We consider biased random walk on supercritical percolation clusters in $\Z^2$. We show that the random walk is transient and that there are two speed regimes: If the bias is large enough, the random walk has speed zero, while if the bias is small enough, the speed of the random walk is positive.
We consider the simple random walk on the (unique) infinite cluster of super-critical bond percolation in $\Z^d$ with $d\ge2$. We prove that, for almost every percolation configuration, the path distribution of the walk converges weakly to that of non-degenerate, isotropic Brownian motion. Our analysis is based on the consideration of a harmonic deformation of the infinite cluster on which the random walk becomes a square-integrable martingale. The size of the deformation, expressed by the so called corrector, is estimated by means of ergodicity arguments.
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…
We study limit laws for simple random walks on supercritical long range percolation clusters on $\Z^d, d \geq 1$. For the long range percolation model, the probability that two vertices $x, y$ are connected behaves asymptotically as $\|x-y\|_2^{-s}$. When $s\in(d, d+1)$, we prove that the scaling limit of simple random walk on the infinite component converges to an $α$-stable Lévy process with $α= s-d$ establishing a conjecture of Berger and Biskup. The convergence holds in both the quenched and annealed senses. In the case where $d=1$ and $s>2$ we show that the simple random walk converges to…
We consider self-avoiding walk, percolation and the Ising model with long and finite range. By means of the lace expansion we prove mean-field behavior for these models if $d>2(α\wedge2)$ for self-avoiding walk and the Ising model, and $d>3(α\wedge2)$ for percolation, where $d$ denotes the dimension and $α$ the power-law decay exponent of the coupling function. We provide a simplified analysis of the lace expansion based on the trigonometric approach in Borgs et al. (2007)
Techniques of `dynamic renormalization', developed earlier for undirected percolation and the contact model, are adapted to the setting of directed percolation, thereby obtaining solutions of several problems for directed percolation on $Z^d$ where $d \ge 2$. The first new result is a type of uniqueness theorem: for every pair $x$ and $y$ of vertices which lie in infinite open paths, there exists almost surely a third vertex $z$ which is joined to infinity and which is attainable from $x$ and $y$ along directed open paths. Secondly, it is proved that a random walk on an infinite directed clust…
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 show that on a Cayley graph of a nonamenable group, almost surely the infinite clusters of Bernoulli percolation are transient for simple random walk, that simple random walk on these clusters has positive speed, and that these clusters admit bounded harmonic functions. A principal new finding on which these results are based is that such clusters admit invariant random subgraphs with positive isoperimetric constant. We also show that percolation clusters in any amenable Cayley graph almost surely admit no nonconstant harmonic Dirichlet functions. Conversely, on a Cayley graph admitting non…
We consider self-avoiding walk and percolation in $\Zd$, oriented percolation in $\Zd\times\Zp$, and the contact process in $\Zd$, with $p D(\cdot)$ being the coupling function whose range is denoted by $L<\infty$. For percolation, for example, each bond $\{x,y\}$ is occupied with probability $p D(y-x)$. The above models are known to exhibit a phase transition when the parameter $p$ varies around a model-dependent critical point $\pc$. We investigate the value of $\pc$ when $d>6$ for percolation and $d>4$ for the other models, and $L\gg1$. We prove in a unified way that $\pc=1+C(D)+O(L^{-2d})$…
We prove the sharpness of the phase transition for speed in the biased random walk on the supercritical percolation cluster on Z^d. That is, for each d at least 2, and for any supercritical parameter p > p_c, we prove the existence of a critical strength for the bias, such that, below this value, the speed is positive, and, above the value, it is zero. We identify the value of the critical bias explicitly, and, in the sub-ballistic regime, we find the polynomial order of the distance moved by the particle. Each of these conclusions is obtained by investigating the geometry of the traps that ar…
We consider a biased nearest-neighbor random walk on $\Z$ which at each step is trapped for some random time with random, site-dependent mean. We derive a simple formula for the speed function in terms of the model parameters.
