We study models of discrete-time, symmetric, $\Z^{d}$-valued random walks in random environments, driven by a field of i.i.d. random nearest-neighbor conductances $ω_{xy}\in[0,1]$, with polynomial tail near 0 with exponent $γ>0$. We first prove for all $d\geq5$ that the return probability shows an anomalous decay (non-Gaussian) that approches (up to sub-polynomial terms) a random constant times $n^{-2}$ when we push the power $γ$ to zero. In contrast, we prove that the heat-kernel decay is as close as we want, in a logarithmic sense, to the standard decay $n^{-d/2}$ for large values of the parameter $γ$.
We derive laws of the iterated logarithm for random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.
In this paper we consider random walks on Galton-Watson trees with random conductances. On these trees, the distance of the walker to the root satisfies a law of large numbers with limit the effective velocity, or speed of the walk. We study the regularity of the speed as a function of the distribution of conductances, in particular when the distribution of conductances converges to a non-elliptic limit.
We consider random walk among random conductances where the conductance environment is shift invariant and ergodic. We study which moment conditions of the conductances guarantee speed zero of the random walk. We show that if there exists α>1 such that E[log^α(ω_e)]<\infty, then the random walk has speed zero. On the other hand, for each α>1 we provide examples of random walks with non-zero speed and random walks for which the limiting speed does not exist that have E[log^α(ω_e)]<\infty.
We prove an almost sure invariance principle for a random walker among i.i.d. conductances in $\Z^d$, $d\geq 2$. We assume conductances are bounded from above but we dot require they are bounded from below.
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations decrease according to a typical diffusive scaling and eventually approach constant unit conductances. The proof relies on a coupling with the standard continuous time simple random walk.
We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit theorem for this random walk, which takes the form of a Berry-Esseen estimate with speed t^{-1/10} for d < 3, and speed t^{-1/5} otherwise, up to logarithmic corrections.
We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly rescaled. Moreover, we state a functional Central Limit Theorem where an atypical process, related to the Fractional Kinetics, appears in the limit.
For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks evolving via time varying, uniformly elliptic conductances, provided the vertex conductances (i.e. reversing measures), increase in time. Such transition density upper bounds apply for discrete time uniformly lazy walks, with the matching lower bounds holding once the parabolic Harnack inequality is proved.
We consider random walks among random conductances on $\mathbb{Z}^2$ and establish precise asymptotics for the associated potential kernel and the Green's function of the walk killed upon exiting balls. The result is proven for random walks on i.i.d. supercritical percolation clusters among ergodic degenerate conductances satisfying a moment condition. We also provide a similar result for the time-dynamic random conductance model. As an application we present a scaling limit for the variances in the Ginzburg-Landau $\nabla ϕ$-interface model.
We consider a weighted lattice $Z^d$ with conductance $μ_e=|e|^{-α}$. We show that the heat kernel of a variable speed random walk on it satisfies a two-sided Gaussian bound by using an intrinsic metric. We also show that when $d=2$ and $α\in (-1,0)$, two independent random walks on such weighted lattice will collide infinite many times while they are transient.
Consider a random walk among random conductances on $\mathbb{Z}^d$ with $d\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the conditional limit law is the product of a Brownian meander and a $(d-1)$-dimensional Brownian motion.
We consider time-dependent random walks among time-dependent conductances. For discrete time random walks, we show that, unlike the time-independent case, two-sided Gaussian heat kernel estimates are not stable under perturbations. This is proved by giving an example of a ballistic and transient time-dependent random walk on Z among uniformly elliptic time-dependent conductances. For continuous time random walks, we show the instability when the holding times are i.i.d. exp(1), and in contrast, we prove the stability when the holding times change by sites in such a way that the base measure is…
We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails of the jumps) we prove a quenched conditional invariance principle for the random walk, under the condition that it remains positive until time $n$. As a corollary of this result, we study the effect of conditioning the random walk to exceed level $n$ before returning to 0 as $n\to \infty$.
We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We consider the case of independent conductances with a polynomial tail near 0, and obtain precise asymptotics for the annealed return probability and convergence times for the random walk confined to a finite box.
We consider two models of one-dimensional random walks among biased i.i.d. random conductances: the first is the classical exponential tilt of the conductances, while the second comes from the effect of adding an external field to a random walk on a point process (the bias depending on the distance between points). We study the case when the walk is transient to the right but sub-ballistic, and identify the correct scaling of the random walk: we find $α\in[0,1]$ such that $\log X_n / \log n \to α$. Interestingly, $α$ does not depend on the intensity of the bias in the first case, but it does i…
We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting case that the conductances may assume arbitrarily small values. Thus, the underlying picture of the principle is a joint strategy of small values of the conductances and large holding times of the walk. The speed and the rate function of our principle are explicit in terms of the lower tails of the conductance distribution. As an application, we identify th…
We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the scaling limit of the process is the inverse of an $α$-stable subordinator, which indicates an aging phenomenon, expressed in terms of the generalized arcsine law. In analogy with the case of an i.i.d. random environment studied in details in [Enriquez, Sabot, Zindy, Bull. Soc. Math. 2009; Enriquez, Sabot, Tournier, Zindy, Ann. Appl. Probab. 2013], some `traps' a…
This is a continuation of our earlier work [Stochastic Processes and their Applications, 129(1), pp.102--128, 2019] on the random walk in random scenery and in random layered conductance. We complete the picture of upper deviation of the random walk in random scenery, and also prove a bound on lower deviation probability. Based on these results, we determine asymptotics of the return probability, a certain moderate deviation probability, and the Green function of the random walk in random layered conductance.
