English

Continuity of the time constant in a continuous model of first passage percolation

Probability 2020-11-30 v1

Abstract

For a given dimension d \ge 2 and a finite measure ν\nu on (0, +\infty), we consider ξ\xi a Poisson point process on R d x (0, +\infty) with intensity measure dc \otimes ν\nu where dc denotes the Lebesgue measure on R d. We consider the Boolean model Σ\Sigma = \cup (c,r)\inξ\xi B(c, r) where B(c, r) denotes the open ball centered at c with radius r. For every x, y \in 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 Σ\Sigma and at infinite speed inside Σ\Sigma. By a standard application of Kingman sub-additive theorem, one easily shows that T (0, x) behaves like μ\mu x when x goes to infinity, where μ\mu is a constant named the time constant in classical first passage percolation. In this paper we investigate the regularity of μ\mu as a function of the measure ν\nu associated with the underlying Boolean model.

Keywords

Cite

@article{arxiv.2011.13595,
  title  = {Continuity of the time constant in a continuous model of first passage percolation},
  author = {Jean-Baptiste Gouéré and Marie Théret},
  journal= {arXiv preprint arXiv:2011.13595},
  year   = {2020}
}