In this paper, we discuss asymptotic behavior of the capacity of the range of symmetric simple random walks on finitely generated groups. We show the corresponding strong law of large numbers and central limit theorem.
We extend the theory of discrete capacity to critical branching random walk. We introduce branching capacity for any finite subset of $\Z^d, d\geq5$. Analogous to the regular discrete capacity, branching capacity is closely related to the asymptotics of the probability of visiting a fixed finite set by a critical branching random walk starting from a distant point and the conditional distribution of the hitting point.
We continue our study of critical branching random walk and branching capacity. In this paper we introduce branching recurrence and branching transience and prove an analogous version of Wiener's Test.
We study the capacity of the range of a transient simple random walk on $\mathbb{Z}^d$. Our main result is a central limit theorem for the capacity of the range for $d\ge 6$. We present a few open questions in lower dimensions.
We prove a weak law of large numbers for the capacity of the range of simple random walks on $\mathbb{Z}^{4}$. On $\mathbb{Z}^{3}$, we show that the capacity, properly scaled, converges in distribution towards the corresponding quantity for three dimensional Brownian motion.
By introducing a new measure for the infinite Galton-Watson process and providing estimates for (discrete) Green's functions on trees, we establish the asymptotic behavior of the capacity of critical branching random walks: in high dimensions $d\ge 7$, the capacity grows linearly; and in the critical dimension $d=6$, it grows asymptotically proportional to $\frac{n}{\log n}$.
In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $α$-stable random walks with the index satisfying $d > 5α/2$. Our approach is based on controlling the limit behavior of the variance of the capacity of the range process which then allows us to apply the Lindeberg-Feller theorem.
We study the scaling limit of the capacity of the range of a simple random walk on the integer lattice in dimension four. We establish a strong law of large numbers and a central limit theorem with a non-gaussian limit. The asymptotic behaviour is analogous to that found by Le Gall in '86 for the volume of the range in dimension two.
We consider branching random walks on the Euclidean lattice in dimensions five and higher. In this non-Markovian setting, we first obtain a relationship between the equilibrium measure and Green's function, in the form of an approximate last passage decomposition. Secondly, we obtain exponential moment bounds for functionals of the branching random walk, under optimal condition. As a corollary we obtain an approximate variational characterisation of the branching capacity. We finally derive upper bounds involving the branching capacity for the tail of the time spent in an arbitrary finite coll…
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
We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $\mathbb{Z}^d$, in dimension $d\ge 5$, both in the upward and downward directions. The results are analogous to those we obtained for the volume of the range in two companion papers [AS17, AS19]. Interestingly, the main steps of the strategy we developed for the latter apply in this seemingly different setting, yet the details of the analysis are different
Consider a branching random walk $(V_u)_{u\in \mathcal T^{IGW}}$ in $\mathbb Z^d$ with the genealogy tree $\mathcal T^{IGW}$ formed by a sequence of i.i.d. critical Galton-Watson trees. Let $R_n $ be the set of points in $\mathbb Z^d$ visited by $(V_u)$ when the index $u$ explores the first $n$ subtrees in $\mathcal T^{IGW}$. Our main result states that for $d\in \{3, 4, 5\}$, the capacity of $R_n$ is almost surely equal to $n^{\frac{d-2}{2}+o(1)}$ as $n \to \infty$.
In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions (d \geq 5). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect occurs as soon a non-trivial bias is introduced. The proof applies a decomposition of the underlying simple random walk path at its cut-times to relate the associated biased random walk to a one-dimensional random walk in a random environment in Sinai's regime.
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.
The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal which leads to several results. More precisely, a time-reversed random walk in Dirichlet environment (with null divergence) is also a random walk in random environment where the transition probabilities are independent Dirichlet random variables with different parameters. We show that on all graphs that satisfy a few weak assumptions, a random walk in random …
The joint distribution of value and local time for Brownian Motion has been reported by Borodin and Salminen. Its asymptotic behavior for recurrent random walk has been presented by Jain and Pruitt. Motivated by the need for queue size control during a pandemic (Hassin, Meilijson and Perlman), the current study presents closed form formulas for random walk and reflected random walk with $\pm 1$ increments, not necessarily fair.
We derive Donsker-Vardhan type results for functionals of the occupation times when the underlying random walk on $\mathbb Z^d$ is in the domain of attraction of an operator-stable law on $\mathbb R^d$. Applications to random walks on wreath products (also known as lamplighter groups) are given.
We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $α$ with $1<α$. We present asymptotics for the probability, over both randomness, that $\{X_n>n^β\}$ for $1/2<β<1$. To obtain such asymptotics, we establish large deviations estimates for the the self-intersection local times process.
We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on particles. Surprisingly, the random walker may behave very differently depending on whether the underlying environment particles perform lazy or non-lazy random walks, which is related to a notion of permeability of the system. We also provide a strong law of large numbers, a functional central limit theorem and large deviation bounds under an ellipticity condi…
We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<α<1$($DOA\left(α\right))$ the functional stable convergence is a time-changed renewal convergence of distribution of finite mean. Applied to Continuous Time Random Walk(CTRW) á la Montroll and Wiess we show that CTRW with renewal times in a weakly dense set of $DOA\left(α\right)$ can be realized as random walk in a random environment. We find the quenched limit and give a bound on the error of the approximation.
Consider the subgraph of the discrete $d$-dimensional torus of size length $N$, $d\ge3$, induced by the range of the simple random walk on the torus run until the time $uN^d$. We prove that for all $d\ge 3$ and $u>0$, the mixing time for the random walk on this subgraph is of order $N^2$ with probability at least $1 - Ce^{-(\log N)^2}$.
