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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)

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.

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.

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.