A small world is obtained from the $d$-dimensional torus of size 2L adding randomly chosen connections between sites, in a way such that each site has exactly one random neighbour in addition to its deterministic neighbours. We study the asymptotic behaviour of the meeting time $T_L$ of two random walks moving on this small world and compare it with the result on the torus. On the torus, in order to have convergence, we have to rescale $T_L$ by a factor $C_1L^2$ if $d=1$, by $C_2L^2\log L$ if $d=2$ and $C_dL^d$ if $d\ge3$. We prove that on the small world the rescaling factor is $C^\prime_dL^d$ and identify the constant $C^\prime_d$, proving that the walks always meet faster on the small world than on the torus if $d\le2$, while if $d\ge3$ this depends on the probability of moving along the random connection. As an application, we obtain results on the hitting time to the origin of a single walk and on the convergence of coalescing random walk systems on the small world.
Coalescing random walk on a unimodular random rooted graph for which the root has finite expected degree visits each site infinitely often almost surely. A corollary is that an opinion in the voter model on such graphs has infinite expected lifetime. Additionally, we deduce an adaptation of our main theorem that holds uniformly for coalescing random walk on finite random unimodular graphs with degree distribution stochastically dominated by a probability measure with finite mean.
Examples of interacting particle systems on $\mathbb{Z}$ as Pfaffian point processes: coalescing branching random walks and annihilating random walks with immigration
Begin continuous time random walks from every vertex of a graph and have particles coalesce when they collide. We use a duality relation with the voter model to prove the process is site recurrent on bounded degree graphs, and for Galton-Watson trees whose offspring distribution has exponential tail. We prove bounds on the occupation probability of a site, as well as a general 0-1 law. Similar conclusions hold for a coalescing process on trees where particles do not backtrack.
Sharp asymptotics for $N$-point correlation functions of coalescing heavy-tailed random walk
KLATASDS-MOE, School of Statistics, East China Normal University（华东师范大学统计学院）；NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai（纽约大学上海数学科学研究所）
本文研究了 coalescing 重尾随机游走系统的 N 点相关函数的精确渐进行为，通过尾部估计和非碰撞概率分析，推导了重尾随机游走的精细估计。
We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary discrete-time contact process. Such ancestral lineages were investigated in [BCDG13] where a central limit theorem for a single walker was proved. Here, we consider infinitely many coalescing walkers on the same backbone starting at each space-time point. We show that, after diffusive rescaling, the collection of paths converges in distribution to the Brownia…
The geometry of coalescing random walks, the Brownian web distance and KPZ universality
Budapest University of Technology and Economics（布达佩斯科技经济大学）；HUN-REN–BME Stochastics Research Group（匈牙利研究网络-布达佩斯科技大学随机过程研究组）；University of Toronto（多伦多大学）
A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion limits, explicit Pfaffan kernels are derived for a variety of coalescing and annihilating Brownian systems. For Brownian motions on $\mathbb{R}$, depending on the initial conditions, the corresponding kernels are closely related to the bulk and edge scaling limits of the Pfaffan point process for real eigenvalues for the real Ginibre ensemble of random matrices…
The main results in this paper are about the full coalescence time $\mathsf{C}$ of a system of coalescing random walks over a finite graph $G$. Letting $\mathsf{m}(G)$ denote the mean meeting time of two such walkers, we give sufficient conditions under which $\mathbf{E}[\mathsf{C}]\approx 2\mathsf{m}(G)$ and $\mathsf{C}/\mathsf{m}(G)$ has approximately the same law as in the "mean field" setting of a large complete graph. One of our theorems is that mean field behavior occurs over all vertex-transitive graphs whose mixing times are much smaller than $\mathsf{m}(G)$; this nearly solves an open…
