénissons le modèle de random-cluster quantique, calculons ses paramètres cri- tiques et déterminons ses comportements au point critique et en dehors du point critique. Ceci est une application de la partie précédente : le modèle quantique peut être vu comme la limite du modèle discret déni sur des graphes isoradiaux de plus en plus plats. Nous établis- v Résumé sons des bornes uniformes sur les probabilités de croisement an d’étudier les comportements mentionnés ci-dessus. Pour conclure cette thèse, nous démontrons un résultat classique du modèle d’Ising pla- naire pour le modèle d’Ising quantique de dimension (1 + 1) : l’invariance conforme. Nous travaillons directement dans le cadre quantique, en d’autres termes, sur le réseau semi-discret Z R. × vi Remerciements Partir loin de chez soi pour les études n’est pas une chose facile. Aller dans un pays où l’on comprend à peine la langue et la culture, y construire une vie et en être content, c’est en- core moins évident. Tout cela sans parler de l’apprentissage mathématique, une chose qui demande de la patience et beaucoup de réexion. Ces neuf ans et demi à l’étranger, durant lesquels se sont passés d’innombrables événements inoubliables, se sont envolés comme le vent. J’aimerais dédier ce paragraphe de la thèse à ces personnes avec qui j’ai partagé ces moments précieux et je demande aussi pardon à ceux que j’aurais oubliés par erreur. L’aboutissement de cette thèse n’aurait pas été possible sans l’aide de mes directeurs de thèse, Hugo Duminil-Copin et Stanislav Smirnov. Je les remercie pour leur disponibilité, leur patience, et leur connaissance mathématique, dont j’ai encore beaucoup à apprendre. Je suis également reconnaissant envers Vincent Beara, qui a dirigé mon mémoire de master et qui m’a initié au domaine de la physique statistique. J’aimerais aussi remercier Ioan Manolescu, avec qui j’ai fait une grande partie de cette thèse et grâce à qui j’ai appris la rigueur mathéma- tique dans la rédaction après de nombreuses corrections et réécritures. Mes remerciements vont également à Yvan Velenik, qui a accepté de faire partie du jury et qui m’a aidé à plu- sieurs reprises au cours de mon doctorat. Il ne faut pas non plus oublier d’autres membres du groupe de probabilités à Genève avec qui j’ai eu des discussions mathématiques enri- chissantes : Maxime, Sébastien, Roma, Matan, Eveliina, Hao, Sasha, Vincent, Marcelo, Aran, Misha, Dasha et Marianna. Les enseignants que j’ai eus en classe préparatoire m’ont donné la première motivation pour la recherche mathématique. Je tiens à remercier Monsieur Dupont et Monsieur Duval pour leur pédagogie ainsi que la culture générale mathématique qu’ils m’ont apportée. Je pense aussi à Henri Guenancia pour son apport et son encadrement au cours de mon projet TIPE ; Gabriel Scherer et Irène Walspurger pour les colles d’informatiques et mathématiques qui m’ont été très utiles. Mon tuteur Thierry Bodineau a joué un rôle important durant mes années d’ENS, qui m’a encouragé et m’a donné des informations sur les conférences de mé- canique statistique. Je tiens aussi à mentionner Jean-François Le Gall, Wendelin Werner et Raphaël Cerf pour leurs cours, leurs conseils professionnels et leurs disponibilités pendant mon année de M2. Je n’oublie pas non plus Sébastien Martineau, qui a partagé avec moi sa passion des mathématiques, plus précisement de la vulgarisation mathématique, et avec qui j’ai pu réaliser quelques petites expériences intéressantes. N’étant pas né francophone, je suis reconnaissant à ceux qui ne se sont jamais montrés impatients avec mon français et qui m’ont aidé à l’améliorer. Merci à mon professeur de fran- çais et amie épistolaire Angélique pour ses encouragements et ses petits mots ainsi qu’à deux vii Remerciements autres professeurs de l’Institut français de Taïpei, Sonia et Thierry, pour m’avoir beaucoup poussé durant les heures de cours intensifs.
