2012
DOI: 10.1214/11-aap761
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Invasion percolation on the Poisson-weighted infinite tree

Abstract: We study invasion percolation on Aldous' Poisson-weighted infinite tree, and derive two distinct Markovian representations of the resulting process. One of these is the $\sigma\to\infty$ limit of a representation discovered by Angel et al. [Ann. Appl. Probab. 36 (2008) 420-466]. We also introduce an exploration process of a randomly weighted Poisson incipient infinite cluster. The dynamics of the new process are much more straightforward to describe than those of invasion percolation, but it turns out that the… Show more

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Cited by 13 publications
(298 citation statements)
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“…In the setting of Theorem 1.1, F Y (y) = 1 − e −y 1/sn ≈ y 1/sn when y = y n tends to zero fast enough, so that u n (x) can be taken as u n (x) ≈ (x/n) sn (here ≈ indicates approximation with uncontrolled error). Then we see in (1.2) that W n − 1 λn log (n/s 3 n ) ≈ u n (M (1) ∨ M (2) ) for λ n = n sn Γ(1 + 1/s n ) sn , which means that the weight of the smallest-weight path has a deterministic part 1 λn log (n/s 3 n ), while its random fluctuations are of the same order of magnitude as some of the typical values for the minimal edge weight adjacent to vertices 1 and 2. For j ∈ {1, 2}, one can think of M (j) as the time needed to escape from vertex j.…”
Section: )mentioning
confidence: 99%
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“…In the setting of Theorem 1.1, F Y (y) = 1 − e −y 1/sn ≈ y 1/sn when y = y n tends to zero fast enough, so that u n (x) can be taken as u n (x) ≈ (x/n) sn (here ≈ indicates approximation with uncontrolled error). Then we see in (1.2) that W n − 1 λn log (n/s 3 n ) ≈ u n (M (1) ∨ M (2) ) for λ n = n sn Γ(1 + 1/s n ) sn , which means that the weight of the smallest-weight path has a deterministic part 1 λn log (n/s 3 n ), while its random fluctuations are of the same order of magnitude as some of the typical values for the minimal edge weight adjacent to vertices 1 and 2. For j ∈ {1, 2}, one can think of M (j) as the time needed to escape from vertex j.…”
Section: )mentioning
confidence: 99%
“…H n − φ n log (n/s 3 n ) s 2 n log (n/s 3 n ) d −→ Z, (1.9) where Z is standard normal, and M (1) , M (2) are i.i.d. random variables for which P(M (j) ≤ x) is the survival probability of a Poisson Galton-Watson branching process with mean x.…”
Section: )mentioning
confidence: 99%
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