The waste-recycling Monte Carlo (WRMC) algorithm introduced by physicists is a modification of the (multi-proposal) Metropolis–Hastings algorithm, which makes use of all the proposals in the empirical mean, whereas the standard (multi-proposal) Metropolis–Hastings algorithm uses only the accepted proposals. In this paper we extend the WRMC algorithm to a general control variate technique and exhibit the optimal choice of the control variate in terms of the asymptotic variance. We also give an example which shows that, in contradiction to the intuition of physicists, the WRMC algorithm can have an asymptotic variance larger than that of the Metropolis–Hastings algorithm. However, in the particular case of the Metropolis–Hastings algorithm called the Boltzmann algorithm, we prove that the WRMC algorithm is asymptotically better than the Metropolis–Hastings algorithm. This last property is also true for the multi-proposal Metropolis–Hastings algorithm. In this last framework we consider a linear parametric generalization of WRMC, and we propose an estimator of the explicit optimal parameter using the proposals.

We prove the existence of infinite-volume quermass-interaction processes in a general setting of nonlocally stable interaction and nonbounded convex grains. No condition on the parameters of the linear combination of the Minkowski functionals is assumed. The only condition is that the square of the random radius of the grain admits exponential moments for all orders. Our methods are based on entropy and large deviation tools.

Consider randomly scattered radio transceivers in ℝd, each of which can transmit signals to all transceivers in a given randomly chosen region about itself. If a signal is retransmitted by every transceiver that receives it, under what circumstances will a signal propagate to a large distance from its starting point? Put more formally, place points {xi} in ℝd according to a Poisson process with intensity 1. Then, independently for each xi, choose a bounded region Axi from some fixed distribution and let be the random directed graph with vertex set whenever xj ∈ xi + Axi. We show that, for any will almost surely have an infinite directed path, provided the expected number of transceivers that can receive a signal directly from xi is at least 1 + η, and the regions xi + Axi do not overlap too much (in a sense that we shall make precise). One example where these conditions hold, and so gives rise to percolation, is in ℝd, with each Axi a ball of volume 1 + η centred at xi, where η → 0 as d → ∞. Another example is in two dimensions, where the Axi are sectors of angle ε γ and area 1 + η, uniformly randomly oriented within a fixed angle (1 + ε)θ. In this case we can let η → 0 as ε → 0 and still obtain percolation. The result is already known for the annulus, i.e. that the critical area tends to 1 as the ratio of the radii tends to 1, while it is known to be false for the square (l∞) annulus. Our results show that it does however hold for the randomly oriented square annulus.

The standard Markov chain Monte Carlo method of estimating an expected value is to generate a Markov chain which converges to the target distribution and then compute correlated sample averages. In many applications the quantity of interest θ is represented as a product of expected values, θ = µ1 ⋯ µk, and a natural estimator is a product of averages. To increase the confidence level, we can compute a median of independent runs. The goal of this paper is to analyze such an estimator , i.e. an estimator which is a ‘median of products of averages’ (MPA). Sufficient conditions are given for to have fixed relative precision at a given level of confidence, that is, to satisfy . Our main tool is a new bound on the mean-square error, valid also for nonreversible Markov chains on a finite state space.

Let 𝒫 be a Poisson process of intensity 1 in a square Sn of area n. For a fixed integer k, join every point of 𝒫 to its k nearest neighbours, creating an undirected random geometric graph Gn,k. We prove that there exists a critical constant ccrit such that, for c < ccrit, Gn,⌊c log n⌋ is disconnected with probability tending to 1 as n → ∞ and, for c > ccrit, Gn,⌊c log n⌋ is connected with probability tending to 1 as n → ∞. This answers a question posed in Balister et al. (2005).

We give an interpretation of the energy function and classically restricted one-dimensional sums associated to tensor products of level-zero fundamental representations of quantum affine algebras in terms of Lakshmibai–Seshadri paths of level-zero shape.