We study the speed of a biased random walk on a percolation cluster on $\Z^d$ in function of the percolation parameter $p$. We obtain a first order expansion of the speed at $p=1$ which proves that percolating slows down the random walk at least in the case where the drift is along a component of the lattice.
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.
For biased random walk on the infinite cluster in supercritical i.i.d.\ percolation on $\Z^2$, where the bias of the walk is quantified by a parameter $β>1$, it has been conjectured (and partly proved) that there exists a critical value $β_c>1$ such that the walk has positive speed when $β<β_c$ and speed zero when $β>β_c$. In this paper, biased random walk on the infinite cluster of a certain translation invariant percolation process on $\Z^2$ is considered. The example is shown to exhibit the opposite behavior to what is expected for i.i.d.\ percolation, in the sense that it has a critical va…
In this paper, we derive upper bounds for the heat kernel of the simple random walk on the infinite cluster of a supercritical long range percolation process. For any $d \geq 1$ and for any exponent $s \in (d, (d+2) \wedge 2d)$ giving the rate of decay of the percolation process, we show that the return probability decays like $t^{-\ffrac{d}{s-d}}$ up to logarithmic corrections, where $t$ denotes the time the walk is run. Moreover, our methods also yield generalized bounds on the spectral gap of the dynamics and on the diameter of the largest component in a box. Besides its intrinsic interest,…
We show that random walks on the infinite supercritical percolation clusters in Z^d satisfy the usual Law of the Iterated Logarithm. The proof combines Barlow's Gaussian heat kernel estimates and the ergodicity of the random walk on the environment viewed from the random walker as derived by Berger and Biskup.
We consider the simple random walk on the infinite cluster of the Bernoulli bond percolation of trees, and investigate the relation between the speed of the simple random walk and the retaining probability p by studying three classes of trees. A sufficient condition is established for Galton-Watson trees.
We consider biased random walks in a one-dimensional percolation model. This model goes back to Axelson-Fisk and Häggström and exhibits the same phase transition as biased random walk on the infinite cluster of supercritical Bernoulli bond percolation on $\mathbb{Z}^d$, namely, for some critical value $λ_{\mathrm{c}} >0$ of the bias, it holds that the asymptotic linear speed $\overline{\mathrm{v}}$ of the walk is strictly positive if the bias $λ$ is strictly smaller than $λ_{\mathrm{c}}$, whereas $\overline{\mathrm{v}}=0$ if $λ\geq λ_{\mathrm{c}}$. We show that at the critical bias $λ= λ_{\mat…
We show quenched large deviations for the simple random walk on a certain class of percolations with long-range correlations. This class contains the supercritical Bernoulli percolations, the model considered by Drewitz, R'ath and Sapozhnikov and the random-cluster model up to the slab critical point. Our result is an extension of Kubota's result for the supercritical Bernoulli percolations. We also state a shape theorem for the chemical distance, which is an extension of Garet and Marchand's result for the supercritical Bernoulli percolations.
For a general class of percolation models with long-range correlations on $\mathbb Z^d$, $d\geq 2$, introduced in arXiv:1212.2885, we establish regularity conditions of Barlow arXiv:math/0302004 that mesoscopic subballs of all large enough balls in the unique infinite percolation cluster have regular volume growth and satisfy a weak Poincaré inequality. As immediate corollaries, we deduce quenched heat kernel bounds, parabolic Harnack inequality, and finiteness of the dimension of harmonic functions with at most polynomial growth. Heat kernel bounds and the quenched invariance principle of arX…
We consider random walk on dynamical percolation on the discrete torus $\mathbb{Z}_n^d$. In previous work, mixing times of this process for $p<p_c(\mathbb{Z}^d)$ were obtained in the annealed setting where one averages over the dynamical percolation environment. Here we study exit times in the quenched setting, where we condition on a typical dynamical percolation environment. We obtain an upper bound for all $p$ which for $p<p_c$ matches the known lower bound.