Recommended publications
  • Image Segmentation Combining Markov Random Fields and Dirichlet Processes
    ANR meeting Image segmentation combining Markov Random Fields and Dirichlet Processes Jessica SODJO IMS, Groupe Signal Image, Talence Encadrants : A. Giremus, J.-F. Giovannelli, F. Caron, N. Dobigeon Jessica SODJO ANR meeting 1 / 28 ANR meeting Plan 1 Introduction 2 Segmentation using DP models Mixed MRF / DP model Inference : Swendsen-Wang algorithm 3 Hierarchical segmentation with shared classes Principle HDP theory 4 Conclusion and perspective Jessica SODJO ANR meeting 2 / 28 ANR meeting Introduction Segmentation – partition of an image in K homogeneous regions called classes – label the pixels : pixel i $ zi 2 f1;:::; K g Bayesian approach – prior on the distribution of the pixels – all the pixels in a class have the same distribution characterized by a parameter vector Uk – Markov Random Fields (MRF) : exploit the similarity of pixels in the same neighbourhood Constraint : K must be fixed a priori Idea : use the BNP models to directly estimate K Jessica SODJO ANR meeting 3 / 28 ANR meeting Segmentation using DP models Plan 1 Introduction 2 Segmentation using DP models Mixed MRF / DP model Inference : Swendsen-Wang algorithm 3 Hierarchical segmentation with shared classes Principle HDP theory 4 Conclusion and perspective Jessica SODJO ANR meeting 4 / 28 ANR meeting Segmentation using DP models Notations – N is the number of pixels – Y is the observed image – Z = fz1;:::; zN g – Π = fA1;:::; AK g is a partition and m = fm1;:::; mK g with mk = jAk j A1 A2 m1 = 1 m2 = 5 A3 m3 = 6 mK = 4 AK FIGURE: Example of partition Jessica SODJO ANR
    [Show full text]
  • Lecturenotes 4 MCMC I – Contents
    Lecturenotes 4 MCMC I – Contents 1. Statistical Physics and Potts Models 2. Sampling and Re-weighting 3. Importance Sampling and Markov Chain Monte Carlo 4. The Metropolis Algorithm 5. The Heatbath Algorithm (Gibbs Sampler) 6. Start and Equilibration 7. Energy Checks 8. Specific Heat 1 Statistical Physics and Potts Model MC simulations of systems described by the Gibbs canonical ensemble aim at calculating estimators of physical observables at a temperature T . In the following we choose units so that β = 1/T and consider the calculation of the expectation value of an observable O. Mathematically all systems on a computer are discrete, because a finite word length has to be used. Hence, K X (k) Ob = Ob(β) = hOi = Z−1 O(k) e−β E (1) k=1 K X (k) where Z = Z(β) = e−β E (2) k=1 is the partition function. The index k = 1,...,K labels all configurations (or microstates) of the system, and E(k) is the (internal) energy of configuration k. To distinguish the configuration index from other indices, it is put in parenthesis. 2 We introduce generalized Potts models in an external magnetic field on d- dimensional hypercubic lattices with periodic boundary conditions. Without being overly complicated, these models are general enough to illustrate the essential features we are interested in. In addition, various subcases of these models are by themselves of physical interest. Generalizations of the algorithmic concepts to other models are straightforward, although technical complications may arise. We define the energy function of the system by (k) (k) (k) −β E = −β E0 + HM (3) where (k) X (k) (k) (k) (k) 2 d N E = −2 J (q , q ) δ(q , q ) + (4) 0 ij i j i j q hiji N 1 for qi = qj (k) X (k) with δ(qi, qj) = and M = 2 δ(1, qi ) .
