Wildberger's construction enables us to obtain a hypergroup from a special graph via random walks. We will give a probability theoretic interpretation to products on the hypergroup. The hypergroup can be identified with a commutative algebra whose basis is transition matrices. We will estimate the operator norm of such a transition matrix and clarify a relationship between their matrix products and random walks.
In this paper we study random walks on the hypergroup of circles in a finite field of prime order p = 4l + 3. We investigating the behavior of random walks on this hypergroup, the equilibrium distribution and the mixing times. We use two different approaches - comparision of Dirichlet forms (geometric bound of eigenvalues), and coupling methods, to show that the mixing time of random walks on hypergroup of circles is only linear.
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.
Wildberger gave a method to construct a finite hermitian discrete hypergroup from a random walk on a certain kind of graphs. In this article, we reveal that his method is applicable to a random walk on a certain kind of infinite graphs. Moreover, we make some observations of finite or infinite graphs on which a random walk produces a hermitian discrete hypergroup.
A pointed graph $(Γ,v_0)$ induces a family of transition matrices in Wildberger's construction of a hermitian hypergroup via a random walk on $Γ$ starting from $v_0$. We will give a necessary condition for producing a hermitian hypergroup as we assume a weaker condition than the distance-regularity for $(Γ,v_0)$. The condition obtained in this paper connects the transition matrices and the adjacency matrices associated with $Γ$.
Bessel-type convolution algebras of bounded Borel measures on the matrix cones of positive semidefinite $q\times q$-matrices over $\mathbb R, \mathbb C, \mathbb H$ were introduced recently by Rösler. These convolutions depend on some continuous parameter, generate commutative hypergroup structures and have Bessel functions of matrix argument as characters. Here, we first study the rich algebraic structure of these hypergroups. In particular, the subhypergroups and automorphisms are classified, and we show that each quotient by a subhypergroup carries a hypergroup structure of the same type. Th…
We point out a connection between fusion coefficients and random walks in a fixed level alcove associated to the root system of an affine Lie algebra and use this connection to solve completely the Dirichlet problem on such an alcove for a large class of simple random walks. We establish a correspondence between the hypergroup of conjugacy classes of a compact Lie group and the fusion hypergroup. We prove that a random walk in an alcove, obtained with the help of fusion coefficients, converges, after a proper normalization, towards the radial part of a Brownian motion on a compact Lie group.
The spherical functions of the noncompact Grassmann manifolds over the real or complex numbers or the quaternions with rank q and dimension parameter p can be seen as Heckman-Opdam hypergeometric functions of type BC, when the double coset space is identified with some Weyl chamber of type B. The associated double coset hypergroups may be embedded into a continuous family of commutative hypergroups with these hypergeometric functions as multiplicative functions with p in some continuous parameter range by a result of Rösler. Several limit theorems for random walks associated with these hypergr…
We establish a deformation isomorphism between the algebras of $SU(d)$-biinvariant compactly supported measures on $SL(d,\comp)$ and $SU(d)$-conjugation invariant measures on the Euclidean space $H_d^0$ of all Hermitian $d\times d$-matrices with trace 0. This isomorphism concisely explains a close connection between the spectral problem for sums of Hermititan matrices on one hand and the singular spectral problem for products of matrices from $SL(d,\comp)$ on the other, which has recently been observed by Klyachko \cite{Kl2}. From this deformation we further obtain an explicit, probability pre…
This investigation is motivated by a result we proved recently for the random transposition random walk: the distance from the starting point of the walk has a phase transition from a linear regime to a sublinear regime at time $n/2$. Here, we study three new examples. It is trivial that the distance for random walk on the hypercube is smooth and is given by one simple formula. In the case of random adjacent transpositions, we find that there is no phase transition even though the distance has different scalings in three different regimes. In the case of a random 3-regular graph, there is a ph…
A survey is presented of known results concerning simple random walk on the class of distance-regular graphs. One of the highlights is that electric resistance and hitting times between points can be explicitly calculated and given strong bounds for, which leads in turn to bounds on cover times, mixing times, etc. Also discussed are harmonic functions, moments of hitting and cover times, the Green's function, and the cutoff phenomenon. The main goal of the paper is to present these graphs as a natural setting in which to study simple random walk, and to stimulate further research in the field.