We study the biased random walk in positive random conductances on $\mathbb {Z}^d$. This walk is transient in the direction of the bias. Our main result is that the random walk is ballistic if, and only if, the conductances have finite mean. Moreover, in the sub-ballistic regime we find the polynomial order of the distance moved by the particle. This extends results obtained by Shen [Ann. Appl. Probab. 12 (2002) 477-510], who proved positivity of the speed in the uniformly elliptic setting.
We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails of the jumps) we prove a quenched \textit{uniform} invariance principle for the random walk. This means that the rescaled trajectory of length $n$ is (in a certain sense) close enough to the Brownian motion, uniformly with respect to the choice of the starting location in an interval of length $O(\sqrt{n})$ around the origin.
We consider the random conductance model, where the underlying graph is an infinite supercritical Galton--Watson tree, the conductances are independent but their distribution may depend on the degree of the incident vertices. We prove that, if the mean conductance is finite, there is a deterministic, strictly positive speed $v$ such that $\lim_{n\to\infty} \frac{|X_n|}{n}= v$ a.s.\ (here, $|\cdot|$ stands for the distance from the root). We give a formula for $v$ in terms of the laws of certain effective conductances and show that, if the conductances share the same expected value, the speed i…
We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a power law tail. We identify the long time aymptotics of the upper deviation probability of the random walk in quenched random scenery, depending on the tail of scenery distribution and the amount of the deviation. The result is in turn applied to the tail estimates for a random walk in random conductance which has a layered structure.
We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated by i.i.d. random conductances (positive numbers) assigned to the edges in $E$. This random walk in random environments has long range jumps and is reversible. We prove the quenched invariance principle for this walk when the random conductances are unbounded from above but uniformly bounded from zero by taking the corrector approach. To this end, we prove a …
We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails of the jumps) we prove a quenched \textit{conditional} invariance principle for the random walk, under the condition that it remains positive until time $n$. As a corollary of this result, we study the effect of conditioning the random walk to exceed level $n$ before returning to 0 as $n\to \infty$. One of the main tools for proving these conditional limit la…
We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on $\Z^d$, $d\geq 3$, when the conductances are i.i.d. and the bonds with positive conductance percolate. The harmonic measure from infinity also exists for random walks on supercritical clusters of $\Z^2$. This is proved using results of Barlow (2004).
We consider biased random walk among iid, uniformly elliptic conductances on $\mathbb{Z}^d$, and investigate the monotonicity of the velocity as a function of the bias. It is not hard to see that if the bias is large enough, the velocity is increasing as a function of the bias. Our main result is that if the disorder is small, i.e. all the conductances are close enough to each other, the velocity is always strictly increasing as a function of the bias, see Theorem 1. A crucial ingredient of the proof is a formula for the derivative of the velocity, which can be written as a covariance, see The…
We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case that the conductances are positive, but may assume arbitrarily small values. Thus, the underlying picture of the principle is a joint strategy of small conductance values and large holding times of the walk. The speed and the rate function of our principle are explicit in terms of the lower tails of the conductance distribution as well as the time-dependent …
Let $(G,μ)$ be a uniformly elliptic random conductance graph on $\mathbb{Z}^d$ with a Poisson point process of particles at time $t=0$ that perform independent simple random walks. We show that inside a cube $Q_K$ of side length $K$, if all subcubes of side length $\ell<K$ inside $Q_K$ have sufficiently many particles, the particles return to stationarity after $c\ell^2$ time with a probability close to $1$. We also show this result for percolation clusters on locally finite graphs. Using this mixing result, we show that in this setup, an infection spreads with positive speed in any direction.…
Recently, Kigami's resistance form framework has been applied to provide a general approach for deriving the scaling limits of random walks on graphs with a fractal scaling limit. As an illustrative example, this article describes an application to the random conductance model with heavy tails on nested fractal graphs.
We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random conductances. The moment conditions improve earlier results of Andres, Deuschel and Slowik [Ann.\ Probab.] and are the minimal requirement to ensure that the corrector is sublinear everywhere. The key ingredient is an essentially optimal deterministic local boundedness result for finite difference equations in divergence form.