    [Show full text]
  • Mathematisches Forschungsinstitut Oberwolfach Scaling Limits in Models of Statistical Mechanics
    Mathematisches Forschungsinstitut Oberwolfach Report No. 41/2018 DOI: 10.4171/OWR/2018/41 Scaling Limits in Models of Statistical Mechanics Organised by Dmitry Ioffe, Haifa Gady Kozma, Rehovot Fabio Toninelli, Lyon 9 September – 15 September 2018 Abstract. This conference (part of a long running series) aims to cover the interplay between probability and mathematical statistical mechanics. Specific topics addressed during the 22 talks include: Universality and critical phenomena, disordered models, Gaussian free field (GFF), random planar graphs and unimodular planar maps, reinforced random walks and non-linear σ-models, non-equilibrium dynamics. Less stress is given to topics which have running series of Oberwolfach conferences devoted to them specifically, such as random matrices or integrable models and KPZ universality class. There were 50 participants, including 9 postdocs and graduate students, working in diverse intertwining areas of probability, statistical mechanics and mathematical physics. Subject classification: MSC: 60,82; IMU: 10,13. Introduction by the Organisers This workshop was a sequel to a MFO conference, by the same organizers, which took place in 2015. More broadly, it is a sequel to MFO conferences in 2006, 2009 and 2012, organised by Ken Alexander, Marek Biskup, Remco van der Hofstad and Vladas Sidoravicius. The main focus of the conference remained on probabilistic and analytic methods of non-integrable statistical mechanics. With respect to the previous editions, greater emphasis was put on statistical mechanics models on groups and general graphs, as a lot has happened in this arena recently. The list of 50 participants reflects our attempts to maintain an optimal balance between diverse fields, leading experts and promising young researchers.
    [Show full text]
  • Random and Out-Of-Equilibrium Potts Models Christophe Chatelain
    Random and Out-of-Equilibrium Potts models Christophe Chatelain To cite this version: Christophe Chatelain. Random and Out-of-Equilibrium Potts models. Statistical Mechanics [cond- mat.stat-mech]. Université de Lorraine, 2012. tel-00959733 HAL Id: tel-00959733 https://tel.archives-ouvertes.fr/tel-00959733 Submitted on 15 Mar 2014 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Habilitation `aDiriger des Recherches Mod`eles de Potts d´esordonn´eset hors de l’´equilibre Christophe Chatelain Soutenance publique pr´evue le 17 d´ecembre 2012 Membres du jury : Rapporteurs : Werner Krauth Ecole´ Normale Sup´erieure, Paris Marco Picco Universit´ePierre et Marie Curie, Paris 6 Heiko Rieger Universit´ede Saarbr¨ucken, Allemagne Examinateurs : Dominique Mouhanna Universit´ePierre et Marie Curie, Paris 6 Wolfhard Janke Universit´ede Leipzig, Allemagne Bertrand Berche Universit´ede Lorraine Institut Jean Lamour Facult´edes Sciences - 54500 Vandœuvre-l`es-Nancy Table of contents 1. Random and Out-of-Equililibrium Potts models 4 1.1.Introduction................................. 4 1.2.RandomPottsmodels .......................... 6 1.2.1.ThepurePottsmodel ......................... 6 1.2.1.1. Fortuin-Kasteleyn representation . 7 1.2.1.2. From loop and vertex models to the Coulomb gas .
    [Show full text]
  • Theory of Continuum Percolation I. General Formalism
    Theory of continuum percolation I. General formalism Alon Drory Dipartimento di Fisica, Universit´a La Sapienza Piazzale Aldo Moro 2, Roma 00187, Italy Abstract The theoretical basis of continuum percolation has changed greatly since its beginning as little more than an analogy with lattice systems. Nevertheless, there is yet no comprehensive theory of this field. A ba- sis for such a theory is provided here with the introduction of the Potts fluid, a system of interacting s-state spins which are free to move in the continuum. In the s → 1 limit, the Potts magnetization, suscepti- bility and correlation functions are directly related to the percolation probability, the mean cluster size and the pair-connectedness, respec- tively. Through the Hamiltonian formulation of the Potts fluid, the standard methods of statistical mechanics can therefore be used in the continuum percolation problem. arXiv:cond-mat/9606195v1 26 Jun 1996 1 1 Introduction The theoretical basis of continuum percolation [1] changed drastically during the 1970’s. In their seminal 1970 paper, Scher and Zallen [2] considered continuum percolation as an extension of lattice models. Noting that the critical volume φc is approximately universal, i. e., essentially independent of the lattice structure, they suggested it might be carried over into continuum systems. Such a view of the continuum as the representation of what is lattice- independent sits well with the ideas of the renormalization group where the continuum often represents merely a scale at which the underlying lattice blurs and vanishes. Yet continuum percolation turned out to be much richer than suggested by this conception.
