Simple random walks on various types of partially horizontally oriented regular lattices are considered. The horizontal orientations of the lattices can be of various types (deterministic or random) and depending on the nature of the orientation the asymptotic behaviour of the random walk is shown to be recurrent or transient. In particular, for randomly horizontally oriented lattices the random walk is almost surely transient.
In the randomly-oriented Manhattan lattice, every line in $\mathbb{Z}^d$ is assigned a uniform random direction. We consider the directed graph whose vertex set is $\mathbb{Z}^d$ and whose edges connect nearest neighbours, but only in the direction fixed by the line orientations. Random walk on this directed graph chooses uniformly from the $d$ legal neighbours at each step. We prove that this walk is superdiffusive in two and three dimensions. The model is diffusive in four and more dimensions.
Simple random walks on a partially directed version of $\mathbb{Z}^2$ are considered. More precisely, vertical edges between neighbouring vertices of $\mathbb{Z}^2$ can be traversed in both directions (they are undirected) while horizontal edges are one-way. The horizontal orientation is prescribed by a random perturbation of a periodic function, the perturbation probability decays according to a power law in the absolute value of the ordinate. We study the type of the simple random walk, i.e.\ its being recurrent or transient, and show that there exists a critical value of the decay power, ab…
We consider random walk and self-avoiding walk whose 1-step distribution is given by $D$, and oriented percolation whose bond-occupation probability is proportional to $D$. Suppose that $D(x)$ decays as $|x|^{-d-α}$ with $α>0$. For random walk in any dimension $d$ and for self-avoiding walk and critical/subcritical oriented percolation above the common upper-critical dimension $d_{\mathrm{c}}\equiv2(α\wedge2)$, we prove large-$t$ asymptotics of the gyration radius, which is the average end-to-end distance of random walk/self-avoiding walk of length $t$ or the average spatial size of an oriente…
Random walks on general graphs play an important role in the understanding of the general theory of stochastic processes. Beyond their fundamental interest in probability theory, they arise also as simple models of physical systems. A brief survey of the physical relevance of the notion of random walk on both undirected and directed graphs is given followed by the exposition of some recent results on random walks on randomly oriented lattices. It is worth noticing that general undirected graphs are associated with (not necessarily Abelian) groups while directed graphs are associated with (not …
We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on $Z^d \times Z_+$. In dimensions $d>6$, we obtain bounds on exit times, transition probabilities, and the range of the random walk, which establish that the spectral dimension of the incipient infinite cluster is 4/3, and thereby prove a version of the Alexander--Orbach conjecture in this setting. The proof divides into two parts. One part establishes general estimates for simple random walk on an arbitrary infinite random graph, given suitable bounds on volume and effective resi…
We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has a slowly varying return probability, we show that the scaling limit of its clock process is either deterministic linearly growing or a stable subordinator. In the case when the discrete skeleton is a simple random walk on $\mathbb Z^d$, this implies that the scaling limit of the randomly trapped random walk is either Brownian motion or the Fractional Kinetic…
In a randomly oriented graph containing vertices $x$ and $y$, denote by $\{x\to y\}$ the event that there is a directed path from $x$ to $y$. We study the correlation between the events $\{x\to y\}$ and $\{y\to z\}$ for a (large) oriented complete bipartite graph with orientation chosen uniformly at random. We classify the cases of positive and negative correlation respectively in terms of the relative proportions of the sizes of the color classes of the graph.
We consider the randomly biased random walk on trees in the slow movement regime as in [HS16], whose potential is given by a branching random walk in the boundary case. We study the heavy range up to the $n$-th return to the root, i.e., the number of edges visited more than $k_n$ times. For $k_n=n^θ$ with $θ\in(0,1)$, we obtain the convergence in probability of the rescaled heavy range, which improves one result of [AD20].
We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have finite second moment. In a quenched environment, an environment dependent centring is determined which is necessary to achieve a central limit theorem. As our main motivation, we apply these results to biased walks on subcritical Galton-Watson trees conditioned to survive and prove a tight bound on the bias required to obtain such limiting behaviour.
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.