We derive laws of the iterated logarithm for random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
We show that the `erasing-larger-loops-first' (ELLF) method, which was first introduced for erasing loops from the simple random walk on the Sierpinski gasket, does work also for non-Markov random walks, in particular, self-repelling walks to construct a new family of self-avoiding walks on the Sierpinski gasket. The one-parameter family constructed in this method continuously connects the loop-erased random walk and a self-avoiding walk which has the same asymptotic behavior as the `standard' self-avoiding walk. We prove the existence of the scaling limit and study some path properties: The e…
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…
We study the persistence exponent for random walks in random sceneries (RWRS) with integer values and for some special random walks in random environment in $\mathbb Z^2$ including random walks in $\mathbb Z^2$ with random orientations of the horizontal layers.
We consider laws of the iterated logarithm and the rate function for sample paths of random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.
We introduce and summarise results from the recent paper 'Biased random walk on the trace of biased random walk on the trace of ...', which was written jointly with M. P. Holmes (University of Melbourne). We also present additional discussion on some of the conjectures made in that work. The content of this article is loosely based on the presentation given by the author at the Probability Symposium held at the Research Institute for Mathematical Sciences, Kyoto University in December 2018
There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.
We consider a recurrent random walk in random environment on a regular tree. Under suitable general assumptions upon the distribution of the environment, we show that the walk exhibits an unusual slow movement: the order of magnitude of the walk in the first $n$ steps is $(\log n)^3$.
We calculate explicit speeds for random walks in uniform degenerate random environments. For certain non-uniform random environments, we calculate speeds that are non-monotone.
We consider random walk among random conductances where the conductance environment is shift invariant and ergodic. We study which moment conditions of the conductances guarantee speed zero of the random walk. We show that if there exists α>1 such that E[log^α(ω_e)]<\infty, then the random walk has speed zero. On the other hand, for each α>1 we provide examples of random walks with non-zero speed and random walks for which the limiting speed does not exist that have E[log^α(ω_e)]<\infty.
We extend the notion of the associated random walk and the Wald martingale in random walks where the increments are independent and identically distributed to the more general case of stationary ergodic increments. Examples are given where the increments are Markovian or Gaussian, and an application in queueing is considered.
We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.
We consider a branching system of random walk in random environment (in location) in $\mathbb{N}$. We will give the exact limit value of $\frac{M_{n}}{n}$, where $M_{n}$ denotes the minimal position of branching random walk at time $n$. A key step in the proof is to transfer our branching random walks in random environment (in location) to branching random walks in random environment (in time), by use of Bramson's "branching processes within a branching process" .
We prove the existence of scaling limits for the projection on the backbone of the random walks on the Incipient Infinite Cluster and the Invasion Percolation Cluster on a regular tree. We treat these projected random walks as randomly trapped random walks (as defined in [BCČR15]) and thus describe these scaling limits as spatially subordinated Brownian motions
We are interested in the behaviour of the range of the Campanino and Pétritis random walk, namely a simple random walk on the lattice $\mathbb Z^2$ with random orientations of the horizontal layers. We also study the range of random walks in random scenery, from which the asymptotic behaviour of the range of the first coordinate of the Campanino and Pétritis random walk can be deduced.
We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which depends on the environment at that site and on how often the walker has visited that site before. We give exact criteria for recurrence and transience and consider the speed of the walk.
Associated to a random walk on $\mathbb{Z}$ and a positive integer $n$, there is a return probability of the random walk returning to the origin after $n$ steps. An interesting question is when the set of return probabilities uniquely determines the random walk. There are trivial situations where two different random walks have the same return probabilities. However, among random walks in which these situations do not occur, our main result states that the return probabilities do determine the random walk. As a corollary, we will obtain a result dealing with the representation theory of $\math…
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.
We consider a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $ξ$. For almost each realization of $ξ$, we formulate a quenched harmonic function, based on which we can define the random walk in random environment conditioned to stay positive by the Doob's $h$-transform. Furthermore, we prove a quenched invariance principle for the conditioned random walk for almost each realization of $ξ$.
We consider random walk on the structure given by a random hypergraph in the regime where there is a unique giant component. We give the asymptotics for hitting times, cover times, and commute times and show that the results obtained for random walk on random graphs are universal.
This work introduces the notion of edge oriented reinforced random walk which proposes in a general framework an alternative understanding of the annealed law of random walks in random environment.
In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $ρ\in (0,\infty)$. At each step the random walk performs a nearest-neighbour jump, moving to the right with probability $p_{\circ}$ when it is on a vacant site and probability $p_{\bullet}$ when it is on an occupied site. Assuming that $p_\circ \in (0,1)$ and $p_\bullet \neq \tfrac12$, we show that the position of the random walk satisfies a strong law of large numbers, a functiona…
We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost every environment for the centered and diffusively scaled walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.
The lonely branching random walks on ${\mathbb Z}^d$ is an interacting particle system where each particle moves as an independent random walk and undergoes critical binary branching when it is alone. We show that if the symmetrized walk is recurrent, lonely branching random walks die out locally. Furthermore, the same result holds if additional branching is allowed when the walk is not alone.
We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the original simple random walk path are essentially unimportant. For $d=4$ our results are less precise, but we are able to show that any scaling limit for $X$ will require logarithmic corrections to the polynomial scaling factors seen in higher dimensions. Furthermore, we demonstrate that when $d=4$ similar logarithmic corrections are necessary in describing the a…