We give a deterministic algorithm to construct a graph with no loops (a tree or a forest) whose vertices are the points of a d-dimensional stationary Poisson process S, subset of R^d. The algorithm is independent of the origin of coordinates. We show that (1) the graph has one topological end --that is, from any point there is exactly one infinite self-avoiding path; (2) the graph has a unique connected component if d=2 and d=3 (a tree) and it has infinitely many components if d\ge 4 (a forest); (3) in d=2 and d=3 we construct a bijection between the points of the Poisson process and Z using the preorder-traversal algorithm. To construct the graph we interpret each point in S as a space-time point (x,r)\in\R^{d-1}\times R. Then a (d-1) dimensional random walk in continuous time continuous space starts at site x at time r. The first jump of the walk is to point x', at time r'>r, (x',r')\in S, where r' is the minimal time after r such that |x-x'|<1. All the walks jumping to x' at time r' coalesce with the one starting at (x',r'). Calling (x',r') = α(x,r), the graph has vertex set S and edges {(s,α(s)), s\in S}. This enables us to shift the origin of S^o = S + δ_0 (the Palm version of S) to another point in such a way that the distribution of S^o does not change (to any point if d = 2 and d = 3; point-stationarity).
Coalescing random walk on a unimodular random rooted graph for which the root has finite expected degree visits each site infinitely often almost surely. A corollary is that an opinion in the voter model on such graphs has infinite expected lifetime. Additionally, we deduce an adaptation of our main theorem that holds uniformly for coalescing random walk on finite random unimodular graphs with degree distribution stochastically dominated by a probability measure with finite mean.
Examples of interacting particle systems on $\mathbb{Z}$ as Pfaffian point processes: coalescing branching random walks and annihilating random walks with immigration
Sharp asymptotics for $N$-point correlation functions of coalescing heavy-tailed random walk
KLATASDS-MOE, School of Statistics, East China Normal University（华东师范大学统计学院）；NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai（纽约大学上海数学科学研究所）
本文研究了 coalescing 重尾随机游走系统的 N 点相关函数的精确渐进行为，通过尾部估计和非碰撞概率分析，推导了重尾随机游走的精细估计。
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…
The geometry of coalescing random walks, the Brownian web distance and KPZ universality
Budapest University of Technology and Economics（布达佩斯科技经济大学）；HUN-REN–BME Stochastics Research Group（匈牙利研究网络-布达佩斯科技大学随机过程研究组）；University of Toronto（多伦多大学）
A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion limits, explicit Pfaffan kernels are derived for a variety of coalescing and annihilating Brownian systems. For Brownian motions on $\mathbb{R}$, depending on the initial conditions, the corresponding kernels are closely related to the bulk and edge scaling limits of the Pfaffan point process for real eigenvalues for the real Ginibre ensemble of random matrices…
This paper is a sequel to Chaika and Krishnan [arXiv:1612.00434]. We again consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice Z^d. We assume that once walks meet, they coalesce. We consider various entropic properties of these systems. We show that in systems with completely positive entropy, bi-infinite trajectories must carry entropy. In the case of directed walks in dimension 2 we show that positive entropy guarantees that all trajectories cannot be bi-infinite. To show that our theorems are proper, we construct a stationary di…
We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a discrete-time version of the first-named author's ``Meeting time lemma"~ that bounds the probability of random walk hitting a deterministic trajectory in terms of hitting times of static vertices. The meeting time result is then used to bound the expected full coalescence time of multiple random walks over a graph. This last theorem is a discrete-time version of…
We consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice. We assume that once walks meet, they coalesce. In $2d$, we classify the collective behavior of these walks under mild assumptions: they either coalesce almost surely or form bi-infinite trajectories. Bi-infinite trajectories form measure-preserving dynamical systems, have a common asymptotic direction in $2d$, and possess other nice properties. We use our theory to classify the behavior of compatible families of semi-infinite geodesics in stationary first- and last-passage per…
Let $\mathbb{T}^d_N$, $d\ge 2$, be the discrete $d$-dimensional torus with $N^d$ points. Place a particle at each site of $\mathbb{T}^d_N$ and let them evolve as independent, nearest-neighbor, symmetric, continuous-time random walks. Each time two particles meet, they coalesce into one. Denote by $C_N$ the first time the set of particles is reduced to a singleton. Cox [6] proved the existence of a time-scale $θ_N$ for which $C_N/θ_N$ converges to the sum of independent exponential random variables. Denote by $Z^N_t$ the total number of particles at time $t$. We prove that the sequence of Marko…
In this paper we consider coalescing random walks on a general connected graph $G=(V,E)$. We set up a unified framework to study the leading order of the decay rate of $P_t$, the expectation of the fraction of occupied sites at time $t$, particularly for the `Big Bang' regime where $t\ll t_{\text{coal}}:=\mathbb{E}[\inf\{s:\text{There is only one particle at time }s\}]$. Our results show that $P_t$ satisfies certain mean field behavior, if the graphs satisfy certain transience-like conditions. We apply this framework to two families of graphs: (1) graphs given by the configuration model with a…
Consider an inhomogeneous multi-species TASEP with drift to the left, and define a height function which equals the maximum species number to the left of a lattice site. For each fixed time, the multi-point distributions of these height functions have a determinantal structure. In the homogeneous case and for certain initial conditions, the fluctuations of the height function converge to Gaussian random variables in the large-time limit. The proof utilizes a coupling between the multi-species TASEP and a coalescing random walk, and previously known results for coalescing random walks.
