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On the radial growth of ballistic aggregation and other aggregation models

Tillmann Bosch Tillmann Bosch, Langstr. 43, 68169 Mannheim Germany [email protected]  and  Steffen Winter Steffen Winter, Institute of Stochastics, Karlsruhe Institute of Technology, Englerstr. 2, D-76131 Karlsruhe, Germany [email protected]
Abstract.

For a class of aggregation models on the integer lattice d{\mathbb{Z}}^{d}, d2d\geq 2, in which clusters are formed by particles arriving one after the other and sticking irreversibly where they first hit the cluster, including the classical model of diffusion-limited aggregation (DLA), we study the growth of the clusters. We observe that a method of Kesten used to obtain an almost sure upper bound on the radial growth in the DLA model generalizes to a large class of such models. We use it in particular to prove such a bound for the so-called ballistic model, in which the arriving particles travel along straight lines. Our bound implies that the fractal dimension of ballistic aggregation clusters in 2{\mathbb{Z}}^{2} is 2, which proves a long standing conjecture in the physics literature.

Key words and phrases:
diffusion-limited aggregation, incremental aggregation, growth rate, fractal dimension, ballistic aggregation
2020 Mathematics Subject Classification:
Primary: 82B24, 60J10; Secondary: 60D05, 28A80
Steffen Winter was supported by the DFG grant 433621248.

1. Introduction

Consider a process of cluster formation on the hypercubic lattice d{\mathbb{Z}}^{d}, d2d\geq 2, which starts at time one with a single particle placed at the origin. Then at each time step n=2,3,n=2,3,\ldots, a particle arrives and is added to the cluster by placing it at a site neighbouring the existing cluster. The position of the new particle is chosen at random independently of all previous choices and according to some distribution which only depends on the existing cluster at that time. We will call such aggregation models incremental aggregation in the sequel. Many such models are known and have been studied intensively in the physics literature. They differ only by the choice of the distributions governing the selection of the locations for the arriving particles.

The most popular among these models is certainly diffusion-limited aggregation (DLA), suggested by Witten and Sander [21] in 1981 as a model for metal-particle aggregation. Particles arrive from ‘far away’ and perform symmetric random walks until they hit the cluster for the first time. The distribution specifying the resulting cluster formation mechanism is known as the harmonic measure. The formed clusters have a dendrite-like structure and show a fractal behaviour, see Figure 1. Another even older model is the Eden growth model due to Murray Eden [7], in which the position of the next particle is chosen uniformly out of all sites neighboring the current cluster. The clusters formed in this model tend to be very dense and appear ball like with a rough boundary. Another variation is diffusion-limited annihilation due to Meakin and Deutch [15], nowadays better known as internal DLA. Here the particles start at the origin, i.e. within the cluster, perform symmetric random walks and are attached where they exit the cluster. As in the Eden model, the formed clusters tend to be ball-like with a rough boundary.

Another popular model in the physics literature is the Vold-Sutherland model or ballistic aggregation, in which arriving particles travel along straight lines (ballistic trajectories) and stick where they hit the cluster. It can be traced back to the work of the colloid chemists Marjorie J. Vold and David N. Sutherland, see e.g. [14, 20]. It has been suggested for situations in which molecules move in a low density vapour such that thermal interactions can be disregarded. The clusters formed by this model are denser than the ones formed by DLA, but have a similar dendritic structure, see Figure 1.

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Figure 1. Typical realization of an aggregation cluster of DLA (left) and the ballistic aggregation model (right) of size n=10000n=10000.

All these models and many variants have been studied intensively in physics and have found numerous applications, we refer to the surveys and books [20, 19, 8, 11, 3] for further details and references. Most results have been obtained either from simulations or from intriguing but non-rigorous theoretical considerations. Some of these models have also inspired mathematical research and a number of results have been obtained. However, the progress up to now is far behind what physicists have discovered.

One of the most basic questions (to which we will mainly restrict our attention in this paper) is the speed of growth of the radius (or diameter) of the cluster as the number of particles tends to \infty. Regarding DLA, some rigorous almost sure bounds are due to Kesten [9, 10] (with some improvements for dimension 3 in [12] and recently in [4]), which we will recall in Section 3 below. They imply in particular that DLA clusters are not full-dimensional (in a discrete sense) and thus exhibit some fractal behaviour. For internal DLA (and the Eden model), the growth rate is n1/dn^{1/d} in d{\mathbb{Z}}^{d}, as the number of particles tends to \infty and thus the clusters are full-dimensional. For internal DLA even some shape theorems have been established showing that asymptotically the clusters are balls [13]. For the Eden model the existence of a limit shape is also known, due to some relation of this model to first passage percolation, cf. [1] and the references therein. The limit shape is conjectured to deviate from a Euclidean ball. Up to now this has only been established in very high dimensions. We refer to the survey article [17] for an overview of further results regarding DLA und internal DLA. In particular, in this article, attention is also given to results obtained on graphs other than the hypercubic lattices d{\mathbb{Z}}^{d} that we restrict ourselves to here. (It is obvious that the models may be transferred to any infinite connected graph.) In contrast to the situation for the other mentioned models, it seems that the ballistic model has not been investigated in the maths literature so far. To the best of our knowledge, the only paper, where it is mentioned (but not analyzed very far) is the article [16], in which also a number of new aggregation models are proposed and simulated.

In this article we make a first attempt to investigate rigorously the growth behaviour of the ballistic model. To this end, we start from a more general viewpoint and set up a natural class of models (incremental aggregation), which includes the models mentioned above (and many more). We revisit the argument of Kesten that he used in [9] to obtain an upper bound on the growth rates of DLA in 2{\mathbb{Z}}^{2} and observe that the same argument may be applied to any incremental aggregation model. In a nutshell, the ‘method’ reduces the problem of finding a bound for the radial growth to the much easier task to establish an upper bound on the local mass of the distributions determining the model. We do not claim much originality here, as once the class of incremental aggregation models is set up it is fairly easy to see that Kesten’s argument works in general. Then we apply this new method to the ballistic model. First we give a rigorous definition of the ballistic model using some notions from geometric probability. Then we state some bound on the local mass for the ballistic measures (i.e., the distributions defining the ballistic model) and finally we apply Kesten’s method to obtain the desired growth rates. It turns out that the method has power in particular in dimension d=2d=2. For the ballistic model in 2{\mathbb{Z}}^{2} we establish that the growth exponent is 1/21/2 (i.e., the fractal dimension is 2), which is the value conjectured in the physics literature. For d3d\geq 3, our results imply that the fractal dimension is bounded from below by 2 (while the conjectured value is dd).

In order to illustrate our results, we have also simulated aggregation clusters of the ballistic model (as we define it here) and DLA for comparison. The Python code is freely available, cf. [6], together more pictures of large simulated clusters.

The paper is organized as follows. In Section 2, we introduce incremental aggregation and show that this class of models includes DLA and the Eden model. In Section 3 we provide some definitions regarding radial growth and state some trivial facts about growth exponents and fractal dimensions of our models. We also recall the results of Kesten on the radial growth of DLA. In Section 4, we state Kesten’s method (Theorem 4.1) for general incremental aggregation and demonstrate how it can be applied to recover Kesten’s growth bounds for DLA and the known bounds for the Eden model. In Section 5, we define the ballistic model and apply Kesten’s method to obtain the mentioned results on the growth of these models. Finally, in Section 6 we provide a proof of our main tool, Kesten’s method.

2. Incremental aggregation

We set up a framework in which all the models can be treated in a unified way. Let 𝒫fd\mathcal{P}^{d}_{f} denote the family of finite subsets of d{\mathbb{Z}}^{d}, i.e.

𝒫fd:={Ad|A is finite},\displaystyle\mathcal{P}^{d}_{f}:=\{A\subset{\mathbb{Z}}^{d}\ |\ \text{A is finite}\},

which we equip with the discrete σ\sigma-algebra. We consider the nearest neighbor graph on d{\mathbb{Z}}^{d}, i.e., the graph (d,E)({\mathbb{Z}}^{d},E) with vertex set d{\mathbb{Z}}^{d} and edge set E:={{x,y}d:xy=1}E:=\{\{x,y\}\subset{\mathbb{Z}}^{d}:\|x-y\|=1\}. (Here and throughout \|\cdot\| denotes the Euclidean norm.) A set A𝒫fdA\in\mathcal{P}^{d}_{f} is called connected, if the subgraph of (d,E)({\mathbb{Z}}^{d},E) generated by AA is. For A𝒫fdA\in\mathcal{P}^{d}_{f}, the (outer) boundary of AA is the set

A:={ydA:xA such that {x,y}E}.\displaystyle\partial A:=\{y\in{\mathbb{Z}}^{d}\setminus A:\exists x\in A\text{ such that }\{x,y\}\in E\}.

Throughout let (Ω,𝒜,)(\Omega,\mathcal{A},{\mathbb{P}}) be some suitable probability space. For A𝒫fd{}A\in\mathcal{P}^{d}_{f}\setminus\{\emptyset\}, a random point in AA is a measurable mapping yA:Ωdy_{A}:\Omega\to{\mathbb{Z}}^{d} with (yAA)=1{\mathbb{P}}(y_{A}\in A)=1. Denote by 𝒟(A)\mathcal{D}(A) the family of all probability measures on AA, i.e., of all possible distributions of a random point in AA. Moreover, a random finite set is a measurable mapping F:Ω𝒫fdF:\Omega\to\mathcal{P}^{d}_{f}.

Definition 2.1.

Let :=(μA)A𝒫fd\mathcal{M}:=(\mu_{A})_{A\in\mathcal{P}^{d}_{f}} be a family of distributions s.t. μA𝒟(A)\mu_{A}\in\mathcal{D}(A) for each A𝒫fdA\in\mathcal{P}^{d}_{f}. A sequence (Fn)n(F_{n})_{n\in{\mathbb{N}}} of random finite sets FndF_{n}\subset{\mathbb{Z}}^{d} is called incremental aggregation (with distribution family \mathcal{M}), if it satisfies the following conditions:

  1. (i)

    F1:={y1}F_{1}:=\{y_{1}\}, where y1:=0dy_{1}:=0\in{\mathbb{Z}}^{d};

  2. (ii)

    for any nn\in{\mathbb{N}}, Fn+1:=Fn{yn+1}F_{n+1}:=F_{n}\cup\{y_{n+1}\}, where yn+1y_{n+1} is a random point in d{\mathbb{Z}}^{d} whose conditional distribution given FnF_{n} is μFn\mu_{\partial F_{n}}, i.e.,

    (yn+1=y|Fn=A):=μA(y) for any A𝒫fd and yd.\displaystyle{\mathbb{P}}\left(y_{n+1}=y\ |F_{n}=A\right):=\mu_{\partial A}(y)\qquad\text{ for any }A\in\mathcal{P}_{f}^{d}\text{ and }y\in{\mathbb{Z}}^{d}.

FnF_{n} is called cluster or aggregate at time nn, and F:=nFnF_{\infty}:=\bigcup_{n\in{\mathbb{N}}}F_{n} the infinite cluster. Observe that

0F1F2F3Fd.0\in F_{1}\subset F_{2}\subset F_{3}\subset\ldots\subset F_{\infty}\subseteq{\mathbb{Z}}^{d}.

Moreover, for any nn\in{\mathbb{N}}, almost surely FnF_{n} is connected and #Fn=n\#F_{n}=n. It is easy to see that (Fn)n(F_{n})_{n} is a Markov chain, in particular, Fn+1F_{n+1} depends on FnF_{n}, but not on the order, in which the points have been added to FnF_{n}. Different aggregation models arise now by choosing different families \mathcal{M} of distributions. We start with the simple example of the Eden growth model.

Example 2.2 (Eden growth model).