We consider a recurrent random walk on a rooted tree in random environment given by a branching random walk. Up to the first return to the root, its edge local times form a Multi-type Galton-Watson tree with countably infinitely many types. When the walk is the diffusive or sub-diffusive, by studying the maximal type of this Galton-Watson tree, we establish the asymptotic behaviour of the largest local times of this walk during n excursions, under the annealed law.
We study the recurrence behaviour of random walks on partially oriented honeycomb lattices. The vertical edges are undirected while the orientation of the horizontal edges is random: depending on their distribution, we prove a.s. transience in some cases, and a.s. recurrence in other ones. The results extend those obtained for the partially oriented square grid lattices (Campanino and Petritis (2003), Campanino and Petritis (2014)).
We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the Fontes-Isopi-Newman singular diffusion as well as a new broad class we call spatially subordinated Brownian motions. We give sufficient conditions for convergence and illustrate these on two important examples.
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 are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of magnitude $(\log n)^3$ in the first $n$ steps. We study the localization problem of $X_n$ and prove that the quenched law of $X_n$ can be approximated by a certain invariant probability depending on $n$ and the random environment. As a consequence, we establish that upon the survival of the system, $\frac{|X_n|}{(\log n)^2}$ converges in law to some non-degenerate…
We focus on recurrent random walks in random environment (RWRE) on Galton-Watson trees. The range of these walks, that is the number of sites visited at some fixed time, has been studied in three different papers [AC18], [AdR17] and [dR16]. Here we study the heavy range: the number of edges visited at least $α$ times for some integer $α$. The asymptotic behavior of this process when $α$ is a power of the number of steps of the walk is given for all the recurrent cases. It turns out that this heavy range plays a crucial role in the rate of convergence of an estimator of the environment from a s…
We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in dynamic random environment (RWDRE), where the environment is mixing, non-Markovian and not elliptic. We provide a generalization of results obtained previously by Birkner et al. (2013).
Given an undirected graph $G$, let us randomly orient $G$ by tossing independent (possibly biased) coins, one for each edge of $G$. Writing $a\rightarrow b$ for the event that there exists a directed path from a vertex $a$ to a vertex $b$ in such a random orientation, we prove that $\mathbb{P}(s\rightarrow a \cap s\rightarrow b) \ge \mathbb{P}(s\rightarrow a) \mathbb{P}(s\rightarrow b)$ for any three vertices $s$, $a$ and $b$ of $G$.
Consider any fixed graph whose edges have been randomly and independently oriented, and write $\{S \leadsto i\}$ to indicate that there is an oriented path going from a vertex $s \in S$ to vertex $i$. Narayanan (2016) proved that for any set $S$ and any two vertices $i$ and $j$, $\{S \leadsto i\}$ and $\{S \leadsto j\}$ are positively correlated. His proof relies on the Ahlswede-Daykin inequality, a rather advanced tool of probabilistic combinatorics. In this short note, I give an elementary proof of the following, stronger result: writing $V$ for the vertex set of the graph, for any source se…
It is shown that oriented random walk on the Heisenberg group admits exponential intersection tail. As a corollary we get that on any transitive graph of polynomial volume growth, which is not a finite extension of $\mathbb{Z}, \mathbb{Z}^2$, the infinite cluster of percolation with retention parameter $p$, close enough to $1$, is transient.
In a recent paper, K. Raschel and R. Garbit proved that the exponential decreasing rate of the probability that a random walk (with all exponential moments) stays in a $d$-dimensional orthant is given by the minimum on this orthant of the Laplace transform of the random walk increments, as soon as this minimum exists. In other cases, the random walk is "badly oriented," and the exponential rate may depend on the starting point $x$. We prove here that this rate is nevertheless asymptotically equal to the infimum of the Laplace transform, as some selected coordinates of $x$ tend to infinity.
