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For stationary first passage percolation in two dimensions, the existence and uniqueness of semi-infinite geodesics directed in particular directions or sectors has been considered by Damron and Hanson (Commun. Math. Phys., 2014), Ahlberg and Hoffman (preprint, 2016), and others. However the main results do not cover geodesics in the direction of corners of the limit shape $\mathcal{B}$, where two facets meet. We construct an example with the following properties: (i) the limiting shape is an octagon, (ii) semi-infinite geodesics exist only in the four axis directions, and (iii) in each axis direction there are multiple such geodesics. Consequently, the set of points of $\partial \mathcal{B}$ which are in the direction of some geodesic does not have all of $\mathcal{B}$ as its convex hull., 26 pages, 4 figures

Organogels have emerged as an alternative carrier for small and macromolecules via transdermal, oral, rectal and ophthalmic routes. Pluronic lecithin organogels (PLO gels) are lecithin-based organogels widely used in compounding pharmacies as a vehicle for enhancing the transdermal permeability of many therapeutic drugs. However, the scientific and systematic evidence in support of how well PLO gels help in transdermal delivery is scanty. Recently, some clinical studies have reported nearly complete lack of bioavailability of certain topically administered drugs from PLO gels. The present review aims at summarizing gels and organogels, with a focus on the use of PLO gels in transdermal drug delivery. A special emphasis is placed on controversies looming over the use of PLO gels as a delivery platform for drugs via transdermal route. This article is open to POST-PUBLICATION REVIEW. Registered readers (see “For Readers”) may comment by clicking on ABSTRACT on the issue’s contents page.

We study the intersection of two independent renewal processes, $\rho=\tau\cap\sigma$. Assuming that $\mathbf{P}(\tau_1 = n ) = \varphi(n)\, n^{-(1+\alpha)}$ and $\mathbf{P}(\sigma_1 = n ) = \tilde\varphi(n)\, n^{-(1+ \tilde\alpha)} $ for some $\alpha,\tilde \alpha \geq 0$ and some slowly varying $\varphi,\tilde\varphi$, we give the asymptotic behavior first of $\mathbf{P}(\rho_1>n)$ (which is straightforward except in the case of $\min(\alpha,\tilde\alpha)=1$) and then of $\mathbf{P}(\rho_1=n)$. The result may be viewed as a kind of reverse renewal theorem, as we determine probabilities $\mathbf{P}(\rho_1=n)$ while knowing asymptotically the renewal mass function $\mathbf{P}(n\in\rho)=\mathbf{P}(n\in\tau)\mathbf{P}(n\in\sigma)$. Our results can be used to bound coupling-related quantities, specifically the increments $|\mathbf{P}(n\in\tau)-\mathbf{P}(n-1\in\tau)|$ of the renewal mass function., Comment: 1 figure, 21 pages

We study the depinning transition of the $1+1$ dimensional directed polymer in a random environment with a defect line. The random environment consists of i.i.d. potential values assigned to each site of $\mathbb{Z}^2$; sites on the positive axis have the potential enhanced by a deterministic value $u$. We show that for small inverse temperature $\beta$ the quenched and annealed free energies differ significantly at most in a small neighborhood (of size of order $\beta$) of the annealed critical point $u_c^a=0$. For the case $u=0$, we show that the difference between quenched and annealed free energies is of order $\beta^4$ as $\beta\to 0$, assuming only finiteness of exponential moments of the potential values, improving existing results which required stronger assumptions., Comment: 22 pages. Changes to Proposition 3.8 make Proposition 4.1 unnecessary; minor corrections made

We study the path properties of a random polymer attracted to a defect line by a potential with disorder, and we prove that in the delocalized regime, at any temperature, the number of contacts with the defect line remains in a certain sense "tight in probability" as the polymer length varies. On the other hand we show that at sufficiently low temperature, there exists a.s. a subsequence where the number of contacts grows like the log of the length of the polymer., Published in at http://dx.doi.org/10.1214/13-AAP930 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

We consider directed random polymers in $(d+1)$ dimensions with nearly gamma i.i.d. disorder. We study the partition function $Z_{N,\omega}$ and establish exponential concentration of $\log Z_{N,\omega}$ about its mean on the subgaussian scale $\sqrt{N/\log N}$ . This is used to show that $\mathbb{E}[ \log Z_{N,\omega}]$ differs from $N$ times the free energy by an amount which is also subgaussian (i.e. $o(\sqrt{N})$), specifically $O(\sqrt{\frac{N}{\log N}}\log \log N)$., Comment: Minor changes. Appears in Electronic Journal of Probability, 18, 2013, no. 5