This paper is a sequel to Chaika and Krishnan [arXiv:1612.00434]. We again consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice Z^d. We assume that once walks meet, they coalesce. We consider various entropic properties of these systems. We show that in systems with completely positive entropy, bi-infinite trajectories must carry entropy. In the case of directed walks in dimension 2 we show that positive entropy guarantees that all trajectories cannot be bi-infinite. To show that our theorems are proper, we construct a stationary di…
We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a discrete-time version of the first-named author's ``Meeting time lemma"~ that bounds the probability of random walk hitting a deterministic trajectory in terms of hitting times of static vertices. The meeting time result is then used to bound the expected full coalescence time of multiple random walks over a graph. This last theorem is a discrete-time version of…
We consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice. We assume that once walks meet, they coalesce. In $2d$, we classify the collective behavior of these walks under mild assumptions: they either coalesce almost surely or form bi-infinite trajectories. Bi-infinite trajectories form measure-preserving dynamical systems, have a common asymptotic direction in $2d$, and possess other nice properties. We use our theory to classify the behavior of compatible families of semi-infinite geodesics in stationary first- and last-passage per…
Let $\mathbb{T}^d_N$, $d\ge 2$, be the discrete $d$-dimensional torus with $N^d$ points. Place a particle at each site of $\mathbb{T}^d_N$ and let them evolve as independent, nearest-neighbor, symmetric, continuous-time random walks. Each time two particles meet, they coalesce into one. Denote by $C_N$ the first time the set of particles is reduced to a singleton. Cox [6] proved the existence of a time-scale $θ_N$ for which $C_N/θ_N$ converges to the sum of independent exponential random variables. Denote by $Z^N_t$ the total number of particles at time $t$. We prove that the sequence of Marko…
In a coalescing random walk, a set of particles make independent random walks on a graph. Whenever one or more particles meet at a vertex, they unite to form a single particle, which then continues the random walk through the graph. Coalescing random walks can be used to achieve consensus in distributed networks, and is the basis of the self-stabilizing mutual exclusion algorithm of Israeli and Jalfon. Let G=(V,E), be an undirected, connected n vertex graph with m edges. Let C(n) be the expected time for all particles to coalesce, when initially one particle is located at each vertex of an n v…
In this paper we consider coalescing random walks on a general connected graph $G=(V,E)$. We set up a unified framework to study the leading order of the decay rate of $P_t$, the expectation of the fraction of occupied sites at time $t$, particularly for the `Big Bang' regime where $t\ll t_{\text{coal}}:=\mathbb{E}[\inf\{s:\text{There is only one particle at time }s\}]$. Our results show that $P_t$ satisfies certain mean field behavior, if the graphs satisfy certain transience-like conditions. We apply this framework to two families of graphs: (1) graphs given by the configuration model with a…
This paper considers an infinite system of instantaneously coalescing rate one simple random walks on $\mathbb{Z}^2$, started from the initial condition with all sites in $\mathbb{Z}^2$ occupied. We show that the correlation functions of the model decay, for any $N \geq 2$, as \[ ρ_N (x_1,\ldots,x_N;t) = \frac{c_0(x_1,\ldots,x_N)}{π^N} (\log t)^{N-{N \choose 2}} t^{-N} \left(1 + O\left( \frac{1}{\log^{\frac12-δ}\!t} \right) \right) \] as $t \to\infty$. This generalises the results for $N=1$ due to Bramson and Griffeath and confirms a prediction in the physics literature for $N>1$. An analogous…
Consider an inhomogeneous multi-species TASEP with drift to the left, and define a height function which equals the maximum species number to the left of a lattice site. For each fixed time, the multi-point distributions of these height functions have a determinantal structure. In the homogeneous case and for certain initial conditions, the fluctuations of the height function converge to Gaussian random variables in the large-time limit. The proof utilizes a coupling between the multi-species TASEP and a coalescing random walk, and previously known results for coalescing random walks.