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting behavior of extreme observations until a given time $t$ tends to be rather involved. We describe this asymptotics and generalize several partial results which appeared in this setting. In contrast to the earlier studies, our analysis is based in the point processes theory. The theory is applied to determine the asymptotic distribution of maximal excursions and sojo…
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 …
We present a coupled decreasing sequence of random walks on $ \mathbb Z $ that dominates the edge process of oriented-bond percolation in two dimensions. Using the concept of "random walk in a strip ", we construct an algorithm that generates an increasing sequence of lower bounds that converges to the critical probability of oriented-bond percolation. Numerical calculations of the first ten lower bounds thereby generated lead to an improved,i.e. higher, rigorous lower bound to this critical probability, viz. $p_{c} \geq 0.63328 $. Finally a computer simulation technique is presented; the use …
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^nξ_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(ξ_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions belong to the normal domain of attraction of stable laws with index $α\in (0,2]$ and $β\in (0,2]$ respectively. These processes were first studied by H. Kesten and F. Spitzer, who proved the convergence in distribution when $α\neq 1$ and as $n\to \infty$, of $n^{-δ}Z_n$, for some suitable $δ>0$ depending on $α$ and $β$. Here we are interested in the convergence…
Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic walk is then started at the origin and at each step moves diagonally to the nearest vertex in the direction of the horizontal and vertical lines of the present location. This definition can be generalized, in a natural way, to larger dimensions, but we mainly focus on the two dimensional case. In this context the process localizes on two vertices at all large …
We consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with $d \ge 3$ being the spatial dimension. For this random walk we prove an annealed local central limit theorem and a quenched local limit theorem. The latter shows that the quenched transition probabilities of the random walk converge to the annealed transition probabilities reweighted by a function of the medium centred at the target site. This function is the density of the unique measure which is invariant for the point of view of the particle, is absolutely continuous…
We consider a directed random walk on the backbone of the infinite cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the ``ancestral lineage'' of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) using a regeneration approach. Furthermore, we obtain a quenched central limit theorem (i.e.\ for almost any realisation of the cluster) via an analysis of joint renewals of two independent walks on the same cluster.
As a model of trapping by biased motion in random structure, we study the time taken for a biased random walk to return to the root of a subcritical Galton-Watson tree. We do so for trees in which these biases are randomly chosen, independently for distinct edges, according to a law that satisfies a logarithmic non-lattice condition. The mean return time of the walk is in essence given by the total conductance of the tree. We determine the asymptotic decay of this total conductance, finding it to have a pure power-law decay. In the case of the conductance associated to a single vertex at maxim…
We show that the electrical resistance between the origin and generation n of the incipient infinite oriented branching random walk in dimensions d<6 is O(n^{1-alpha}) for some universal constant alpha>0. This answers a question of Barlow, Járai, Kumagai and Slade [2].
We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose distributions are generated by a dynamical system. We find a sufficient condition on the smoothness of the generation for the transience of the simple random walk on almost every such oriented lattices, and as an illustration we provide a wide class of examples of inhomogeneous or correlated distributions of the orientations. For ergodic dynamical systems, we also…
We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on distinct edges, each one according to a given law that satisfies a logarithmic non-lattice condition. We determine the condition under which the walk is sub-ballistic, and, in the sub-ballistic regime, we find a formula for the exponent gamma (which is positive but less than one) such that the distance | X_n | moved by the walk in time n is of the order of …
Consider the braid group $B_3=< a,b| aba=bab>$ and the nearest neighbor random walk defined by a probability $ν$ with support $\{a,a^{-1},b,b^{-1}\}$. The rate of escape of the walk is explicitly expressed in function of the unique solution of a set of eight polynomial equations of degree three over eight indeterminates. We also explicitly describe the harmonic measure of the induced random walk on $B_3$ quotiented by its center. The method and results apply, mutatis mutandis, to nearest neighbor random walks on dihedral Artin groups.