We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0 and first return time to 0, and the probability of being at a given height k at time n (uniformly in a large range of k.) In particular, for drift of form -\delta/2x + o(1/x) with \delta > -1, we show that the probability of a first return to 0 at time n is asymptotically n^{-c}\phi(n), where c = (3+\delta)/2 and \phi is a slowly varying function given explicitly in terms of the o(1/x) terms., Comment: 44 pages. Numerous small corrections and clarifications. References added

International audience; We consider the three-dimensional Ising model in a half-space with a boundary field (no bulk field). We compute the low-temperature expansion of layering transition lines.

An infinite-volume mixing or exponential-decay property in a spin system or percolation model reflects the inability of the influence of the configuration in one region to propagate to distant regions, but in some circumstances where such properties hold, propagation can nonetheless occur in finite volumes endowed with boundary conditions. We establish the absense [sic] of such propagation, particularly in two dimensions in finite volumes which are simply connected, under a variety of conditions, mainly for the Potts model and the Fortuin--Kasteleyn (FK) random cluster model, allowing external fields. For example, for the FK model in two dimensions we show that exponential decay of connectivity in infinite volume implies exponential decay in simply connected finite volumes, uniformly over all such volumes and all boundary conditions, and implies a strong mixing property for such volumes with certain types of boundary conditions. For the Potts model in two dimensions we show that exponential decay of correlations in infinite volume implies a strong mixing property in simply connected finite volumes, which includes exponential decay of correlations in simply connected finite volumes, uniformly over all such volumes and all boundary conditions.

For a nonnegative subadditive function $h$ on $\mathbb{Z}^d$, with limiting approximation $g(x) = \lim_n h(nx)/n$, it is of interest to obtain bounds on the discrepancy between $g(x)$ and $h(x)$, typically of order $|x|^{\nu}$ with $\nu < 1$. For certain subadditive $h(x)$, particularly those which are expectations associated with optimal random paths from 0 to $x$, in a somewhat standardized way a more natural and seemingly weaker property can be established: every $x$ is in a bounded multiple of the convex hull of the set of sites satisfying a similar bound. We show that this convex-hull property implies the desired bound for all $x$. Applications include rates of convergence in limiting-shape results for first-passage percolation (standard and oriented) and longest common subsequences and bounds on the error in the exponential-decay approximation to the off-axis connectivity function for subcritical Bernoulli bond percolation on the integer lattice.

Every two-dimensional incompressible flow follows the level lines of some scalar function $\psi$ on $\mathbb{R}^2$; transport properties of the flow depend in part on whether all level lines are bounded. We study the structure of the level lines when $\psi$ is a stationary random field. We show that under mild hypotheses there is only one possible alternative to bounded level lines: the "treelike" random fields, which, for some interval of values of a, have a unique unbounded level line at each level a, with this line "winding through every region of the plane." If the random field has the FKG property, then only bounded level lines are possible. For stationary $C^2$ Gaussian random fields with covariance function decaying to 0 at $\infty$, the treelike property is the only alternative to bounded level lines provided the density of the absolutely continuous part of the spectral measure decays at $\infty$ "slower than exponentially," and only bounded level lines are possible if the covariance function is nonnegative.

In processes such as invasion percolation and certain models of continuum percolation, in which a possibly random labelf(b) is attached to each bondb of a possibly random graph, percolation models for various values of a parameterr are naturally coupled: one can define a bondb to be occupied at levelr iff(b)≦r. If the labeled graph is stationary, then under the mild additional assumption of positive finite energy, a result of Gandolfi, Keane, and Newman ensures that, in lattice models, for each fixedr at which percolation occurs, the infinite cluster is unique a.s. Analogous results exist for certain continuum models. A unifying framework is given for such fixed-r results, and it is shown that if the site density is finite and the labeled graph has positive finite energy, then with probability one, uniqueness holds simultaneously for all values ofr. An example is given to show that when the site density is infinite, positive finite energy does not ensure uniqueness, even for fixedr. In addition, with finite site density but without positive finite energy, one can have fixed-r uniqueness a.s. for eachr, yet not have simultaneous uniqueness.