For each A𝒫fdA\in\mathcal{P}^{d}_{f}, let μA\mu_{A} be the uniform distribution on AA. Then incremental aggregation with distribution family =(μA)A𝒫fd\mathcal{M}=(\mu_{A})_{A\in\mathcal{P}^{d}_{f}} is known as Eden growth model. Here, given Fn=A𝒫fdF_{n}=A\in\mathcal{P}^{d}_{f}, each point yy in the outer boundary A\partial A of AA has exactly the same chance (namely 1/#A1/{\#\partial A}) of being the next point yn+1y_{n+1} added to the cluster. From simulations one can observe that large clusters look ball-like with few holes and a rough boundary.

Our second example of incremental aggregation is diffusion limited aggregation. It has been introduced by Witten and Sander [21] as a model for metal-particle aggregation and became soon very popular in physics as a simple model for many different phenomena, where particles aggregate irreversibly and diffusion (thermal motion) is the means of particle transport.

Example 2.3 (Diffusion limited aggregation (DLA)).

Let (Snx)n0(S^{x}_{n})_{n\in{\mathbb{N}}_{0}} be a symmetric random walk on d{\mathbb{Z}}^{d} started at xdx\in{\mathbb{Z}}^{d}, i.e., (S0x=x)=1{\mathbb{P}}(S^{x}_{0}=x)=1 and for each nn\in{\mathbb{N}} and each zdz\in{\mathbb{Z}}^{d}

(Snx=y|Sn1x=z)=12d, for all neighbors y of z.{\mathbb{P}}(S^{x}_{n}=y|S^{x}_{n-1}=z)=\frac{1}{2d},\text{ for all neighbors }y\text{ of }z.

For AdA\subset{\mathbb{Z}}^{d}, let TAx:=min{n:SnxA}T^{x}_{A}:=\min\{n\in{\mathbb{N}}:S^{x}_{n}\in A\} be the hitting time of AA. It is well known that in 2{\mathbb{Z}}^{2}, a random walk started at xx is recurrent, i.e. (T{x}x<)=1{\mathbb{P}}(T^{x}_{\{x\}}<\infty)=1, and in d{\mathbb{Z}}^{d}, d3d\geq 3 it is transient, i.e. (T{x}x<)<1{\mathbb{P}}(T^{x}_{\{x\}}<\infty)<1. For A𝒫fdA\in\mathcal{P}^{d}_{f} and any point xdAx\in{\mathbb{Z}}^{d}\setminus A, define a distribution on AA by

HAx(y):=(STAxx=y|TAx<),yA.H^{x}_{A}(y):={\mathbb{P}}(S^{x}_{T^{x}_{A}}=y|T^{x}_{A}<\infty),\qquad y\in A.

It is a nontrivial but well established fact that by setting

hA(y):=limxHAx(y),yAh_{A}(y):=\lim_{\|x\|\to\infty}H^{x}_{A}(y),\qquad y\in A

a probability measure hAh_{A} is defined on AA. It is called the harmonic measure of AA. DLA is now defined to be incremental aggregation with distribution family (hA)A𝒫fd(h_{A})_{A\in\mathcal{P}^{d}_{f}}. So in the DLA model particles perform random walks started at infinity and stick where they first hit the existing cluster. This produces sparse dendrite-like structures as simulations show.

Below in Section 5 we will discuss another class of models called ballistic aggregation. In these models the particles travel along straight lines instead of random walk paths. In order to introduce them properly, we will need some concepts from geometric probability.

3. Growth of arms

Our aim is to study the speed of growth of aggregation clusters in incremental aggregation models. For any finite set AdA\subset{\mathbb{Z}}^{d} with 0A0\in A, let

(3.1) rad(A):=maxxAx\displaystyle{\rm rad}(A):=\max_{x\in A}\|x\|

denote its radius, where \|\cdot\| denotes the Euclidean norm. Observe that

rad(A)=inf{r>0:AB(0,r)},{\rm rad}(A)=\inf\{r>0:A\subset B(0,r)\},

justifying the terminology. Denote by diam(A)\operatorname{diam}(A) the diameter of AA and note that

(3.2) 12diam(A)rad(A)diam(A).\displaystyle\frac{1}{2}\operatorname{diam}(A)\leq{\rm rad}(A)\leq\operatorname{diam}(A).

Instead of the radius one could similarly work with the diameter in the sequel, which might be more natural in any more general setting. Since we are only interested in incremental aggregation, which is started at 0, we stick to the radius for historic reasons. The following simple observation bounding the radius of a finite set AdA\subset{\mathbb{Z}}^{d} in terms of its cardinality #A\#A turns out to very useful.

Lemma 3.1.

Let AdA\subset{\mathbb{Z}}^{d} be a finite, connected set with 0A0\in A. Then

(3.3) 12(#A)1/drad(A)#A.\displaystyle\frac{1}{2}(\#A)^{1/d}\leq{\rm rad}(A)\leq\#A.
Proof.

Let r:=rad(A)r:={\rm rad}(A). Then all points of AdA\subset{\mathbb{Z}}^{d} are contained in the ball B(0,r)[r,r]dB(0,r)\subset[-r,r]^{d}. Hence #A(2r)d\#A\leq(2r)^{d}, implying the first inequality in (3.3). For the second one note that since 0A0\in A and AA is connected, AA must contain a path PP from 0 to some point yAy\in A with y=r\|y\|=r. Such a path contains at least rr points and thus #A#Pr\#A\geq\#P\geq r, showing the second inequality in (3.3). ∎

Note that the constant 12\frac{1}{2} in (3.3) could be improved but we do not need it in the sequel. Note also that for the first inequality the assumption that AA is connected and contains 0 is not needed.

Let (An)n(A_{n})_{n\in{\mathbb{N}}} be an increasing sequence of finite subsets of d{\mathbb{Z}}^{d}. We are looking for a suitable exponent α\alpha (the ‘growth rate’ of the sequence) and a suitable constant c>0c>0 such that

rad(An)c(#An)α, as n.{\rm rad}(A_{n})\sim c\cdot(\#A_{n})^{\alpha},\quad\text{ as }n\to\infty.

(Here anbna_{n}\sim b_{n} means that the quotient an/bna_{n}/b_{n} converges to 1 as nn\to\infty.) Since such exponent α\alpha might not exist in general, we define the lower and upper growth rate of the sequence (An)(A_{n}) by

α¯f:=α¯f((An)):=lim infnlog(rad(An))log(#An) and α¯f:=lim supnlog(rad(An))log(#An).\displaystyle\underline{\alpha}_{f}:=\underline{\alpha}_{f}((A_{n})):=\liminf_{n\to\infty}\frac{\log({\rm rad}(A_{n}))}{\log(\#A_{n})}\quad\text{ and }\quad\overline{\alpha}_{f}:=\limsup_{n\to\infty}\frac{\log({\rm rad}(A_{n}))}{\log(\#A_{n})}.

Alternatively, the lower and upper fractal dimension are defined by

δ¯f:=lim infnlog(#An)log(rad(An)) and δ¯f:=lim supnlog(#An)log(rad(An)).\displaystyle\underline{\delta}_{f}:=\liminf_{n\to\infty}\frac{\log(\#A_{n})}{\log({\rm rad}(A_{n}))}\quad\text{ and }\quad\overline{\delta}_{f}:=\limsup_{n\to\infty}\frac{\log(\#A_{n})}{\log({\rm rad}(A_{n}))}.

It is immediately clear from the definitions that fractal dimension and growth rate are directly connected. In general one has δ¯f=1/α¯f\underline{\delta}_{f}=1/\overline{\alpha}_{f} and δ¯f=1/α¯f\overline{\delta}_{f}=1/\underline{\alpha}_{f}. This means in particular that an upper bound on the growth rate implies a lower bound on the fractal dimension and vice versa.

#An\#A_{n} may be interpreted as the volume of the cluster AnA_{n}. (We may identify #An\#A_{n} with the union An:=yAnCy\square A_{n}:=\bigcup_{y\in A_{n}}C_{y}, where Cy:=y+[12,12]dC_{y}:=y+[-\frac{1}{2},\frac{1}{2}]^{d} is the unit cube centered at yy. Then the volume of An\square A_{n} is exactly #An\#A_{n}.) Moreover, rad(An){\rm rad}(A_{n}) may be interpreted as the diameter, cf. (3.2), which justifies calling the exponents δ¯f\underline{\delta}_{f} and δ¯f\overline{\delta}_{f} fractal dimensions.

The trivial bounds on the radius stated in Lemma 3.1 imply immediately some general bounds on the fractal dimensions and growth rates.

Proposition 3.2.

Let (An)n(A_{n})_{n\in{\mathbb{N}}} be an increasing sequence of finite, connected subsets of d{\mathbb{Z}}^{d} with 0A10\in A_{1}. Then

1δ¯fδ¯fd and hence 1/dα¯fα¯f1.1\leq\underline{\delta}_{f}\leq\overline{\delta}_{f}\leq d\qquad\text{ and hence }\qquad 1/d\leq\underline{\alpha}_{f}\leq\overline{\alpha}_{f}\leq 1.
Proof.

The lower bound 1 for δ¯f\underline{\delta}_{f} follows by applying the right hand side inequality in (3.3) to AnA_{n} and taking the lim inf\liminf. The upper bound for δ¯f\overline{\delta}_{f} follows similarly by applying the left hand side inequality in (3.3) to AnA_{n} and taking the lim sup\limsup. ∎

In incremental aggregation models, the sequence (Fn)n(F_{n})_{n\in{\mathbb{N}}} consists of random sets and therefore, for each nn\in{\mathbb{N}}, rad(Fn){\rm rad}(F_{n}) is a nonnegative random variable (while #Fn=n\#F_{n}=n is constant almost surely). Hence the fractal dimensions and growth rates are random variables, too. Observe that they satisfy almost surely the bounds stated in Proposition 3.2.

Let now (Fn)n(F_{n})_{n\in{\mathbb{N}}} be DLA in d{\mathbb{Z}}^{d}, d2d\geq 2 as defined in Example 2.3. The following celebrated result due to Kesten provides an almost sure upper bound on the radii of DLA clusters. For d=3d=3, a log-term appears which was improved slightly by Lawler [12] and later again by Benjamini and Yadin [4].

Theorem 3.3 (cf. [9, 10, 4]).

For DLA (Fn)n(F_{n})_{n} in d{\mathbb{Z}}^{d} there exists a constant c>0c>0 (depending only on dd) such that almost surely for nn sufficiently large

rad(Fn){cn2/3,if d=2,cn1/2(logn)1/2,if d=3,cn2/(d+1),if d4.\displaystyle{\rm rad}(F_{n})\leq\begin{cases}c\,n^{2/3},&\text{if }d=2,\\ c\,n^{1/2}(\log n)^{1/2},&\text{if }d=3,\\ c\,n^{2/(d+1)},&\text{if }d\geq 4.\end{cases}

Theorem 3.3 implies the following lower bounds on the fractal dimension.

Corollary 3.4.

For DLA (Fn)n(F_{n})_{n\in{\mathbb{N}}} in d{\mathbb{Z}}^{d}, d2d\geq 2, one has almost surely

δ¯fd+12 and α¯f2d+1.\displaystyle\underline{\delta}_{f}\geq\frac{d+1}{2}\quad\text{ and }\quad\overline{\alpha}_{f}\leq\frac{2}{d+1}.
Proof.

This follows immediately by inserting the estimate in Theorem 3.3 into the definition of the lower fractal dimension (and the upper growth exponent). For d=2d=2, for instance, this yields almost surely

δ¯f=lim infnlognlog(rad(Fn))limnlognlog(cn2/3)=32.\displaystyle\underline{\delta}_{f}=\liminf_{n\to\infty}\frac{\log n}{\log({\rm rad}(F_{n}))}\geq\lim_{n\to\infty}\frac{\log n}{\log(cn^{2/3})}=\frac{3}{2}.\qquad\qed

Simulations of the model suggest that the above bounds are not sharp. In 2{\mathbb{Z}}^{2} they suggest that the fractal dimension exists and equals δf=531.66\delta_{f}=\frac{5}{3}\approx 1.66, which is strictly larger than the rigorous bound stated above. For general d2d\geq 2, it is conjectured, cf. e.g. [20], that for DLA in d{\mathbb{Z}}^{d} the dimension is given by

δf=d2+1d+1.\delta_{f}=\frac{d^{2}+1}{d+1}.