    [Show full text]
  • Arxiv:1504.02898V2 [Cond-Mat.Stat-Mech] 7 Jun 2015 Keywords: Percolation, Explosive Percolation, SLE, Ising Model, Earth Topography
    Recent advances in percolation theory and its applications Abbas Ali Saberi aDepartment of Physics, University of Tehran, P.O. Box 14395-547,Tehran, Iran bSchool of Particles and Accelerators, Institute for Research in Fundamental Sciences (IPM) P.O. Box 19395-5531, Tehran, Iran Abstract Percolation is the simplest fundamental model in statistical mechanics that exhibits phase transitions signaled by the emergence of a giant connected component. Despite its very simple rules, percolation theory has successfully been applied to describe a large variety of natural, technological and social systems. Percolation models serve as important universality classes in critical phenomena characterized by a set of critical exponents which correspond to a rich fractal and scaling structure of their geometric features. We will first outline the basic features of the ordinary model. Over the years a variety of percolation models has been introduced some of which with completely different scaling and universal properties from the original model with either continuous or discontinuous transitions depending on the control parameter, di- mensionality and the type of the underlying rules and networks. We will try to take a glimpse at a number of selective variations including Achlioptas process, half-restricted process and spanning cluster-avoiding process as examples of the so-called explosive per- colation. We will also introduce non-self-averaging percolation and discuss correlated percolation and bootstrap percolation with special emphasis on their recent progress. Directed percolation process will be also discussed as a prototype of systems displaying a nonequilibrium phase transition into an absorbing state. In the past decade, after the invention of stochastic L¨ownerevolution (SLE) by Oded Schramm, two-dimensional (2D) percolation has become a central problem in probability theory leading to the two recent Fields medals.
    [Show full text]
  • CFT Interpretation of Merging Multiple SLE Traces
    CFT Interpretation of Merging Multiple SLE Traces Annekathrin Muller-Lohmann¨ ∗ Institut f¨ur theoretische Physik University of Hannover Appelstraße 2 D-30167 Hannover, Germany November 1, 2018 Abstract In this paper we give a physical interpretation of the probability of a Stochastic Lowner¨ Evolution (SLE) trace approaching a marked point in the upper half plane, e. g. on another trace. Our approach is based on the concept of fusion of boundary with bulk or other boundary fields in Conformal Field Theory (CFT). In this context we also state a proposal how the results can be extended to situations that happen not sufficiently far away from the boundary. Contents 1 Introduction 2 1.1 Motivation .............................. 2 1.2 Outline ................................ 3 2 Basic Definitions and Notations 3 2.1 SingleSLE .............................. 3 2.2 MultipleSLE ............................. 4 2.3 BoundaryCFTRevisited ...................... 5 2.4 SLE Martingales and Physical Quantities in BCFT . 7 2.5 FusionandtheOPEinCFT .................... 10 3 ProbabilitiesinBCFTandSLE 11 arXiv:0711.3165v1 [math-ph] 20 Nov 2007 3.1 Partition Functions and Probabilities in BCFT . 11 3.2 The SLE Probability of Intersecting a Disc . 12 4 TheEffectofFusionontheScalingProperties 13 4.1 TheL¨owner EquationDifferential Operators. 13 4.2 ThePurelyBoundaryDifferentialOperators. 14 5 Interpretation of Merging multiple SLE traces 15 5.1 SLE Traces Visiting a Point in the Upper Half Plane . 15 5.2 SLETracesMerging ......................... 17 5.3 TheAngularDependency . 18 ∗[email protected] 6 MultipleSLEasMartingaleWeightedSLE 19 6.1 The Associated Martingale Mt ................... 19 6.2 Probability Interpretation for Mt .................. 20 6.3 Fusion in the Associated Martingale . 21 7 Discussion 22 A Appendix: How to Compute “Fused” Differential Operators 23 1 Introduction 1.1 Motivation Stochastic Lowner¨ Evolutions (SLE) as introduced by O.
