In this paper, we consider two dependent classes of insurance business with heavy-tailed claims. The dependence comes from the assumption that claim arrivals of the two classes are governed by a common renewal counting process. We study two types of ruin in the two-dimensional framework. For each ty
Connection probabilities and RSW-type bounds for the two-dimensional FK Ising model
✍ Scribed by Hugo Duminil-Copin; Clément Hongler; Pierre Nolin
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 494 KB
- Volume
- 64
- Category
- Article
- ISSN
- 0010-3640
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✦ Synopsis
Abstract
We prove Russo‐Seymour‐Welsh‐type uniform bounds on crossing probabilities for the FK Ising (FK percolation with cluster weight q = 2) model at criticality, independent of the boundary conditions. Our proof relies mainly on Smirnov's fermionic observable for the FK Ising model [24], which allows us to get precise estimates on boundary connection probabilities. We stay in a discrete setting; in particular, we do not make use of any continuum limit, and our result can be used to derive directly several noteworthy properties—including some new ones—among which are the fact that there is no infinite cluster at criticality, tightness properties for the interfaces, and the existence of several critical exponents, in particular the half‐plane, one‐arm exponent. Such crossing bounds are also instrumental for important applications such as constructing the scaling limit of the Ising spin field [6] and deriving polynomial bounds for the mixing time of the Glauber dynamics at criticality [17]. © 2011 Wiley Periodicals, Inc.
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