4. DLA and Kesten’s method

In his paper [9], Kesten used a certain strategy of proof for his bounds for the DLA model in 2{\mathbb{Z}}^{2}, which is also described in Lawler’s book, see [12, § 2.6], and generalized to arbitrary graphs with bounded degree in [4]. It turns out that this method can be adapted to provide some bounds for any incremental aggregation model. The next theorem below describes this general method. Its proof will be discussed later in Section 6. Let 𝒫d\mathcal{P}^{d}_{\partial} be the family of outer boundaries of aggregation clusters in d{\mathbb{Z}}^{d}, that is, let

𝒫d:={B𝒫fd:A𝒫fd such that A is connected, 0A and A=B}.\displaystyle\mathcal{P}^{d}_{\partial}:=\{B\in\mathcal{P}^{d}_{f}:\exists A\in\mathcal{P}^{d}_{f}\text{ such that }A\text{ is connected, }0\in A\text{ and }\partial A=B\}.

Recall that in any incremental aggregation model, at any time step nn the next point yn+1y_{n+1} to be attached is chosen from the outer boundary Fn\partial F_{n} of the current cluster FnF_{n}. Therefore, it is in fact sufficient to specify the distributions μB\mu_{B} for all B𝒫dB\in\mathcal{P}^{d}_{\partial} in order to determine an incremental aggregation model completely. As a consequence, it is sufficient to impose conditions on the distribution family only for the distributions of outer boundary sets as in the statement below. Other sets are not relevant for the model.

Theorem 4.1 (Kesten’s method).

Let =(μA)A𝒫fd\mathcal{M}=(\mu_{A})_{A\in\mathcal{P}^{d}_{f}} be some family of distributions such that μA𝒟A\mu_{A}\in\mathcal{D}_{A} for each A𝒫fdA\in\mathcal{P}^{d}_{f}. Suppose there exist some positive constants qq and CC such that for all r>1r>1, any B𝒫dB\in\mathcal{P}^{d}_{\partial} with radius at least rr and any zBz\in B,

(4.1) μB(z)Crq.\displaystyle\mu_{B}(z)\leq C\,r^{-q}.

Then there is a constant cc, such that incremental aggregation =(Fn)n\mathcal{F}=(F_{n})_{n\in{\mathbb{N}}} with distribution family \mathcal{M} satisfies almost surely

rad(Fn)cn1/(q+1)\displaystyle{\rm rad}(F_{n})\leq c\,n^{1/(q+1)}

for nn sufficiently large.

The method is rather crude. Roughly it says that if for all relevant distributions in the family \mathcal{M} the mass concentrated on single vertices is not too large compared to the radius of the corresponding cluster (implying that the probability mass must be spread out over a significant number of vertices), then some bound on the radial growth follows. This is plausible. The more spread out distributions are, the more options there are for the next particle to be placed. As only few of the possible locations are extremal in the sense that they lead to radial growth of the cluster, this limits the speed of growth.

In [4], the assumption (4.1) is called a φ\varphi-radius Beurling estimate in the context of the DLA model (for the function φ(r)=crq\varphi(r)=cr^{-q}). Our proof of Theorem 4.1 in Section 6 below follows essentially the proof of Lawler [12, § 2.6] but one might also want to compare it with [4, Lemma 2.4 and Theorem 2.6]. The important observation is that the relevant arguments in these proofs do not only apply to DLA but to any incremental aggregation.

To illustrate Kesten’s method, we briefly describe how it is applied to obtain the known bounds in 2{\mathbb{Z}}^{2} for DLA and the Eden model. In the next section, we will use it to study ballistic aggregation. For the DLA model in 2{\mathbb{Z}}^{2}, one can use the following well known estimate for harmonic measures.

Proposition 4.2.

(cf. e.g. [12, Proposition 2.5.2]) For any r>1r>1, any connected set A𝒫fdA\subset\mathcal{P}^{d}_{f} with 0A0\in A and radius at least rr, and any zAz\in A, one has

hA(z){Cr1/2,if d=2,C(logr)1/2r1,if d=3,Cr1,if d4.\displaystyle h_{A}(z)\leq\begin{cases}C\,r^{-1/2},&\text{if }d=2,\\ C\,(\log r)^{1/2}r^{-1},&\text{if }d=3,\\ C\,r^{-1},&\text{if }d\geq 4.\end{cases}

Observe that outer boundaries need not be connected such that the above estimates are not directly applicable. However, since any random walk started outside a set AA will first hit A\partial A before hitting AA, we have

hA=hAA for any A𝒫fd.\displaystyle h_{\partial A}=h_{A\cup\partial A}\quad\text{ for any }A\in\mathcal{P}^{d}_{f}.

Hence the above estimates hold also for any boundary set B𝒫dB\in\mathcal{P}^{d}_{\partial}. Applying Theorem 4.1 to DLA in 2{\mathbb{Z}}^{2}, for which, by Proposition 4.2, the hypothesis is satisfied for q=1/2q=1/2, we conclude the existence of a constant c>0c>0 such that almost surely rad(Fn)cn3/2{\rm rad}(F_{n})\leq c\,n^{3/2} for nn sufficiently large. This is the bound stated in Theorem 3.3 above.

Remark 4.3.

For DLA in 3{\mathbb{Z}}^{3}, the bound for the harmonic measure stated in Proposition 4.2 implies that the hypothesis of Theorem 4.1 is satisfied for any q<1q<1. Thus, this theorem yields for any p>12p>\frac{1}{2} the existence of a constant cpc_{p} such that a.s. the bound rad(Fn)cpnp{\rm rad}(F_{n})\leq c_{p}\,n^{p} holds for nn sufficiently large. This is enough to conclude (by letting p1/2p\to 1/2) that a.s. δ¯f2\underline{\delta}_{f}\geq 2, as stated in Corollary 3.4, but it is not enough to get the logarithmic correction for the bound on the radius stated in Theorem 3.3 for the case d=3d=3. For this a slight refinement of Kesten’s method is necessary, see e.g. [4].

For d4d\geq 4, Theorem 4.1 yields the existence of some c>0c>0 such that a.s. the bound rad(Fn)cn1/2{\rm rad}(F_{n})\leq c\,n^{1/2} holds for nn sufficiently large. This is not as good as the bound stated in Theorem 3.3 and shows the rather poor performance of the method in higher dimensions. It is known that the exponent q=1q=1 in Proposition 4.2 is optimal. There are sets AA (e.g. (discrete) line segments) for which the harmonic measure has atoms of this order, cf. e.g. [12, §2.4] for details. Hence Theorem 4.1 cannot provide a better bound for the growth rate in this case.

For the Eden growth model in d{\mathbb{Z}}^{d} (as defined in Example 2.2 above), we have the following estimate for the defining family of distributions (μA)(\mu_{A}):

Lemma 4.4.

For any r>1r>1, any boundary set B𝒫dB\in\mathcal{P}^{d}_{\partial} with rad(B)r{\rm rad}(B)\geq r and any zBz\in B,

μB(z)d(2(d1))1r1.\displaystyle\mu_{B}(z)\leq\sqrt{d}(2(d-1))^{-1}r^{-1}.
Proof.

Denote by e1,,ede_{1},\ldots,e_{d} the coordinate directions. For B𝒫dB\in\mathcal{P}^{d}_{\partial} there is a finite connected set A𝒫fdA\in\mathcal{P}^{d}_{f} with 0A0\in A and rad(A)r1{\rm rad}(A)\geq r-1, such that A=B\partial A=B. Because of its radius AA must contain a point yy with yr1\|y\|\geq r-1. Hence there is a coordinate direction eie_{i} such that the ii-th coordinate of yy satisfies |yi|(r1)/d|y_{i}|\geq(r-1)/\sqrt{d}. Without loss of generality we can assume i=1i=1 and y1>0y_{1}>0. Since y1y_{1} is an integer, we have y1(r1)/d+1y_{1}\geq\lfloor(r-1)/\sqrt{d}\rfloor+1 (where x\lfloor x\rfloor denotes the integer part of x>0x>0) such that y1+1(r1)/d+1r/dy_{1}+1\geq(r-1)/\sqrt{d}+1\geq r/\sqrt{d}.

Since AA is connected, also its projection onto the e1e_{1}-axis must be connected. Hence, for each k=0,,y1k=0,\ldots,y_{1} there is a vertex zkz_{k} in AA whose first coordinate is kk. If one moves from zkz_{k} in direction ±ei\pm e_{i}, i=2,,di=2,\ldots,d to the first vertex outside AA, then this new vertex will be in A=B\partial A=B. It is clear that all the 2(d1)(y1+1)2(d-1)(y_{1}+1) vertices of BB reached in this way are distinct, which implies that

#B2(d1)(y1+1)2(d1)dr.\#B\geq 2(d-1)(y_{1}+1)\geq\frac{2(d-1)}{\sqrt{d}}r.

Hence μB(z)=(#A)1d(2(d1))1r1\mu_{B}(z)=(\#A)^{-1}\leq\sqrt{d}(2(d-1))^{-1}r^{-1} as asserted. ∎

Applying now Kesten’s method to the Eden growth model (Fn)n(F_{n})_{n} in d{\mathbb{Z}}^{d} using the estimate provided in Lemma 4.4 (for the exponent q=1q=1), we infer that there is a constant c>0c>0, such that almost surely

rad(Fn)cn1/2\displaystyle{\rm rad}(F_{n})\leq c\,n^{1/2}

for nn sufficiently large. This implies δ¯f2\underline{\delta}_{f}\geq 2 for the lower fractal growth dimension of the Eden model in d{\mathbb{Z}}^{d}. For d=2d=2, by Proposition 3.2, we therefore recover

δf=2.\delta_{f}=2.

It is also well known that δf=d\delta_{f}=d for the Eden model in d{\mathbb{Z}}^{d}, d3d\geq 3, but Kesten’s method as stated in Theorem 4.1 is not capable of providing such a result, as this would require an estimate of the form (4.1) with q=d1q=d-1, which is simply not true. Indeed, for any rr\in{\mathbb{N}} there is a cluster AA such that for B=AB=\partial A, rad(B)=r{\rm rad}(B)=r and μB(z)(2(d1))1r1\mu_{B}(z)\geq(2(d-1))^{-1}r^{-1}. (Take e.g. A:={(k,0,,0)d:k{0,1,,r1}A:=\{(k,0,\ldots,0)\in{\mathbb{Z}}^{d}:k\in\{0,1,\ldots,r-1\}. Then #B=2+2(d1)r2(d1)r\#B=2+2(d-1)r\leq 2(d-1)r and so μB(z)(2(d1))1r1\mu_{B}(z)\geq(2(d-1))^{-1}r^{-1}.) This precludes an estimate of the form (4.1) to hold for any q>1q>1.

The hypothesis in Kesten’s method is rather restrictive. Requiring some deterministic estimate to be satisfied for all outer boundaries and at all locations zz leads to an exponent qq that is often too small in order to provide a good bound for the radial growth. Although the methods is able to provide lower bounds on radial growth in any dimension dd, it seems that the method is strong only in 2{\mathbb{Z}}^{2}.

It seems plausible, that it should be enough to have a bound on μA(z)\mu_{\partial A}(z) available for outer boundaries of ’typical’ aggregation clusters AA (or for ’most of them’). However, this will require further investigation and is not covered by Theorem 4.1 above. Another approach (which leads in fact to the growth bounds for DLA stated above) are estimates in terms of the volume of the clusters rather than its radius, which will be a topic of further investigation.

