We study a natural random walk over the upper triangular matrices, with entries in the field $\Z_2$, generated by steps which add row $i+1$ to row $i$. We show that the mixing time of the lazy random walk is $O(n^2)$ which is optimal up to constants. Our proof makes key use of the linear structure of the group and extends to walks on the upper triangular matrices over the fields $\Z_q$ for $q$ prime.
In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random walks with non-identically distributed increments" was devoted to the case when the random walk is constructed by a fixed sequence of independent random variables which satisfies the classical Lindeberg condition. Now we consider a more general situation when we have a triangular array of independent random variables. Our main assumption is that the entries of every row are uniformly bounded by a constant, which tend…
In the present paper, we study an explicit effect of non-symmetry on asymptotics of the $n$-step transition probability as $n\rightarrow \infty$ for a class of non-symmetric random walks on the triangular lattice. Realizing the triangular lattice into $\mathbb{R}^2$ appropriately, we observe that the Euclidean distance in $\mathbb{R}^2$ naturally appears in the asymptotics. We characterize this realization from a geometric view point of Kotani-Sunada's standard realization of crystal lattices. As a corollary of the main theorem, we prove that the transition semigroup generated by the non-symme…
In \cite{MPU} a functional CLT was obtained for triangular arrays satisfying the Lindeberg condition, that the sum of the individual variances is at most the same order as the variance of the underlying sum, and under the optimal mixing rats $\sum_{n}ρ(2^n)<\infty$, where $ρ(\cdot)$ are the $ρ$-mixing coefficients of the array. In this paper we will present alternative conditions which do not involve the assumption on the sum of variances, and instead we will assume certain maximal moment assumptions (which we can verify for $ϕ$-mixing arrays) and mixing rates of the form $\sum_nρ(e^{G(n)})<\i…
We consider random walk on the group of uni-upper triangular matrices with entries in $\mathbb{F}_2$ which forms an important example of a nilpotent group. Peres and Sly (2013) proved tight bounds on the mixing time of this walk up to constants. It is well known that the single column projection of this chain is the one dimensional East process. In this article, we complement the Peres-Sly result by proving a cutoff result for the mixing of finitely many columns in the upper triangular matrix walk at the same location as the East process of the same dimension. Moreover, we also show that the s…
We obtain convergence rates (in the Levi-Prokhorove metric) in the functional central limit theorem (CLT) for partial sums $S_n=\sum_{j=1}^{n}ξ_{j,n}$ of triangular arrays $\{ξ_{1,n},ξ_{2,n},...,ξ_{n,n}\}$ satisfying some mixing and moment conditions (which are not necessarily uniform in $n$). For certain classes of additive functionals of triangular arrays of contracting Markov chains (in the sense of Dobrushin) we obtain rates which are close to the best rates obtained for independent random variables. In addition, we obtain close to optimal rates in the usual CLT and a moderate deviations p…
Consider the subgraph of the discrete $d$-dimensional torus of size length $N$, $d\ge3$, induced by the range of the simple random walk on the torus run until the time $uN^d$. We prove that for all $d\ge 3$ and $u>0$, the mixing time for the random walk on this subgraph is of order $N^2$ with probability at least $1 - Ce^{-(\log N)^2}$.
Consider the random walk on the $n \times n$ upper triangular matrices with ones on the diagonal and elements over $\mathbb{F}_p$ where we pick a row at random and either add it or subtract it from the row directly above it. The main result of this paper is to prove that the dependency of the mixing time on $p$ is $p^2$. This is proven by combining super-character theory and comparison theory arguments.
We prove that every random walk in a uniformly elliptic random environment satisfying the cone mixing condition and a non-effective polynomial ballisticity condition with high enough degree has an asymptotic direction.
We study the mixing time of a random walk on the torus, alternated with a Lebesgue measure preserving Bernoulli map. Without the Bernoulli map, the mixing time of the random walk alone is $O(1/ε^2)$, where $ε$ is the step size. Our main results show that for a class of Bernoulli maps, when the random walk is alternated with the Bernoulli map $φ$ the mixing time becomes $O(|\ln ε|)$. We also study the \emph{dissipation time} of this process, and obtain $O(|\ln ε|)$ upper and lower bounds with explicit constants.
