Let $μ$ be a borelian probability measure on $\mathbf{G}:=\mathrm{SL}_d(\mathbb{Z}) \ltimes \mathbb{T}^d$. Define, for $x\in \mathbb{T}^d$, a random walk starting at $x$ denoting for $n\in \mathbb{N}$, \[ \left\{\begin{array}{rcl} X_0 &=&x\\ X_{n+1} &=& a_{n+1} X_n + b_{n+1} \end{array}\right. \] where $((a_n,b_n))\in \mathbf{G}^\mathbb{N}$ is an iid sequence of law $μ$.
Then, we denote by $\mathbb{P}_x$ the measure on $(\mathbb{T}^d)^\mathbb{N}$ that is the image of $μ^{\otimes \mathbb{N}}$ by the map $\left((g_n) \mapsto (x,g_1 x, g_2 g_1 x, \dots , g_n \dots g_1 x, \dots)\right)$ and for any $φ\in \mathrm{L}^1((\mathbb{T}^d)^\mathbb{N}, \mathbb{P}_x)$, we set $\mathbb{E}_x φ((X_n)) = \int φ((X_n)) \mathrm{d}\mathbb{P}_x((X_n))$.
Bourgain, Furmann, Lindenstrauss and Mozes studied this random walk when $μ$ is concentrated on $\mathrm{SL}_d(\mathbb{Z}) \ltimes\{0\}$ and this allowed us to study, for any hölder-continuous function $f$ on the torus, the sequence $(f(X_n))$ when $x$ is not too well approximable by rational points.
In this article, we are interested in the case where $μ$ is not concentrated on $\mathrm{SL}_d(\mathbb{Z}) \ltimes \mathbb{Q}^d/\mathbb{Z}^d$ and we prove that, under assumptions on the group spanned by the support of $μ$, the Lebesgue's measure $ν$ on the torus is the only stationary probability measure and that for any hölder-continuous function $f$ on the torus, $\mathbb{E}_x f(X_n)$ converges exponentially fast to $\int f\mathrm{d}ν$.
Then, we use this to prove the law of large numbers, a non-concentration inequality, the functional central limit theorem and it's almost-sure version for the sequence $(f(X_n))$.
In the appendix, we state a non-concentration inequality for products of random matrices without any irreducibility assumption.
Let $ρ$ be a probability measure on $\mathrm{SL}\_d(\mathbb{Z})$ and consider the random walk defined by $ρ$ on the torus $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$. Bourgain, Furmann, Lindenstrauss and Mozes proved that under an assumption on the group generated by the support of $$ρ$$, the random walk starting at any irrational point equidistributes in the torus. In this article, we study the central limit theorem and the law of the iterated logarithm for this walk starting at some point having good diophantine properties.
We prove bounded rational ergodicity for some discrepancy skew products whose rotation number has bad rational approximation. This is done by considering the asymptotics of associated affine random walks.
The main result of this paper is a decomposition theorem for a measure on the one-dimensional torus. Given a sufficiently large subset $S$ of the positive integers, an arbitrary measure on the torus is decomposed as the sum of two measures. The first one $μ_1$ has the property that the random walk with initial distribution $μ_1$ evolved by the action of $S$ equidistributes very fast. The second measure $μ_2$ in the decomposition is concentrated on very small neighborhoods of a small number of points.
We examine the sets of late points of a symmetric random walk on $Z^2$ projected onto the torus $Z^2_K$, culminating in a limit theorem for the cover time of the toral random walk. This extends the work done for the simple random walk in Dembo, et al. (2006) to a large class of random walks projected onto the lattice torus. The approach uses comparisons between planar and toral hitting times and distributions on annuli, and uses only random walk methods.
We give Harnack inequalities for the hitting distributions of a large family of symmetric random walks on $\Z^2$, and their projections onto the lattice torus $\Z^2_K$. This extends a framework for the simple random walk in Dembo, et al. (2006), and generalizes the results in Bass, Rosen (2007) to the toral projection.
We consider one or more independent random walks on the $d\ge 3$ dimensional discrete torus. The walks start from vertices chosen independently and uniformly at random. We analyze the fluctuation behavior of the size of some random sets arising from the trajectories of the random walks at a time proportional to the size of the torus. Examples include vacant sets and the intersection of ranges. The proof relies on a refined analysis of tail estimates for hitting time and can be applied for other vertex-transitive graphs.
