On the continuity of lyapunov exponents of random walks in random potentials

Lyapunov exponents, shape theorems and large deviations for the random walk in random potential

We consider the simple random walk on Z^d evolving in a potential of independent and identically distributed random variables taking values in [0, + \infty]. We give optimal conditions for the existence of the quenched point-to-point Lyapunov exponent, and for different versions of a shape theorem. The method of proof applies as well to first-passage percolation, and builds up on an approach of Cox and Durrett (1981). The weakest form of shape theorem holds whenever the set of sites with finite potential percolates. Under this condition, we then show the existence of the quenched point-to-hype…

The Hölder continuity of the scaling limit of three-dimensional loop-erased random walk

Let $β$ be the growth exponent of the loop-erased random walk (LERW) in three dimensions. We prove that the scaling limit of 3D LERW is $h$-Hölder continuous almost surely for all $h < 1/β$, while not $1/β$-Hölder continuous almost surely.

A shape theorem and a variational formula for the quenched Lyapunov exponent of random walk in a random potential

We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a square lattice of arbitrary dimension and with an arbitrary finite set of steps. The potential is a function of a stationary environment and the step of the walk. This potential is subject to a moment assumption whose strictness is tied to the mixing of the environment. Our setting includes directed and undirected polymers, random walk in static and dynamic random environment, and, when the temperature is taken to zero, our res…

Continuity result for the rate function of the simple random walk on supercritical percolation clusters

We consider the simple random walk on supercritical percolation clusters in the multidimensional cubic lattice. In this model, a quenched large deviation principle holds for the position of the random walk. Its rate function depends on the law of the percolation configuration, and the aim of this paper is to study the continuity of the rate function in the law. To do this, it is useful that the rate function is expressed by the so-called Lyapunov exponent, which is the asymptotic cost paid by the random walk for traveling in a landscape of percolation configurations. In this context, we first …

Moduli of continuity of local times of random walks on graphs in terms of the resistance metric

In this article, universal concentration estimates are established for the local times of random walks on weighted graphs in terms of the resistance metric. As a particular application of these, a modulus of continuity for local times is provided in the case when the graphs in question satisfy a certain volume growth condition with respect to the resistance metric. Moreover, it is explained how these results can be applied to self-similar fractals, for which they are shown to be useful for deriving scaling limits for local times and asymptotic bounds for the cover time distribution.

Branching Random Walks with Immigration. Lyapunov Stability

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is described by a Bienayme-Galton- Watson branching process. The assumption on immigration of particles is that a new particle can appear at every lattice point from the outside. The subject of the study is a limit distribution of the particle field on the lattice. The differential equations for correlation functions for the number of particles at an arbitrary time mo…

Absolute Continuity and Weak Uniform Mixing of Random Walk in Dynamic Random Environment

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.

The relation between quenched and annealed Lyapunov exponents in random potential on trees

In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of independent and identically distributed non-negative random variables. To determine the risk of taking a walk in these potentials we consider the decay of the Green function. There are two possible tools to describe this decay: The quenched Lyapunov exponents and the annealed Lyapunov exponents. It turns out that on the integers we can state a precise relation be…

Continuity and anomalous fluctuations in random walks in dynamic random environments: numerics, phase diagrams and conjectures

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on the asymptotic speeds and the scaling limits of such random walks. We observe different behaviors depending on the dynamics of the underlying random environment and the ratio between the jump rate of the random walk and the one of the environment. We compare our data with well known results for static random environment. We observe that the non-diffusive reg…

Continuity estimates for the complex cascade model on the phase boundary

We consider the complex branching random walk on a dyadic tree with Gaussian weights on the boundary between the diffuse phase and the glassy phase. We study the branching random walk in the space of continuous functions and establish convergence in this space. The main difficulty here is that the expected modulus of continuity of the limit is too weak in order to show tightness in the space of continuous functions by means of standard tools from the theory of stochastic processes.