We present results relating mixing times to the intersection time of branching random walk (BRW) in which the logarithm of the expected number of particles grows at rate of the spectral-gap $\mathrm{gap}$ . This is a finite state space analog of a critical branching process. Namely, we show that the maximal expected hitting time of a state by such a BRW is up to a universal constant larger than the $L_{\infty}$ mixing-time, whereas under transitivity the same is true for the intersection time of two independent such BRWs. Using the same methodology, we show that for a sequence of reversible Ma…
National University of Singapore（新加坡国立大学）；The Czech Academy of Sciences, Institute of Information Theory and Automation（捷克科学院信息与自动化研究所）；East China Normal University（华东师范大学）
We give a short overview on our work on ancestral lineages in spatial population models with local regulation. We explain how an ancestral lineage can be interpreted as a random walk in a dynamic random environment. Defining regeneration times allows to prove central limit theorems for such walks. We also consider several ancestral lineages in the same population and show for one prototypical example that in one dimension the corresponding system of coalescing walks converges to the Brownian web.
Exact determinant formulas for coalescing particle systems
Institute of Mathematics, Polish Academy of Sciences（波兰科学院数学研究所）；Department of Stochastics, Budapest University of Technology and Economics（布达佩斯技术与经济大学随机性系）
We study a system of coalescing random walks on the integer lattice $\mathbb{Z}^{d}$ in which the walk is oriented in the $d$-th direction and follows certain specified rules. We first study the geometry of the paths and show that, almost surely, the paths from a graph consisting of just one tree for dimentions $d=2,3$ and infinitely many disjoint trees for dimensions $d\geq 4$. Also, there is no bi-infinite path in the graph almost surely for $d\geq 2$. Subsequently, we prove that for $d=2$ the diffusive scaling of this system converges in distribution to the Brownian web.
Convergence of directed forests, spanning on random subsets of lattices or on point processes, towards the Brownian web has made the subject of an abundant literature, a large part of which relies on a criterion proposed by Fontes, Isopi, Newman and Ravishankar (2004). One of their convergence condition, called (B2), states that the probability of the event that there exists three distinct paths for a time interval of length $t(>0)$, all starting within a segment of length $\varepsilon$, is of small order of $\varepsilon$. This condition is often verified by applying an FKG type correlation in…
The voter model is a classical interacting particle system modelling how consensus is formed across a network. We analyse the time to consensus for the voter model when the underlying graph is a subcritical scale-free random graph. Moreover, we generalise the model to include a `temperature' parameter. The interplay between the temperature and the structure of the random graph leads to a very rich phase diagram, where in the different phases different parts of the underlying geometry dominate the time to consensus. Finally, we also consider a discursive voter model, where voters discuss their …
We consider a system of interacting Moran models with seed-banks. Individuals live in colonies and are subject to resampling and migration as long as they are $active$. Each colony has a seed-bank into which individuals can retreat to become $dormant$, suspending their resampling and migration until they become active again. The colonies are labelled by $\mathbb{Z}^d$, $d \geq 1$, playing the role of a $geographic\, space$. The sizes of the active and the dormant population are $finite$ and depend on the $location$ of the colony. Migration is driven by a random walk transition kernel. Our goal…
