We prove that, with probability one, eventually there are no more than three favourite (i.e. most visited) sites of simple random walk. This partially answers a relatively long standing question of Pal Erdos and Pal Revesz.
We survey the current status of the list of questions related to the favourite (or: most visited) sites of simple random walk on Z, raised by Pal Erdos and Pal Revesz in the early eighties.
We consider the slow movement of randomly biased random walk $(X_n)$ on a supercritical Galton--Watson tree, and are interested in the sites on the tree that are most visited by the biased random walk. Our main result implies tightness of the distributions of the most visited sites under the annealed measure. This is in contrast with the one-dimensional case, and provides, to the best of our knowledge, the first non-trivial example of null recurrent random walk whose most visited sites are not transient, a question originally raised by Erdős and Révész [11] for simple symmetric random walk on …
Random walk is a very important Markov process and has important applications in many fields.For a one-dimensional simple symmetric random walk $(S_n)$, a site $x$ is called a favorite downcrossing site at time $n$ if its downcrossing local time at time $n$ achieves the maximum among all sites. In this paper, we study the cardinality of the favorite downcrossing site set, and will show that with probability 1 there are only finitely many times at which there are at least four favorite downcrossing sites and three favorite downcrossing sites occurs infinitely often. Some related open questions …
For a one-dimensional simple random walk $(S_t)$, for each time $t$ we say a site $x$ is a favorite site if it has the maximal local time. In this paper, we show that with probability 1 three favorite sites occurs infinitely often. Our work is inspired by Tóth (2001), and disproves a conjecture of Erdös and Révész (1984) and of Tóth (2001).
We continue the investigation of the localization phenomenon for a Vertex Reinforced Random Walk on the integer lattice. We provide some partial results towards a full characterization of the weights for which localization on 5 sites occurs with positive probability, and make some conjecture concerning the almost sure behavior.
We characterize non-decreasing weight functions for which the associated one-dimensional vertex reinforced random walk (VRRW) localizes on 4 sites. A phase transition appears for weights of order $n\log \log n$: for weights growing faster than this rate, the VRRW localizes almost surely on at most 4 sites whereas for weights growing slower, the VRRW cannot localize on less than 5 sites. When $w$ is of order $n\log \log n$, the VRRW localizes almost surely on either 4 or 5 sites, both events happening with positive probability.
In the classical paper of Dvoretzky-Erdős, asymptotics for the expected value and the variance of the number of distinct sites visited by a Simple Symmetric Random Walk were calculated. Here, these results are generalized for Random Walks with Internal States. Moreover, both weak and strong laws of large numbers are proved. As a tool for these results, the error term of the local limit theorem in of Krámli and Szász is also estimated.
Begin continuous time random walks from every vertex of a graph and have particles coalesce when they collide. We use a duality relation with the voter model to prove the process is site recurrent on bounded degree graphs, and for Galton-Watson trees whose offspring distribution has exponential tail. We prove bounds on the occupation probability of a site, as well as a general 0-1 law. Similar conclusions hold for a coalescing process on trees where particles do not backtrack.
Deterministic walk in an excited random environment is a non-Markov integer-valued process $(X_n)_{n=0}^{\infty}$, whose jump at time $n$ depends on the number of visits to the site $X_n$. The environment can be understood as stacks of cookies on each site of $\mathbb Z$. Once all cookies are consumed at a given site, every subsequent visit will result in a walk taking a step according to the direction prescribed by the last consumed cookie. If each site has exactly one cookie, then the walk ends in a loop if it ever visits the same site twice. If the number of cookies per site is increased to…
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.
In this article, we study special points of a simple random walk and a Gaussian free field, such as (nearly) favorite points, late points and high points. In section $2$, we extend results of [19] and suggest open problems for $d=2$. In section $3$, we give a survey on the geometric structures of (nearly) favorite points and late points of a simple random walk and high points of a Gaussian free field in two dimension.
We study a random walk on $\mathbb{Z}$ which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, $p$ and $q$. $R$ consecutive right jumps from a site in the $q$-mode are required to switch it to the $p$-mode, and $L$ consecutive left jumps from a site in the $p$-mode are required to switch it to the $q$-mode. From a site in the $p$-mode the walk jumps right with probability $p$ and left with probability $1-p$, while from a site in the $q$-mode these probabilities are $q$ and $1-q$. We prove a sharp cutoff for right/left transience of …
This paper considers the question: how many times does a simple random walk revisit the most frequently visited site among the inner boundary points? It is known that in ${\mathbb{Z}}^2$, the number of visits to the most frequently visited site among all of the points of the random walk range up to time $n$ is asymptotic to $π^{-1}(\log n)^2$, while in ${\mathbb{Z}}^d$ $(d\ge3)$, it is of order $\log n$. We prove that the corresponding number for the inner boundary is asymptotic to $β_d\log n$ for any $d\ge2$, where $β_d$ is a certain constant having a simple probabilistic expression.