Several cycle lexicographical orders are found to describe the relative likelihood of elements of the random walks on the symmetric group generated by the conjugacy classes of transpositions, 3-cycles, and n-cycles. Spectral analysis finds sufficient time for the orders to hold. This partially answers a conjecture that the n-cycles are the least likely elements of the transposition walk on the symmetric group. A likelihood order contributes to understanding the total variation distance and separation distance for a random walk.
In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first coordinate is proved and the limit variance is explicited. In this paper, we study an extended version of this model by conditioning the extremal coordinates to be at some fixed distance at every time. We prove a functional central limit theorem for this random walk. Using combinatorial tools, we give a precise formula of the variance and compare it with the on…
We consider two or more simple symmetric walks on some graphs, e.g. the real line, the plane or the two dimensional comb lattice, and investigate the properties of the distance among the walkers.
Researchers have designed many algorithms to measure the distances between graph nodes, such as average hitting times of random walks, cosine distances from DeepWalk, personalized PageRank, etc. Successful although these algorithms are, still they are either underperforming or too time-consuming to be applicable to huge graphs that we encounter daily in this big data era. To address these issues, here we propose a faster algorithm based on an improved version of random walks that can beat DeepWalk results with more than ten times acceleration. The reason for this significant acceleration is th…
Consider a real hyperplane arrangement and let $\mathcal{C}$ denote the occurring chambers. Bidigare, Hanlon and Rockmore introduced a Markov chain on $\mathcal{C}$ which is a generalization of some card shuffling models used in computer science, biology and card games. This paper introduces strong stationary arguments for this Markov chain, which provide explicit bounds for the separation distance.
We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory and an entropic repulsion estimate for Gaussian free fields in the presence of a h…
Recently, the elephant random walk has attracted a lot of attentions. A wide range of literature is available for the asymptotic behavior of the process, such as the central limit theorems, functional limit theorems and the law of iterated logarithm. However, there is not result concerning Wassertein-1 distance for the normal approximations.In this paper, we show that the Wassertein-1 distance in the central limit theorem is totally different when a memory parameter $p$ belongs to one of the three cases $0< p < 1/2,$ $1/2< p<3/4$ and $p=3/4.$
The spherical functions of the noncompact Grassmann manifolds $G_{p,q}(\mathbb F)=G/K$ over the (skew-)fields $\mathbb F=\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge1$ and dimension parameter $p>q$ can be described as Heckman-Opdam hypergeometric functions of type BC, where the double coset space $G//K$ is identified with the Weyl chamber $ C_q^B\subset \mathbb R^q$ of type B. The corresponding product formulas and Harish-Chandra integral representations were recently written down by M. Rösler and the author in an explicit way such that both formulas can be extended analytically to all rea…
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）
We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial location of the random walk in question. The limiting processes are the analogues of those for higher-dimensional versions of the model, but additional logarithmic terms in the scaling factors are needed to see these. The proof applies recently developed machinery relating the scaling of resistance metric spaces and stochastic processes, with key inputs being n…
Consider $(1,2)$ random walk in random environment $\{X_n\}_{n\ge0}.$ In each step, the walk jumps at most a distance $2$ to the right or a distance $1$ to the left. For the walk transient to the right, it is proved that almost surely $\lim_{x\rightarrow\infty}\frac{\#\{X_n:\ 0\le X_n\le x,\ n\ge0\}}{x}=θ$ for some $0<θ<1.$ The result shows that the range of the walk covers only a linear proportion of the lattice of the positive half line. For the nearest neighbor random walk in random or non-random environment, this phenomenon could not appear in any circumstance.
We present a multiscale analysis for the exit measures from large balls in Z^d, d\geq 3, of random walks in certain i.i.d. random environments which are small perturbations of the fixed environment corresponding to simple random walk. Our main assumption is an isotropy assumption on the law of the environment, introduced by Bricmont and Kupianien. The analysis is based on propagating estimates on the variational distance between the exit measure and that of simple random walk, in addition to estimates on the variational distance between smoothed versions of these quantities.
