We define a correlated random walk (CRW) induced from the time evolution matrix (the Grover matrix) of the Grover walk on a graph $G$, and present a formula for the characteristic polynomial of the transition probability matrix of this CRW by using a determinant expression for the generalized weighted zeta function of $G$. As applications, we give the spectrum of the transition probability matrices for the CRWs induced from the Grover matrices of regular graphs and semiregular bipartite graphs. Furthermore, we consider another type of the CRW on a graph.
We prove quenched invariance principle for simple random walk on the unique infinite percolation cluster for a general class of percolation models on Z^d, d>=2, with long-range correlations introduced in arXiv:1212.2885, solving one of the open problems from there. This gives new results for random interlacements in dimension d>=3 at every level, as well as for the vacant set of random interlacements and the level sets of the Gaussian free field in the regime of the so-called local uniqueness (which is believed to coincide with the whole supercritical regime). An essential ingredient of our pr…
Random walk is one of the most classical and well-studied model in probability theory. For two correlated random walks on lattice, every step of the random walks has only two states, moving in the same direction or moving in the opposite direction. This paper presents a decomposition method to study the dependency structure of the two correlated random walks. By applying change-of-time technique used in continuous time martingales (see for example [1] for more details), the random walks are decomposed into the composition of two independent random walks $X$ and $Y$ with change-of-time $T$, whe…
Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from Markov chains through the Bernoulli urn-scheme model and Wright-Fisher model. The jumps are correlated so that the limiting processes are not Lévy but diffusion processes with non-independent increments. The waiting times are selected from the domain of attraction of a stable law
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…
There has recently been considerable interest in quantum walks in connection with quantum computing. The walk can be considered as a quantum version of the so-called correlated random walk. We clarify a strong structural similarity between both walks and study limit theorems and absorption problems for correlated random walks by our PQRS method, which was used in our analysis of quantum walks.
For $λ>0$, we define a $λ$-damped random walk to be a random walk that is started from a random vertex of a graph and stopped at each step with probability $\fracλ{1+λ}$, otherwise continued with probability $\frac{1}{1+λ}$. We use the Aldous-Broder algorithm (\cite{aldous, broder}) of generating a random spanning tree and the Matrix-tree theorem to relate the values of the characteristic polynomial of the Laplacian at $\pm λ$ and the stationary measures of the sets of nodes visited by $i$ independent $λ$-damped random walks for $i \in \N$. As a corollary, we obtain a new characterization of t…
The analysis of the return probability is one of the most essential and fundamental topics in the study of classical random walks. In this paper, we study the return probability of quantum and correlated random walks in the one-dimensional integer lattice by the path counting method. We show that the return probability of both quantum and correlated random walks can be expressed in terms of the Legendre polynomial. Moreover, the generating function of the return probability can be written in terms of elliptic integrals of the first and second kinds for the quantum walk.
The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise to super-diffusivity and transience. Various quantities related to record statistics are calculated exactly, highlighting important differences in behaviour from the simple random walk with independent steps.
We study persistence probabilities for random walks in correlated Gaussian random environment first studied by Oshanin, Rosso and Schehr. From the persistence results, we can deduce properties of critical branching processes with offspring sizes geometrically distributed with correlated random parameters. More precisely, we obtain estimates on the tail distribution of its total population size, of its maximum population, and of its extinction time.
We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the link between the correlation of multivariate Gaussian random variables and the correlation of their dichotomized binary variables and the relation between the correlation coefficient and the persistence parameter. We prove that the normalized sum of trajectories of this proposed random walk yields a Gaussian process whose scaling limit is the desired fractional…
We consider the $1$-dimensional reflected Brownian motion and $3$-dimensional Bessel process and the general models. By decomposing the hitting times of consecutive sites into loops, we obtain identities, called loop identities, for the generating functions of the hitting times. After proving this decomposition both combinatorially and inductively, we consider the case that sites are equally distributed. Then, from loop identities, we derive expressions of Bernoulli and Euler polynomials, in terms of Euler polynomials of higher-orders.
