We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfying appropriate conditional increment moments conditions. We apply one of these results to deduce that a class of transient zero-drift Markov chains in $\mathbb{R}^d$, $d \geq 2$, possess infinitely many separating annuli, generalizing previous results on spatially homogeneous random walks.
We consider transient nearest neighbor random walks on the positive part of the real line. We give criteria for the finiteness of the number of cutpoints and strong cutpoints. Examples and open problems are presented.
We prove that a simple random walk on quasi-transitive graphs with the volume growth being faster than any polynomial of degree 4 has a.s. infinitely many cut times, and hence infinitely many cutpoints. This confirms a conjecture raised by I. Benjamini, O. Gurel-Gurevich and O. Schramm [2011, Cutpoints and resistance of random walk paths, {\it Ann. Probab.} {\bf 39(3)}, 1122-1136] that PATH of simple random walk on any transient vertex-transitive graph has a.s. infinitely many cutpoints in the corresponding case.
In this paper, we study (1,2) and (2,1) random walks in varying environments on the lattice of positive half line. We assume that the transition probabilities at site $n$ are asymptotically constants as $n\rightarrow\infty.$ For (1,2) random walk, we get some elaborate asymptotic behaviours of various escape probabilities and hitting probabilities of the walk. Such observations and some delicate analysis of continued fractions and the product of nonnegative matrices enable us to give criteria for finiteness of the number of cutpoints of both (1,2) and (2,1) random walks, which generalize E. Cs…
We construct a bounded degree graph $G$, such that a simple random walk on it is transient but the random walk path (i.e., the subgraph of all the edges the random walk has crossed) has only finitely many cutpoints, almost surely. We also prove that the expected number of cutpoints of any transient Markov chain is infinite. This answers two questions of James, Lyons and Peres [A Transient Markov Chain With Finitely Many Cutpoints (2007) Festschrift for David Freedman]. Additionally, we consider a simple random walk on a finite connected graph $G$ that starts at some fixed vertex $x$ and is sto…
We give an example of a transient reversible Markov chain that almost surely has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer Kaimanovich's question when the Markov chain is a nearest-neighbor random walk on a tree.
Using an approximation by a set-valued dynamical system, this paper studies a class of non Markovian and non homogeneous stochastic processes on a finite state space. It provides an unified approach to simulated annealing type processes. It permits to study new models of vertex reinforced random walks and new models of learning in games including Markovian fictitious play.
Consider non-homogeneous zero-drift random walks in $\mathbb{R}^d$, $d \geq 2$, with the asymptotic increment covariance matrix $σ^2 (\mathbf{u})$ satisfying $\mathbf{u}^\top σ^2 (\mathbf{u}) \mathbf{u} = U$ and $\mathrm{tr}\ σ^2 (\mathbf{u}) = V$ in all in directions $\mathbf{u}\in\mathbb{S}^{d-1}$ for some positive constants $U<V$. In this paper we establish weak convergence of the radial component of the walk to a Bessel process with dimension $V/U$. This can be viewed as an extension of an invariance principle of Lamperti.
We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non-existence of moments for first-passage and last-exit times. In our proofs we also make use of estimates for hitting probabilities and large deviations bounds. Our results are more general than existing results in the literature, which consider only the case of sums of independent (typically, identically distributed) random variables. We do not assume the Markov property. Existing results that we generalize include a circle of i…
We study the first exit time $τ$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx \in \Z^d$ is of magnitude $O(\| \bx\|^{-1})$, we show that $τ<\infty$ a.s. for any cone. On the other hand, for an appropriate drift field with mean drifts of magnitude $\| \bx\|^{-β}$, $β\in (0,1)$, we prove that our random walk has a limiting (random) direction and so eventually remains in an arbitrarily narrow cone. The conditions imposed on the random walk a…
Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is relaxed, this is no longer true. We study a family of zero-drift spatially non-homogeneous random walks (Markov processes) whose increment covariance matrix is asymptotically constant along rays from the origin, and which, in any ambient dimension $d \geq 2$, can be adjusted so that the walk is either transient or recurrent. Natural examples are provided by rand…
Homogeneous mass fragmentation processes describe the evolution of a unit mass that breaks down randomly into pieces as time. Mathematically speaking, they can be thought of as continuous-time analogues of branching random walks with non-negative displacements. Following recent developments in the theory of branching random walks, in particular the work of \cite{AShi10}, we consider the problem of the Seneta-Heyde norming of the so-called additive martingale at criticality. Aside from replicating results for branching random walks in the new setting of fragmentation processes, our main goal is…
We study quantitative asymptotics of planar random walks that are spatially non-homogeneous but whose mean drifts have some regularity. Specifically, we study the first exit time $τ_α$ from a wedge with apex at the origin and interior half-angle $α$ by a non-homogeneous random walk on the square lattice with mean drift at $x$ of magnitude $O(1/|x|)$ as $|x| \to \infty$. This is the critical regime for the asymptotic behaviour: under mild conditions, a previous result of the authors (see arXiv:0910.1772) stated that $τ_α< \infty$ a.s. for any $α$ (while for a stronger drift field $τ_α$ is infin…
