We consider $N$ independent random walks $X^1,\dots,X^N$ in the lattice $\mathbb{Z}^d$ and prove limit theorems for the competitive range $\mathcal{R}_n^k$ of the $k$-th random walk $X^k$, which corresponds to the number of distinct sites that it has discovered before any of the other $X^\ell$, $\ell\ne k$, up to time $n$. This is a natural object to study foraging mechanisms in population ecology, in which context it is also natural to ask how the effect of competition for the access to resources affects the number of resources consumed by each individual. We work with random walks in the domain of attraction of a $β$-stable law and focus on the regime $d/β\in[1,3/2)$, in which classical results for the range show that the fluctuations are described by the renormalized self-intersection local time of the limiting process. We establish a central limit theorem in which a competition term emerges, thus answering the two previous questions we asked. We end the paper with a brief discussion on the remaining regimes $d/β\ge3/2$, in which the fluctuations are Gaussian and are not affected by the competition, and $d/β<1$ in which no strong law of large numbers holds and we expect the effect of the competition to strongly affect the first-order asymptotics.
We propose two models of the evolution of a pair of competing populations. Both are lattice based. The first is a compromise between fully spatial models, which do not appear amenable to analytic results, and interacting particle system models, which do not, at present, incorporate all of the competitive strategies that a population might adopt. The second is a simplification of the first, in which competition is only supposed to act within lattice sites and the total population size within each lattice point is a constant. In a special case, this second model is dual to a branching annihilati…
We consider a system of independent branching random walks on $\R$ which start off a Poisson point process with intensity of the form $e_λ(du)=e^{-λu}du$, where $λ\in\R$ is chosen in such a way that the overall intensity of particles is preserved. Denote by $χ$ the cluster distribution and let $ϕ$ be the log-Laplace transform of the intensity of $χ$. If $λϕ'(λ)>0$, we show that the system is persistent (stable) meaning that the point process formed by the particles in the $n$-th generation converges as $n\to\infty$ to a non-trivial point process $Π_{e_λ}^χ$ with intensity $e_λ$. If $λϕ'(λ)<0$,…
We study a random walk that has a drift $\fracβ{d}$ to the right when located at a previously unvisited vertex and a drift $\fracμ{d}$ to the left otherwise. We prove that in high dimensions, for every $μ$, the drift to the right is a strictly increasing and continuous function of $β$, and that there is precisely one value $β_0(μ,d)$ for which the resulting speed is zero.
Let $X_1,X_2$ be independent random walks on $\mathbf{Z}_n^d$, $d\geq3$, each starting from the uniform distribution. Initially, each site of $\mathbf{Z}_n^d$ is unmarked, and, whenever $X_i$ visits such a site, it is set irreversibly to $i$. The mean of $|\mathcal{A}_i|$, the cardinality of the set $\mathcal{A}_i$ of sites painted by $i$, once all of $\mathbf{Z}_n^d$ has been visited, is $\frac{1}{2}n^d$ by symmetry. We prove the following conjecture due to Pemantle and Peres: for each $d\geq3$ there exists a constant $α_d$ such that $\lim_{n\to\infty}\operatorname{Var}(|\mathcal {A}_i|)/h_d(…
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 investigate the asymptotic behaviour of a class of self-interacting nearest neighbour random walks on the one-dimensional integer lattice which are pushed by a particular linear combination of their own local time on edges in the neighbourhood of their current position. We prove that in a range of the relevant parameter of the model such random walkers can be eventually confined to a finite interval of length depending on the parameter value. The phenomenon arises as a result of competing self-attracting and self-repelling effects where in the named parameter range the former wins.
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 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 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 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…
We consider on-diagonal heat kernel estimates and the laws of the iterated logarithms for a switch-walk-switch random walk on a lamplighter graph under the condition that the random walk on the underlying graph enjoys sub-Gaussian heat kernel estimates.
We consider a random walk in an i.i.d. random environment on Z that is perturbed by cookies of strength 1. The number of cookies per site is assumed to be i.i.d. Results on the speed of the random walk are obtained. Our main tool is the correspondence in certain cases between the random walk and a branching process in a random environment with migration.
We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a power law tail. We identify the long time aymptotics of the upper deviation probability of the random walk in quenched random scenery, depending on the tail of scenery distribution and the amount of the deviation. The result is in turn applied to the tail estimates for a random walk in random conductance which has a layered structure.
We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the sub-ballistic regime, when the speed is sublinear, we describe the precise probability of slowdown.
We introduce a new type of random walk where the definition of edge reinforcement is very different from the one in the reinforced random walk models studied so far, and investigate its basic properties, such as null/positive recurrence, transience, and speed. Two basic cases will be dubbed "impatient" and"ageing" random walks.
Excited random walk is a random walk that has a positive drift to the right when it reaches a vertex it hasn't been to before. We show that in three dimensions the walk drifts to the right in non-zero speed.
Suppose you and your friend both do $n$ tosses of an unfair coin with probability of heads equal to $α$. What is the behavior of the probability that you obtain at least $d$ more heads than your friend if you make $r$ additional tosses? We obtain asymptotic and monotonicity/convexity properties for this competing probability as a function of $n$, and demonstrate surprising phase transition phenomenons as parameters $ d, r$ and $α$ vary. Our main tools are integral representations based on Fourier analysis.
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 consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being rescaled in a proper way, converges to a skew Brownian motion whose parameter is defined by renewal functions of the simple random walks and the transition probabilities from $0$.
We prove that an integrated simple random walk, where random walk and integrated random walk are conditioned to return to zero, has asymptotic probability $n^{-1/2}$ to stay positive. This question is motivated by so-called random polymer models and proves a conjecture by Caravenna and Deuschel.
We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski\uı (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment), which is specified in terms of the quenched and annealed variance.
We define a random walk on the set of primitive points of $\mathbb{Z}^d$. We prove that for walks generated by measures satisfying mild conditions these walks are recurrent in a strong sense. That is, we show that the associated Markov chains are positive recurrent and there exists a unique stationary measure for the random walk.
We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random walks. We characterise the rate function as the solution of a variational problem. We consider the same random number of independent random walks, and show that the maximum of the branching random walk is dominated by the maximum of the independent random walks. For the maximum of independent random walks, we derive a large deviation principle as well. It turns o…
Examples of interacting particle systems on $\mathbb{Z}$ as Pfaffian point processes: coalescing branching random walks and annihilating random walks with immigration