The local time of random walks associated with Gegenbauer polynomials $P_n^{(α)}(x),\ x\in [-1,1]$ is studied in the recurrent case: $α\in\ [-\frac{1}{2},0]$. When $α$ is nonzero, the limit distribution is given in terms of a Mittag-Leffler distribution. The proof is based on a local limit theorem for the random walk associated with Gegenbauer polynomials. As a by-product, we derive the limit distribution of the local time of some particular birth and death Markov chains on $\bbN$.
The study of several naturally arising "nearest neighbours" random walks benefits from the study of the associated orthogonal polynomials and their orthogonality measure. I consider extensions of this approach to a larger class of random walks. This raises a number of open problems.
We construct a coupling between the random walk composed of Lévy area increments from a $d$-dimensional Brownian motion and a random walk composed of quadratic polynomials of Gaussian random variables. This coupling construction is used to produce a new pathwise approximation scheme for stochastic differential equations in the preprint [Flint-Lyons-2015]. The coupling arguments of the present paper are based extensively on the recent coupling results of Davie concerning a multidimensional variant of the Komlós-Major-Tusnády theorem and Wasserstein estimates for polynomial perturbations of Gaus…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. This paper develops scaling limits and governing equations in the case of correlated jumps. For long-range dependent jumps, this leads to fractional Brownian motion or linear fractional stable motion, with the time parameter replaced by an inverse stable subordinator in the case of …
Let $G$ be a finitely generated group of polynomial volume growth equipped with a word-length $|\cdot|$. The goal of this paper is to develop techniques to study the behavior of random walks driven by symmetric measures $μ$ such that, for any $ε>0$, $\sum|\cdot|^εμ=\infty$. In particular, we provide a sharp lower bound for the return probability in the case when $μ$ has a finite weak-logarithmic moment.
We consider the use of random walks as an approach to obtain connection coefficients for higher-order Bernoulli and Euler polynomials. In particular, we consider the cases of a $1$-dimensional linear reflected Brownian motion and of a $3$-dimensional Bessel process. Considering the successive hitting times of two, three, and four fixed levels by these random walks yields non-trivial identities that involve higher-order Bernoulli and Euler polynomials.
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful "laboratory" to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statist…
A model of random walk on knot diagrams is used to study the Alexander polynomial and the colored Jones polynomial of knots. In this context, the inverse of the Alexander polynomial of a knot plays the role of an Ihara-Selberg zeta function of a directed weighted graph, counting with weights cycles of random walk on a 1-string link whose closure is the knot in question. The colored Jones polynomial then counts with weights families of ``self-avoiding'' cycles of random walk on the cabling of the 1-string link. As a consequence of such interpretations of the Alexander and colored Jones polynomi…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study the large time behavior of its probability of return at time $n$ in terms of the key parameters describing the driving measure and the structure of the underlying group. We obtain assorted estimates including near-diagonal two-sided estimates and the Hölder continuity of the solutions of the associated discrete parabolic difference equation. In each case, thes…
We consider a model of space-continuous one-dimensional random walk with simple correlation between the steps: the probability that two consecutive steps have same sign is $q$ with $0\leq q\leq 1$. The parameter $q$ allows thus to control the persistence of the random walk. We compute analytically the survival probability of a walk of $n$ steps, showing that it is independent of the jump distribution for any finite $n$. This universality is a consequence of the Sparre-Andersen theorem for random walks with uncorrelated and symmetric steps. We then apply this result to derive the distribution o…
We introduce ellipticity criteria for random walks in i.i.d. random environments under which we can extend the ballisticity conditions of Sznitman's and the polynomial effective criteria of Berger, Drewitz and Ramirez originally defined for uniformly elliptic random walks. We prove under them the equivalence of Sznitman's (T') condition with the polynomial effective criterion (P)_M, for M large enough. We furthermore give ellipticity criteria under which a random walk satisfying the polynomial effective criterion, is ballistic, satisfies the annealed central limit theorem or the quenched centr…
We consider the survival probability $f(t)$ of a random walk with a constant hopping rate $w$ on a host lattice of fractal dimension $d$ and spectral dimension $d_s\le 2$, with spatially correlated traps. The traps form a sublattice with fractal dimension $d_a<d$ and are characterized by the absorption rate $w_a$ which may be finite (imperfect traps) or infinite (perfect traps). Initial coordinates are chosen randomly at or within a fixed distance of a trap. For weakly absorbing traps ($w_a\ll w$), we find that $f(t)$ can be closely approximated by a stretched exponential function over the ini…
Discrete-time birth-death processes may or may not have certain properties known as asymptotic aperiodicity and the strong ratio limit property. In all cases known to us a suitably normalized process having one property also possesses the other, suggesting equivalence of the two properties for a normalized process. We show that equivalence may be translated into a property involving Christoffel functions for a type of orthogonal polynomials known as random walk polynomials. The prevalence of this property - and thus the equivalence of asymptotic aperiodicity and the strong ratio limit property…
We consider controlled random walks that are martingales with uniformly bounded increments and nontrivial jump probabilities and show that such walks can be constructed so that P(S_n^u=0) decays at polynomial rate n^{-α} where α>0 can be arbitrarily small. We also show, by means of a general delocalization lemma for martingales, which is of independent interest, that slower than polynomial decay is not possible.
Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $μ$. In this paper, under standard assumptions on $μ$ (strong irreducibility and proximality), we prove Berry-Esseen type theorems for $\log ( \Vert A_n \Vert)$ when $μ$ has a polynomial moment. More precisely, we get the rate $((\log n) / n)^{q/2-1}$ when $μ$ has a moment of order $q \in ]2,3]$ and the rate $1/ \sqrt{n} $ when $μ$ has a moment of order $4$, which significantly improves earlier r…
We design an FPRAS to count the number of bases of any matroid given by an independent set oracle, and to estimate the partition function of the random cluster model of any matroid in the regime where $0<q<1$. Consequently, we can sample random spanning forests in a graph and (approximately) compute the reliability polynomial of any matroid. We also prove the thirty year old conjecture of Mihail and Vazirani that the bases exchange graph of any matroid has expansion at least 1. One of our key observations is a close connection between pure simplicial complexes and multiaffine homogeneous polyn…
We characterize the limiting distribution of Rudin-Shapiro polynomials, showing that, normalized, their values become uniformly distributed in the disc. This resolves conjectures of Saffari and Montgomery. Our proof proceeds by relating the polynomials' distribution to that of a product of weakly dependent random matrices, which we analyze using the representation theory of $SU(2)$. Our approach leads us to a non-commutative analogue of the classical central limit theorem of Salem and Zygmund, which may be of independent interest.
The conditions $(T)_γ,$ $γ\in (0,1),$ which have been introduced by Sznitman in 2002, have had a significant impact on research in random walk in random environment. Among others, these conditions entail a ballistic behaviour as well as an invariance principle. They require the stretched exponential decay of certain slab exit probabilities for the random walk under the averaged measure and are asymptotic in nature. The main goal of this paper is to show that in all relevant dimensions (i.e., $d \ge 2$), in order to establish the conditions $(T)_γ$, it is actually enough to check a correspondin…
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.
Recent work on recurrence in quantum walks has provided a representation of Schur functions in terms of unitary operators. We propose a generalization of Schur functions by extending this operator representation to arbitrary operators on Banach spaces. Such generalized Schur functions meet the formal structure of first return generating functions, thus we call them FR-functions. We derive general properties of FR-functions, among them a generalization of the renewal equation already known for random and quantum walks, as well as splitting properties which extend useful factorizations of Schur …
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 study the asymptotic behavior of the simple random walk on oriented version of $\mathbb{Z}^2$. The considered latticesare not directed on the vertical axis but unidirectional on the horizontal one, with symmetric random orientations which are positively correlated. We prove that the simple random walk is transient and also prove a functionnal limit theorem in the space of cadlag functions, with an unconventional normalization.
We consider the rates of convergence of the quenched central limit theorem for hitting times of one-dimensional random walks in a random environment. Previous results had identified polynomial upper bounds for the rates of decay which are sometimes slower than $n^{-1/2}$ (the optimal rate in the classical Berry-Esseen estimates). Here we prove that the previous upper bounds are in fact the best possible polynomial rates for the quenched CLT.