We prove the hydrodynamic limit of a totally asymmetric zero range process on a torus with two lanes and randomly oriented edges. The asymmetry implies that the model is non-reversible. The random orientation of the edges is constructed in a bistochastic fashion which keeps the usual product distribution stationary for the quenched zero range model. It is also arranged to have no overall drift along the Z direction, which suggests diffusive scaling despite the asymmetry present in the dynamics. Indeed, using the relative entropy method, we prove the quenched hydrodynamic limit to be the heat e…
We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary discrete-time contact process. Such ancestral lineages were investigated in [BCDG13] where a central limit theorem for a single walker was proved. Here, we consider infinitely many coalescing walkers on the same backbone starting at each space-time point. We show that, after diffusive rescaling, the collection of paths converges in distribution to the Brownia…
We recall the directed graph of _juggling states_, closed walks within which give juggling patterns, as studied by Ron Graham in [w/Chung, w/Butler]. Various random walks in this graph have been studied before by several authors, and their equilibrium distributions computed. We motivate a random walk on the reverse graph (and an enrichment thereof) from a very classical linear algebra problem, leading to a particularly simple equilibrium: a Boltzmann distribution closely related to the Poincaré series of the b-Grassmannian in infinite-dimensional space. We determine the most likely asymptotic …
Given a graph $G$, we consider the model where $G$ is given a random orientation by giving each edge a random direction. It is proven that for $a,b,s\in V(G)$, the events $\{s\to a\}$ and $\{s\to b\}$ are positively correlated. This correlation persists, perhaps unexpectedly, also if we first condition on $\{s\nto t\}$ for any vertex $t\neq s$. With this conditioning it is also true that $\{s\to b\}$ and $\{a\to t\}$ are negatively correlated. A concept of increasing events in random orientations is defined and a general inequality corresponding to Harris inequality is given. The results are o…
A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution in time that is at most polynomial in the size of the graph. This fundamental property, however, only holds if the graph does not change over time, while on the other hand many distributed networks are inherently dynamic, and their topology is subjected to potentially drastic changes. In this work we study the mixing (i.e., converging) properties of random …
Suppose you can color $n$ \emph{biased} coins with $n$ colors, all coins having the same bias. It is forbidden to color both sides of a coin with the same color, but all other colors are allowed. Let $X$ be the number of different colors after a toss of the coins. We present a method to obtain an upper bound on a median of $X$. Our method is based on the analysis of the probability distribution of the number of vertices with even in-degree in graphs whose edges are given random orientations. Our analysis applies to the distribution of the number of vertices with odd degree in random sub-graphs…
The fourfold research proposal regards in particular: critical oriented percolation; random walk limit laws; neural networks with long-range connections; the ant in a labyrinth.
The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.
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 study the winding behavior of random walks on two oriented square lattices. One common feature of these walks is that they are bound to revolve clockwise. We also obtain quantitative results of transience/recurrence for each walk.
In this paper, we consider nearest-neighbor oriented percolation with independent Bernoulli bond-occupation probability on the $d$-dimensional body-centered cubic (BCC) lattice $\mathbb{L}^d$ and the set of non-negative integers $\mathbb{Z}_+$. Thanks to the orderly structure of the BCC lattice, we prove that the infrared bound holds on $\mathbb{L}^d\times\mathbb{Z}_+$ in all dimensions $d\geq 9$. As opposed to ordinary percolation, we have to deal with complex numbers due to asymmetry induced by time-orientation, which makes it hard to bound the bootstrap functions in the lace-expansion analy…
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to different normalizations in the functional limit theorem, with a non-Gaussian horizontal behavior. We also prove that the horizontal and vertical components are not asymptotically independent.
We study the range of a planar random walk on a randomly oriented lattice, already known to be transient. We prove that the expectation of the range grows linearly, in both the quenched (for a.e. orientation) and annealed ("averaged") cases. We also express the rate of growth in terms of the quenched Green function and eventually prove a weak law of large numbers in the (non-Markovian) annealed case.
Suppose that you have $n$ colours and $m$ mutually independent dice, each of which has $r$ sides. Each dice lands on any of its sides with equal probability. You may colour the sides of each die in any way you wish, but there is one restriction: you are not allowed to use the same colour more than once on the sides of a die. Any other colouring is allowed. Let $X$ be the number of different colours that you see after rolling the dice. How should you colour the sides of the dice in order to maximize the Shannon entropy of $X$? In this article we investigate this question. We show that the entro…
We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in total variance distance, establishing a cut-off phenomenon in the large $N$ limit. In the special case where the angle of rotation is deterministic this confirms a conjecture of Rosenthal \cite{Rosenthal}. Under mild conditions we also establish a cut-off for convergence of the walk to stationarity under the $L^2$ norm. Depending on the distribution of the …
This paper studies the random walk on the hypercube $(\mathbb{Z}/2\mathbb{Z})^n$ which at each step flips $k$ randomly chosen coordinates. We prove that the mixing time for this walk is of order $\frac{n}{k} \log n$. We also prove that if $k=o(n)$, then the walk exhibits cutoff at $\frac{n}{2k} \log n$ with window $\frac{n}{2k} $.
