In the present paper, as a continuation of our preceding paper [10], we study another kind of central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a viewpoint of discrete geometric analysis developed by Kotani and Sunada. We introduce a one-parameter family of random walks which interpolates between the original non-symmetric random walk and the symmetrized one. We first prove a semigroup CLT for the family of random walks by realizing the nilpotent covering graph into a nilpotent Lie group via discrete harmonic maps. The limiting diffusion semigroup is generated by the homogenized sub-Laplacian with a constant drift of the asymptotic direction on the nilpotent Lie group, which is equipped with the Albanese metric associated with the symmetrized random walk. We next prove a functional CLT (i.e., Donsker-type invariance principle) in a Holder space over the nilpotent Lie group by combining the semigroup CLT, standard martingale techniques, and a novel pathwise argument inspired by rough path theory. Applying the corrector method, we finally extend these CLTs to the case where the realizations are not necessarily harmonic.
In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a non-symmetric random walk on a nilpotent covering graph. Realizing the nilpotent covering graph into a nilpotent Lie group through a discrete harmonic map, we give a geometric characterization of the limit semigroup on the nilpotent Lie group. More precisely, we show that the limit semigroup is generated by the sub-Laplacian with a non-trivial drift on the n…
We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We show that if the finite group is nilpotent, the mixing time of this walk is of the same order of magnitude as the diameter of a suitable pseudo-metric, D(S, a), on the group, which depends only on the generators and speeds. Additionally, we give sharp bounds on the $\ell^2$-distance between the distribution of the position of the walker and the stationary dist…
We consider a natural class of long range random walks on torsion free nilpotent groups and develop limit theorems for these walks. Given the original discrete group $Γ$ and a random walk $(S_n)_ {n\ge1}$ driven by a certain type of symmetric probability measure $μ$, we construct a homogeneous nilpotent Lie group $G_\bullet(Γ,μ)$ which carries an adapted dilation structure and a stable-like process $(X_t)_{ t\ge0}$ which appears in a Donsker-type functional limit theorem as the limit of a rescaled version of the random walk. Both the limit group and the limit process on that group depend on th…
We study the decay of convolution powers of a large family $μ_{S,a}$ of measures on finitely generated nilpotent groups. Here, $S=(s_1,...,s_k)$ is a generating $k$-tuple of group elements and $a= (α_1,...,α_k)$ is a $k$-tuple of reals in the interval $(0,2)$. The symmetric measure $μ_{S,a}$ is supported by $S^*=\{s_i^{m}, 1\le i\le k,\,m\in \mathbb Z\}$ and gives probability proportional to $$(1+m)^{-α_i-1}$$ to $s_i^{\pm m}$, $i=1,...,k,$ $m\in \mathbb N$. We determine the behavior of the probability of return $μ_{S,a}^{(n)}(e)$ as $n$ tends to infinity. This behavior depends in somewhat sub…
In this paper we find an upper bound for the probability that a $3$ dimensional simple random walk covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball of radius $N$. For $d\ge 4$, it has been shown in [5] that such probability decays exponentially with respect to $N$. For $d=3$, however, the same technique does not apply, and in this paper we obtain a slightly weaker upper bound: $\forall \varepsilon>0,\exists c_\varepsilon>0,$ $$P\left({\rm Trace}(\mathcal{P})\subseteq {\rm Trace}\big(\{X_n\}_{n=0}^\infty\big) \right)\le \exp\left(-c_\varepsilon N\log^{…
Moderate deviation principles (MDPs) for random walks on covering graphs with groups of polynomial volume growth are discussed in a geometric point of view. They deal with any intermediate spatial scalings between those of laws of large numbers and those of central limit theorems. The corresponding rate functions are given by quadratic forms determined by the Albanese metric associated with the given random walks. We apply MDPs to establish laws of the iterated logarithm on the covering graphs by characterizing the set of all limit points of the normalized random walks.