The structure of a spanning forest that generalizes the minimal spanning tree is considered for infinite graphs with a value $f(b)$ attached to each bond $b$. Of particular interest are stationary random graphs; examples include a lattice with iid uniform values $f(b)$ and the Voronoi or complete graph on the sites of a Poisson process, with $f(b)$ the length of $b$. The corresponding percolation models are Bernoulli bond percolation and the "lily pad" model of continuum percolation, respectively. It is shown that under a mild "simultaneous uniqueness" hypothesis, with at most one exception, each tree in the forest has one topological end, that is, has no doubly infinite paths. If there is a tree in the forest, necessarily unique, with two topological ends, it must contain all sites of an infinite cluster at the critical point in the corresponding percolation model. Trees with zero, or three or more, topological ends are not possible. Applications to invasion percolation are given. If all trees are one-ended, there is a unique optimal (locally minimax for $f$) path to infinity from each site.

Functionals $L$ on finite subsets $A$ of $\mathbb{R}^d$ are considered for which the value is the minimum total edge length among a class of graphs with vertex set equal to, or in some cases containing, $A$. Examples include minimal spanning trees, the traveling salesman problem, minimal matching and Steiner trees. Beardwood, Halton and Hammersley, and later Steele, have shown essentially that for $\{X_1, \ldots, X_n\}$ a uniform i.i.d. sample from $\lbrack 0,1 \rbrack^d, EL(\{X_1, \ldots, X_n\})/n^{(d-1)/d}$ converges to a finite constant. Here we bound the rate of this convergence, proving a conjecture of Beardwood, Halton and Hammersley.

A variation is given of the van den Berg-Kesten inequality on the probability of disjoint occurrence of events enabling it to apply to random variables, rather than just to events, associated with various subsets of an index set. This is used to establish superadditivity of a certain family of generating functions associated with first-passage percolation. This leads to improved estimates for the rates of convergence of the expected values of certain passage times.

Sufficient conditions are found for the weak convergence of a weighted empirical process { ( ν n (C) q(P(C)) ) 1 [P(C) ⪰ λ n ] : C ∈ C }, indexed by a class C of sets and weighted by a function q of the size of each set. We find those functions q which allow weak convergence to a sample-continuous Gaussian process, and, given q , determine the fastest rate at which one may allow λ n → 0.

Let $S_n = X_1 + \cdots + X_n$, where $X_1, X_2, \cdots$ are iid Banach-space-valued random variables with weak mean 0 and weak second moments. Let $K$ be the unit ball of the reproducing kernel Hilbert space associated to the covariance of $X$. The cluster set $A$ of $\{S_n/(2n \log \log n)^{1/2}\}$ is known to be a.s. either empty or have form $\alpha K$, with $0 \leq \alpha \leq 1$ determined by a series condition. To show that this series condition is a complete characterization of $A$, examples are given to show that all $\alpha \in \lbrack 0, 1)$ do occur; $A = \phi$ and $\alpha = 1$ are already known possibilities. A regularity condition is given under which $A$ must be either $\phi$ or $K$. Under stronger moment conditions, a natural necessary and sufficient condition for $A = \phi$ is given.

Sample path behavior is studied for Gaussian processes $W_p$ indexed by classes $\mathscr{L}$ of subsets of a probability space $(X, \mathscr{A}, P)$ with covariance $EW_P(A)W_P(B) = P(A \cap B)$. A function $\psi$ is found in some cases such that $\lim \sup_{t\rightarrow 0}\sup\{|W_P(C)|/\psi(P(C)): C \in \mathscr{L}, P(C) \leq t\} = 1$ a.s. This unifies and generalizes the LIL and Levy's Holder condition for Brownian motion, and some results of Orey and Pruitt for the Brownian sheet.

Let $S_n = X_1 + \cdots + X_n$, where $X_1, X_2, \ldots$ are iid Banach-space-valued random variables with weak mean 0 and weak second moments. Let $K$ be the unit ball of the reproducing kernel Hilbert space associated to the covariance of $X$. We show that the cluster set of $\{S_n/(2n \log \log n)^{1/2}\}$ either is empty or has the form $\alpha K$, where $0 \leq \alpha \leq 1$. A series condition is given which determines the value of $\alpha$. In a companion paper, examples are given to show that all $\alpha \in \lbrack 0, 1 \rbrack$ do occur.

Sufficient conditions, which under weak additional assumptions are also necessary, are found for the central limit theorem for empirical processes indexed by classes of functions which have the Vapnik-Cervonenkis property. This improves an earlier theorem of Pollard (1982a), and leads to necessary and sufficient conditions for the CLT for weighted empirical processes indexed by Vapnik-Cervonenkis classes of sets.