We consider an independent long-range bond percolation on Z2. Horizontal and vertical bonds of length n are independently open with probability p_n ∈ [0, 1]. Given ∑n=1∞∏i=1n(1 − pi) < ∞, we prove that there exists an infinite cluster of open bonds of length less than or equal to N for some large but finite N. The result gives a partial answer to the truncation problem.

A Euclidean first passage percolation model describing the competing growth between k different types of infection is considered. We focus on the long-time behavior of this multitype growth process and we derive multitype shape results related to its morphology.

We study the durations of the avalanches in the maximal avalanche decomposition of the Bak-Sneppen evolution model. We show that all the avalanches in this maximal decomposition have infinite expectation, but only ‘barely’, in the sense that if we made the appropriate threshold a tiny amount smaller (in a certain sense), then the avalanches would have finite expectation. The first of these results is somewhat surprising, since simulations suggest finite expectations.

Continuum percolation models in which pairs of points of a two-dimensional Poisson point process are connected if they are within some range of each other have been extensively studied. This paper considers a variation in which a connection between two points depends not only on their Euclidean distance, but also on the positions of all other points of the point process. This model has been recently proposed to model interference in radio communications networks. Our main result shows that, despite the infinite-range dependencies, percolation occurs in the model when the density λ of the Poisson point process is greater than the critical density value λc of the independent model, provided that interference from other nodes can be sufficiently reduced (without vanishing).

We construct random dynamics for collections of nonintersecting planar contours, leaving invariant the distributions of length- and area-interacting polygonal Markov fields with V-shaped nodes. The first of these dynamics is based on the dynamic construction of consistent polygonal fields, as presented in the original articles by Arak (1983) and Arak and Surgailis (1989), (1991), and it provides an easy-to-implement Metropolis-type simulation algorithm. The second dynamics leads to a graphical construction in the spirit of Fernández et al. (1998), (2002) and yields a perfect simulation scheme in a finite window in the infinite-volume limit. This algorithm seems difficult to implement, yet its value lies in that it allows for theoretical analysis of the thermodynamic limit behaviour of length-interacting polygonal fields. The results thus obtained include, in the class of infinite-volume Gibbs measures without infinite contours, the uniqueness and exponential α-mixing of the thermodynamic limit of such fields in the low-temperature region. Outside this class, we conjecture the existence of an infinite number of extreme phases breaking both the translational and rotational symmetries.

Consider the single-server queue with an infinite buffer and a first-in–first-out discipline, either of type M/M/1 or Geom/Geom/1. Denote by 𝒜 the arrival process and by s the services. Assume the stability condition to be satisfied. Denote by 𝒟 the departure process in equilibrium and by r the time spent by the customers at the very back of the queue. We prove that (𝒟, r) has the same law as (𝒜, s), which is an extension of the classical Burke theorem. In fact, r can be viewed as the sequence of departures from a dual storage model. This duality between the two models also appears when studying the transient behaviour of a tandem by means of the Robinson–Schensted–Knuth algorithm: the first and last rows of the resulting semistandard Young tableau are respectively the last instant of departure from the queue and the total number of departures from the store.

Let 𝓅 be a Poisson process of intensity one in a square Sn of area n. We construct a random geometric graph Gn,k by joining each point of 𝓅 to its k ≡ k(n) nearest neighbours. Recently, Xue and Kumar proved that if k ≤ 0.074 log n then the probability that Gn, k is connected tends to 0 as n → ∞ while, if k ≥ 5.1774 log n, then the probability that Gn, k is connected tends to 1 as n → ∞. They conjectured that the threshold for connectivity is k = (1 + o(1)) log n. In this paper we improve these lower and upper bounds to 0.3043 log n and 0.5139 log n, respectively, disproving this conjecture. We also establish lower and upper bounds of 0.7209 log n and 0.9967 log n for the directed version of this problem. A related question concerns coverage. With Gn, k as above, we surround each vertex by the smallest (closed) disc containing its k nearest neighbours. We prove that if k ≤ 0.7209 log n then the probability that these discs cover Sn tends to 0 as n → ∞ while, if k ≥ 0.9967 log n, then the probability that the discs cover Sn tends to 1 as n → ∞.