We study nearest-neighbors branching random walks started from a point at the interior of a hypercube. We show that the probability that the process escapes the hypercube is monotonically decreasing with respect to the distance of its starting point from the boundary. We derive as a consequence that at all times the number of particles at a site is monotonically decreasing with respect to its distance from the starting point.
We prove a formula for the speed of distance stationary random sequences. A particular case is the classical formula for the largest Lyapunov exponent of an i.i.d. product of two by two matrices in terms of a stationary measure on projective space. We apply this result to Poisson-Delaunay random walks on Riemannian symmetric spaces. In particular, we obtain sharp estimates for the asymptotic behavior of the speed of hyperbolic Poisson-Delaunay random walks when the intensity of the Poisson point process goes to zero. This allows us to prove that a dimension drop phenomena occurs for the harmon…
Consider continuous-time random walks on Cayley graphs where the rate assigned to each edge depends only on the corresponding generator. We show that the limiting speed is monotone increasing in the rates for infinite Cayley graphs that arise from Coxeter systems, but not for all Cayley graphs. On finite Cayley graphs, we show that the distance -- in various senses -- to stationarity is monotone decreasing in the rates for Coxeter systems and for abelian groups, but not for all Cayley graphs. We also find several examples of surprising behaviour in the dependence of the distance to stationarit…
We consider a random walk $(Z^{(1)}_n, ..., Z^{(K+1)}_n) \in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. In this paper, we show that this random walk is slowed down by a variance factor $σ_K^2 = \frac{2}{K+2}$ with respect to the case of the classical simple random walk without constraint.
We prove that a uniformized variant of both the Rosenthal walk \cite{Rosenthal} and the Kac random walk \cite{Kac} on SO(n) mixes in $\cO(n^3)$ steps in total variation distance. The proof also extends easily to Rosenthal walk with fixed angle $θ\neq π$. To the best of our knowledge, this is the first polynomial time bound for both walks. The techniques employed are mainly from representation theory of SO(n). But a crucial new ingredient is the interpretation of the Fourier coefficients of the character ratio as counting the number of particle cascade paths arising from the classical branching…
We consider Sinai's random walk in random environment. We prove that infinitely often (i.o.) the size of the concentration neighborhood of this random walk is almost surely bounded. As an application we get that i.o. the maximal distance between two favorite sites is almost surely bounded.
In this work we study asymptotic properties of a long range memory random walk known as elephant random walk. First we prove recurrence and positive recurrence for the elephant random walk. Then, we establish the transience regime of the model. Finally, under the Poisson Hypothesis, we study the replica mean field limit for this random walk and we obtain an upper bound for the expected distance of the walker from the origin.
Random walk on the irreducible representations of the symmetric and general linear groups is studied. A separation distance cutoff is proved and the exact separation distance asymptotics are determined. A key tool is a method for writing the multiplicities in the Kronecker tensor powers of a fixed representation as a sum of non-negative terms. Connections are made with the Lagrange-Sylvester interpolation approach to Markov chains.
We consider a random walk in the plane which takes steps uniformly distributed on the unit circle centered around the walker's current position but avoids the convex hull of its past positions. This model has been introduced by Angel, Benjamini and Virag. We show a large deviation estimate for the distance of the walker from the origin, which implies that the walker has positive lim inf speed.
In this paper we consider random walks on Galton-Watson trees with random conductances. On these trees, the distance of the walker to the root satisfies a law of large numbers with limit the effective velocity, or speed of the walk. We study the regularity of the speed as a function of the distribution of conductances, in particular when the distribution of conductances converges to a non-elliptic limit.
We show existence of the weak large deviation principle, with a convex rate function, for the renormalized distance from the starting point of irreducible random walks on relatively hyperbolic groups. Under the assumption of finiteness of exponential moments, the full large deviation principle holds, and the rate function governing it can be expressed as the Fenchel-Legendre transform of the limiting logarithmic moment generating function of the sequence of renormalized distances.
We study simple random walk on the uniform spanning tree on Z^2 . We obtain estimates for the transition probabilities of the random walk, the distance of the walk from its starting point after n steps, and exit times of both Euclidean balls and balls in the intrinsic graph metric. In particular, we prove that the spectral dimension of the uniform spanning tree on Z^2 is 16/13 almost surely.