The aim of this article is to study some asymptotics of a natural model of random ramified coverings on the disk of degree $N$. We prove that the monodromy field, called also the holonomy field, converges in probability to a non-random field as $N$ goes to infinity. In order to do so, we use the fact that the monodromy field of random uniform labelled simple ramified coverings on the disk of degree $N$ has the same law as the $\mathfrak{S}(N)$-Yang-Mills measure associated with the random walk by transposition on $\mathfrak{S}(N)$. This allows us to restrict our study to random walks on $\math…
In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths, the one that maximizes the covering probability is the monotonic increasing one that stays within distance 1 from the diagonal. As a result, we can obtain an exponential upper bound on the decaying rate of covering probability of any such path when $d\ge 4$.
We analyze a deterministic form of the random walk on the integer line called the {\em liar machine}, similar to the rotor-router model, finding asymptotically tight pointwise and interval discrepancy bounds versus random walk. This provides an improvement in the best-known winning strategies in the binary symmetric pathological liar game with a linear fraction of responses allowed to be lies. Equivalently, this proves the existence of adaptive binary block covering codes with block length $n$, covering radius $\leq fn$ for $f\in(0,1/2)$, and cardinality $O(\sqrt{\log \log n}/(1-2f))$ times th…
Elephant Random Walks on Coverings of Dipole Graphs
Faculty of Advanced Science and Technology, Kumamoto University（熊本大学先进科学技术学部）；Graduate School of Science and Technology, Kumamoto University（熊本大学理工学研究科）
We consider random walks and Lévy processes in a homogeneous group $G$. For all $p > 0$, we completely characterise (almost) all $G$-valued Lévy processes whose sample paths have finite $p$-variation, and give sufficient conditions under which a sequence of $G$-valued random walks converges in law to a Lévy process in $p$-variation topology. In the case that $G$ is the free nilpotent Lie group over $\mathbb{R}^d$, so that processes of finite $p$-variation are identified with rough paths, we demonstrate applications of our results to weak convergence of stochastic flows and provide a Lévy-Khint…
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.
We introduce a new method for proving central limit theorems for random walk on nilpotent groups. The method is illustrated in a local central limit theorem on the Heisenberg group, weakening the necessary conditions on the driving measure. As a second illustration, the method is used to study walks on the $n\times n$ uni-upper triangular group with entries taken modulo $p$. The method allows sharp answers to the behavior of individual coordinates: coordinates immediately above the diagonal require order $p^2$ steps for randomness, coordinates on the second diagonal require order $p$ steps; co…
Consider a collaborative dynamic of $k$ independent random walks on a finite connected graph $G$. We are interested in the size of the set of vertices visited by at least one walker and study how the number of walkers relates to the efficiency of covering the graph. To this end, we show that the expected size of the union of ranges of $k$ independent random walks with lifespans $t_1,t_2,\ldots,t_k$, respectively, is greater than or equal to that of a single random walk with the lifespan equal to $t_1+t_2+\cdots+t_k$. We analyze other related graph exploration schemes and end with many open que…
We revisit an old minor topic in algorithms, the deterministic walk on a finite graph which always moves toward the nearest unvisited vertex until every vertex is visited. There is an elementary connection between this cover time and ball-covering (metric entropy) measures. For some familiar models of random graphs, this connection allows the order of magnitude of the cover time to be deduced from first passage percolation estimates. Establishing sharper results seems a challenging problem.
