On large deviation regimes for random media models

The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models. We consider the point-to-point first passage percolation time $a_n$ on $\mathbb{Z}^d$ and a last passage percolation time $Z_n$. For these functionals, we have $\lim_{n\to\infty}\frac{a_n}{n}=\nu$ and $\lim_{n\to\infty}\frac{Z_n}{n}=\mu$. Typically, the large deviations for such functionals exhibits a strong asymmetry, large deviations above the limiting value are radically different from large deviations below this quantity. We develop robust techniques to quantify and explain the differences.Comment: Published in at http://dx.doi.org/10.1214/08-AAP535 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Soluble pre-fibrillar tau and β-amyloid species emerge in early human Alzheimer’s disease and track disease progression and cognitive decline

Acknowledgments We would like to gratefully acknowledge all donors and their families for the tissue provided for this study. Human tissue samples were supplied by the Brains for Dementia Research programme, jointly funded by Alzheimer’s Research UK, the Alzheimer’s Society and the Medical Research Council, and sourced from the MRC London Neurodegenerative Diseases Brain Bank, the Manchester Brain Bank, the South West Dementia Brain Bank (SWDBB), the Newcastle Brain Tissue Resource and the Oxford Brain Bank. The Newcastle Brain Tissue Resource and Oxford Brain Bank are also supported by the National Institute for Health Research (NIHR) Units. The South West Dementia Brain Bank (SWDBB) receives additional support from BRACE (Bristol Research into Alzheimer’s and Care of the Elderly). Alz-50, CP13, MC-1 and PHF-1 antibodies were gifted from Dr. Peter Davies and brain lystates from BACE1−/−mice were obtained from Prof Mike Ashford. The work presented here was funded by Alzheimer’s Research UK (Grant refs: ARUKPPG2014A-21 and ARUK-NSG2015-1 to BP and DK and NIH/NIA grants NIH/NINDS R01 NS082730 and R01 AG044372 to NK)Peer reviewedPublisher PD

On large deviations for the parabolic Anderson model

The focus of this article is on the different behavior of large deviations of random functionals associated with the parabolic Anderson model above the mean versus large deviations below the mean. The functionals we treat are the solution u(x, t) to the spatially discrete parabolic Anderson model and a functional A n which is used in analyzing the a.s. Lyapunov exponent for u(x, t). Both satisfy a “law of large numbers”, with $${\lim_{t\to \infty} \frac{1}{t} \log u(x,t)=\lambda (\kappa)}$$ and $${\lim_{n\to \infty} \frac{A_n}{n}=\alpha}$$ . We then think of αn and λ(κ)t as being the mean of the respective quantities A n and log u(t, x). Typically, the large deviations for such functionals exhibits a strong asymmetry; large deviations above the mean take on a different order of magnitude from large deviations below the mean. We develop robust techniques to quantify and explain the differences

Uniform shrinking and expansion under isotropic Brownian flows

We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded time interval can happen with positive probability. We also provide a control theorem for isotropic Brownian flows with drift. Finally, we apply the above results to show that under the nondegeneracy condition the length of a rectifiable curve evolving in an isotropic Brownian flow with strictly negative top Lyapunov exponent converges to zero as $t\to \infty$ with positive probability

Game saturation of intersecting families

We consider the following combinatorial game: two players, Fast and Slow, claim $k$-element subsets of $[n]=\{1,2,...,n\}$ alternately, one at each turn, such that both players are allowed to pick sets that intersect all previously claimed subsets. The game ends when there does not exist any unclaimed $k$-subset that meets all already claimed sets. The score of the game is the number of sets claimed by the two players, the aim of Fast is to keep the score as low as possible, while the aim of Slow is to postpone the game's end as long as possible. The game saturation number is the score of the game when both players play according to an optimal strategy. To be precise we have to distinguish two cases depending on which player takes the first move. Let $gsat_F(\mathbb{I}_{n,k})$ and $gsat_S(\mathbb{I}_{n,k})$ denote the score of the saturation game when both players play according to an optimal strategy and the game starts with Fast's or Slow's move, respectively. We prove that $\Omega_k(n^{k/3-5}) \le gsat_F(\mathbb{I}_{n,k}),gsat_S(\mathbb{I}_{n,k}) \le O_k(n^{k-\sqrt{k}/2})$ holds

An improved lower bound for (1,<=2)-identifying codes in the king grid

We call a subset $C$ of vertices of a graph $G$ a $(1,\leq \ell)$-identifying code if for all subsets $X$ of vertices with size at most $\ell$, the sets $\{c\in C |\exists u \in X, d(u,c)\leq 1\}$ are distinct. The concept of identifying codes was introduced in 1998 by Karpovsky, Chakrabarty and Levitin. Identifying codes have been studied in various grids. In particular, it has been shown that there exists a $(1,\leq 2)$-identifying code in the king grid with density 3/7 and that there are no such identifying codes with density smaller than 5/12. Using a suitable frame and a discharging procedure, we improve the lower bound by showing that any $(1,\leq 2)$-identifying code of the king grid has density at least 47/111

An ergodic theorem of a parabolic Anderson model driven by Lévy noise

In this paper, we study an ergodic theorem of a parabolic Andersen model driven by Lévy noise. Under the assumption that A = (a(i, j))i,j∈S is symmetric with respect to a σ-finite measure gp, we obtain the long-time convergence to an invariant probability measure νh starting from a bounded nonnegative A-harmonic function h based on self-duality property. Furthermore, under some mild conditions, we obtain the one to one correspondence between the bounded nonnegative A-harmonic functions and the extremal invariant probability measures with finite second moment of the nonnegative solution of the parabolic Anderson model driven by Lévy noise, which is an extension of the result of Y. Liu and F. X. Yang