We define and characterise regular sequences in affine buildings, thereby giving the "$p$-adic analogue" of the fundamental work of Kaimanovich. As applications we prove limit theorems for random walks on affine buildings and their automorphism groups.
Our paper gives bounds for the rate of convergence for a class of random walks on the d-dimensional torus generated by a set of n vectors in R^d/Z^d. We give bounds on the discrepancy distance from Haar measure; our lower bound holds for all such walks, and if the generators arise from the rows of a "badly approximable" matrix, then there is a corresponding upper bound. The bounds are sharp for walks on the circle.
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.
For $d\ge 3$ we construct a new coupling of the trace left by a random walk on a large $d$-dimensional discrete torus with the random interlacements on $\mathbb Z^d$. This coupling has the advantage of working up to macroscopic subsets of the torus. As an application, we show a sharp phase transition for the diameter of the component of the vacant set on the torus containing a given point. The threshold where this phase transition takes place coincides with the critical value $u_*(d)$ of random interlacements on $\mathbb Z^d$. Our main tool is a variant of the soft-local time coupling techniqu…
We examine escape and entrance times, Green's functions, local times, and hitting distributions of discs and annuli of a symmetric random walk on $\Z^2$ projected onto the periodic lattice $\Z^2_K$. This extends a framework for the simple planar random walk in Dembo, et al. (2006) to the large class of planar random walks in Bass, Rosen (2007). The approach uses comparisons between $\Z^2$ and $\Z^2_K$ hitting times and distributions on annuli, and uses only random walk methods.
We prove that the scaling limit of the weakly self-avoiding walk on a $d$-dimensional discrete torus is Brownian motion on the continuum torus if the length of the rescaled walk is $o(V^{1/2})$ where $V$ is the volume (number of points) of the torus and if $d>4$. We also prove that the diffusion constant of the resulting torus Brownian motion is the same as the diffusion constant of the scaling limit of the usual weakly self-avoiding walk on $\mathbb{Z}^d$. This provides further manifestation of the fact that the weakly self-avoiding walk model on the torus does not feel that it is on the toru…
In this paper we apply techniques of spherical harmonic analysis to prove a local limit theorem, a rate of escape theorem, and a central limit theorem for isotropic random walks on arbitrary thick regular affine buildings of irreducible type.
Sharp estimates for the length of loop erased random walk between two vertices on the [n]^d -torus, d > 4, are established. The mean length is order n^{d/2} . In dimension 4 we have only an upper bound.
We investigate the relation between the local picture left by the trajectory of a simple random walk on the torus (Z/NZ)^d, d >= 3, until u N^d time steps, u > 0, and the model of random interlacements recently introduced by Sznitman. In particular, we show that for large N, the joint distribution of the local pictures in the neighborhoods of finitely many distant points left by the walk up to time u N^d converges to independent copies of the random interlacement at level u.
Let a simple random walk run inside a torus of dimension three or higher for a number of steps which is a constant proportion of the volume. We examine geometric properties of the range, the random subgraph induced by the set of vertices visited by the walk. Distance and mixing bounds for the typical range are proven that are a $k$-iterated log factor from those on the full torus for arbitrary $k$. The proof uses hierarchical renormalization and techniques that can possibly be applied to other random processes in the Euclidean lattice. We use the same technique to bound the heat kernel of a ra…
Let x and y be points chosen uniformly at random from $\Z_n^4$, the four-dimensional discrete torus with side length n. We show that the length of the loop-erased random walk from x to y is of order $n^2 (\log n)^{1/6}$, resolving a conjecture of Benjamini and Kozma. We also show that the scaling limit of the uniform spanning tree on $\Z_n^4$ is the Brownian continuum random tree of Aldous. Our proofs use the techniques developed by Peres and Revelle, who studied the scaling limits of the uniform spanning tree on a large class of finite graphs that includes the d-dimensional discrete torus for…
We introduce the discrete affine group of a regular tree as a finitely generated subgroup of the affine group. We describe the Poisson boundary of random walks on it as a space of configurations. We compute isoperimetric profile and Hilbert compression exponent of the group. We also discuss metric relationship with some lamplighter groups and lamplighter graphs.