We consider random walks in strong-mixing random Gibbsian environments in $\mathbb{Z}^d, d\ge 2$. Based on regeneration arguments, we will first provide an alternative proof of Rassoul-Agha's conditional law of large numbers (CLLN) for mixing environment Rassoul-Agha (2005). Then, using coupling techniques, we show that there is at most one nonzero limiting velocity in high dimensions ($d\ge 5$).
We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of Dobrushin and Shlosman. Our result holds if the mixing rate balances moments of some random times depending on the path. It applies in the non-nestling case, but we also provide examples of nestling walks that satisfy our assumptions. The derivation is based on an adaptation, using coupling, of the regeneration argument of Sznitman-Zerner.
We construct a two-dimensional counterexample of a random walk in random environment (RWRE). The environment is stationary, mixing and perturbative, and the corresponding RWRE has non-trivial probability to wander off to the upper right. This is in contrast to the 0-1-law that holds for i.i.d.\ environments.
A mixing Markov chain is proved to be realized as a random walk in a directed graph subject to a synchronizing road coloring. The result ensures existence of appropriate random mappings in Propp--Wilson's coupling from the past. The proof is based on the road coloring theorem. A necessary and sufficient condition for approximate preservation of entropies is also given.
We analyse a random walk on the ring of integers mod $n$, which at each time point can make an additive `step' or a multiplicative `jump'. When the probability of making a jump tends to zero as an appropriate power of $n$ we prove the existence of a total variation pre-cutoff for this walk. In addition, we show that the process obtained by subsampling our walk at jump times exhibits a true cutoff, with mixing time dependent on whether the step distribution has zero mean.
We prove a ballistic strong law of large numbers and an invariance principle for random walks in strong mixing environments, under condition $(T)$ of Sznitman (cf. \cite{Sz01}). This weakens by first time the Kalikow ballistic assumption in mixing and proves finite moments of arbitrary order for the approximate regeneration time of \cite{CZ02}. The main technical tool in the proof is the introduction of renormalization schemes, which had only been considered for i.i.d. environments.
We prove results for random walks in dynamic random environments which do not require the strong uniform mixing assumptions present in the literature. We focus on the "environment seen from the walker"-process and in particular its invariant law. Under general conditions it exists and is mutually absolutely continuous to the environment law. With stronger assumptions we obtain for example uniform control on the density or a quenched CLT. The general conditions are made more explicit by looking at hidden Markov models or Markov chains as environment and by providing simple examples.
We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$ and e^{C n log n}. As a result, we attain a bound for the ?pi/2-covering time of a spherical brownian motion.
A simple way to sample a uniform triangulation of the sphere with a fixed number $n$ of vertices is a Monte-Carlo method: we start from an arbitrary triangulation and flip repeatedly a uniformly chosen edge. We give a lower bound in $n^{5/4}$ on the mixing time of this Markov chain.
We establish conditions on sequences of graphs which ensure that the mixing times of the random walks on the graphs in the sequence converge. The main assumption is that the graphs, associated measures and heat kernels converge in a suitable Gromov-Hausdorff sense. With this result we are able to establish the convergence of the mixing times on the largest component of the Erdos-Renyi random graph in the critical window, sharpening previous results for this random graph model. Our results also enable us to establish convergence in a number of other examples, such as finitely ramified fractal g…
We introduce a general class of random walks on the $N$-hypercube, study cut-off for the mixing time, and provide several types of representation for the transition probabilities. We observe that for a sub-class of these processes with long range (i.e. non-local) there exists a critical value of the range that allows an "almost-perfect" mixing in at most three steps. In other words, the total variation distance between the three steps transition and the stationary distribution decreases geometrically in $N$, which is the dimension of the hypercube. In some cases, the walk mixes almost-perfectl…
In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a concentration inequality around the asymptotic speed. The mixing hypothesis imposes a polynomial decay rate of covariances on the environment with sufficiently high exponent but does not impose uniform mixing. Examples of environments for which our methods apply include the contact process and Markovian environments with a positive spectral gap, such as the …
We study the behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and refresh their status at rate μ while at the same time a random walker moves on G at rate 1 but only along edges which are open. On the d-dimensional torus with side length n, we prove that in the subcritical regime, the mixing times for both the full system and the random walker are n^2/μ up to constants. We also obtain results concerning mean squared displacement and hitting times. Finally, we show that the usual recurrence transience dichotomy for the lattice Z^d…
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 …
We show that a sequence of birth-and-death chains, given by lazy random walks in a (transient) environment (RWRE) on [0; n], exhibits a cutoff in the ballistic regime but does not exhibit a cutoff in the (interior of) the subballistic regime. We investigate the growth of the mixing times for this model. As an important step in the proof, we derive bounds for the quenched expectation and the quenched variance of the hitting times of the RWRE, which are of independent interest.