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…
The sequence of the simple random walks on Hamming schemes $\{H(n, q)\}_{n=1}^{\infty}$ has a cutoff phenomenon for each integer $q$ greater than or equal to $3$. In this paper, for the sequence of simple random walks on Hamming schemes $\{H(n, q)\}_{n=1}^{\infty}$ with $q\geq 3$, we give a simple majorant and a sharp minorant function for total variance distances between transition distributions and stationary distributions.
We consider the two-dimensional simple random walk conditioned on never hitting the origin, which is,formally speaking, the Doob's $h$-transform of the simple random walk with respect to the potential kernel. We then study the behavior of the future minimum distance of the walk to the origin, and also prove that two independent copies of the conditioned walk, although both transient, will nevertheless meet infinitely many times a.s.
We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time $n$ the particle is typically at a distance of order $O(n^κ)$ from the origin, $κ\in(0,1)$. We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time $n$, the particle is at a distance of order $O(n^{ν_0})$ from the origin, $ν_0\in (0,κ)$), and speedup (at time $n$, the particle is at a distance of order $n^{ν_1}$…
We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped with the Hausdorff distance, towards the convex hull spanned by a path of the limit stable Lévy process. As an application, we establish convergence of (expected) intrinsic volumes under some mild moment/structure assumptions posed on the random walk.
We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach relates the LDP to that of regeneration times and distances. The analysis of the latter is possible due to the i.i.d. structure of regenerations.
We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We prove that the velocity of such random walks is almost surely 0, and give partial characterization of transience and recurrence for the different dimensions. Finally we prove Central Limit Theorem for such random walks, under a condition on the distance between nearest coordinate nearest points.
Motivated by a recent work of Benoist and Quint and extending results from the PhD thesis of the third author, we obtain limit theorems for products of independent and identically distributed elements of GLd (R), such as the Marcinkiewicz-Zygmund strong law of large numbers, the CLT (with rates in Wasserstein's distances) and almost sure invariance principles with rates.
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.
Consider the time T_oz when the random walk on a weighted graph started at the vertex o first hits the vertex set z. We present lower bounds for T_oz in terms of the volume of z and the graph distance between o and z. The bounds are for expected value and large deviations, and are asymptotically sharp. We deduce rate of escape results for random walks on infinite graphs of exponential or polynomial growth, and resolve a conjecture of Benjamini and Peres.
We study the random walk on the symmetric group $S_n$ generated by the conjugacy class of cycles of length $k$. We show that the convergence to uniform measure of this walk has a cut-off in total variation distance after $\frac{n}{k} log n$ steps, uniformly in $k = o(n)$ as $n \to \infty$. The analysis follows from a new asymptotic estimation of the characters of the symmetric group evaluated at cycles.
In this article, we consider products of random walks on finite groups with moderate growth and discuss their cutoffs in the total variation. Based on several comparison techniques, we are able to identify the total variation cutoff of discrete time lazy random walks with the Hellinger distance cutoff of continuous time random walks. Along with the cutoff criterion for Laplace transforms, we derive a series of equivalent conditions on the existence of cutoffs, including the existence of pre-cutoffs, Peres' product condition and a formula generated by the graph diameters. For illustration, we c…
We derive "quenched" subdiffusive lower bounds for the exit time tau(n) from a box of size n for the simple random walk on the planar invasion percolation cluster. The first part of the paper is devoted to proving an almost sure analog of H. Kesten's subdiffusivity theorem for the random walk on the incipient infinite cluster and the invasion percolation cluster using ideas of M. Aizenman, A. Burchard and A. Pisztora. The proof combines lower bounds on the instrinsic distance in these graphs and general inequalities for reversible Markov chains. In the second part of the paper, we present a sh…
We consider the random walk in an independent and identically distributed (i.i.d.) random environment on a Cayley graph of a finite free product of copies of $\mathbb{Z}$ and $\mathbb{Z}_2$. Such a Cayley graph is readily seen to be a regular tree. Under a uniform elipticity assumption on the i.i.d. environment we show that the walk has positive speed and establish the annealed central limit theorem for the graph distance of the walker from the starting point.