5. Ballistic aggregation

We now introduce the ballistic model rigorously and discuss its growth properties. Ballistic aggregation in d{\mathbb{Z}}^{d} will be defined as incremental aggregation (Fn)n(F_{n})_{n\in{\mathbb{N}}} with a suitable distribution family =(bA)A𝒫fd\mathcal{M}=(b_{A})_{A\in\mathcal{P}^{d}_{f}}. In order to determine the model all we have to do is to choose the family \mathcal{M}, i.e., to fix a distribution bAb_{A} on each finite set A𝒫fdA\in\mathcal{P}^{d}_{f}. Roughly, for each zAz\in A, bA(z)b_{A}(z) will be determined by the probability that a ‘directed random line through AA hits zz first’. In order to define this properly, we recall some ideas from stochastic geometry, in particular the concept of an isotropic random line. In what follows, we will view d{\mathbb{Z}}^{d} also as a subset of d{\mathbb{R}}^{d} embedded in the natural way.

Let A(d,1)A(d,1) be the space of lines in d{\mathbb{R}}^{d} (i.e., the affine Grassmannian of 11-flats). We equip it with the usual hit-or-miss topology and the associated Borel σ\sigma-algebra 𝒜(d,1)\mathcal{A}(d,1), see e.g. [18, Chapter 13] for details. For any compact set KdK\subset{\mathbb{R}}^{d} let

[K]:={LA(d,1):LK}.[K]:=\{L\in A(d,1):L\cap K\neq\emptyset\}.

Then 𝒜(d,1)=σ({[K]:K𝒦d})\mathcal{A}(d,1)=\sigma(\{[K]:K\in\mathcal{K}^{d}\}), where 𝒦d\mathcal{K}^{d} denotes the family of all convex bodies, that is, compact, convex sets in d{\mathbb{R}}^{d}.

It is well known, cf.  e.g. [18], that there is a unique Euclidean motion-invariant Radon measure μ1\mu_{1} on A(d,1)A(d,1) such that

μ1([Bd])=κd1.\mu_{1}([B_{d}])=\kappa_{d-1}.

Here BnB_{n} is the unit ball in n{\mathbb{R}}^{n} and κn:=λn(Bn)\kappa_{n}:=\lambda_{n}(B_{n}) denotes its volume.

Observe that, by the Crofton formula, cf. e.g. [18, Theorem 5.1.1], for any convex body K𝒦dK\in\mathcal{K}^{d},

(5.1) μ1([K])\displaystyle\mu_{1}([K]) =A(d,1)𝟏{KL}μ1(dL)\displaystyle=\int_{A(d,1)}\mathbf{1}\{K\cap L\neq\emptyset\}\mu_{1}(dL)
=A(d,1)V0(KL)μ1(dL)=αdVd1(K),\displaystyle=\int_{A(d,1)}V_{0}(K\cap L)\mu_{1}(dL)=\alpha_{d}\,V_{d-1}(K),

where the constant is given by αd:=2(d1)!κd1d!κd=2κd1dκd\alpha_{d}:=\frac{2(d-1)!\kappa_{d-1}}{d!\kappa_{d}}=\frac{2\kappa_{d-1}}{d\kappa_{d}} and Vj(K)V_{j}(K) is the intrinsic volume of KK of degree jj. If KK has nonempty interior, then Vd1(K)V_{d-1}(K) is half the surface area of KK. This means, the measure of lines hitting a given convex body KK is up to some universal constant given by the surface area of KK. Following [18, Definition 8.4.2], for any convex body K𝒦dK\in\mathcal{K}^{d} with Vd1(K)>0V_{d-1}(K)>0, an isotropic random line through KK is defined to be a random variable L:ΩA(d,1)L:\Omega\to A(d,1) with distribution given by

(L𝒜):=K(𝒜):=μ1(𝒜[K])μ1([K]),𝒜𝒜(d,1).{\mathbb{P}}(L\in\mathcal{A}):={\mathbb{P}}^{K}(\mathcal{A}):=\frac{\mu_{1}(\mathcal{A}\cap[K])}{\mu_{1}([K])},\qquad\mathcal{A}\in\mathcal{A}(d,1).

This definition extends without any problem to arbitrary compact sets KdK\subset{\mathbb{R}}^{d}, provided that μ1([K])>0\mu_{1}([K])>0. However, the convenient interpretation (5.1) of μ1\mu_{1} in terms of Vd1V_{d-1} (or the surface area) is no longer valid if KK is not convex. Observe that for any compact KdK\subset{\mathbb{R}}^{d}, one has μ1([K])μ1([conv(K)])<\mu_{1}([K])\leq\mu_{1}\left(\left[\operatorname{conv}(K)\right]\right)<\infty, where conv(K)\operatorname{conv}(K) denotes the convex hull of KK. Thus, for any compact set KdK\subset{\mathbb{R}}^{d} with μ1([K])>0\mu_{1}([K])>0, the distribution K{\mathbb{P}}^{K} is well defined and so is an isotropic random line through KK. In 2{\mathbb{R}}^{2} one has the following additional property, which turns out to simplify the analysis significantly: for any connected, compact set C2C\subset{\mathbb{R}}^{2},

[C]=[conv(C)].[C]=[\operatorname{conv}(C)].

Therefore, C=conv(C){\mathbb{P}}^{C}={\mathbb{P}}^{\operatorname{conv}(C)} (provided V1(conv(C))>0V_{1}(\operatorname{conv}(C))>0, i.e., CC not a singleton). Thus in dimension 2 one can work with convex hulls instead of the original sets. Unfortunately, this is not possible in any higher dimension.

For any finite set A𝒫fdA\in\mathcal{P}^{d}_{f} denote by A\square A the union of grid boxes centered in AA, that is, let

A:=zACz where Cz=[12,12]d+z.\square A:=\bigcup_{z\in A}C_{z}\qquad\text{ where }C_{z}=\left[-\frac{1}{2},\frac{1}{2}\right]^{d}+z.

Then, for any d2d\geq 2 and A𝒫fd{}A\in\mathcal{P}^{d}_{f}\setminus\{\emptyset\}, the distribution A{\mathbb{P}}^{\square A} of an isotropic random line through A\square A is well defined. The idea for the definition of the ballistic measure bAb_{A} is now as follows: We identify AA with A\square A and generate an isotropic random line LL through A\square A. We choose randomly a direction on LL. Then for any zAz\in A, we let μA(z)\mu_{A}(z) be the probability that, when traveling along LL in the chosen direction, the square CzC_{z} is the first square in A\square A visited by LL. More formally, we fix for each LA(d,1)L\in A(d,1) a direction vL𝕊d1v_{L}\in\mathbb{S}^{d-1}. (We choose vLv_{L} such that the mapping LvLL\mapsto v_{L} is measurable.) For A𝒫fdA\in\mathcal{P}^{d}_{f} and LA(d,1)L\in A(d,1), let

LA:={zA:CzL},L^{A}:=\{z\in A:C_{z}\cap L\neq\emptyset\},

that is, LAL^{A} is the set of those points in AA whose associated boxes are intersected by LL. Traversing LL in direction vLv_{L} induces an order in LAL^{A}. (For certain lines the order in which the boxes are visited is not well defined, namely if LL hits a box first at an intersection point of two or several boxes not visited before. In such a case the order can be made unique by fixing some order of the boxes CzC_{z} in zdz\in{\mathbb{Z}}^{d}, such as the one induced by the lexicographic order in d{\mathbb{Z}}^{d}. However, for μ1\mu_{1}-almost all lines LL the order in LAL^{A} is well defined without this.) Denote by min(LA)\min(L^{A}) and max(LA)\max(L^{A}) the first and last point in LAL^{A} ‘visited’ by LL.

Definition 5.1.

(Ballistic measure) Let A𝒫fd{}A\in\mathcal{P}^{d}_{f}\setminus\{\emptyset\}. For zdz\in{\mathbb{Z}}^{d} and LA(d,1)L\in A(d,1) define

bA(z,L)\displaystyle b_{A}(z,L) :={1,if LA={z},12,if #(LA)>1 and z{min(LA),max(LA)},0,otherwise.\displaystyle:=\begin{cases}1,&\text{if }L^{A}=\{z\},\\ \frac{1}{2},&\text{if }\#(L^{A})>1\text{ and }z\in\{\min(L^{A}),\max(L^{A})\},\\ 0,&\text{otherwise}.\end{cases}

Then a probability measure bAb_{A} on AA is well defined by setting

bA(z)\displaystyle b_{A}(z) :=A(d,1)bA(z,L)A(dL),zd.\displaystyle:=\int_{A(d,1)}b_{A}(z,L){\mathbb{P}}^{\square A}(dL),\qquad z\in{\mathbb{Z}}^{d}.

We call bAb_{A} the ballistic measure on AA.

Observe that bA(z)=0b_{A}(z)=0 for zAz\notin A and zAbA(z)=1\sum_{z\in A}b_{A}(z)=1. Hence, bAb_{A} is indeed a probability measure which is concentrated on AA, that is, bA𝒟(A)b_{A}\in\mathcal{D}(A). Note also that, for any zAz\in A,

(5.2) bA(z)\displaystyle b_{A}(z) =A(d,1)bA(z,L)A(dL)A(d,1)𝟏{L[Cz]}A(dL)=A([Cz]).\displaystyle=\int_{A(d,1)}b_{A}(z,L){\mathbb{P}}^{\square A}(dL)\leq\int_{A(d,1)}\mathbf{1}\{L\in[C_{z}]\}{\mathbb{P}}^{\square A}(dL)={\mathbb{P}}^{\square A}([C_{z}]).

This gives a first upper bound of the probability mass of bAb_{A} at single vertices. Ballistic aggregation (BA) on d{\mathbb{Z}}^{d} is now defined to be incremental aggregation with distribution family (bA)A𝒫fd(b_{A})_{A\in\mathcal{P}^{d}_{f}}, where bAb_{A} is the ballistic measure on AA.

For the ballistic model in d{\mathbb{Z}}^{d}, d2d\geq 2, we have the following main result concerning the radial growth of clusters, which parallels the one obtained by Kesten for DLA.

Theorem 5.2.

Let dd\in{\mathbb{N}}, d2d\geq 2 and (Fn)n(F_{n})_{n\in{\mathbb{N}}} be ballistic aggregation in d{\mathbb{Z}}^{d}. There exists a constant c>0c>0 such that almost surely for nn sufficiently large

rad(Fn)cn1/2.\displaystyle{\rm rad}(F_{n})\leq c\,n^{1/2}.

Combining this bound with the trivial lower bound provided by Propositon 3.2, we conclude that in 2{\mathbb{Z}}^{2} the fractal dimension δf\delta_{f} of BA clusters exists and equals 22. This confirms a long standing conjecture in the physics literature, cf. [5, 14, 2, 20].

Corollary 5.3.

For the ballistic model in 2{\mathbb{Z}}^{2}, one has δf=2\delta_{f}=2 almost surely.

Proof.

On the one hand, by Propositon 3.2, δ¯f2\overline{\delta}_{f}\leq 2 almost surely. On the other hand, Theorem 5.2 implies

δ¯f=lim infnlognlog(rad(Fn))limnlognlog(cn1/2)=2.\displaystyle\underline{\delta}_{f}=\liminf_{n\to\infty}\frac{\log n}{\log({\rm rad}(F_{n}))}\geq\lim_{n\to\infty}\frac{\log n}{\log(cn^{1/2})}=2.\qquad\qed
Remark 5.4.

We can even get a slightly stronger conclusion from the above theorem regarding the asymptotic size of BA clusters. The ballistic model in 2{\mathbb{Z}}^{2} satisfies almost surely

lim infn#Fn(rad(Fn))2lim infnnc2n=c2>0.\liminf_{n\to\infty}\frac{\#F_{n}}{({\rm rad}(F_{n}))^{2}}\geq\liminf_{n\to\infty}\frac{n}{c^{2}n}=c^{-2}>0.

This may be interpreted as saying that asymptotically BA clusters cover a positive portion of the plane. (More precisely, the quotient of the area covered by the cluster Fn\square F_{n} (given by #Fn\#F_{n}) and the area of the smallest ball containing Fn\square F_{n} (πrad(Fn)2\approx\pi\cdot{\rm rad}(F_{n})^{2}) is asymptotically bounded from below, as nn\to\infty.)