The point of view of the particle is an approach that has proven very powerful in the study of many models of random motions in random media. We provide a new use of this approach to prove the law of large numbers in the case of one or higher-dimensional, finite range, transient random walks in mixing random environments. One of the advantages of this method over what has been used so far is that it is not restricted to i.i.d. environments.
Given a finite graph G, a vertex of the lamplighter graph consists of a zero-one labeling of the vertices of G, and a marked vertex of G. For transitive graphs G, we show that, up to constants, the relaxation time for simple random walk in corresponding lamplighter graph is the maximal hitting time for simple random walk in G, while the mixing time in total variation on the lamplighter graph is the expected cover time on G. The mixing time in the uniform metric on the lamplighter graph admits a sharp threshold, and equals |G| multiplied by the relaxation time on G, up to a factor of log |G|. F…
This paper considers non-backtracking random walks on random graphs generated according to the configuration model. The quantity of interest is the scaling of the mixing time of the random walk as the number of vertices of the random graph tends to infinity. Subject to mild general conditions, we link two mixing times: one for a static version of the random graph, the other for a class of dynamic versions of the random graph in which the edges are randomly rewired but the degrees are preserved. The link is provided by the probability that the random walk has not yet stepped along a previously …
This paper explores the mixing time of the random transposition walk on permutations with one-sided interval restrictions. In particular, we're interested in the notion of cutoff, a phenomenon which occurs when mixing occurs in a window of order smaller than the mixing time. One of the main tools of the paper is the diagonalization obtained by Hanlon; the use of the spectral information is inspired by the famous paper of Diaconis and Shahshahani on the mixing time of the random transposition walk on the entire symmetric group. The diagonalization allows us to prove chi-squared cutoff for a bro…
By viewing the $N$-simplex as the set of positions of $N-1$ ordered particles on the unit interval, the adjacent walk is the continuous time Markov chain obtained by updating independently at rate 1 the position of each particle with a sample from the uniform distribution over the interval given by the two particles adjacent to it. We determine its spectral gap and prove that both the total variation distance and the separation distance to the uniform distribution exhibit a cutoff phenomenon, with mixing times that differ by a factor $2$. The results are extended to the family of log-concave d…
In this paper we study random walks on the hypergroup of conics in finite fields. We investigate the behavior of random walks on this hypergroup, the equilibrium distribution and the mixing times. We use the coupling method to show that the mixing time of random walks on hypergroup of conics is only linear.
We prove an upper bound for the $\varepsilon$-mixing time of the symmetric exclusion process on any graph G, with any feasible number of particles. Our estimate is proportional to $\mathsf{T}_{\mathsf{RW}(G)}\ln(|V|/\varepsilon)$, where |V| is the number of vertices in G, and $\mathsf{T}_{\mathsf{RW}(G)}$ is the 1/4-mixing time of the corresponding single-particle random walk. This bound implies new results for symmetric exclusion on expanders, percolation clusters, the giant component of the Erdos-Renyi random graph and Poisson point processes in $\mathbb{R}^d$. Our technical tools include a …
We study the robustness under perturbations of mixing times, by studying mixing times of random walks in percolation clusters inside boxes in $\Z^d$. We show that for $d \geq 2$ and $p > p_c(\Z^d)$, the mixing time of simple random walk on the largest cluster inside $\{-n,...,n\}^d$ is $Θ(n^2)$ - thus the mixing time is robust up to constant factor.