Let X= {X_t, t \ge 0} be a continuous time random walk in an environment of i.i.d. random conductances {μ_e \in [1, \infty), e \in E_d}, where E_d is the set of nonoriented nearest neighbor bonds on the Euclidean lattice Z^d and d\ge 3. Let R = {x \in Z^d: X_t = x for some t \ge 0} be the range of X. It is proved that, for almost every realization of the environment, dim_H (R) = dim_P (R) = 2 almost surely, where dim_H and dim_P denote respectively the discrete Hausdorff and packing dimension. Furthermore, given any set A \subseteq Z^d, a criterion for A to be hit by X_t for arbitrarily large …
We establish heat kernel upper bounds for a continuous-time random walk under unbounded conductances satisfying an integrability assumption, where we correct and extend recent results by the authors to a general class of speed measures. The resulting heat kernel estimates are governed by the intrinsic metric induced by the speed measure. We also provide a comparison result of this metric with the usual graph distance, which is optimal in the context of the random conductance model with ergodic conductances.
The uniform spanning forest measure ($\mathsf{USF}$) on a locally finite, infinite connected graph $G$ with conductance $c$ is defined as a weak limit of uniform spanning tree measure on finite subgraphs. Depending on the underlying graph and conductances, the corresponding $\mathsf{USF}$ is not necessarily concentrated on the set of spanning trees. Pemantle~\cite{PR1991} showed that on $\mathbb{Z}^d$, equipped with the unit conductance $ c=1$, $\mathsf{USF}$ is concentrated on spanning trees if and only if $d \leq 4$. In this work we study the $\mathsf{USF}$ associated with conductances induc…
We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we derive local central limit theorems, parabolic Harnack inequalities and Gaussian bounds for the heat kernel. Some of the arguments are robust and applicable for random walks on general graphs. Such results are stated under a general setting.
As a model of trapping by biased motion in random structure, we study the time taken for a biased random walk to return to the root of a subcritical Galton-Watson tree. We do so for trees in which these biases are randomly chosen, independently for distinct edges, according to a law that satisfies a logarithmic non-lattice condition. The mean return time of the walk is in essence given by the total conductance of the tree. We determine the asymptotic decay of this total conductance, finding it to have a pure power-law decay. In the case of the conductance associated to a single vertex at maxim…
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal to one over the edges with end points occupied by particles of the exclusion process and to zero elsewhere. We prove a law of large number and a central limit theorem for the random walk driven by such a dynamical field of conductances by using the Kipnis-Varhadan martingale approximation. Unlike the tagged particle in the exclusion process, which is in some sense similar to this model, this rando…
We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.
We consider a random walk in an i.i.d. Cauchy-tailed conductances environment. We obtain a quenched functional CLT for the suitably rescaled random walk, and, as a key step in the arguments, we improve the local limit theorem for $p^ω_{n^2t}(0,y)$ in [Ann. Probab. (2009). To appear], Theorem 5.14, to a result which gives uniform convergence for $p^ω_{n^2t}(x,y)$ for all $x,y$ in a ball.
We study models of continuous-time, symmetric, $\Z^{d}$-valued random walks in random environments, driven by a field of i.i.d. random nearest-neighbor conductances $ω_{xy}\in[0,1]$ with a power law with an exponent $γ$ near 0. We are interested in estimating the quenched decay of the return probability $P_ω^{t}(0,0)$, as $t$ tends to $+\infty$. We show that for $γ> \frac{d}{2}$, the standard bound turns out to be of the correct logarithmic order. As an expected concequence, the same result holds for the discrete-time case.
We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.
We study variable-speed random walks on $\mathbb Z$ driven by a family of nearest-neighbor time-dependent random conductances $\{a_t(x,x+1)\colon x\in\mathbb Z, t\ge0\}$ whose law is assumed invariant and ergodic under space-time shifts. We prove a quenched invariance principle for the random walk under the minimal moment conditions on the environment; namely, assuming only that the conductances possess the first positive and negative moments. A novel ingredient is the representation of the parabolic coordinates and the corrector via a dual random walk which is considerably easier to analyze.
We consider the nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of i.i.d. random nearest-neighbor conductances $ω_{xy}\in[0,1]$. Apart from the requirement that the bonds with positive conductances percolate, we pose no restriction on the law of the $ω$'s. We prove that, for a.e. realization of the environment, the path distribution of the walk converges weakly to that of non-degenerate, isotropic Brownian motion. The quenched functional CLT holds despite the fact that the local CLT may fail in $d\ge5$ due to anomalously slow decay of the probability that the walk ret…
We study discrete time random walks in an environment of i.i.d. non-negative bounded conductances in $\mathbb{Z}^d$. We are interested in the anomaly of the heat-kernel decay. We improve recent results and techniques.
We consider laws of the iterated logarithm and the rate function for sample paths of random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.
We study a continuous time random walk X in an environment of dynamic random conductances. We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We prove a quenched invariance principle for X, and obtain Green's functions bounds and a local limit theorem. We also discuss a connection to stochastic interface models.
We study a continuous-time random walk, $X$, on $\mathbb{Z}^d$ in an environment of dynamic random conductances taking values in $(0, \infty)$. We assume that the law of the conductances is ergodic with respect to space-time shifts. We prove a quenched invariance principle for the Markov process $X$ under some moment conditions on the environment. The key result on the sublinearity of the corrector is obtained by Moser's iteration scheme.