We use a reflection argument, introduced by Gessel and Zeilberger, to count the number of k-step walks between two points which stay within a chamber of a Weyl group. We apply this technique to walks in the alcoves of the classical affine Weyl groups. In all cases, we get determinant formulas for the number of k-step walks. One important example is the region m>x_1>x_2>...>x_n>0, which is a rescaled alcove of the affine Weyl group C_n. If each coordinate is considered to be an independent particle, this models n non-colliding random walks on the interval (0,m). Another case models n non-collid…
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 $1 - Ce^{-(\log N)^2}$.
We calculate the almost sure Hausdorff dimension of the random covering set $\limsup_{n\to\infty}(g_n + ξ_n)$ in $d$-dimensional torus $\mathbb T^d$, where the sets $g_n\subset\mathbb T^d$ are parallelepipeds, or more generally, linear images of a set with nonempty interior, and $ξ_n\in\mathbb T^d$ are independent and uniformly distributed random points. The dimension formula, derived from the singular values of the linear mappings, holds provided that the sequences of the singular values are decreasing.
We consider a general multidimensional affine recursion with corresponding Markov operator $P$ and a unique $P$-stationary measure. We show spectral gap properties on Hölder spaces for the corresponding Fourier operators and we deduce convergence to stable laws for the Birkhoff sums along the recursion. The parameters of the stable laws are expressed in terms of basic quantities depending essentially on the matricial multiplicative part of $P$. Spectral gap properties of $P$ and homogeneity at infinity of the $P$-stationary measure play an important role in the proofs.
We use the lace expansion to study the long-distance decay of the two-point function of weakly self-avoiding walk on the integer lattice $\mathbb{Z}^d$ in dimensions $d>4$, in the vicinity of the critical point, and prove an upper bound $|x|^{-(d-2)}\exp[-c|x|/ξ]$, where the correlation length $ξ$ has a square root divergence at the critical point. As an application, we prove that the two-point function for weakly self-avoiding walk on a discrete torus in dimensions $d>4$ has a "plateau." We also discuss the significance and consequences of the plateau for the analysis of critical behaviour on…
Consider the real Markov walk $S_n = X_1+ \dots+ X_n$ with increments $\left(X_n\right)_{n\geq 1}$ defined by a stochastic recursion starting at $X_0=x$. For a starting point $y>0$ denote by $τ_y$ the exit time of the process $\left( y+S_n \right)_{n\geq 1}$ from the positive part of the real line. We investigate the asymptotic behaviour of the probability of the event $τ_y \geq n$ and of the conditional law of $y+S_n$ given $τ_y \geq n$ as $n \to +\infty$.
We introduce a model of branching interlacements for general critical offspring distributions. It consists of a countable collection of infinite tree-indexed random walk trajectories on $Z^d,d\geq5$. We show that this model turns out to be the local limit of the tree-indexed random walk in a discrete torus, conditioned on the size proportional to the volume of the torus. This generalizes the previous results of Angel, Ráth and the author, for the critical geometric offspring distribution. Our model also includes the model of random interlacements introduced by Sznitman as a degenerate case. To…
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…
This work continues the investigation, initiated in a recent work by Benjamini and Sznitman, of percolative properties of the set of points not visited by a random walk on the discrete torus (Z/NZ)^d up to time uN^d in high dimension d. If u>0 is chosen sufficiently small it has been shown that with overwhelming probability this vacant set contains a unique giant component containing segments of length c_0 log N for some constant c_0 > 0, and this component occupies a non-degenerate fraction of the total volume as N tends to infinity. Within the same setup, we investigate here the complement o…
We consider random walk on a discrete torus E of side-length N, in sufficiently high dimension d. We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time uN^d. We show that when u is chosen small, as N tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const log N. Moreover, this connected component occupies a non-degenerate fraction of the total number of sites N^d of E, and any point of E lies within distance a…
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…
We consider a simple random walk on a discrete torus (Z/NZ)^d with dimension d at least 3 and large side length N. For a fixed constant u > 0, we study the percolative properties of the vacant set, consisting of the set of vertices not visited by the random walk in its first [uN^d] steps. We prove the existence of two distinct phases of the vacant set in the following sense: if u > 0 is chosen large enough, all components of the vacant set contain no more than a power of log(N) vertices with high probability as N tends to infinity. On the other hand, for small u > 0, there exists a macroscopic…
This work proves that the fluctuations of the cover time of simple random walk in the discrete torus of dimension at least three with large side-length are governed by the Gumbel extreme value distribution. This result was conjectured for example in the book by Aldous & Fill. We also derive some corollaries which qualitatively describe "how" covering happens. In addition, we develop a new and stronger coupling of the model of random interlacements, introduced by Sznitman, and random walk in the torus. This coupling is used to prove the cover time result and is also of independent interest.
