Continuity of the time constant in a continuous model of first passage percolation
Jean-Baptiste Gou\'er\'e (IDP), Marie Th\'eret (FP2M, MODAL'X)

TL;DR
This paper studies how the time constant in a continuous first passage percolation model varies with the underlying measure, focusing on its regularity and continuity properties.
Contribution
It investigates the continuity of the time constant as a function of the measure in a continuous percolation model, extending classical results to a more general setting.
Findings
Established conditions for the continuity of the time constant
Analyzed the dependence of the time constant on the measure ν
Provided insights into the regularity of the time constant function
Abstract
For a given dimension d 2 and a finite measure on (0, +), we consider a Poisson point process on R d x (0, +) with intensity measure dc where dc denotes the Lebesgue measure on R d. We consider the Boolean model = (c,r) B(c, r) where B(c, r) denotes the open ball centered at c with radius r. For every x, y R d we define T (x, y) as the minimum time needed to travel from x to y by a traveler that walks at speed 1 outside and at infinite speed inside . By a standard application of Kingman sub-additive theorem, one easily shows that T (0, x) behaves like x when x goes to infinity, where is a constant named the time constant in classical first passage percolation. In this paper we investigate the regularity of as a function of the measure associated with the underlying…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Random Matrices and Applications · Markov Chains and Monte Carlo Methods