For d3d\geq 3, the conclusion regarding the fractal dimension of the BA model is not quite as strong as for d=2d=2.

Corollary 5.5.

For the ballistic model in d{\mathbb{Z}}^{d}, d3d\geq 3, one has δ¯f2\underline{\delta}_{f}\geq 2 almost surely.

As in the case d=2d=2, this can be directly deduced from Theorem 5.2. Unfortunately, this lower bound for the fractal dimension is far from the conjectured value δf=d\delta_{f}=d in this case.

The proof of Theorem 5.2 will be based on Kesten’s method (Theorem 4.1 above). In order to apply it, a suitable estimate for the local growth of the ballistic measures bAb_{A} is required, which we state now.

Proposition 5.6.

For any dd\in{\mathbb{N}}, d2d\geq 2, there exists a constant Cd>0C_{d}>0 such that, for any r1r\geq 1, any connected set A𝒫fdA\in\mathcal{P}^{d}_{f} with 0A0\in A and rad(A)r{\rm rad}(A)\geq r, and any zAz\in A,

bA(z)Cdr1.\displaystyle b_{A}(z)\leq C_{d}\,r^{-1}.

For d=2d=2, C2=2C_{2}=2 is a suitable constant.

Before we provide a proof of Proposition 5.6, we first clarify that Theorem 5.2 easily follows from this statement.

Proof of Theorem 5.2.

By Proposition 5.6, the hypothesis in Kesten’s method (Theorem 4.1) is satisfied for the exponent q=1q=1 for the ballistic model (Fn)n(F_{n})_{n\in{\mathbb{N}}} on d{\mathbb{Z}}^{d} for any d2d\geq 2. Hence from this theorem, the stated bounds on the radial growth of this model (with the exponent 1/(1+q)=1/21/(1+q)=1/2) follow at once. ∎

Observe that any improvement on the exponent q=1q=1 in Proposition 5.6 (i.e., any larger qq) would allow to deduce from Kesten’s method a better bound for the radial growth. Unfortunately, the exponent q=1q=1 in Proposition 5.6 turns out to be optimal in any dimension d2d\geq 2, as the following remark clarifies.

Remark 5.7.

The exponent q=1q=1 in Proposition 5.6 is optimal (largest possible) in any space dimension d2d\geq 2. Consider for any dd\in{\mathbb{Z}}, d2d\geq 2 and any integer r1r\geq 1 the set

A=Ar:={(s,0,,0)d:s{0,,r}}.A=A_{r}:=\left\{(s,0,\ldots,0)\in{\mathbb{Z}}^{d}:s\in\{0,...,r\}\right\}.

Observe that A\square A is a union of r+1r+1 unit size boxes placed side by side in a row. Hence A\square A is convex and rad(A)=r{\rm rad}(A)=r. Moreover, noting that for any directed line LL hitting the cube C0C_{0} at all, C0C_{0} is always the first or the last cube of A\square A visited by LL, we obtain for the ballistic measure at z=0z=0 (and similarly at z=(r,0,,0)z=(r,0,\ldots,0))

bA(z)\displaystyle b_{A}(z) =A(d,1)bA(z,L)A(dL)12A(d,1)𝟏{L[Cz]}A(dL)=12A([Cz])\displaystyle=\int_{A(d,1)}b_{A}(z,L){\mathbb{P}}^{\square A}(dL)\geq\frac{1}{2}\int_{A(d,1)}\mathbf{1}\{L\in[C_{z}]\}{\mathbb{P}}^{\square A}(dL)=\frac{1}{2}{\mathbb{P}}^{\square A}([C_{z}])
=12μ1([Cz])μ1([A])=12Vd1(Cz)Vd1(Ar)=12d1+(d1)(r+1)=12d(d1)r+d.\displaystyle=\frac{1}{2}\frac{\mu_{1}([C_{z}])}{\mu_{1}([\square A])}=\frac{1}{2}\frac{V_{d-1}(C_{z})}{V_{d-1}(A_{r})}=\frac{1}{2}\cdot\frac{d}{1+(d-1)(r+1)}=\frac{1}{2}\cdot\frac{d}{(d-1)r+d}.

For any rdr\geq d, the denominator in the last expression is bounded from above by drd\,r and therefore we obtain bA(z)1/2r1b_{A}(z)\geq 1/2\cdot r^{-1}. Hence a bound as in Proposition 5.6 valid for the ballistic measures bAb_{A} of all finite sets AfdA\in{\mathbb{P}}^{d}_{f} cannot be true for any q>1q>1.

Proof of Proposition 5.6.

We first discuss the case d=2d=2, for which our argument is much simpler than for the general case. Fix r1r\geq 1. Let A𝒫f2A\in\mathcal{P}^{2}_{f} be a connected set with 0A0\in A and rad(A)r{\rm rad}(A)\geq r. Note that the connectedness implies [A]=[conv(A)][\square A]=[\operatorname{conv}(\square A)]. The set A\square A contains the square C0C_{0} and another unit square CyC_{y} with y2y\in{\mathbb{Z}}^{2} and yr\|y\|\geq r. Hence conv(A)\operatorname{conv}(\square A) contains conv(C0Cy)\operatorname{conv}(C_{0}\cup C_{y}) and thus a rectangle RrR_{r} with sidelengths rr and 11. (Choose one side of RrR_{r} parallel to the vector yy.) Using (5.2) and the properties of the measure μ1\mu_{1}, we conclude that, for any zAz\in A,

bA(z)\displaystyle b_{A}(z) A([Cz])=μ1([Cz])μ1([conv(A)])μ1([C0])μ1([Rr])=V1(C0)V1(Rr)=21+r2r1.\displaystyle\leq{\mathbb{P}}^{\square A}([C_{z}])=\frac{\mu_{1}([C_{z}])}{\mu_{1}([\operatorname{conv}(\square A)])}\leq\frac{\mu_{1}([C_{0}])}{\mu_{1}([R_{r}])}=\frac{V_{1}(C_{0})}{V_{1}(R_{r})}=\frac{2}{1+r}\leq 2r^{-1}.

This shows the claimed estimate for d=2d=2 and also that C2=2C_{2}=2 is a suitable constant in this case.

Now let us turn to the case d3d\geq 3. We start similary as for d=2d=2. Let r1r\geq 1 and let A𝒫fdA\in\mathcal{P}^{d}_{f} be a connected set with 0A0\in A and rad(A)r{\rm rad}(A)\geq r. As before, the set A\square A contains the square C0C_{0} and another unit square CyC_{y} with ydy\in{\mathbb{Z}}^{d} and yr\|y\|\geq r, but now we can not simply replace A\square A by its convex hull, since the latter set may be hit by significantly many more lines than A\square A.

Since AA is connected, it must contain a path from 0 to yy, that is, there are mm\in{\mathbb{N}} and points p0:=0,p1,,pm1,pm:=yAp_{0}:=0,p_{1},\ldots,p_{m-1},p_{m}:=y\in A such that pipi1=1||p_{i}-p_{i-1}||=1 for i=1,,mi=1,\ldots,m. Let Γ:={p0,,pm}\Gamma:=\{p_{0},\ldots,p_{m}\} and let GG denote (the graph of) the shortest curve connecting these points in the given order. Notice that GG consists of axis-parallel segments of length 1. For FdF\subset{\mathbb{R}}^{d} and r>0r>0 let

Fr:={xd:infyFxyr}F_{\oplus r}:=\left\{x\in{\mathbb{R}}^{d}:\inf_{y\in F}||x-y||\leq r\right\}

denote the rr-parallel set of FF. Observe that G1/2ΓG_{\oplus 1/2}\subset\square\Gamma. (Indeed, any point in G1/2G_{\oplus 1/2} is contained in some ball B(x,12)B(x,\frac{1}{2}) with xGx\in G. If xΓx\in\Gamma, then B(x,12)CxB(x,\frac{1}{2})\subset C_{x} and if xx is on the segment S(pk,pk+1)S(p_{k},p_{k+1}) connecting pkp_{k} and pk+1p_{k+1}, then obviously B(x,12)CpkCpk+1B(x,\frac{1}{2})\subset C_{p_{k}}\cup C_{p_{k+1}}.) This yields

μ1([G1/2])μ1([Γ])μ1([A]).\mu_{1}([G_{\oplus 1/2}])\leq\mu_{1}([\square\Gamma])\leq\mu_{1}([\square A]).

We claim now that there is a constant C~d\widetilde{C}_{d} (independent of GG and rr) such that

(5.3) μ1([G1/2])C~dr.\displaystyle\mu_{1}([G_{\oplus 1/2}])\geq\widetilde{C}_{d}\,r.

Using (5.2), the properties of the measure μ1\mu_{1} and (5.1), we conclude from (5.3) that, for any zAz\in A,

bA(z)\displaystyle b_{A}(z) A([Cz])=μ1([Cz])μ1([A])μ1([C0])μ1([G1/2])αdVd1(C0)C~dr=αddC~dr1.\displaystyle\leq{\mathbb{P}}^{\square A}([C_{z}])=\frac{\mu_{1}([C_{z}])}{\mu_{1}([\square A])}\leq\frac{\mu_{1}([C_{0}])}{\mu_{1}([G_{\oplus 1/2}])}\leq\frac{\alpha_{d}V_{d-1}(C_{0})}{\widetilde{C}_{d}\,r}=\frac{\alpha_{d}\,d}{\widetilde{C}_{d}}r^{-1}.

This shows the estimate stated in Proposition 5.6 (for the constant Cd:=αdd/C~dC_{d}:=\alpha_{d}d/\widetilde{C}_{d}).

It remains to provide a proof of (5.3). The rough idea here is to compare the measure of lines through the tube G1/2G_{\oplus 1/2} with the measure of lines through the tube S1/2S_{\oplus 1/2}, where S:=S(0,y)S:=S(0,y) is the segment connecting 0 and yy, and to observe that the latter is of order rr. Observe that any hyperplane hitting SS does also hit the curve GG, since both curves have the same endpoints. (Indeed, if the hyperplane contains an endpoint of SS then it obviously intersects also GG. Otherwise the hyperplane contains an inner point of SS and separates the common endpoints of SS and GG. But then the curve GG must also intersect the hyperplane when passing from one side to the other.) This will be useful for decomposing μ1([G1/2])\mu_{1}([G_{\oplus 1/2}]).

Let A(d,d1)A(d,d-1) denote the set of all (d1)(d-1)-flats and μd1\mu_{d-1} the unique Euclidean motion invariant measure on A(d,d1)A(d,d-1) such that μd1([Bd])=2\mu_{d-1}(\left[B^{d}\right])=2, see [18, Ch. 13.2] for details. For HA(d,d1)H\in A(d,d-1) denote by A(H,1)A(H,1) the set of lines in HH and let μ1H\mu_{1}^{H} be the invariant line measure on A(H,1)A(H,1) (which is the image measure of μ1\mu_{1} on d1{\mathbb{R}}^{d-1} under some isometry from d1{\mathbb{R}}^{d-1} to HH. Recall that for d3d\geq 3 the measure of any set 𝒜\mathcal{A} of lines may be determined by computing its line measure in hyperplanes and then integrating over all hyperplanes. More precisely, for any 𝒜𝒜(d,1)\mathcal{A}\in\mathcal{A}(d,1),

μ1(𝒜)=A(d,d1)μ1H(𝒜)μd1(dH),\displaystyle\mu_{1}(\mathcal{A})=\int_{A(d,d-1)}\mu_{1}^{H}(\mathcal{A})\mu_{d-1}(dH),

see e.g. [18, Thm. 7.1.2 and the subsequent Remark].