In this paper, following the recent paper on Walk/Zeta Correspondence by the first author and his coworkers, we compute the zeta function for the three- and four-state quantum walk and correlated random walk, and the multi-state random walk on the one-dimensional torus by using the Fourier analysis. We deal with also the four-state quantum walk and correlated random walk on the two-dimensional torus. In addition, we introduce a new class of models determined by the generalized Grover matrix bridging the gap between the Grover matrix and the positive-support of the Grover matrix. Finally, we gi…
Asymptotic results are derived for the number of random walks in alcoves of affine Weyl groups (which are certain regions in $n$-dimensional Euclidean space bounded by hyperplanes), thus solving problems posed by Grabiner [J. Combin. Theory Ser. A 97 (2002), 285-306]. These results include asymptotic expressions for the number of vicious walkers on a circle, and as well for the number of vicious walkers in an interval. The proofs depart from the exact results of Grabiner [loc. cit.], and require as diverse means as results from symmetric function theory and the saddle point method, among other…
Let $W$ be a finite Weyl group and $\widetilde W$ the corresponding affine Weyl group. A random element of $\widetilde W$ can be obtained as a reduced random walk on the alcoves of $\widetilde W$. By a theorem of Lam (Ann. Prob. 2015), such a walk almost surely approaches one of $|W|$ many directions. We compute these directions when $W$ is $B_n$, $C_n$ and $D_n$ and the random walk is weighted by Kac and dual Kac labels. This settles Lam's questions for types $B$ and $C$ in the affirmative and for type $D$ in the negative. The main tool is a combinatorial two row model for a totally asymmetri…
We study the mixing time of a random walker who moves inside a dynamical random cluster model on the d-dimensional torus of side-length n. In this model, edges switch at rate μbetween open and closed, following a Glauber dynamics for the random cluster model with parameters p,q. At the same time, the walker jumps at rate 1 as a simple random walk on the torus, but is only allowed to traverse open edges. We show that for small enough p the mixing time of the random walker is of order n^2/μ. In our proof we construct of a non-Markovian coupling through a multi-scale analysis of the environment, …
Let $\Cal S$ be an abelian group of automorphisms of a probability space $(X, {\Cal A}, μ)$ with a finite system of generators $(A_1, ..., A_d)$. Let $A^{\el}$ denote $A_1^{\ell_1} ... A_d^{\ell_d}$, for ${\el}= (\ell_1, ..., \ell_d)$. If $(Z_k)$ is a random walk on $\Z^d$, one can study the asymptotic distribution of the sums $\sum_{k=0}^{n-1} \, f \circ A^{\,{Z_k(ω)}}$ and $\sum_{\el \in \Z^d} \PP(Z_n= \el) \, A^\el f$, for a function $f$ on $X$. In particular, given a random walk on commuting matrices in $SL(ρ, \Z)$ or in ${\Cal M}^*(ρ, \Z)$ acting on the torus $\T^ρ$, $ρ\geq 1$, what is th…
We give a bound on the probability that a randomly chosen affine unimodular lattice has large holes, and a similar bound on the probability of large holes in the spectrum of a random flat torus. We discuss various motivations and generalizations, and state several open questions.