We present results relating mixing times to the intersection time of branching random walk (BRW) in which the logarithm of the expected number of particles grows at rate of the spectral-gap $\mathrm{gap}$ . This is a finite state space analog of a critical branching process. Namely, we show that the maximal expected hitting time of a state by such a BRW is up to a universal constant larger than the $L_{\infty}$ mixing-time, whereas under transitivity the same is true for the intersection time of two independent such BRWs. Using the same methodology, we show that for a sequence of reversible Ma…
The dynamical discrete web is a system of one-dimensional coalescing random walks that evolves in an extra dynamical time parameter. At any deterministic dynamical time, the paths behave as coalescing simple symmetric random walks. This paper studies the existence of (random) exceptional dynamical times at which the paths violate certain almost sure properties of random walks. It was shown in 2009 by Fontes, Newman, Ravishankar and Schertzer that there exist exceptional times at which the path starting from the origin violates the law of the iterated logarithm. Their results gave exceptional t…
Information propagation on graphs is a fundamental topic in distributed computing. One of the simplest models of information propagation is the push protocol in which at each round each agent independently pushes the current knowledge to a random neighbour. In this paper we study the so-called coalescing-branching random walk (COBRA), in which each vertex pushes the information to $k$ randomly selected neighbours and then stops passing information until it receives the information again. The aim of COBRA is to propagate information fast but with a limited number of transmissions per vertex per…
We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing crossing paths and exibiting dependence before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of many one-dimensional interacting particle systems with branching and coalescence. This article gives an introduction to the Brownian web and net, and how they arise in the scaling limits of various one-dimensional models, focusing mainly on coalescing random walks and random walks in i.i.d. space-time random environments. We will also briefly survey models a…
We give a short overview on our work on ancestral lineages in spatial population models with local regulation. We explain how an ancestral lineage can be interpreted as a random walk in a dynamic random environment. Defining regeneration times allows to prove central limit theorems for such walks. We also consider several ancestral lineages in the same population and show for one prototypical example that in one dimension the corresponding system of coalescing walks converges to the Brownian web.
We study a system of coalescing random walks on the integer lattice $\mathbb{Z}^{d}$ in which the walk is oriented in the $d$-th direction and follows certain specified rules. We first study the geometry of the paths and show that, almost surely, the paths from a graph consisting of just one tree for dimentions $d=2,3$ and infinitely many disjoint trees for dimensions $d\geq 4$. Also, there is no bi-infinite path in the graph almost surely for $d\geq 2$. Subsequently, we prove that for $d=2$ the diffusive scaling of this system converges in distribution to the Brownian web.
We consider shock measures in a class of conserving stochastic particle systems on Z. These shock measures have a product structure with a step-like density profile and include a second class particle at the shock position. We show for the asymmetric simple exclusion process, for the exponential bricklayers' process, and for a generalized zero range process, that under certain conditions these shocks, and therefore the second class particles, perform a simple random walk. Some previous results, including random walks of product shock measures and stationary shock measures seen from a second cl…
Convergence of directed forests, spanning on random subsets of lattices or on point processes, towards the Brownian web has made the subject of an abundant literature, a large part of which relies on a criterion proposed by Fontes, Isopi, Newman and Ravishankar (2004). One of their convergence condition, called (B2), states that the probability of the event that there exists three distinct paths for a time interval of length $t(>0)$, all starting within a segment of length $\varepsilon$, is of small order of $\varepsilon$. This condition is often verified by applying an FKG type correlation in…
Consider a system of coalescing random walks where each individual performs random walk over a finite graph G, or (more generally) evolves according to some reversible Markov chain generator Q. Let C be the first time at which all walkers have coalesced into a single cluster. C is closely related to the consensus time of the voter model for this G or Q. We prove that the expected value of C is at most a constant multiple of the largest hitting time of an element in the state space. This solves a problem posed by Aldous and Fill and gives sharp bounds in many examples, including all vertex-tran…
This is the story of the encounter between two worlds: the world of random walks and the world of Variable Length Markov Chains (VLMC). The meeting point turns around the semi-Markov property of underlying processes.