Let s:=y/ys:=y/||y|| be the direction of the segment SS. For any HA(d,d1)H\in A(d,d-1), denote by vH𝕊d1v_{H}\in{\mathbb{S}}^{d-1} some unit normal of HH and by pHp_{H} the corresponding (signed) distance to 0 (such that H={xd:x,vH=pH}H=\{x\in{\mathbb{R}}^{d}:\langle x,v_{H}\rangle=p_{H}\}). Note that vHv_{H} is uniquely determined for a.a. HH if we require additionally s,vH0\langle s,v_{H}\rangle\geq 0. For a lower bound, we do not need to compute the line measure in all hyperplanes. We restrict our attention to the following set. Fix some δ>0\delta>0 and let

:={HA(d,d1):vH,sδ and HS}.\displaystyle\mathcal{H}:=\left\{H\in A(d,d-1):\langle v_{H},s\rangle\geq\delta\text{ and }H\cap S\neq\emptyset\right\}.

Observe that, for each HH\in\mathcal{H}, we have GHG\cap H\neq\emptyset, i.e. there is some point xGHx\in G\cap H, implying that G1/2G_{\oplus 1/2} contains the closed ball B(x,12)B(x,\frac{1}{2}) with radius 12\frac{1}{2} and center xx. Hence, by (5.1),

μ1H([G1/2])μ1H([B(x,1/2)])=αd1Vd2(Bd1(1/2))=:c~d,\displaystyle\mu_{1}^{H}\left(\left[G_{\oplus 1/2}\right]\right)\geq\mu_{1}^{H}\left(\left[B(x,1/2)\right]\right)=\alpha_{d-1}V_{d-2}(B^{d-1}(1/2))=:\widetilde{c}_{d},

where Bk(t)B^{k}(t) denotes a ball in k{\mathbb{R}}^{k} with radius tt (centered at 0). The most important thing to note here is that c~d\widetilde{c}_{d} is some positive constant independent of HH and rr. Therefore, we infer

(5.4) μ1([G1/2])\displaystyle\mu_{1}\left(\left[G_{\oplus 1/2}\right]\right) =A(d,d1)μ1H([G1/2])μd1(dH)\displaystyle=\int_{A(d,d-1)}\mu_{1}^{H}\left(\left[G_{\oplus 1/2}\right]\right)\mu_{d-1}(dH)
μ1H([G1/2])μd1(dH)c~dμd1().\displaystyle\geq\int_{\mathcal{H}}\mu_{1}^{H}\left(\left[G_{\oplus 1/2}\right]\right)\mu_{d-1}(dH)\geq\widetilde{c}_{d}\,\mu_{d-1}(\mathcal{H}).

Employing [18, Theorem 13.2.12], we conclude that

μd1()\displaystyle\mu_{d-1}(\mathcal{H}) =G(d,d1)F𝟏(F+z)λ1(dz)νd1(dF)\displaystyle=\int_{G(d,d-1)}\int_{F^{\perp}}\mathbf{1}_{\mathcal{H}}(F+z)\lambda_{1}(dz)\nu_{d-1}(dF)
=G(d,d1)𝟏{s,vFδ}F𝟏{(F+z)S}λ1(dz)νd1(dF),\displaystyle=\int_{G(d,d-1)}\mathbf{1}\{\langle s,v_{F}\rangle\geq\delta\}\int_{F^{\perp}}\mathbf{1}\{(F+z)\cap S\neq\emptyset\}\lambda_{1}(dz)\nu_{d-1}(dF),

where G(d,d1)G(d,d-1) denotes the Grassmannian of hyperplanes in d{\mathbb{R}}^{d} and νd1\nu_{d-1} the invariant measure on G(d,d1)G(d,d-1). Moreover, as before vFv_{F} denotes the unit normal of FF such that s,vF0\langle s,v_{F}\rangle\geq 0 and λ1\lambda_{1} is the 11-dim. Lebesgue measure on FF^{\perp}. Now observe that the inner integral in the last term is bounded from below by rδr\delta. Indeed, we have (F+z)S(F+z)\cap S\neq\emptyset if and only if y,vFz,vF0\langle y,v_{F}\rangle\geq\langle z,v_{F}\rangle\geq 0. Moreover, if the first indicator is 1, then y,vF=ys,vFrδ\langle y,v_{F}\rangle=||y||\langle s,v_{F}\rangle\geq r\delta. Hence λ1({zF:(F+z)S})λ1({zF:rδz,vF0})=rδ\lambda_{1}(\{z\in F^{\perp}:(F+z)\cap S\neq\emptyset\})\geq\lambda_{1}(\{z\in F^{\perp}:r\delta\geq\langle z,v_{F}\rangle\geq 0\})=r\delta as claimed.

It follows that

(5.5) μd1()\displaystyle\mu_{d-1}(\mathcal{H}) rδνd1({FG(d,d1):vF,sδ})=:c^dr,\displaystyle\geq r\delta\cdot\nu_{d-1}(\{F\in G(d,d-1):\langle v_{F},s\rangle\geq\delta\})=:\hat{c}_{d}\,r,

where the constant c^d\hat{c}_{d} is positive and independent of rr. Now the claim (5.3) follows (for the constant C~d:=c~dc^d\widetilde{C}_{d}:=\widetilde{c}_{d}\,\hat{c}_{d}) by combining (5.4) and (5.5). ∎

6. Proof of Kesten’s method

The first step towards a proof of Theorem 4.1 is an equivalent reformulation of the conclusion in a more convenient form. Let (Fn)n(F_{n})_{n\in{\mathbb{N}}} be some incremental aggregation. Recall the definition of the radius rad(Fn){\rm rad}(F_{n}) from (3.1). We define the two random functions

R:[0,),nrad(Fn)\displaystyle R:{\mathbb{N}}\to[0,\infty),\quad n\mapsto{\rm rad}(F_{n})

and

T:[0,),rmin{j|R(j)r}.\displaystyle T:[0,\infty)\to{\mathbb{N}},\quad r\mapsto\min\{j\in{\mathbb{N}}\ |\ R(j)\geq r\}.

Clearly, T(r)T(r) is the first time step at which the growing cluster has radius at least rr. It is easy to see that almost surely the functions RR and TT are non-decreasing. Moreover, one has almost surely the relations T(R(n))nT(R(n))\leq n for each nn\in{\mathbb{N}}, and R(T(r))rR(T(r))\geq r for each r[0,)r\in[0,\infty). Note also that almost surely

R(n) as n and T(r) as r.\displaystyle R(n)\to\infty\text{ as }n\to\infty\quad\text{ and }\quad T(r)\to\infty\text{ as }r\to\infty.

The conclusion in Theorem 4.1 is an almost sure upper bound on the random function RR. Our aim is to reformulate this upper bound on RR equivalently as a lower bound on the waiting time TT. The following statement provides this link. Recall that a function h:[0,)[0,)h:[0,\infty)\to[0,\infty) is called multiplicative if and only if h(xy)=h(x)h(y)h(xy)=h(x)h(y) for all x,y0x,y\geq 0. Note that multiplicativity implies h(0)=0h(0)=0 and h(1)=1h(1)=1. (The functions xxpx\mapsto x^{p}, p>0p>0 are generic examples for such hh.)

Lemma 6.1.

Let a>0a>0 and h:[0,)[0,)h:[0,\infty)\to[0,\infty) be a bijective, multiplicative and increasing function. For c>0c>0 define the events

Ac:={ωΩ|N:R(ω)(n)ch(n) for all nN}\displaystyle A_{c}:=\{\omega\in\Omega\ |\ \exists N\in{\mathbb{N}}:R(\omega)(n)\leq c\,h(n)\text{ for all }n\geq N\}

and

Dc:={ωΩ|r0:T(ω)(ar)ch1(r) for all rr0}.\displaystyle D_{c}:=\{\omega\in\Omega\ |\ \exists r_{0}\in{\mathbb{N}}:T(\omega)(ar)\geq c\,h^{-1}(r)\text{ for all }r\geq r_{0}\}.

Then the following assertions are equivalent:

  1. (i)

    There exists a constant c>0c>0 such that (Ac)=1{\mathbb{P}}(A_{c})=1.

  2. (ii)

    There exists a constant c¯>0\bar{c}>0 such that (Dc¯)=1{\mathbb{P}}(D_{\bar{c}})=1.

Proof.

Fix some c>0c>0 and let ωAc\omega\in A_{c}. Choose NN\in{\mathbb{N}} such that R(n)ch(n)R(n)\leq c\,h(n) holds for all nNn\geq N. (Here and in the sequel NN, RR and TT depend on ω\omega, which we suppress in the notation.) Since hh is bijective and multiplicative, the last inequalities are equivalent to c~h1(R(n))n\tilde{c}\,h^{-1}(R(n))\leq n being satisfied for all nNn\geq N, where c~:=h1(1/c)\tilde{c}:=h^{-1}(1/c). Since T(s)T(s)\to\infty as ss\to\infty, we can find r0r_{0}\in{\mathbb{N}} large enough such that T(ar0)>NT(ar_{0})>N. Obviously this implies T(ar)T(ar0)>NT(ar)\geq T(ar_{0})>N for all rr0r\geq r_{0}, since TT is increasing. Hence we infer that c~h1(R(T(ar)))T(ar)\tilde{c}h^{-1}(R(T(ar)))\leq T(ar) holds for each rr0r\geq r_{0}. Observe now that h1h^{-1} is increasing and multiplicative since hh is. Taking into account that R(T(ar))arR(T(ar))\geq ar, we conclude that for each rr0r\geq r_{0}

T(ar)c~h1(ar)=c~h1(a)h1(r)=:c¯h1(r).T(ar)\geq\tilde{c}h^{-1}(ar)=\tilde{c}h^{-1}(a)\cdot h^{-1}(r)=:\bar{c}\cdot h^{-1}(r).

Hence ωDc¯\omega\in D_{\bar{c}}. It is now important to note that c¯=h1(a/c)\bar{c}=h^{-1}(a/c) does not depend on ω\omega (but only on hh, aa and cc). Therefore we have proved that AcDc¯A_{c}\subseteq D_{\bar{c}}.

With a completely analogous argument one can show that Dc¯AcD_{\bar{c}}\subseteq A_{c}. Hence Ac=Dc¯A_{c}=D_{\bar{c}} for any c>0c>0 (and c¯=h1(a/c)\bar{c}=h^{-1}(a/c)). In particular, if (Ac)=1{\mathbb{P}}(A_{c})=1 for some c>0c>0, then (Dc¯)=1{\mathbb{P}}(D_{\bar{c}})=1. Similarly, if (Dc^)=1{\mathbb{P}}(D_{\hat{c}})=1 for some c^>0\hat{c}>0, then c:=a/h(c^)>0c:=a/h(\hat{c})>0, c¯=h1(a/c)=c^\bar{c}=h^{-1}(a/c)=\hat{c} and therefore (Ac=1)=1{\mathbb{P}}(A_{c}=1)=1. This completes the proof. ∎

Assume now that the hypothesis of Theorem 4.1 is satisfied for some q>0q>0. Consider for any c>0c>0 the events

Ac:={ωΩ|N:R(ω)(n)cn11+q for all nN}\displaystyle A_{c}:=\{\omega\in\Omega\ |\ \exists N\in{\mathbb{N}}:R(\omega)(n)\leq c\,n^{\frac{1}{1+q}}\text{ for all }n\geq N\}

and

Dc:={ωΩ|r0:T(ω)(2r)cr1+q for all rr0}.\displaystyle D_{c}:=\{\omega\in\Omega\ |\ \exists r_{0}\in{\mathbb{N}}:T(\omega)(2r)\geq cr^{1+q}\text{ for all }r\geq r_{0}\}.

It is clear that the conclusion of Theorem 4.1 may be formulated as follows in terms of the events AcA_{c}: There exists a constant c>0c>0 such that (Ac)=1{\mathbb{P}}(A_{c})=1.

Note that AcA_{c} and DcD_{c} are the same as the corresponding events defined in Lemma 6.1 for the choices a=2a=2 and

h:[0,)[0,),xx11+q.\displaystyle h:[0,\infty)\to[0,\infty),\quad x\mapsto x^{\frac{1}{1+q}}.