We prove that in any finite set of $\mathbb Z^d$ with $d\ge 3$, there is a subset whose capacity and volume are both of the same order as the capacity of the initial set. As an application we obtain estimates on the probability of {\it covering uniformly} a finite set, and characterize some {\it folding} events, under optimal hypotheses. For instance, knowing that a region of space has an {\it atypically high occupation density} by some random walk, we show that this random region is most likely ball-like
For a group hyperbolic relative to virtually nilpotent subgroups, on a cusped graph associated to the group, we construct a random walk whose Martin boundary is the Bowditch boundary of the group. Moreover, the harmonic measure is a conformal density corresponding to a hyperbolic Green metric and is exact dimensional on the Bowditch boundary. The latter equipped with a visual distance induced by the Green metric is an Ahlfors-regular metric measure space. The dimension is given in terms of the drift, a Green drift and the asymptotic entropy. The Patterson-Sullivan density for the action on the…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence of measures, so that the resulting (random) Markov chains are still space homogeneous, but no longer time homogeneous. We study various notions of measure theoretical boundaries associated with this model and establish an analogue of the Poisson formula for (random) bounded harmonic functions. Under natural conditions on transition probabilities we identify t…
We define the model of two-dimensional random interlacements using simple random walk trajectories conditioned on never hitting the origin, and then obtain some properties of this model. Also, for random walk on a large torus conditioned on not hitting the origin up to some time proportional to the mean cover time, we show that the law of the vacant set around the origin is close to that of random interlacements at the corresponding level. Thus, this new model provides a way to understand the structure of the set of late points of the covering process from a microscopic point of view.
We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering all those regimes where rate and speed do not depend on the actual distribution of the scenery. In the case of dimension four and larger we even obtain precise asymptotics for the annealed probability of a moderate deviation, extending a classical central limit theorem of Kesten and Spitzer. In dimension three and larger, an important ingredient in the proofs…
We propose a twisted Szegedy walk for estimating the limit behavior of a discrete-time quantum walk on a crystal lattice, an infinite abelian covering graph, whose notion was introduced by [14]. First, we show that the spectrum of the twisted Szegedy walk on the quotient graph can be expressed by mapping the spectrum of a twisted random walk onto the unit circle. Secondly, we show that the spatial Fourier transform of the twisted Szegedy walk on a finite graph with appropriate parameters becomes the Grover walk on its infinite abelian covering graph. Finally, as an application, we show that if…
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 connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere $\mathbb{S}^{n-1}$. In this way, the case of a discretized Brownian motion is related to Gordon's escape theorem dealing with standard Gaussian matrices. The approach allows us to prove that with high probability, the $π/2$-covering time of certain random walks on $\mathbb{S}^{n-1}$ is of order $n$. For certain spherical simplices on $\mathbb{S}^{n-1}$, we extend the "escape" phenomenon to a broad class of random matrices; as an appli…
For $G$ a finitely generated group and $g \in G$, we say $g$ is detected by a normal subgroup $N \lhd G$ if $g \notin N$. The depth $D_G(g)$ of $g$ is the lowest index of a normal, finite index subgroup $N$ that detects $g$. In this paper we study the expected depth, $\mathbb E[D_G(X_n)]$, where $X_n$ is a random walk on $G$. We give several criteria that imply that $$\mathbb E[D_G(X_n)] \xrightarrow[n\to \infty]{} 2 + \sum_{k \geq 2}\frac{1}{[G:Λ_k]}\, ,$$ where $Λ_k$ is the intersection of all normal subgroups of index at most $k$. In particular, the equality holds in the class of all nilpot…
This article proves that, in terms of local times, the rescaled and recentered cover times of finite subsets of the discrete cylinder by simple random walk converge in law to the Gumbel distribution, as the cardinality of the set goes to infinity. As applications we obtain several other results related to covering in the discrete cylinder. Our method is new and involves random interlacements, which were introduced by Sznitman in arXiv:0704.2560. To enable the proof we develop a new stronger coupling of simple random walk in the cylinder and random interlacements, which is also of independent i…
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.