In this paper, we reveal the branching structure for a non-homogeneous random walk with bounded jumps. The ladder time $T_1,$ the first hitting time of $[1,\infty)$ by the walk starting from $0,$ could be expressed in terms of a non-homogeneous multitype branching process. As an application of the branching structure, we prove a law of large numbers of random walk in random environment with bounded jumps and specify the explicit invariant density for the Markov chain of ``the environment viewed from the particle" .The invariant density and the limit velocity could be expressed explicitly in te…
We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be point-recurrent at the origin for any $d\geq2$. To characterise $\mathcal{X}$, we introduce a (non-Euclidean) Riemannian metric on the unit sphere in $\mathbb{R}^d$ and use it to express a related spherical diffusion as a Brownian motion with drift. This representation allows us to establish the skew-product decomposition of the excursions of $\mathcal{X}$ and thus …
Considering homogeneous and oscillating random walks on the integers, we simplify classical works on recurrence of Spitzer and Kemperman, respectively. Some links with renewal theory are discussed.
We prove new mixing rate estimates for the random walks on homogeneous spaces determined by a probability distribution on a finite group $G$. We introduce the switched random walk determined by a finite set of probability distributions on $G$, prove that its long-term behavior is determined by the Fourier joint spectral radius of the distributions and give hermitian sum-of-squares algorithms for the effective estimation of this quantity.
We study the asymptotic behaviour of Markov chains $(X_n,η_n)$ on $\mathbb{Z}_+ \times S$, where $\mathbb{Z}_+$ is the non-negative integers and $S$ is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound on the jumps of $X_n$, and that, roughly speaking, $η_n$ is close to being Markov when $X_n$ is large. This departure from much of the literature, which assumes that $η_n$ is itself a Markov chain, enables us to probe precisely the recurrence phase transitions by assuming asymptotically zero drift for $X_n$ given $η_n$. We give a recurrence classification in ter…
We consider a non-homogeneous random walks system on $\bbZ$ in which each active particle performs a nearest neighbor random walk and activates all inactive particles it encounters up to a total amount of $L$ jumps. We present necessary and sufficient conditions for the process to survive, which means that an infinite number of random walks become activated.
We discuss recurrence and ergodicity properties of random walks and associated skew products for large classes of locally compact groups and homogeneous spaces. In particular we show that a closed subgroup of a product of finitely many linear groups over local fields supports a recurrent random walk if and only if it has at most quadratic growth. We give also a detailed analysis of ergodicity properties for special classes of random walks on homogeneous spaces. The structure of closed subgroups of linear groups over local fields and the properties of group actions with respect to stationary me…
We study Open Quantum Random Walks for which the underlying graph is a lattice, and the generators of the walk are translation-invariant. We consider the quantum trajectory associated with the OQRW, which is described by a position process and a state process. We obtain a central limit theorem and a large deviation principle for the position process, and an ergodic result for the state process. We study in detail the case of homogeneous OQRWs on a lattice, with internal space $h={\mathbb C}^2$.
Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of time-discretization to shift known results from the theory of branching random walks to the fragmentation setting. In particular, this yields interesting information about the asymptotic behaviour of fragmentations. On the other hand, homogeneous fragmentations can also be investigated using a powerful technique of discretization of space due to Kingman, nam…
We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables dk form an i.i.d sequence with common distribution concentrated on the unit sphere. The values dk are interpreted as the directions, and Tk as the moments of change of directions. A particle starts from zero and moves in the direction d1 up to the moment T1 . It then changes direction to d2 and moves on within the time interval T2 minus T1 , etc. The speed is…
The subject of this paper is quantum walks, which are expected to simulate several kinds of quantum dynamical systems. In this paper, we define analyticity for quantum walks on Z. Almost all the quantum walks on $\mathbb{Z}$ which have been already studied are analytic. In the framework of analytic quantum walks, we can enlarge the theory of quantum walks. We obtain not only several generalizations of known results, but also new types of theorems. It is proved that every analytic space-homogeneous quantum walk on Z is essentially a composite of shift operators and continuous-time analytic spac…
Let $(M,d,μ)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $μ$ and whose one-step transition density is comparable to $ (V_h(d(x,y)) ϕ(d(x,y))^{-1}$, where $ϕ$ is a positive continuous regularly varying function with index $β\in (0,2)$ and $V_h$ is the homogeneous volume growth function. Extending several existing work by other authors, we prove global upper and lower bounds for $n$-step transition probability density that are sharp up to constants.