Erdős and Révész initiated the study of favorite sites by considering the one-dimensional simple random walk. We investigate in this paper the same problem for a class of null-recurrent randomly biased walks on a supercritical Gaton-Watson tree. We prove that there is some parameter $κ\in (1, \infty]$ such that the set of the favorite sites of the biased walk is almost surely bounded in the case $κ\in (2, \infty]$, tight in the case $κ=2$, and oscillates between a neighborhood of the root and the boundary of the range in the case $κ\in (1, 2)$. Moreover, our results yield a complete answer to …
In this paper we consider a null recurrent random walk in random environment on a super-critical Galton-Watson tree. We consider the case where the log-Laplace transform $ψ$ of the branching process satisfies $ψ(1)=ψ'(1)=0$ for which G. Faraud, Y. Hu and Z. Shi in \cite{HuShi10b} show that, with probability one, the largest generation visited by the walk, until the instant $n$, is of the order of $(\log n)^3$. In \cite{AndreolettiDebs1} we prove that the largest generation entirely visited behaves almost surely like $\log n$ up to a constant. Here we study how the walk visits the generations $…
A competition process on $\mathbb{Z}^d$ is considered, where two species compete to color the sites. The entities are driven by branching random walks. Specifically red (blue) particles reproduce in discrete time and place offspring according to a given reproduction law, which may be different for the two types. When a red (blue) particle is placed at a site that has not been occupied by any particle before, the site is colored red (blue) and keeps this color forever. The types interact in that, when a particle is placed at a site of opposite color, the particle adopts the color of the site wi…
We consider a simple random walk W_i in 1 or 2 dimensions, in which the walker may choose to stand still for a limited time. The time horizon is n, the maximum consecutive time steps which can be spent standing still is m_n and the goal is to maximize P(W_n=0). We show that for dimension 1, if m_n grows faster than (\log n)^{2+γ} for some γ>0, there is a strategy for each n such that P(W_n = 0) approaches 1. For dimension 2, if m_n grows faster than a positive power of n then there are strategies keeping P(W_n=0) bounded away from 0.
We consider one-dimensional excited random walks (ERWs) with periodic cookie stacks in the recurrent regime. We prove functional limit theorems for these walks which extend the previous results of D. Dolgopyat and E. Kosygina for excited random walks with "boundedly many cookies per site." In particular, in the non-boundary recurrent case the rescaled excited random walk converges in the standard Skorokhod topology to a Brownian motion perturbed at its extrema (BMPE). While BMPE is a natural limiting object for excited random walks with boundedly many cookies per site, it is far from obvious w…
We describe and analyze how reinforced random walks can eventually localize, i.e. only visit finitely many sites. After introducing vertex and edge self-interacting walks on a discrete graph in a general setting, and stating the main results and conjectures so far on the topic, we present martingale techniques that provide an alternative proof of the a.s. localization of vertex-reinforced random walks (VRRWs) on the integers on finitely many sites and, with positive probability, on five consecutive sites, initially proved by Pemantle and Volkov (1999). Next we introduce the continuous time-lin…
The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are supported by a bounded set, have finite or infinite mean, respectively. Focussing on the case of strong sparsity we consider a nearest neighbor random walk on the set of integers having jumps $\pm 1$ with probability $1/2$ at every nonmarked site, whereas a random drift is imposed at every marked site. We prove new distributional limit theorems for the so def…
We consider a branching random walk on $\Z$, where the particles behave differently in visited and unvisited sites. Informally, each site on the positive half-line contains initially a cookie. On the first visit of a site its cookie is removed and particles at positions with a cookie reproduce and move differently from particles on sites without cookies. Therefore, the movement and the reproduction of the particles depend on the previous behaviour of the population of particles. We study the question if the process is recurrent or transient, i.e., whether infinitely many particles visit the or…
Favorite sites of one-dimensional transient random walk
College of Mathematics, Sichuan University(四川大学数学学院);Department of Mathematics, University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校数学系);School of Mathematical Sciences, Tianjin University of Technology(天津理工大学数学科学学院)
We consider the model of the one-dimensional cookie random walk when the initial cookie distribution is spatially uniform and the number of cookies per site is finite. We give a criterion to decide whether the limiting speed of the walk is non-zero. In particular, we show that a positive speed may be obtained for just 3 cookies per site. We also prove a result on the continuity of the speed with respect to the initial cookie distribution.
