
The contact process is a
stochastic process used to model population growth on the set of sites
of a
graph
Graph may refer to:
Mathematics
*Graph (discrete mathematics), a structure made of vertices and edges
**Graph theory, the study of such graphs and their properties
*Graph (topology), a topological space resembling a graph in the sense of discre ...
in which occupied sites become vacant at a constant rate, while vacant sites become occupied at a rate proportional to the number of occupied neighboring sites. Therefore, if we denote by
the proportionality constant, each site remains occupied for a random time period which is
exponentially distributed parameter 1 and places descendants at every vacant neighboring site at times of events of a
Poisson process parameter
during this period. All processes are
independent
Independent or Independents may refer to:
Arts, entertainment, and media Artist groups
* Independents (artist group), a group of modernist painters based in the New Hope, Pennsylvania, area of the United States during the early 1930s
* Independe ...
of one another and of the random period of time sites remains occupied.
The contact process can also be interpreted as a model for the spread of an infection by
thinking of particles as a bacterium spreading over individuals that are positioned at the sites of
, occupied sites correspond to infected individuals, whereas vacant correspond to healthy ones.
The main quantity of interest is the number of particles in the process, say
, in the first interpretation, which corresponds to the number of infected sites in the second one. Therefore, the process ''survives'' whenever the number of particles is positive for all times, which corresponds to the case that there are always infected individuals in the second one. For any infinite graph
there exists a positive and finite critical value
so that if
then survival of the process starting from a finite number of particles occurs with positive probability, while if
their extinction is almost certain. Note that by and the
infinite monkey theorem
The infinite monkey theorem states that a monkey hitting keys at random on a typewriter keyboard for an infinite amount of time will almost surely type any given text, such as the complete works of William Shakespeare. In fact, the monkey would ...
, survival of the process is equivalent to
, as
, whereas extinction is equivalent to
, as
, and therefore, it is natural to ask about the rate at which
when the process survives.
Mathematical Definition
If the state of the process at time
is
, then a site
in
is occupied, say by a particle, if
and vacant if
.
The contact process is a continuous-time
Markov process
A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happen ...
with state space
, where
is a finite or countable
graph
Graph may refer to:
Mathematics
*Graph (discrete mathematics), a structure made of vertices and edges
**Graph theory, the study of such graphs and their properties
*Graph (topology), a topological space resembling a graph in the sense of discre ...
, usually
, and a special case of an
interacting particle system
In probability theory, an interacting particle system (IPS) is a stochastic process (X(t))_ on some configuration space \Omega= S^G given by a site space, a countable-infinite graph G and a local state space, a compact metric space S . Mor ...
.
More specifically, the dynamics of the basic contact process is defined by the following transition rates: at site
,
:
:
where the sum is over all the neighbors
of
in
. This means that each site waits an exponential time with the corresponding rate, and then flips (so 0 becomes 1 and vice versa).
Connection to
Percolation
Percolation (from Latin ''percolare'', "to filter" or "trickle through"), in physics, chemistry and materials science, refers to the movement and filtering of fluids through porous materials.
It is described by Darcy's law.
Broader applicatio ...
The contact process is a
stochastic process that is closely connected to
percolation theory
In statistical physics and mathematics, percolation theory describes the behavior of a network when nodes or links are added. This is a geometric type of phase transition, since at a critical fraction of addition the network of small, disconnecte ...
.
Ted Harris (1974) noted that the contact process on
when infections and recoveries can occur only in discrete times
corresponds to one-step-at-a-time bond percolation on the graph obtained by orienting each edge of
in the direction of increasing coordinate-value.
The
Law of large numbers
In probability theory, the law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times. According to the law, the average of the results obtained from a large number of trials sho ...
on the integers
A law of large numbers for the number of particles in the process on the integers informally means that for all large
,
is approximately equal to
for some positive constant
.
Ted Harris (1974) proved that, if the process survives, then the rate of growth of
is at most and at least linear in time. A weak
law of large numbers
In probability theory, the law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times. According to the law, the average of the results obtained from a large number of trials sho ...
(that the process
converges in probability) was shown by
Durrett (1980). A few years later, Durrett and Griffeath (1983) improved this to a strong law of large numbers, giving
almost sure convergence of the process.
Die out at criticality
For contact process on all integer lattices, a major breakthrough came in 1990 when Bezuidenhout and
Grimmett showed that the contact process also dies out almost surely at the critical value.
Durrett's conjecture and the
central limit theorem
In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables thems ...
Durrett conjectured in survey papers and lecture notes during the 80s and early 90s regarding the
central limit theorem
In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables thems ...
for the
Harris' contact process, viz. that, if the process survives, then for all large
,
equals
and the error equals
multiplied by a (random) error distributed according to a standard
Gaussian distribution
In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is
:
f(x) = \frac e^
The parameter \mu i ...
.
[.]
Durrett's conjecture
In mathematics, a conjecture is a conclusion or a proposition that is proffered on a tentative basis without proof. Some conjectures, such as the Riemann hypothesis (still a conjecture) or Fermat's Last Theorem (a conjecture until proven in 1 ...
turned out to be correct for a different value of
as
proved in 2018.
References
* C. Bezuidenhout and
G. R. Grimmett, ''The critical contact process dies out'', Ann. Probab. 18 (1990), 1462–1482.
*
*
Durrett, Richard (1988). "Lecture Notes on Particle Systems and Percolation", Wadsworth.
*
Durrett, Richard (1991). "The contact process, 1974–1989." Cornell University, Mathematical Sciences Institute.
*
*
*
*
*
Thomas M. Liggett
Thomas Milton Liggett (March 29, 1944 – May 12, 2020) was a mathematician at the University of California, Los Angeles. He worked in probability theory, specializing in interacting particle systems.
Early life
Thomas Milton Liggett was born o ...
, "Stochastic Interacting Systems: Contact, Voter and Exclusion Processes", Springer-Verlag, 1999.
{{Stochastic processes
Stochastic processes
Lattice models