    [Show full text]
  • A Novel Approach for Markov Random Field with Intractable Normalising Constant on Large Lattices
    A novel approach for Markov Random Field with intractable normalising constant on large lattices W. Zhu ∗ and Y. Fany February 19, 2018 Abstract The pseudo likelihood method of Besag (1974), has remained a popular method for estimating Markov random field on a very large lattice, despite various documented deficiencies. This is partly because it remains the only computationally tractable method for large lattices. We introduce a novel method to estimate Markov random fields defined on a regular lattice. The method takes advantage of conditional independence structures and recur- sively decomposes a large lattice into smaller sublattices. An approximation is made at each decomposition. Doing so completely avoids the need to com- pute the troublesome normalising constant. The computational complexity arXiv:1601.02410v1 [stat.ME] 11 Jan 2016 is O(N), where N is the the number of pixels in lattice, making it computa- tionally attractive for very large lattices. We show through simulation, that the proposed method performs well, even when compared to the methods using exact likelihoods. Keywords: Markov random field, normalizing constant, conditional indepen- dence, decomposition, Potts model. ∗School of Mathematics and Statistics, University of New South Wales, Sydney 2052 Australia. Communicating Author Wanchuang Zhu: Email [email protected]. ySchool of Mathematics and Statistics, University of New South Wales, Sydney 2052 Australia. Email [email protected]. 1 1 Introduction Markov random field (MRF) models have an important role in modelling spa- tially correlated datasets. They have been used extensively in image and texture analyses ( Nott and Ryden´ 1999, Hurn et al. 2003), image segmentation (Pal and Pal 1993, Van Leemput et al.
    [Show full text]
  • Stochastic Analysis: Geometry of Random Processes
    Mathematisches Forschungsinstitut Oberwolfach Report No. 26/2017 DOI: 10.4171/OWR/2017/26 Stochastic Analysis: Geometry of Random Processes Organised by Alice Guionnet, Lyon Martin Hairer, Warwick Gr´egory Miermont, Lyon 28 May – 3 June 2017 Abstract. A common feature shared by many natural objects arising in probability theory is that they tend to be very “rough”, as opposed to the “smooth” objects usually studied in other branches of mathematics. It is however still desirable to understand their geometric properties, be it from a metric, a topological, or a measure-theoretic perspective. In recent years, our understanding of such “random geometries” has seen spectacular advances on a number of fronts. Mathematics Subject Classification (2010): 60xx, 82xx. Introduction by the Organisers The workshop focused on the latest progresses in the study of random geome- tries, with a special emphasis on statistical physics models on regular lattices and random maps, and their connexions with the Gaussian free field and Schramm- Loewner evolutions. The week opened with a spectacular talk by H. Duminil-Copin (based on his work with Raoufi and Tassion), presenting a new, groundbreaking use of decision trees in the context of statistical physics models in order to prove the sharpness of the phase transition, and vastly extending earlier results. Most notably, this new approach allows to circumvent the use of either the BK inequality or of planarity properties. In particular, it applies to the random cluster model FK(d, q) on Zd for every parameter q 1 and dimension d 2. A significant proportion≥ of the talks focused≥ on various and ever growing aspects of discrete random geometries, notably random planar maps, and their links with the planar Gaussian free field (GFF).