We consider a nearest-neighbor random walk on $\mathbb{Z}$ whose probability $ω_x(j)$ to jump to the right from site $x$ depends not only on $x$ but also on the number of prior visits $j$ to $x$. The collection $(ω_x(j))_{x\in\mathbb{Z},n\ge 0}$ is sometimes called the "cookie environment" due to the following informal interpretation. Upon each visit to a site the walker eats a cookie from the cookie stack at that site and chooses the transition probabilities according to the "strength" of the cookie eaten. We assume that the cookie stacks are i.i.d. and that the cookie "strengths" within the …
We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show that if the gaps between the marked sites are i.i.d. and regularly varying with a sufficiently small index, then there is no strong quenched limit laws for the position of the random walker. As a consequence we study the quenched limit laws in the context of weak convergence of random measures.
School of Mathematical Sciences, Beijing Normal University(北京师范大学数学科学学院);Yau Mathematical Sciences Center, Tsinghua University(清华大学丘成桐数学科学中心);Department of Statistics, University of Oxford(牛津大学统计系)
We study a model of growing population that competes for resources. At each time step, all existing particles reproduce and the offspring randomly move to neighboring sites. Then at any site with more than one offspring, the particles are annihilated. This is a nonmonotone model, which makes the analysis more difficult. We consider the extinction window of this model in the finite mean-field case, where there are $n$ sites but movement is allowed to any site (the complete graph). We show that although the system survives for exponential time, the extinction window is logarithmic.
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…
In this paper, we work on a class of self-interacting nearest neighbor random walks, introduced in [Probab. Theory Related Fields 154 (2012) 149-163], for which there is competition between repulsion of neighboring edges and attraction of next-to-neighboring edges. Erschler, Tóth and Werner proved in [Probab. Theory Related Fields 154 (2012) 149-163] that, for any $L\ge1$, if the parameter $α$ belongs to a certain interval $(α_{L+1},α_L)$, then such random walks localize on $L+2$ sites with positive probability. They also conjectured that this is the almost sure behavior. We prove this conject…
Excited random walks (ERWs) are a self-interacting non-Markovian random walk in which the future behavior of the walk is influenced by the number of times the walk has previously visited its current site. We study the speed of the walk, defined as $V = \lim_{n \rightarrow \infty} \frac{X_n}{n}$ where $X_n$ is the state of the walk at time $n$. While results exist that indicate when the speed is non-zero, there exists no explicit formula for the speed. It is difficult to solve for the speed directly due to complex dependencies in the walk since the next step of the walker depends on how many ti…
The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these characteristics. The first is the probability that during the time interval (0,t), the number of sites visited by a walker never exceeds that of another walker. The second is the probability that the sites visited by a walker remain a subset of the sites visited by another walker. Using numerical simulations, we investigate the leading asymptotic behaviors of the …
In this short note, we prove that $v(-ε)=-v(ε)$. Here, $v(ε)$ is the speed of a one-dimensional random walk in a dynamic \emph{reversible} random environment, that jumps to the right (resp. to the left) with probability $1/2+ε$ (resp. $1/2-ε$) if it stands on an occupied site, and vice-versa on an empty site. We work in any setting where $v(ε), v(-ε)$ are well-defined, i.e. a weak LLN holds. The proof relies on a simple coupling argument that holds only in the discrete setting.
Consider a critical nearest neighbor branching random walk on the $d$-dimensional integer lattice initiated by a single particle at the origin. Let $G_{n}$ be the event that the branching random walk survives to generation $n$. We obtain limit theorems conditional on the event $G_{n}$ for a variety of occupation statistics: (1) Let $V_{n}$ be the maximal number of particles at a single site at time $n$. If the offspring distribution has finite $α$th moment for some integer $α\geq 2$, then in dimensions 3 and higher, $V_n=O_p(n^{1/α})$; and if the offspring distribution has an exponentially dec…
For a simple symmetric random walk in dimension $d\geq 3$, a uniform strong law of large numbers is proved for the number of sites with given local time up to time $n$.
The balanced excited random walk, introduced by Benjamini, Kozma and Schapira in $2011$, is defined as a discrete time stochastic process in $\mathbb Z^d$, depending on two integer parameters $1\le d_1,d_2\le d$, which whenever it is at a site $x\in\mathbb Z^d$ at time $n$, it jumps to $x\pm e_i$ with uniform probability, where $e_1,\ldots,e_d$ are the canonical vectors, for $1\le i\le d_1$, if the site $x$ was visited for the first time at time $n$, while it jumps to $x\pm e_i$ with uniform probability, for $1+d-d_2\le i\le d$, if the site $x$ was already visited before time $n$. Here we give…
We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+εξ(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$, $ε$ is a small parameter while $\{\{ξ(x,e):e\in V\}: x\in\mathbb Z^d\}$ are i.i.d. random variables with an absolute value bounded by $1$. We review recent progress in the non-vanishing velocity case, giving an asymptotic expansion in $ε$ of the invariant measure of the environmental process, and bounds for the velocity.
Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $ω(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$, from which time onward the probability of jumping to the right is $\frac12$. We investigate the transience/recurrence properties of this process in both deterministic and stationary, ergodic environments $\{ω(x)\}_{x\in Z}$. In deterministic environments, we also study the speed of the process.
We consider excited random walk (ERW) on $\mathbb{Z}$ in environments with identical stacks of infinitely many cookies at each site, subject to the constraint that the total drift per site $δ= \sum (2p_j - 1)$ is finite. Building on the methods of Kozma, Orenshtein, and Shinkar (arXiv:1311.7439), we show that ERW in finite-drift environments is recurrent when $|δ|<1$ and transient when $|δ|>1$. In the case $|δ|=1$ we prove that ERW is recurrent under mild assumptions on the environment. In addition, we show that ERW may be transient when $|δ|=1$, an interesting new behavior that was not presen…
We consider Sinai's random walk in random environment. We prove that infinitely often (i.o.) the size of the concentration neighborhood of this random walk is almost surely bounded. As an application we get that i.o. the maximal distance between two favorite sites is almost surely bounded.
Vertex-reinforced random walk is defined in Pemantle's (1988) thesis; it is a random walk that is biased to visit sites it has already visited a lot. We show that this reinforcement scheme, in contrast to the scheme of edge-reinforcement, causes random walk on a line to get trapped in a finite set.
We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+εξ(x,e)$, where $p(e)$ is deterministic, $\{\{ξ(x,e):|e|_1=1\}:x\in\mathbb Z^d\}$ are i.i.d. and $ε>0$ is a parameter which is eventually chosen small enough. We establish an asymptotic expansion in $ε$ for the invariant measure of the environmental process whenever a ballisticity condition is satisfied. As an application of our expansion, we derive a numerical expression up to firs…
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.
For an arbitrary transient random walk $(S_n)_{n\ge 0}$ in $\mathbb Z^d$, $d\ge 1$, we prove a strong law of large numbers for the spatial sum $\sum_{x\in\mathbb Z^d}f(l(n,x))$ of a function $f$ of the local times $l(n,x)=\sum_{i=0}^n\mathbb I\{S_i=x\}$. Particular cases are the number of (a) visited sites (first time considered by Dvoretzky and Erdős), which corresponds to a function $f(i)=\mathbb I\{i\ge 1\}$; (b) $α$-fold self-intersections of the random walk (studied by Becker and König), which corresponds to $f(i)=i^α$; (c) sites visited by the random walk exactly $j$ times (considered by…
In this paper we prove that, under the assumption of quasi-transitivity, if a branching random walk on ${\mathbb{Z}^d}$ survives locally (at arbitrarily large times there are individuals alive at the origin), then so does the same process when restricted to the infinite percolation cluster ${\mathcal{C}_{\infty}}$ of a supercritical Bernoulli percolation. When no more than $k$ individuals per site are allowed, we obtain the $k$-type contact process, which can be derived from the branching random walk by killing all particles that are born at a site where already $k$ individuals are present. We…
We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated by i.i.d. random conductances (positive numbers) assigned to the edges in $E$. This random walk in random environments has long range jumps and is reversible. We prove the quenched invariance principle for this walk when the random conductances are unbounded from above but uniformly bounded from zero by taking the corrector approach. To this end, we prove a …
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…
We consider a random walk on integers where at the first visits to a site the walker gets a positive drift, but where after a certain number of visits the walker gets a negative drift. We prove that the walker is almost surely transient to the left with positive speed.
The following random process on $\Z^4$ is studied. At first visit to a site, the two first coordinates perform a (2-dimensional) simple random walk step. At further visits, it is the last two coordinates which perform a simple random walk step. We prove that this process is almost surely transient. The lower dimensional versions are discussed and various generalizations and related questions are proposed.
We describe scaling limits of recurrent excited random walks (ERWs) on integers in i.i.d. cookie environments with a bounded number of cookies per site. We allow both positive and negative excitations. It is known that ERW is recurrent if and only if the expected total drift per site, delta, belongs to the interval [-1,1]. We show that if |delta|<1 then the diffusively scaled ERW under the averaged measure converges to a (delta,-delta)-perturbed Brownian motion. In the boundary case, |delta|=1, the space scaling has to be adjusted by an extra logarithmic term, and the weak limit of ERW happens…