Let $V=\mathbb R^d$ be the Euclidean $d$-dimensional space, $μ$ (resp $λ$) a probability measure on the linear (resp affine) group $G=G L (V)$ (resp $H= \Aff (V))$ and assume that $μ$ is the projection of $λ$ on $G$. We study asymptotic properties of the iterated convolutions $μ^n *δ\_{v}$ (resp $λ^n*δ\_{v})$ if $v\in V$, i.e asymptotics of the random walk on $V$ defined by $μ$ (resp $λ$), if the subsemigroup $T\subset G$ (resp.\ $Σ\subset H$) generated by the support of $μ$ (resp $λ$) is "large". We show spectral gap properties for the convolution operator defined by $μ$ on spaces of homogene…
We provide an analysis of the expected meeting time of two independent random walks on a regular graph. For 1-D circle and 2-D torus graphs, we show that the expected meeting time can be expressed as the sum of the inverse of non-zero eigenvalues of a suitably defined Laplacian matrix. We also conjecture based on empirical evidence that this result holds more generally for simple random walks on arbitrary regular graphs. Further, we show that the expected meeting time for the 1-D circle of size $N$ is $Θ(N^2)$, and for a 2-D $N \times N$ torus it is $Θ(N^2 log N)$.
We consider a random walk $S_k$ with i.i.d. steps on a compact group equipped with a bi-invariant metric. We prove quantitative ergodic theorems for the sum $\sum_{k=1}^N f(S_k)$ with Hölder continuous test functions $f$, including the central limit theorem, the law of the iterated logarithm and an almost sure approximation by a Wiener process, provided the distribution of $S_k$ converges to the Haar measure in the $p$-Wasserstein metric fast enough. As an example we construct discrete random walks on an irrational lattice on the torus $\mathbb{R}^d/\mathbb{Z}^d$, and find their precise rate o…
In this work, we investigate a novel setting of Markovian loop measures and introduce a new class of loop measures called Bosonic loop measures. Namely, we consider loop soups with varying intensity $ μ\le 0 $ (chemical potential in physics terms), and secondly, we study Markovian loop measures on graphs with an additional "time" dimension leading to so-called space-time random walks and their loop measures and Poisson point loop processes. Interesting phenomena appear when the additional coordinate of the space-time process is on a discrete torus with non-symmetric jump rates. The projection …
In this paper we outline an approach for analysing random walks on the chambers of buildings. The types of walks that we consider are those which are well adapted to the structure of the building: Namely walks with transition probabilities $p(c,d)$ depending only on the Weyl distance $δ(c,d)$. We carry through the computations for thick locally finite affine buildings of type $\tilde{A}_2$ to prove a local limit theorem for these buildings. The technique centres around the representation theory of the associated Hecke algebra. This representation theory is particularly well developed for affin…
Our previous work presented explicit formulas for the generalized zeta function and the generalized Ihara zeta function corresponding to the Grover walk and the positive-support version of the Grover walk on the regular graph via the Konno-Sato theorem, respectively. This paper extends these walks to a class of walks including random walks, correlated random walks, quantum walks, and open quantum random walks on the torus by the Fourier analysis.
We consider two natural models of random walks on a module $V$ over a finite commutative ring $R$ driven simultaneously by addition of random elements in $V$, and multiplication by random elements in $R$. In the coin-toss walk, either one of the two operations is performed depending on the flip of a coin. In the affine walk, random elements $a \in R,b \in V$ are sampled independently, and the current state $x$ is taken to $ax+b$. For both models, we obtain the complete spectrum of the transition matrix from the representation theory of the monoid of all affine maps on $V$ under a suitable hypo…
We consider non-backtracking random walk (NBW) in the nearest-neighbor setting on the Zd-lattice and on tori. We evaluate the eigensystem of the m X m-dimensional transition matrix of NBW where m denote the degree of the graph. We use its eigensystem to show a functional central limit theorem for NBW on Zd and to obtain estimates on the convergence towards the stationary distribution for NBW on the torus.
Let T(x,r) denote the first hitting time of the disc of radius r centered at x for Brownian motion on the two dimensional torus. We prove that sup_{x} T(x,r)/|log r|^2 --> 2/pi as r --> 0. The same applies to Brownian motion on any smooth, compact connected, two-dimensional, Riemannian manifold with unit area and no boundary. As a consequence, we prove a conjecture, due to Aldous (1989), that the number of steps it takes a simple random walk to cover all points of the lattice torus Z_n^2 is asymptotic to (2n log n)^2/pi. Determining these asymptotics is an essential step toward analyzing the f…