An abstract continuity theorem of the Lyapunov exponents

We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the data. We provide a modulus of continuity that depends explicitly on the sharpness of the LDT estimate. Our method uses an inductive procedure based on the deterministic, general Avalanche Principle in [4]. The main advantage of this approach, besides the fact that it provides quantitative estimates, is its versatility, as it applies to quasi-periodic cocycl…

Lyapunov exponents of random walks in small random potential: the lower bound

We consider the simple random walk on Z^d, d > 2, evolving in a potential of the form βV, where (V(x), x \in Z^d) are i.i.d. random variables taking values in [0,+\infty), and β > 0. When the potential is integrable, the asymptotic behaviours as β tends to 0 of the associated quenched and annealed Lyapunov exponents are known (and coincide). Here, we do not assume such integrability, and prove a sharp lower bound on the annealed Lyapunov exponent for small β. The result can be rephrased in terms of the decay of the averaged Green function of the Anderson Hamiltonian -Δ + βV.

Computing stationary probability distributions and large deviation rates for constrained random walks. The undecidability results

Our model is a constrained homogeneous random walk in a nonnegative orthant Z_+^d. The convergence to stationarity for such a random walk can often be checked by constructing a Lyapunov function. The same Lyapunov function can also be used for computing approximately the stationary distribution of this random walk, using methods developed by Meyn and Tweedie. In this paper we show that, for this type of random walks, computing the stationary probability exactly is an undecidable problem: no algorithm can exist to achieve this task. We then prove that computing large deviation rates for this mo…

双曲渗流中随机游走的连续性：漂移、熵与维数

Continuity for random walks in hyperbolic percolation: drift, entropy, and dimension

本文证明了双曲群Cayley图渗流无限簇上随机游走的漂移和渐近熵随渗流参数连续变化，进而推出调和测度Hausdorff维数的连续性。

Coincidence of Lyapunov exponents for random walks in weak random potentials

We investigate the free energy of nearest-neighbor random walks on $\mathbb{Z}^d$, endowed with a drift along the first axis and evolving in a nonnegative random potential given by i.i.d. random variables. Our main result concerns the ballistic regime in dimensions $d\geq4$, at which we show that quenched and annealed Lyapunov exponents are equal as soon as the strength of the potential is small enough.

Large Deviations and Phase Transition for Random Walks in Random Nonnegative Potentials

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis of \cite{Zer}, where a shape theorem on the Lyapunov functions and a large deviation principle in absence of the drift are achieved for the quenched setting.

Matrix random products with singular harmonic measure

Any Zariski dense countable subgroup of $SL(d,R)$ is shown to carry a non-degenerate finitely supported symmetric random walk such that its harmonic measure on the flag space is singular. The main ingredients of the proof are: (1) a new upper estimate for the Hausdorff dimension of the projections of the harmonic measure onto Grassmannians in $R^d$ in terms of the associated differential entropies and differences between the Lyapunov exponents; (2) an explicit construction of random walks with uniformly bounded entropy and Lyapunov exponents going to infinity.

Lyapunov条件下非Lipschitz系数Kolmogorov方程的正则性保持

Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions

本文针对非Lipschitz系数的Kolmogorov方程，在Lyapunov条件下证明漂移和扩散系数的Lipschitz常数分别为$o(\log V)$和$o(\sqrt{\log V})$时，可替代全局Lipschitz连续性以保持正则性。

On the speed of a cookie random walk

We consider the model of the one-dimensional cookie random walk when the initial cookie distribution is spatially uniform and the number of cookies per site is finite. We give a criterion to decide whether the limiting speed of the walk is non-zero. In particular, we show that a positive speed may be obtained for just 3 cookies per site. We also prove a result on the continuity of the speed with respect to the initial cookie distribution.

Random walk in random environment with asymptotically zero perturbation

We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on {0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results complement existing criteria for random walks in random environments and for Markov chains with asymptotically zero drift, and are significantly different to these previously studied cases. Our method is based on a martingale technique - the method of Lyapunov functions.