It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences, can produce as lilmits only selfdecomposable distributions.
We consider dynamical percolation on the $d$-dimensional discrete torus of side length $n$, $\mathbb{Z}_n^d$, where each edge refreshes its status at rate $μ=μ_n\le 1/2$ to be open with probability $p$. We study random walk on the torus, where the walker moves at rate $1/(2d)$ along each open edge. In earlier work of two of the authors with A. Stauffer, it was shown that in the subcritical case $p<p_c(\mathbb{Z}^d)$, the (annealed) mixing time of the walk is $Θ(n^2/μ)$, and it was conjectured that in the supercritical case $p>p_c(\mathbb{Z}^d)$, the mixing time is $Θ(n^2+1/μ)$; here the implie…
Stable laws can be tempered by modifying the Lévy measure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops random walk models that converge to a tempered stable law under a triangular array scheme. Since tempered stable laws and processes are useful in statistical physics, these random walk models can provide a basic physical model for the underlying physical phenomena.
The mixing time of a random walk, with or without backtracking, on a random graph generated according to the configuration model on $n$ vertices, is known to be of order $\log n$. In this paper we investigate what happens when the random graph becomes {\em dynamic}, namely, at each unit of time a fraction $α_n$ of the edges is randomly rewired. Under mild conditions on the degree sequence, guaranteeing that the graph is locally tree-like, we show that for every $\varepsilon\in(0,1)$ the $\varepsilon$-mixing time of random walk without backtracking grows like $\sqrt{2\log(1/\varepsilon)/\log(1/…
We consider a random walk in dimension $d\geq 1$ in a dynamic random environment evolving as an interchange process with rate $γ>0$. We only assume that the annealed drift is non-zero. We prove that the empirical velocity of the walker $X_t/t$ eventually lies in an arbitrary small ball around the annealed drift if we choose $γ$ large enough. This statement is thus a perturbation of the case $γ=+\infty$ where the environment is refreshed between each step of the walker. We extend three-way part of the results of HS15, where the environment was given by the $1$ dimensional exclusion process: $(i…
We study random walks on the integers mod $G_n$ that are determined by an integer sequence $\{ G_n \}_{n \geq 1}$ generated by a linear recurrence relation. Fourier analysis provides explicit formulas to compute the eigenvalues of the transition matrices and we use this to bound the mixing time of the random walks.
Several inequalities are proved for the mixing time of discrete-time quantum walks on finite graphs. The mixing time is defined differently than in Aharonov, Ambainis, Kempe and Vazirani (2001) and it is found that for particular examples of walks on a cycle, a hypercube and a complete graph, quantum walks provide no speed-up in mixing over the classical counterparts. In addition, non-unitary quantum walks (i.e., walks with decoherence) are considered and a criterion for their convergence to the unique stationary distribution is derived.
We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we explore how this technique may be used to obtain bounds on the mixing of a statistic instead.
Suppose that G and H are finite, connected graphs, G regular, X is a lazy random walk on G and Z is a reversible ergodic Markov chain on H. The generalized lamplighter chain X* associated with X and Z is the random walk on the wreath product H\wr G, the graph whose vertices consist of pairs (f,x) where f=(f_v)_{v\in V(G)} is a labeling of the vertices of G by elements of H and x is a vertex in G. In each step, X* moves from a configuration (f,x) by updating x to y using the transition rule of X and then independently updating both f_x and f_y according to the transition probabilities on H; f_z…
The Diaconis--Gangolli random walk is an algorithm that generates an almost uniform random graph with prescribed degrees. In this paper, we study the mixing time of the Diaconis--Gangolli random walk restricted on $n\times n$ contingency tables over $\mathbb{Z}/q\mathbb{Z}$. We prove that the random walk exhibits cutoff at $\frac{n^2}{4(1- \cos{\frac{2 π}{q}})} \log n, $ when $\log q=o\left (\frac{\sqrt{\log n}}{\log \log n}\right )$.