This paper focuses on the problem of modeling for small world effect on complex networks. Let's consider the supercritical Poisson continuous percolation on $d$-dimensional torus $T^d_n$ with volume $n^d$. By adding "long edges (short cuts)" randomly to the largest percolation cluster, we obtain a random graph $\mathscr G_n$. In the present paper, we first prove that the diameter of $\mathscr G_n$ grows at most polynomially fast in $\ln n$ and we call it the Poisson Geometry Small World. Secondly, we prove that the random walk on $\mathscr G_n$ possesses the rapid mixing property, namely, the …
It is well known that adding "long edges (shortcuts)" to a regularly constructed graph will make the resulted model a small world. Recently, \cite{W} indicated that, among all long edges, those edges with length proportional to the diameter of the regularly constructed graph may play the key role. In this paper, we modify the original Newman-Watts small world by adding only long special edges to the $d$-dimensional lattice torus (with size $n^d$) according to \cite{W}, and show that the diameter of the modified model and the mixing time of random walk on it grow polynomially fast in $\ln n$.
The voter model is a classical interacting particle system modelling how consensus is formed across a network. We analyse the time to consensus for the voter model when the underlying graph is a subcritical scale-free random graph. Moreover, we generalise the model to include a `temperature' parameter. The interplay between the temperature and the structure of the random graph leads to a very rich phase diagram, where in the different phases different parts of the underlying geometry dominate the time to consensus. Finally, we also consider a discursive voter model, where voters discuss their …
We study a one-dimensional spatial population model where the population sizes at each site are chosen according to a translation invariant and ergodic distribution and are uniformly bounded away from 0 and infinity. We suppose that the frequencies of a particular genetic type in the colonies evolve according to a system of interacting diffusions, following the stepping stone model of Kimura. We show that, over large spatial and temporal scales, this model behaves like the solution to a stochastic heat equation with Wright-Fisher noise with constant coefficients. These coefficients are the eff…
Random walk on the small-world network model in 3 or more dimensions
Paris Dauphine University（巴黎第九大学）；University of British Columbia（不列颠哥伦比亚大学）；King’s College and DPMMS, University of Cambridge（剑桥大学国王学院与应用数学与理论物理系）；Department of Mathematics, Princeton University（普林斯顿大学数学系）；University of Cambridge（剑桥大学）
We consider a system of interacting Moran models with seed-banks. Individuals live in colonies and are subject to resampling and migration as long as they are $active$. Each colony has a seed-bank into which individuals can retreat to become $dormant$, suspending their resampling and migration until they become active again. The colonies are labelled by $\mathbb{Z}^d$, $d \geq 1$, playing the role of a $geographic\, space$. The sizes of the active and the dormant population are $finite$ and depend on the $location$ of the colony. Migration is driven by a random walk transition kernel. Our goal…
We consider the discrete-time voter model on complete bipartite graphs and study the quasi-stationary distribution (QSD) for the model as the size of one of the partitions tends to infinity while the other partition remains fixed. We show that the QSDs converge weakly to a nontrivial limit which features a consensus with the exception of a random number of dissenting vertices in the "large" partition. Moreover, we explicitly calculate the law of the number of dissenters and show that it follows the heavy-tailed Sibuya distribution with parameter depending on the size of the "small" partition. …
In this paper we study intermittency for the parabolic Anderson equation $\partial u/\partial t=κΔu+γξu$ with $u:\mathbb{Z}^d\times[0,\infty)\to\mathbb{R}$, where $κ\in[0,\infty)$ is the diffusion constant, $Δ$ is the discrete Laplacian, $γ\in(0,\infty)$ is the coupling constant, and $ξ:\mathbb{Z}^d\times[0,\infty)\to\mathbb{R}$ is a space--time random medium. The solution of this equation describes the evolution of a ``reactant'' $u$ under the influence of a ``catalyst'' $ξ$. We focus on the case where $ξ$ is the voter model with opinions 0 and 1 that are updated according to a random walk tr…