    [Show full text]
  • The FKG Inequality for Partially Ordered Algebras
    J Theor Probab (2008) 21: 449–458 DOI 10.1007/s10959-007-0117-7 The FKG Inequality for Partially Ordered Algebras Siddhartha Sahi Received: 20 December 2006 / Revised: 14 June 2007 / Published online: 24 August 2007 © Springer Science+Business Media, LLC 2007 Abstract The FKG inequality asserts that for a distributive lattice with log- supermodular probability measure, any two increasing functions are positively corre- lated. In this paper we extend this result to functions with values in partially ordered algebras, such as algebras of matrices and polynomials. Keywords FKG inequality · Distributive lattice · Ahlswede-Daykin inequality · Correlation inequality · Partially ordered algebras 1 Introduction Let 2S be the lattice of all subsets of a finite set S, partially ordered by set inclusion. A function f : 2S → R is said to be increasing if f(α)− f(β) is positive for all β ⊆ α. (Here and elsewhere by a positive number we mean one which is ≥0.) Given a probability measure μ on 2S we define the expectation and covariance of functions by Eμ(f ) := μ(α)f (α), α∈2S Cμ(f, g) := Eμ(fg) − Eμ(f )Eμ(g). The FKG inequality [8]assertsiff,g are increasing, and μ satisfies μ(α ∪ β)μ(α ∩ β) ≥ μ(α)μ(β) for all α, β ⊆ S. (1) then one has Cμ(f, g) ≥ 0. This research was supported by an NSF grant. S. Sahi () Department of Mathematics, Rutgers University, New Brunswick, NJ 08903, USA e-mail: [email protected] 450 J Theor Probab (2008) 21: 449–458 A special case of this inequality was previously discovered by Harris [11] and used by him to establish lower bounds for the critical probability for percolation.
    [Show full text]
  • Polynomial Time Randomised Approximation Schemes for the Tutte Polynomial of Dense Graphs
    Polynomial time randomised approximation schemes for the Tutte polynomial of dense graphs Noga Alon∗ Alan Friezey Dominic Welshz Abstract (iii) How many acyclic orientations has G? The Tutte-Gr¨othendieck polynomial T (G; x; y) of a graph Each of these is a special case of the general problem of G encodes numerous interesting combinatorial quanti- evaluating the Tutte polynomial of a graph (or matroid) ties associated with the graph. Its evaluation in various at a particular point of the (x; y)-plane | in other words points in the (x; y) plane give the number of spanning is a Tutte-Gr¨othendieck invariant. Other invariants in- forests of the graph, the number of its strongly connected clude: orientations, the number of its proper k-colorings, the (all terminal) reliability probability of the graph, and var- (iv) the chromatic and flow polynomials of a graph; ious other invariants the exact computation of each of which is well known to be #P -hard. Here we develop (v) the partition function of a Q-state Potts model; a general technique that supplies fully polynomial ran- domised approximation schemes for approximating the (vi) the Jones polynomial of an alternating link; value of T (G; x; y) for any dense graph G, that is, any graph on n vertices whose minimum degree is Ω(n), (vii) the weight enumerator of a linear code over GF (q). whenever x 1 and y 1, and in various additional ≥ ≥ points. This region includes evaluations of reliability and It has been shown in Vertigan and Welsh [19] that apart partition functions of the ferromagnetic Q-state Potts from a few special points and 2 special hyperbolae, the model.
    [Show full text]
  • Negative Dependence Via the FKG Inequality
    Negative Dependence via the FKG Inequality Devdatt Dubhashi Department of Computer Science and Engineering Chalmers University SE 412 96, G¨oteborg, SWEDEN [email protected] Abstract We show how the FKG Inequality can be used to prove negative dependence properties. 1 Introduction Pemantle[21] points out that there is a need for a theory of negatively dependent events anal- ogous to the existing natural and useful theory of positively dependent events. Informally speaking, random variables are said to be negatively dependent, if they have the following property: if any one subset of the variables is \high", then other (disjoint) subsets of the vari- ables are \low". He gives a survey of various notions of negative dependence, two of which are reviewed below, and points out several applications of consequences of one of these concepts: negative association. These examples include natural stochastic processes and structures such as the uniform random spanning tree[16], the simple exclusion process[15], the random clus- ter model and occupancy numbers of competing bins[6]. Such variables arise frequently in the analysis of algorithms where a stream of random bits influences either the input or the execution of the algorithm. Negative dependence may also be used to obtain information on the distribution of functionals such as the sum of the variables involved (or more generally, a non-decreasing function). Newman[19] shows that under negative dependence, one obtains a Central Limit Theorem (CLT) for stationary sequences of random variables. Dubhashi and Ranjan[6] show that under negative dependence conditions, one can employ classical tools of concentration of measure such as the Chernoff-Hoeffding (CH) bounds and related martingale inequalities (see also [20, 23, 4, 14]).
    [Show full text]