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities are functions of the state-space. We show that its stationary behavior is investigated by solving a finite system of linear equations, and a functional equation with the aid of the theory of Riemann(-Hilbert) boundary value problems. This work is strongly motivated by emerging applications in multiple access systems as well as in the study of a general class o…
In this note, we make explicit the law of the renormalized supercritical branching random walk, giving credit to a conjecture formulated in a previous works of the authors for a continuous analog of the branching random walk. Also, in the case of a branching random walk on a homogeneous tree, we express the law of the corresponding limiting renormalized Gibbs measures, confirming, in this discrete model, conjectures formulated by physicists about the Poisson-Dirichlet nature of the jumps in the limit, and precising the conjecture by giving the spatial distribution of these jumps.
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the state-space. We show that its stationary behaviour is investigated by solving a finite system of linear equations, two matrix functional equations, and a functional equation with the aid of the theory of Riemann (-Hilbert) boundary value problems. This work is strongly motivated by emerging applications in flow level performance of wireless networks that give …
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 …
We study the set of directions asymptotically explored by a spatially homogeneous random walk in $d$-dimensional Euclidean space. We survey some pertinent results of Kesten and Erickson, make some further observations, and present some examples. We also explore links to the asymptotics of one-dimensional projections, and to the growth of the convex hull of the random walk.
We study a Markov chain on $\mathbb{R}_+ \times S$, where $\mathbb{R}_+$ is the non-negative real numbers and $S$ is a finite set, in which when the $\mathbb{R}_+$-coordinate is large, the $S$-coordinate of the process is approximately Markov with stationary distribution $π_i$ on $S$. If $μ_i(x)$ is the mean drift of the $\mathbb{R}_+$-coordinate of the process at $(x,i) \in \mathbb{R}_+ \times S$, we study the case where $\sum_{i} π_i μ_i (x) \to 0$, which is the critical regime for the recurrence-transience phase transition. If $μ_i(x) \to 0$ for all $i$, it is natural to study the Lamperti …
This paper is concerned with the continuous-time quantum walk on Z, Z^d, and infinite homogeneous trees. By using the generating function method, we compute the limit of the average probability distribution for the general isotropic walk on Z, and for nearest-neighbor walks on Z^d and infinite homogeneous trees. In addition, we compute the asymptotic approximation for the probability of the return to zero at time t in all these cases.
We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop an algorithm to check whether the invariant measure of a given random walk is a sum of geometric terms. We also provide the explicit form of the invariant measure if it is a sum of geometric terms. Secondly, for random walks of which the invariant measure is not a sum of geometric terms, we provide an approximation scheme to obtain error bounds for the perfor…
We consider the invariant measure of homogeneous random walks in the quarter-plane. In particular, we consider measures that can be expressed as a finite linear combination of geometric terms and present conditions on the structure of these linear combinations such that the resulting measure may yield an invariant measure of a random walk. We demonstrate that each geometric term must individually satisfy the balance equations in the interior of the state space and further show that the geometric terms in an invariant measure must have a pairwise-coupled structure. Finally, we show that at leas…
Sinai's walk is a recurrent one-dimensional nearest-neighbor random walk in random environment. It is known for a phenomenon of strong localization, namely, the walk spends almost all time at or near the bottom of deep valleys of the potential. Our main result shows a weakness of this localization phenomenon: with probability one, the zones where the walk stays for the most time can be far away from the sites where the walk spends the most time. In particular, this gives a negative answer to a problem of Erdős and Révész [Mathematical Structures--Computational Mathematics--Mathematical Modelli…
We prove a general noncommutative law of large numbers. This applies in particular to random walks on any locally finite homogeneous graph, as well as to Brownian motion on Riemannian manifolds which admit a compact quotient. It also generalizes Oseledec's multiplicative ergodic theorem. In addition, we show that $ε$-shadows of any ballistic random walk with finite moment on any group eventually intersect. Some related results concerning Coxeter groups and mapping class groups are recorded in the last section.