Clearly, hh is bijective, multiplicative and increasing as required. Hence, by Lemma 6.1, the conclusion of Theorem 4.1 holds if and only if there exists a constant β>0\beta>0 such that

(6.1) (Dβ)=1.\displaystyle{\mathbb{P}}(D_{\beta})=1.

Therefore, in order to prove Theorem 4.1 it clearly suffices to prove that its hypothesis implies the existence of some constant β>0\beta>0 such that (6.1) holds.

In order to achieve this we introduce some more notation. For nn\in{\mathbb{N}} we write Fn={y1,,yn}F_{n}=\{y_{1},\dots,y_{n}\}, where yjy_{j} denotes the (random) point added to the cluster at time jj\in{\mathbb{N}}. Fix some β>0\beta>0, which will be determined later on. For rr\in{\mathbb{N}} let m~r:=βr1+q\widetilde{m}_{r}:=\beta r^{1+q} and define

Vr:={ωΩ|T(ω)(2r)<m~r}.\displaystyle V_{r}:=\{\omega\in\Omega\ |\ T(\omega)(2r)<\widetilde{m}_{r}\}.

Let Sr:={xd|r|x|<r+1}S_{r}:=\{x\in{\mathbb{Z}}^{d}\ |\ r\leq|x|<r+1\} be the discrete sphere in d{\mathbb{Z}}^{d} of radius rr centered at the origin. (It is easy to see that any connected set AdA\in{\mathbb{Z}}^{d} with 0A0\in A and rad(A)r{\rm rad}(A)\geq r will contain at least one point of SrS_{r}, since there will be a path in AA connecting 0 to some point at distance at least rr which can not avoid intersecting the set SrS_{r}.) Further we define the set of all possible (self-avoiding) paths in d{\mathbb{Z}}^{d} of length rr (i.e., passing rr edges) with starting point in SrS_{r} by

Zr:={𝐳:=(z0,,zr)(d)r|\displaystyle Z_{r}:=\big{\{}\mathbf{z}:=(z_{0},\dots,z_{r})\in({\mathbb{Z}}^{d})^{r}\ |\ z1Sr,{zi,zi+1}E for i=0,,r1\displaystyle z_{1}\in S_{r},\{z_{i},z_{i+1}\}\in E\text{ for }i=0,\ldots,r-1
(6.2) and zizj for ij}.\displaystyle\text{ and }z_{i}\neq z_{j}\text{ for }i\neq j\big{\}}.

For any 𝐳Zr\mathbf{z}\in Z_{r} we define the event

Wr(𝐳):={ωΩ|j0<<jrm~r such that yji(ω)=zi for i=0,,r}\displaystyle W_{r}(\mathbf{z}):=\left\{\omega\in\Omega\ |\ \exists j_{0}<\dots<j_{r}\leq\widetilde{m}_{r}\ \text{ such that }y_{j_{i}}(\omega)=z_{i}\text{ for }i=0,\ldots,r\right\}

and the union of these events by

Wr:=𝐳ZrWr(𝐳).\displaystyle W_{r}:=\bigcup_{\mathbf{z}\in Z_{r}}W_{r}(\mathbf{z}).

Note that this is a finite union, as for any rr\in{\mathbb{N}} there are only finitely many paths in ZrZ_{r}. Note also that WrW_{r} as well as VrV_{r} depend (via m~r\widetilde{m}_{r}) on the choice of β\beta, which is suppressed in the notation but which will become important later. We claim that for each rr\in{\mathbb{N}}

(6.3) VrWr.\displaystyle V_{r}\subseteq W_{r}.

Indeed, if ωVr\omega\in V_{r}, then T(ω)(2r)<m~rT(\omega)(2r)<\widetilde{m}_{r}. For mr:=max{j|jm~r}m_{r}:=\max\{j\in{\mathbb{N}}\ |\ j\leq\widetilde{m}_{r}\} this implies T(ω)(2r)mrT(\omega)(2r)\leq m_{r}, and hence rad(Fmr(ω))2r{\rm rad}(F_{m_{r}}(\omega))\geq 2r. Thus Fmr(ω)F_{m_{r}}(\omega) contains a point xx with x2r\|x\|\geq 2r. Since Fmr(ω)F_{m_{r}}(\omega) is connected and contains the origin, there exists a path 𝐩=(yi1,,yi)\mathbf{p}=(y_{i_{1}},\ldots,y_{i_{\ell}}) in Fmr(ω)F_{m_{r}}(\omega) connecting 0 and xx (i.e., yi0=0y_{i_{0}}=0 and yi=xy_{i_{\ell}}=x) with the additional property that i0<i1<ii_{0}<i_{1}\ldots<i_{\ell}, that is, the points of 𝐩\mathbf{p} have been added to the cluster in the right order. (Not every path between 0 and xx might satisfy this, but such a path must exist, since otherwise the cluster would be disconnected at some time.) 𝐩\mathbf{p} contains a point z0z_{0} of SrS_{r} and thus a subpath 𝐩\mathbf{p}^{\prime} connecting z0z_{0} to xx. Since z1x>r1\|z_{1}-x\|>r-1, 𝐩\mathbf{p}^{\prime} has length at least rr. Hence, by taking the first rr steps of 𝐩\mathbf{p}^{\prime}, we find some path 𝐳\mathbf{z} of length exactly rr, that is, some 𝐳Zr\mathbf{z}\in Z_{r} in Fmr(ω)F_{m_{r}}(\omega). This means ωWn(𝐳)Wn\omega\in W_{n}(\mathbf{z})\subset W_{n} which proves the set inclusion (6.3).

The following estimate will allow to complete the proof of (6.1).

Lemma 6.2.

There is some β>0\beta>0 and constants c1>0c_{1}>0, q(0,1)q\in(0,1) and r0r_{0}\in{\mathbb{N}} (which depend on β\beta) such that for all rr\in{\mathbb{N}} with rr0r\geq r_{0}

(Wr)c1rd1qr.\displaystyle{\mathbb{P}}(W_{r})\leq c_{1}r^{d-1}q^{r}.

Before we prove Lemma 6.2 let us discuss how it is used to complete the proof of (6.1). Let us fix β>0\beta>0 as required for applying the lemma. Then, clearly, since p<1p<1, we have

r=1(Wr)r0+rr0(Wr)r0+rr0c1rd1pr<\displaystyle\sum_{r=1}^{\infty}{\mathbb{P}}(W_{r})\leq r_{0}+\sum_{r\geq r_{0}}{\mathbb{P}}(W_{r})\leq r_{0}+\sum_{r\geq r_{0}}c_{1}r^{d-1}p^{r}<\infty

and thus, by (6.3),

r=1(Vr)<.\displaystyle\sum_{r=1}^{\infty}{\mathbb{P}}(V_{r})<\infty.

Hence, by the Borel-Cantelli lemma, (lim suprVr)=0.{\mathbb{P}}(\limsup_{r\to\infty}V_{r})=0. Since

(lim suprVr)c\displaystyle(\limsup_{r\to\infty}V_{r})^{c} ={ωΩ|r0 s.t. ωVrc for all r>r0}\displaystyle=\{\omega\in\Omega\ |\ \exists r_{0}\in{\mathbb{N}}\text{ s.t. }\omega\in V_{r}^{c}\text{ for all }r>r_{0}\}
={ωΩ|r0 s.t. T(ω)(2r)βr1+q for all rr0}=Dβ\displaystyle=\{\omega\in\Omega\ |\ \exists r_{0}\in{\mathbb{N}}\text{ s.t. }T(\omega)(2r)\geq\beta r^{1+q}\text{ for all }r\geq r_{0}\}=D_{\beta}

we conclude that (Dβ)=1{\mathbb{P}}(D_{\beta})=1. This completes the proof of (6.1) and thus of Kesten’s method (up to a proof of Lemma 6.2).

In order to prepare the proof of Lemma 6.2, we introduce some more notation and provide a few auxiliary results. For any rr\in{\mathbb{N}}, any path 𝐳=(z0,,zr)Zr\mathbf{z}=(z_{0},\ldots,z_{r})\in Z_{r} (cf. (6)) and any i{0,,r}i\in\{0,\dots,r\}, we define random variables

τi𝐳:Ω,τi𝐳(ω)={j, if j and yj(ω)=zi,, if ziF(ω),\displaystyle\tau^{\mathbf{z}}_{i}:\Omega\to{\mathbb{N}}_{\infty},\quad\tau^{\mathbf{z}}_{i}(\omega)=\begin{cases}j,&\text{ if }j\in{\mathbb{N}}\text{ and }y_{j}(\omega)=z_{i},\\ \infty,&\text{ if }z_{i}\notin F_{\infty}(\omega),\end{cases}

that is, τi𝐳\tau^{\mathbf{z}}_{i} is either the time point jj at which ziz_{i} is added to the cluster or \infty if this never happens. Further, for i{1,,r}i\in\{1,\dots,r\}, we define waiting times

σi𝐳:Ω,ω{τi𝐳(ω)τi1𝐳(ω), if τi1𝐳(ω)<τi𝐳(ω)<,, else,\displaystyle\sigma^{\mathbf{z}}_{i}:\Omega\to{\mathbb{N}}_{\infty},\quad\omega\mapsto\begin{cases}\tau^{\mathbf{z}}_{i}(\omega)-\tau^{\mathbf{z}}_{i-1}(\omega),&\text{ if }\tau^{\mathbf{z}}_{i-1}(\omega)<\tau^{\mathbf{z}}_{i}(\omega)<\infty,\\ \infty,&\text{ else},\end{cases}

so σi𝐳\sigma^{\mathbf{z}}_{i} is the waiting time between adding zi1z_{i-1} and ziz_{i} to the cluster, if both are added and zi1z_{i-1} is added before ziz_{i}. We also consider the event

U𝐳:={τ0𝐳<<τr𝐳<}\displaystyle U_{\mathbf{z}}:=\{\tau^{\mathbf{z}}_{0}<\ldots<\tau^{\mathbf{z}}_{r}<\infty\}

that all the vertices of the path 𝐳\mathbf{z} are added to the cluster in the right order (i.e., zz_{\ell} before z+1z_{\ell+1}). Note that (U𝐳)>0{\mathbb{P}}(U_{\mathbf{z}})>0. We will now prove that the random variable σi𝐳\sigma^{\mathbf{z}}_{i} conditioned on U𝐳U_{\mathbf{z}} always dominates a geometrically distributed random variable with parameter

(6.4) pr:=Crq,\displaystyle p_{r}:=Cr^{-q},

where the constants CC and qq are the ones from the hypothesis in Theorem4.1. In particular, they are the same for all i{0,,r1}i\in\{0,\dots,r-1\} and independent of rr\in{\mathbb{N}}.

Lemma 6.3.

For any rr\in{\mathbb{N}} and i=1,,ri=1,\ldots,r, we have

(σi𝐳>k|U𝐳)(Y>k)\displaystyle{\mathbb{P}}(\sigma^{\mathbf{z}}_{i}>k|U_{\mathbf{z}})\geq{\mathbb{P}}(Y>k)

for any kk\in{\mathbb{N}}, where YY is geometrically distributed with parameter prp_{r} as in (6.4).

Proof.

Fix i{1,,r}i\in\{1,\ldots,r\}. Let U𝐳i,j:=U𝐳{τi𝐳=j}U_{\mathbf{z}}^{i,j}:=U_{\mathbf{z}}\cap\{\tau^{\mathbf{z}}_{i}=j\}, jj\in{\mathbb{N}} and let kk\in{\mathbb{N}}. It suffices to show that for any jj such that (U𝐳i,j)>0{\mathbb{P}}(U_{\mathbf{z}}^{i,j})>0

(6.5) (σi𝐳>k|U𝐳i,j)(Y>k).\displaystyle{\mathbb{P}}(\sigma^{\mathbf{z}}_{i}>k|U_{\mathbf{z}}^{i,j})\geq{\mathbb{P}}(Y>k).