We consider a stochastic model describing the growth of two competing infections on ℝd. The growth takes place by way of spherical outbursts in the infected region, an outburst in the type-1 or -2 infected region causing all previously uninfected points within a stochastic distance from the outburst location to become type-1 or -2 infected, respectively. The main result is that, if the infection types have the same intensity, then there is a strictly positive probability that both infection types grow unboundedly.

For a given k ≥ 1, subintervals of a given interval [0, X] arrive at random and are accepted (allocated) so long as they overlap fewer than k subintervals already accepted. Subintervals not accepted are cleared, while accepted subintervals remain allocated for random retention times before they are released and made available to subsequent arrivals. Thus, the system operates as a generalized many-server queue under a loss protocol. We study a discretized version of this model that appears in reference theories for a number of applications, including communication networks, surface adsorption-desorption processes, and reservation systems. Our primary interest is in steady-state estimates of the vacant space, i.e. the total length of available subintervals kX - ∑ℓ i , where the ℓ i are the lengths of the subintervals currently allocated. We obtain explicit results for k = 1 and for general k with all subinterval lengths equal to 2, the classical dimer case of chemical applications. Our focus is on the asymptotic regime of large retention times.

We consider a sequence of random graphs constructed by a hierarchical procedure. The construction replaces existing edges by pairs of edges in series or parallel with probability p. We investigate the effective resistance across the graphs, first-passage percolation on the graphs and the Cheeger constants of the graphs as the number of edges tends to infinity. In each case we find a phase transition at

A continuum growth model is introduced. The state at time t, St, is a subset of ℝd and consists of a connected union of randomly sized Euclidean balls, which emerge from outbursts at their centre points. An outburst occurs somewhere in St after an exponentially distributed time with expected value |St|-1 and the location of the outburst is uniformly distributed over St. The main result is that, if the distribution of the radii of the outburst balls has bounded support, then St grows linearly and St/t has a nonrandom shape as t → ∞. Due to rotational invariance the asymptotic shape must be a Euclidean ball.

We study percolation and Ising models defined on generalizations of quad-trees used in multiresolution image analysis. These can be viewed as trees for which each mother vertex has 2d daughter vertices, and for which daughter vertices are linked together in d-dimensional Euclidean configurations. Retention probabilities and interaction strengths differ according to whether the relevant bond is between mother and daughter or between neighbours. Bounds are established which locate phase transitions and show the existence of a coexistence phase for the percolation model. Results are extended to the corresponding Ising model using the Fortuin-Kasteleyn random-cluster representation.

What is the effect of punching holes at random in an infinite tensed membrane? When will the membrane still support tension? This problem was introduced by Connelly in connection with applications of rigidity theory to natural sciences. The answer clearly depends on the shapes and the distribution of the holes. We briefly outline a mathematical theory of tension based on graph rigidity theory and introduce a probabilistic model for this problem. We show that if the centers of the holes are distributed in ℝ2 according to a Poisson law with density λ > 0, and the shapes are i.i.d. and independent of the locations of their centers, the tension is lost on all of ℝ2 for any λ. After introducing a certain step-by-step dynamic for the loss of tension, we establish the existence of a nonrandom N = N(λ) such that N steps are almost surely enough for the loss of tension. Also, we prove that N(λ) > 2 almost surely for sufficiently small λ. The processes described in the paper are related to bootstrap and rigidity percolation.

We study Bernoulli bond percolation on Sierpiński carpet lattices, which is a class of graphs corresponding to generalized Sierpiński carpets. In this paper we give a sufficient condition for the existence of a phase transition on the lattices. The proof is suitable for graphs which have self-similarity. We also discuss the relation between the existence of a phase transition and the isoperimetric dimension.