On a sub-Riemannian manifold we define two type of Laplacians. The \emph{macroscopic Laplacian} $Δ_ω$, as the divergence of the horizontal gradient, once a volume $ω$ is fixed, and the \emph{microscopic Laplacian}, as the operator associated with a sequence of geodesic random walks. We consider a general class of random walks, where \emph{all} sub-Riemannian geodesics are taken in account. This operator depends only on the choice of a complement $\mathbf{c}$ to the sub-Riemannian distribution, and is denoted $L^c$. We address the problem of equivalence of the two operators. This problem is int…
Let $G$ be a connected simple real Lie group, $Λ_{0}\subseteq G$ a lattice and $Λ\unlhd Λ_{0}$ a normal subgroup such that $Λ_{0}/Λ\simeq \mathbb{Z}^d$. We study the drift of a random walk on the $\mathbb{Z}^d$-cover $Λ\backslash G$ of the finite volume homogeneous space $Λ_{0}\backslash G$. This walk is defined by a Zariski-dense compactly supported probability measure $μ$ on $G$. We first assume the covering map $Λ\backslash G\rightarrow Λ_{0}\backslash G$ does not unfold any cusp of $Λ_{0}\backslash G$ and compute the drift at \emph{every} starting point. Then we remove this assumption and …
Consider a branching random walk on $\mathbb Z$ in discrete time. Denote by $L_n(k)$ the number of particles at site $k\in\mathbb Z$ at time $n\in\mathbb N_0$. By the profile of the branching random walk (at time $n$) we mean the function $k\mapsto L_n(k)$. We establish the following asymptotic expansion of $L_n(k)$, as $n\to\infty$: $$ e^{-φ(0)n} L_n(k) = \frac{e^{-\frac 12 x_n^2(k)}}{\sqrt {2πφ''(0) n}} \sum_{j=0}^r \frac{F_j(x_n(k))}{n^{j/2}} + o\left(n^{-\frac{r+1}{2}}\right) \quad a.s., $$ where $r\in\mathbb N_0$ is arbitrary, $φ(β)=\log \sum_{k\in\mathbb Z} e^{βk} \mathbb E L_1(k)$ is th…
Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the symmetric difference operation on sets. In discrete time, the description of combinatorial Levy processes gives rise to the notion of combinatorial random walks. These processes behave differently than random walks and Levy processes on other state spaces. Standard examples include processes on sets, graphs, and n-ary relations, but the framework permits fa…
We consider a random walk on the mapping class group of a surface of finite type. We assume that the random walk is determined by a probability measure whose support is finite and generates a non-elementary subgroup $H$. We further assume that $H$ is not consisting only of lifts with respect to any one covering. Then we prove that the probability that such a random walk gives a non-minimal mapping class in its fibered commensurability class decays exponentially. As an application of the minimality, we prove that for the case where a surface has at least one puncture, the probability that a ran…
We establish new bounds on character values and character ratios for finite groups $G$ of Lie type, which are considerably stronger than previously known bounds, and which are best possible in many cases. These bounds have the form $|χ(g)| \le χ(1)^{α_g}$, and give rise to a variety of applications, for example to covering numbers and mixing times of random walks on such groups. In particular we deduce that, if $G$ is a classical group in dimension $n$, then, under some conditions on $G$ and $g \in G$, the mixing time of the random walk on $G$ with the conjugacy class of $g$ as a generating se…
We study the two-dimensional gauge theory of the symmetric group S_n describing the statistics of branched n-coverings of Riemann surfaces. We consider the theory defined on the disk and on the sphere in the large-n limit. A non trivial phase structure emerges, with various phases corresponding to different connectivity properties of the covering surface. We show that any gauge theory on a two-dimensional surface of genus zero is equivalent to a random walk on the gauge group manifold: in the case of S_n, one of the phase transitions we find can be interpreted as a cutoff phenomenon in the cor…
We show that random walk on the incipient infinite cluster (IIC) of two-dimensional critical percolation is subdiffusive in the chemical distance (i.e., in the intrinsic graph metric). Kesten (1986) famously showed that this is true for the Euclidean distance, but it is known that the chemical distance is typically asymptotically larger. More generally, we show that subdiffusivity in the chemical distance holds for stationary random graphs of polynomial volume growth, as long as there is a multi-scale way of covering the graph so that "deep patches" have "thin backbones". Our estimates are qua…