Indeed, since U𝐳=jU𝐳i,jU_{\mathbf{z}}=\bigcup_{j\in{\mathbb{N}}}U_{\mathbf{z}}^{i,j} is a disjoint decomposition, we infer that

(σi𝐳>k|U𝐳)\displaystyle{\mathbb{P}}(\sigma^{\mathbf{z}}_{i}>k|U_{\mathbf{z}}) =j({σi𝐳>k}{τi𝐳=j}|U𝐳)\displaystyle=\sum_{j\in{\mathbb{N}}}{\mathbb{P}}(\{\sigma^{\mathbf{z}}_{i}>k\}\cap\{\tau^{\mathbf{z}}_{i}=j\}|U_{\mathbf{z}})
=j({σi𝐳>k}U𝐳i,j)(U𝐳)=j:(U𝐳i,j)>0({σi𝐳>k}U𝐳i,j)(U𝐳)\displaystyle=\sum_{j\in{\mathbb{N}}}\frac{{\mathbb{P}}(\{\sigma^{\mathbf{z}}_{i}>k\}\cap U_{\mathbf{z}}^{i,j})}{{\mathbb{P}}(U_{\mathbf{z}})}=\sum_{j:{\mathbb{P}}(U_{\mathbf{z}}^{i,j})>0}\frac{{\mathbb{P}}(\{\sigma^{\mathbf{z}}_{i}>k\}\cap U_{\mathbf{z}}^{i,j})}{{\mathbb{P}}(U_{\mathbf{z}})}
=j:(U𝐳i,j)>0(σi𝐳>k|U𝐳i,j)(U𝐳i,j)(U𝐳).\displaystyle=\sum_{j:{\mathbb{P}}(U_{\mathbf{z}}^{i,j})>0}{\mathbb{P}}(\sigma^{\mathbf{z}}_{i}>k|U_{\mathbf{z}}^{i,j})\frac{{\mathbb{P}}(U_{\mathbf{z}}^{i,j})}{{\mathbb{P}}(U_{\mathbf{z}})}.

Now, by (6.5), the first probability in each summand can be bounded from below by (Y>k){\mathbb{P}}(Y>k) and taking this factor out of the summation, the remaining summands sum to 1. Hence, we obtain (σi𝐳>k|U𝐳)(Y>k){\mathbb{P}}(\sigma^{\mathbf{z}}_{i}>k|U_{\mathbf{z}})\geq{\mathbb{P}}(Y>k) as asserted in the lemma.

For a proof of (6.5), fix jj\in{\mathbb{N}} and define for any \ell\in{\mathbb{N}} the event A:={ωΩ:yj+(ω)zi}A_{\ell}:=\{\omega\in\Omega:y_{j+\ell}(\omega)\neq z_{i}\}. Set A0:=U𝐳i,jA_{0}:=U_{\mathbf{z}}^{i,j}. Then, by the multiplication formula of conditional probabilities, we have for any kk\in{\mathbb{N}}

(σi𝐳>k|U𝐳i,j)\displaystyle{\mathbb{P}}(\sigma^{\mathbf{z}}_{i}>k|U_{\mathbf{z}}^{i,j}) =(=1kA|A0)=m=1k(Am|=0m1A).\displaystyle={\mathbb{P}}(\bigcap_{\ell=1}^{k}A_{\ell}|A_{0})=\prod_{m=1}^{k}{\mathbb{P}}(A_{m}|\bigcap_{\ell=0}^{m-1}A_{\ell}).

Now observe that the condition in the mm-th factor implies, that at time j+mj+m the cluster Fj+mF_{j+m} has radius at least rr and contains zi1z_{i-1} but not ziz_{i}. (And thus, due to the choice of 𝐳\mathbf{z}, ziz_{i} is in the outer boundary of Fj+mF_{j+m}.) Hence, by the hypothesis (4.1) in Kesten’s method (Theorem 4.1), we get

(Am|=0m1A)1pr.\displaystyle{\mathbb{P}}(A_{m}|\bigcap_{\ell=0}^{m-1}A_{\ell})\geq 1-p_{r}.

We conclude that (σi𝐳>k|U𝐳i,j)(1pr)k=(Y>k){\mathbb{P}}(\sigma^{\mathbf{z}}_{i}>k|U_{\mathbf{z}}^{i,j})\geq(1-p_{r})^{k}={\mathbb{P}}(Y>k) holds for any kk\in{\mathbb{N}}, proving (6.5). ∎

Since we want to sum geometric random variables in a moment, we also provide the following standard bound, which can e.g. be found in [12, Lemma 2.6.2].

Lemma 6.4.

Let nn\in{\mathbb{N}}, n2n\geq 2 and let Y1,,YnY_{1},\dots,Y_{n} be independent geometrically distributed random variables with parameter 0<p<120<p<\frac{1}{2}. Then for every a2pa\geq 2p,

(i=1nYianp)(2ae2)n.\displaystyle{\mathbb{P}}\left(\sum_{i=1}^{n}Y_{i}\leq a\frac{n}{p}\right)\leq(2ae^{2})^{n}.

Based on this important observation we obtain the following bound for the waiting time τr𝐳\tau^{\mathbf{z}}_{r} until the path 𝐳Zr\mathbf{z}\in Z_{r} is completely added to the cluster conditioned on the event that it is added.

Lemma 6.5.

For any β>0\beta>0 there is some r0r_{0}\in{\mathbb{N}} such that for all rr\in{\mathbb{N}} with rr0r\geq r_{0} and all 𝐳Zr\mathbf{z}\in Z_{r}

(Wr(𝐳))(2βCe2)r,\displaystyle{\mathbb{P}}(W_{r}(\mathbf{z}))\leq(2\beta Ce^{2})^{r},

where CC is the constant in the hypothesis of Theorem 4.1.

Proof.

Fix some β>0\beta>0 and set a:=βCa:=\beta C. Choose r0r_{0}\in{\mathbb{N}} large enough such that pr0<min{12,a2}p_{r_{0}}<\min\{\frac{1}{2},\frac{a}{2}\}. Note that this implies a=βC2pra=\beta C\geq 2p_{r} for all rr0r\geq r_{0}.

Observe that Wr(𝐳){τr𝐳m~r}U𝐳W_{r}(\mathbf{z})\subset\{\tau^{\mathbf{z}}_{r}\leq\tilde{m}_{r}\}\cap U_{\mathbf{z}} and thus

(Wr(𝐳))(Wr(𝐳)|U𝐳)(τr𝐳m~r|U𝐳)\displaystyle{\mathbb{P}}(W_{r}(\mathbf{z}))\leq{\mathbb{P}}(W_{r}(\mathbf{z})|U_{\mathbf{z}})\leq{\mathbb{P}}(\tau^{\mathbf{z}}_{r}\leq\tilde{m}_{r}|U_{\mathbf{z}})

Note that under the condition U𝐳U_{\mathbf{z}}, τr𝐳\tau^{\mathbf{z}}_{r} may be represented as τr𝐳=τ0𝐳+i=1rσi𝐳\tau^{\mathbf{z}}_{r}=\tau^{\mathbf{z}}_{0}+\sum_{i=1}^{r}\sigma^{\mathbf{z}}_{i}. Hence, for any t>0t>0, we obtain

(τr𝐳t|U𝐳)\displaystyle{\mathbb{P}}(\tau^{\mathbf{z}}_{r}\leq t|U_{\mathbf{z}}) (τr𝐳τ0𝐳t|U𝐳)=(i=1rσi𝐳t|U𝐳).\displaystyle\leq{\mathbb{P}}(\tau^{\mathbf{z}}_{r}-\tau^{\mathbf{z}}_{0}\leq t|U_{\mathbf{z}})={\mathbb{P}}(\sum_{i=1}^{r}\sigma^{\mathbf{z}}_{i}\leq t|U_{\mathbf{z}}).

Now recall from Lemma 6.3 that, conditioned on U𝐳U_{\mathbf{z}}, each of the random variables σi𝐳\sigma^{\mathbf{z}}_{i} dominates a geometric random variable YY with parameter prp_{r}. Moreover, given τi𝐳\tau_{i}^{\mathbf{z}}, the randomness in the variable σi+1𝐳\sigma^{\mathbf{z}}_{i+1} will only depend on the subsequent steps of the construction. Hence their sum dominates a sum i1rYi\sum_{i-1}^{r}Y_{i} of independent geometric random variables YiY_{i} with parameter prp_{r}. That is, for any t>0t>0

(τr𝐳t|U𝐳)\displaystyle{\mathbb{P}}(\tau^{\mathbf{z}}_{r}\leq t|U_{\mathbf{z}}) (i=1rYit).\displaystyle\leq{\mathbb{P}}\left(\sum_{i=1}^{r}Y_{i}\leq t\right).

Specializing now to t=m~rt=\tilde{m}_{r} and recalling from the definition of m~r\tilde{m}_{r} and (6.4) that m~r=βr1+q=βCrpr=arpr\tilde{m}_{r}=\beta r^{1+q}=\beta C\frac{r}{p_{r}}=a\frac{r}{p_{r}}, we can apply Lemma 6.4 with n=rn=r, p=prp=p_{r} and a=βCa=\beta C. (Note that the hypothesis a2pra\geq 2p_{r} is satisfied for rr0r\geq r_{0}.) We obtain that for any rr\in{\mathbb{N}} with rr0r\geq r_{0},

(Wr(𝐳))\displaystyle{\mathbb{P}}(W_{r}(\mathbf{z})) (τr𝐳m~r|U𝐳)(τr𝐳arpr|U𝐳)(2βCe2)r,\displaystyle\leq{\mathbb{P}}(\tau^{\mathbf{z}}_{r}\leq\tilde{m}_{r}|U_{\mathbf{z}})\leq{\mathbb{P}}(\tau^{\mathbf{z}}_{r}\leq\frac{ar}{p_{r}}|U_{\mathbf{z}})\leq(2\beta Ce^{2})^{r},

which completes the proof. ∎

Now we have all the ingredients to provide a proof of Lemma 6.2.

Proof of Lemma 6.2.

Choose β>0\beta>0 small enough that 4dβCe2<14d\beta Ce^{2}<1. By definition of WrW_{r} and Lemma 6.5, there exists r0r_{0}\in{\mathbb{N}} such that, for any rr0r\geq r_{0},

(Wr)\displaystyle{\mathbb{P}}(W_{r}) 𝐳Zr(Wr(𝐳))#Zr(2βCe2)r.\displaystyle\leq\sum_{\mathbf{z}\in Z_{r}}{\mathbb{P}}(W_{r}(\mathbf{z}))\leq\#Z_{r}\cdot(2\beta Ce^{2})^{r}.

Recall that the paths of ZrZ_{r} start in SrS_{r} and observe that there is some constant c1c_{1} such that #Src1rd1\#S_{r}\leq c_{1}r^{d-1}. Hence there are at most c1rd1c_{1}r^{d-1} starting points for paths in ZrZ_{r}. Moreover, since each point in d{\mathbb{Z}}^{d} has 2d2d neighbors and paths in ZrZ_{r} have length rr, there are at most (2d)r(2d)^{r} possible paths with a given starting point. Hence #Zrc1rd1(2d)r\#Z_{r}\leq c_{1}r^{d-1}(2d)^{r}. We infer that for any rr0r\geq r_{0}

(Wr)\displaystyle{\mathbb{P}}(W_{r}) c1rd1(2d)r(2βCe2)r=c1rd1qr,\displaystyle\leq c_{1}r^{d-1}(2d)^{r}\cdot(2\beta Ce^{2})^{r}=c_{1}r^{d-1}q^{r},

where q:=4dβCe2<1q:=4d\beta Ce^{2}<1, due to the choice of β\beta, and c1>0c_{1}>0. Hence we have found some β>0\beta>0 (and suitable constants c1c_{1}, qq and r0r_{0}) such that the asserted bound in Lemma 6.2 holds for all rr\in{\mathbb{N}} with rr0r\geq r_{0}. ∎

References