The branching rule is one of the most fundamental properties of the Macdonald symmetric polynomials. It expresses a Macdonald polynomial as a nonnegative linear combination of Macdonald polynomials with smaller number of variables. Taking a limit of the branching rule under the principal specialization when the number of variables goes to infinity, we obtain a Markov chain of $m$ noncolliding particles with negative drift and an absorbing wall at zero. The chain depends on the Macdonald parameters $(q,t)$ and may be viewed as a discrete deformation of the Dyson Brownian motion. The trajectory …
The $N$-particle branching random walk is a discrete time branching particle system with selection. We have $N$ particles located on the real line at all times. At every time step each particle is replaced by two offspring, and each offspring particle makes a jump of non-negative size from its parent's location, independently from the other jumps, according to a given jump distribution. Then only the $N$ rightmost particles survive; the other particles are removed from the system to keep the population size constant. Inspired by work of J. Bérard and P. Maillard, we examine the long term behav…
In operator algebra, the linearization trick is a technique that reduces the study of a non-commutative polynomial evaluated at elements of an algebra A to the study of a polynomial of degree one, evaluated on the enlarged algebra A x M r (C), for some integer r. We introduce a new instance of the linearization trick which is tailored to study a finitely supported random walk on a group G by studying instead a nearest-neighbor colored random walk on G x {1,. .. , r}, which is much simpler to analyze. As an application we extend well-known results for nearest-neighbor walks on free groups and f…
This paper focuses on the problem of modeling for small world effect on complex networks. Let's consider the supercritical Poisson continuous percolation on $d$-dimensional torus $T^d_n$ with volume $n^d$. By adding "long edges (short cuts)" randomly to the largest percolation cluster, we obtain a random graph $\mathscr G_n$. In the present paper, we first prove that the diameter of $\mathscr G_n$ grows at most polynomially fast in $\ln n$ and we call it the Poisson Geometry Small World. Secondly, we prove that the random walk on $\mathscr G_n$ possesses the rapid mixing property, namely, the …
Let $(G,ρ)$ be a stationary random graph, and use $B^G_ρ(r)$ to denote the ball of radius $r$ about $ρ$ in $G$. Suppose that $(G,ρ)$ has annealed polynomial growth, in the sense that $\mathbb{E}[|B^G_ρ(r)|] \leq O(r^k)$ for some $k > 0$ and every $r \geq 1$. Then there is an infinite sequence of times $\{t_n\}$ at which the random walk $\{X_t\}$ on $(G,ρ)$ is at most diffusive: Almost surely (over the choice of $(G,ρ)$), there is a number $C > 0$ such that \[ \mathbb{E} \left[\mathrm{dist}_G(X_0, X_{t_n})^2 \mid X_0 = ρ, (G,ρ)\right]\leq C t_n\qquad \forall n \geq 1\,. \] This result is new ev…
We look at random walks in Dirichlet environment. It was known that in dimension $d\geq 3$, if the walk is sub-ballistic, the displacement of the walk is polynomial of order $κ$ for some explicit $κ$. We show that the walk, after renormalization, actually converges to a $κ$-stable completely asymmetric Levy Process.
The recently found hypergeometric multiple orthogonal polynomials on the step-line by Lima and Loureiro are shown to be random walk polynomials. It is proven that the corresponding Jacobi matrix and its transpose, which are nonnegative matrices and describe higher recurrence relations, can be normalized to two stochastic matrices, dual to each other. Using the Christoffel-Darboux formula on the step-line and the Poincaré theory for non-homogeneous recurrence relations it is proven that both stochastic matrices are related by transposition in the large $n$ limit. These random walks are beyond b…
We study biased random walk on the infinite connected component of supercritical percolation on the integer lattice $\mathbb{Z}^d$ for $d\geq 2$. For this model, Fribergh and Hammond showed the existence of an exponent $γ$ such that: for $γ<1$, the random walk is sub-ballistic (i.e. has zero velocity asymptotically), with polynomial escape rate described by $γ$; whereas for $γ>1$, the random walk is ballistic, with non-zero speed in the direction of the bias. They moreover established, under the usual diffusive scaling about the mean distance travelled by the random walk in the direction of th…
We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.
We prove that every random walk in a uniformly elliptic random environment satisfying the cone mixing condition and a non-effective polynomial ballisticity condition with high enough degree has an asymptotic direction.