Lyapunov exponents for the one-dimensional parabolic Anderson model with drift

We consider the solution $u$ to the one-dimensional parabolic Anderson model with homogeneous initial condition $u(0, \cdot) \equiv 1$, arbitrary drift and a time-independent potential bounded from above. Under ergodicity and independence conditions we derive representations for both the quenched Lyapunov exponent and, more importantly, the $p$-th annealed Lyapunov exponents for {\it all} $p \in (0, \infty).$ These results enable us to prove the heuristically plausible fact that the $p$-th annealed Lyapunov exponent converges to the quenched Lyapunov exponent as $p \downarrow 0.$ Furthermore, …

Limit theorems for random walks in dynamic random environment

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen from the position of the walker, i.e the environment process. We also obtain ergodicity of the uniquely ergodic measure of the environment process as well as continuity as a function of the jump rates of the walker. As a consequence we obtain several limit theorems, such as law of large numbers, Einstein relation, central limit theorem and concentration propert…

加性噪声下Hopf规范形中的正Lyapunov指数

Positive Lyapunov Exponent in the Hopf Normal Form with Additive Noise

本研究证明了加性白噪声扰动下Hopf分岔规范形在强剪切强度下Lyapunov指数为正，借助Furstenberg-Khasminskii公式下的Lyapunov指数连续性结论完善了相关简化情形的研究结果。

Trees of self-avoiding walks

We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when the bias converges to its critical value is conjectured to coincide with the weak limit of the uniform SAW. Along the way, we obtain a criterion for the continuity of the escape probability of a biased random walk on a tree as a function of the bias, and show that the collection of escape probability functions for spherically symmetric trees of bounded degree…

Lyapunov指数在一点Lyapunov谱情况下的正则性：半单情况

Regularity of Lyapunov exponents at one-point Lyapunov spectra: the semisimple case

本文研究了Lyapunov指数作为紧支撑概率测度空间上的函数的正则性，证明了在半单概率测度具有单点Lyapunov谱时，Lyapunov指数在Wasserstein距离下点wise log-Hölder连续。

An invariance principle for random walk bridges conditioned to stay positive

We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes as a special case the convergence under diffusive rescaling of random walk excursions toward the normalized Brownian excursion, for zero mean, finite variance random walks. The proof exploits a suitable absolute continuity relation together with some local asymptotic estimates for random walks conditioned to stay positive, recently obtained by Vatutin and W…

Continuity of Zero-Hitting Times of Bessel Processes and Welding Homeomorphisms of SLE$_κ$

We consider a family of Bessel Processes that depend on the starting point $x$ and dimension $δ$, but are driven by the same Brownian motion. Our main result is that almost surely the first time a process hits $0$ is jointly continuous in $x$ and $δ$, provided $δ\le 0$. As an application, we show that the SLE($κ$) welding homeomorphism is continuous in $κ$ for $κ\in [0,4]$. Our motivation behind this is to study the well known problem of the continuity of SLE$_κ$ in $κ$. The main tool in our proofs is random walks with increments distributed as infinite mean Inverse-Gamma laws.

Quenched large deviations for multidimensional random walk in random environment with holding times

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some…

Survival of branching random walks in random environment

We study survival of nearest-neighbour branching random walks in random environment (BRWRE) on ${\mathbb Z}$. A priori there are three different regimes of survival: global survival, local survival, and strong local survival. We show that local and strong local survival regimes coincide for BRWRE and that they can be characterized with the spectral radius of the first moment matrix of the process. These results are generalizations of the classification of BRWRE in recurrent and transient regimes. Our main result is a characterization of global survival that is given in terms of Lyapunov expone…

Efficient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks

The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture form. We exploit our methodology to achieve two types of results. First, we construct Monte Carlo estimators that are strongly efficient (i.e. have bounded relative mean squared error as the event of interest becomes rare). These estimators are used to estimate both rare-event probabilities of interest and associated conditional expectations. We emphasize that…

强大偏差原理对于随机游走配经验测度在Mukherjee-Varadhan拓扑下的研究

Strong large deviation principles for pair empirical measures of random walks in the Mukherjee-Varadhan topology

本文提出了一种拓扑，使得随机游走的配经验测度满足强大偏差原理，并应用于缩放后的随机游走及单个经验测度的收缩原理。

Level 1 quenched large deviation principle for random walk in dynamic random environment

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment for such a random walk, establishing first level 2 and 3 large deviation principles. Here we present two alternative short proofs of the level 1 large deviations under mild ergodicity assumptions on the environment: one for the continuous time case and another one for the discrete time case. Both proofs provide the existence, continuity and convexity of the…

Matrix geometric approach for random walks: stability condition and equilibrium distribution