We extend our study of random walks and induced Dirichlet forms on self-similar sets [arXiv:1604.05440, 1612.01708] to compact spaces of homogeneous type $(K, ρ,μ)$. A successive partition on $K$ brings a natural augmented tree structure $(X, E)$ that is Gromov hyperbolic, and the hyperbolic boundary is Hölder equivalent to $K$. We then introduce a class of transient reversible random walks on $(X, E)$ with return ratio $λ$. Using Silverstein's theory of Markov chains, we prove that the random walk induces an energy form on $K$ with $$ {\mathcal E}_K [u] \asymp \iint_{K\times K \setminus Δ} \f…
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…
We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous properties of a particle field, e.g., such as intermittency. However, the time intervals on which this intermittency phenomenon can be observed are very difficult to estimate in practice. In this paper, branching media containing only a finite and non-finite number of branching sources are considered. The evolution of the mean number of particles with a random p…
We describe the full exit boundary of random walks on homogeneous trees, in particular, on the free groups. This model exhibits a phase transition, namely, the family of Markov measures under study loses ergodicity as a parameter of the random walk changes. The problem under consideration is a special case of the problem of describing the invariant (central) measures on branching graphs, which covers a number of problems in combinatorics, representation theory, probability and was fully stated in a series of recent papers by the first author \cite{V1,V2,V3}. On the other hand, in the context o…
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 consider the interacting particle system on the homogeneous tree of degree $(d + 1)$, known as frog model. In this model, active particles perform independent random walks, awakening all sleeping particles they encounter, and dying after a random number of jumps, with geometric distribution. We prove an upper bound for the critical parameter of survival of the model, which improves the previously known results. This upper bound was conjectured in a paper by Lebensztayn et al. ($ J. Stat. Phys.$, 119(1-2), 331-345, 2005). We also give a closed formula for the upper bound.
For a symmetric, homogeneous and irreducible random walk on d-dimensional integer lattice Z^d, having zero mean and a finite variance of jumps, we study the passage times (with possible infinite values) determined by the starting point x, the hitting state y and the taboo state z. We find the probability that these passages times are finite and analyze the tails of their cumulative distribution functions. In particular, it turns out that for the random walk on Z^d, except for a simple (nearest neighbor) random walk on Z, the order of the tail decrease is specified by dimension d only. In contr…
We consider the problem of the first passage time to the origin of a spatially non-homogeneous random walk with a position-dependent drift, known as the Gillis random walk, in the presence of resetting. The walk starts from an initial site $ x_0 $ and, with fixed probability $ r $, at each step may be relocated to a given site $ x_r $. From a general perspective, we first derive a series of results regarding the first and the second moment of the first hitting time distribution, valid for a wide class of processes, including random walks lacking the property of translational invariance; we the…
In this work, we study open quantum random walks, as described by S. Attal et al. These objects are given in terms of completely positive maps acting on trace-class operators, leading to one of the simplest open quantum versions of the recurrence problem for classical, discrete-time random walks. This work focuses on obtaining criteria for site recurrence of nearest-neighbor, homogeneous walks on the integer line, with the description presented here making use of recent results of the theory of open walks, most particularly regarding reducibility properties of the operators involved. This allo…
We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i) points endowed with probabilities drawn from a symmetric distribution with heavy tails at 0 and 1, and (ii) `fast points' with a fixed systematic drift. Without these fast points, the model is related to the diffusion in heavy-tailed (`stable') random potential studied by Schumacher and Singh; the fast points perturb that model. The two components compete to d…
The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this paper is to analyze a time-inhomogeneous model with two levels of randomness. In the first step a sequence of branching laws is sampled independently according to a distribution on the set of point measures' laws. Conditionally on the realization of this sequence (called environment) we define a branching random walk and find the asymptotic behavior of its ma…
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…
We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position process asymptotically approaches a mixture of Gaussian measures. We can generalize the existing central limit type results and give more explicit expressions for the involved asymptotic quantities, dropping any additional condition on the walk. We use deformation and spectral techniques, together with reducibility properties of the local channel associated…
The complete representation of the Martin compactification for reflected random walks on a half-space $\Z^d\times\N$ is obtained. It is shown that the full Martin compactification is in general not homeomorphic to the ``radial'' compactification obtained by Ney and Spitzer for the homogeneous random walks in $\Z^d$ : convergence of a sequence of points $z_n\in\Z^{d-1}\times\N$ to a point of on the Martin boundary does not imply convergence of the sequence $z_n/|z_n|$ on the unit sphere $S^d$. Our approach relies on the large deviation properties of the scaled processes and uses Pascal's method…
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…