In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the calculation of the stability condition, extending the result of Neuts drift conditions [30] and connecting it with the result of Fayolle et al. which is based on Lyapunov functions [13]. Furthermore, we consider the sub-class of random walks with equilibrium distributions given as series of product-forms and, for this class of random walks, we calculate the eigen…

随机GL(2,R)叠加的定量Hölder正则性、集中性和谱应用，以及对GL(d,R)的扩展

Quantitative Hölder Regularity, Concentration, and Spectral Applications for Lyapunov Exponents of Random $\operatorname{GL}(2,\mathbb{R})$ Cocycles, with Extensions to $\operatorname{GL}(d,\mathbb{R})$

本文研究了随机矩阵乘积的Lyapunov指数的定量正则性，扩展到GL(d,R)。通过分析测度的Hölder指数和Lyapunov间隙，推导出Hölder指数和对数Hölder指数，并提出谱间隙方法的应用。

$C^1$-Generic Symplectic Diffeomorphisms: Partial Hyperbolicity and Zero Center Lyapunov Exponents

We prove that if $f$ is a $C^1$-generic symplectic diffeomorphism then the Oseledets splitting along almost every orbit is either trivial or partially hyperbolic. In addition, if $f$ is not Anosov then all the exponents in the center bundle vanish. This establishes in full a result announced by R. Mañé in the ICM 1983. The main technical novelty is a probabilistic method for the construction of perturbations, using random walks.

Lyapunov exponents for truncated unitary and Ginibre matrices

In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $\operatorname{GL}_n(\mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.

Long range random walks and associated geometries on groups of polynomial growth

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study the large time behavior of its probability of return at time $n$ in terms of the key parameters describing the driving measure and the structure of the underlying group. We obtain assorted estimates including near-diagonal two-sided estimates and the Hölder continuity of the solutions of the associated discrete parabolic difference equation. In each case, thes…

Random matrix products when the top Lyapunov exponent is simple

In the present paper, we treat random matrix products on the general linear group $\textrm{GL}(V)$, where $V$ is a vector space defined on any local field, when the top Lyapunov exponent is simple, without irreducibility assumption. In particular, we show the existence and uniqueness of the stationary measure $ν$ on $\textrm{P}(V)$ that is relative to the top Lyapunov exponent and we describe the projective subspace generated by its support. We observe that the dynamics takes place in a open set of $\textrm{P}(V)$ which has the structure of a skew product space. Then, we relate this support to…

Random walks in the group of Euclidean isometries and self-similar measures

We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov operator associated to the rotation component of the isometries has spectral gap. We also prove that certain self-similar measures are absolutely continuous with smooth densities. These families of self-similar measures give higher dimensional analogues of Bernoulli convolutions on which absolute continuity can be established for contraction ratios in an open set.

随机矩阵乘积的一致估计及其应用

Uniform estimates for random matrix products and applications

该研究将线性群随机游走的大偏差结果拓展至非阿基米德局部域，证明重尾分布的大偏差估计与Lyapunov指数间隙的下半连续性，为重尾Anderson模型局域化及双曲曲面统计性质研究提供支撑。

Discrete Ollivier-Ricci curvature

We analyze both continuous and discrete-time Ollivier-Ricci curvatures of locally-finite weighted graphs $\G$ equipped with a given distance "$\dist$" (w.r.t. which $\G$ is metrically complete) and for general random walks. We show the continuous-time Ollivier-Ricci curvature is well-defined for a large class of Markovian and non-Markovian random walks and provide a criterion for existence of continuous-time Ollivier-Ricci curvature; the said results generalize the previous rather limited constructions in the literature. In addition, important properties of both discrete-time and continuous-ti…

Abelian网络中的本质增强：连续性与一致严格单调性

Essential enhancements in Abelian networks: continuity and uniform strict monotonicity

本文研究激活随机游走模型临界曲线的连续性与递增事件概率的严格单调性，并将渗流中的本质增强技术重构于Abelian网络框架。

有限图上占位过程的随机游走集中原理

A Random-Walk Concentration Principle for Occupancy Processes on Finite Graphs

该研究提出有限图离散时间占位过程的两个随机游走集中定理，可应用于动态随机图等边过程，仅需利普希茨连续性，适用于稠密与稀疏图，能估计子图密度偏差。