Let Z_N be the number of self-avoiding paths of length N starting from the origin on the infinite cluster obtained after performing Bernoulli percolation on Z^d with parameter p>p_c(Z^d). The object of this paper is to study the connective constant of the dilute lattice \limsup_{N\to \infty} Z_N^{1/N}, which is a non-random quantity. We want to investigate if the inequality \limsup_{N\to \infty} (Z_N)^{1/N} \le \lim_{N\to \infty} E[Z_N]^{1/N} obtained with the Borel-Cantelli Lemma is strict or not. In other words, we want to know the the quenched and annealed versions of the connective constan…
We consider the simple random walk on supercritical percolation clusters in the multidimensional cubic lattice. In this model, a quenched large deviation principle holds for the position of the random walk. Its rate function depends on the law of the percolation configuration, and the aim of this paper is to study the continuity of the rate function in the law. To do this, it is useful that the rate function is expressed by the so-called Lyapunov exponent, which is the asymptotic cost paid by the random walk for traveling in a landscape of percolation configurations. In this context, we first …
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).
We consider the activated random walk (ARW) model on $\mathbb{Z}^d$, which undergoes a transition from an absorbing regime to a regime of sustained activity. In any dimension we prove that the system is in the active regime when the particle density is less than one, provided that the jump distribution is biased and that the sleeping rate is small enough. This answers a question from Rolla and Sidoravicius (2012) and Dickman, Rolla and Sidoravicius (2010) in the case of biased jump distribution. Furthermore, we prove that the critical density depends on the jump distribution.
We prove the almost sure ('quenched') invariance principle for a random walker on an infinite Bernoulli percolation cluster in $\Z^d$ where $d$ is larger or equal than 2.
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.
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 …
We study biased random walk on the infinite connected component of supercritical percolation on the integer lattice $\mathbb{Z}^d$ for $d\geq 2$. For this model, Fribergh and Hammond showed the existence of an exponent $γ$ such that: for $γ<1$, the random walk is sub-ballistic (i.e. has zero velocity asymptotically), with polynomial escape rate described by $γ$; whereas for $γ>1$, the random walk is ballistic, with non-zero speed in the direction of the bias. They moreover established, under the usual diffusive scaling about the mean distance travelled by the random walk in the direction of th…
We show that the Plancherel measure of the lamplighter random walk on a graph coincides with the expected spectral measure of the absorbing random walk on the Bernoulli percolation clusters. In the subcritical regime the spectrum is pure point and we construct a complete orthonormal basis of finitely supported eigenfunctions.
We study the robustness under perturbations of mixing times, by studying mixing times of random walks in percolation clusters inside boxes in $\Z^d$. We show that for $d \geq 2$ and $p > p_c(\Z^d)$, the mixing time of simple random walk on the largest cluster inside $\{-n,...,n\}^d$ is $Θ(n^2)$ - thus the mixing time is robust up to constant factor.
Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$. This function is supposed to be increasing, so that the random walk is attracted by bigger clusters. For $f(t)=e^{βt}$ we prove that there is a phase transition in $β$, i.e., the random walk is subdiffusive for large $β$ and is diffusive for small $β$.
We study a continuous time random walk on the $d$-dimensional lattice, subject to a drift and an attraction to large clusters of a subcritical Bernoulli site percolation. We find two distinct regimes: a ballistic one, and a subballistic one taking place when the attraction is strong enough. We identify the speed in the former case, and the algebraic rate of escape in the latter case. Finally, we discuss the diffusive behavior in the case of zero drift and weak attraction.
We consider biased random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. Axelsson-Fisk and Häggström established for this model a phase transition for the asymptotic linear speed $\overline{\mathrm{v}}$ of the walk. Namely, there exists some critical value $λ_{\mathrm{c}}>0$ such that $\overline{\mathrm{v}}>0$ if $λ\in (0,λ_{\mathrm{c}})$ and $\overline{\mathrm{v}}=0$ if $λ>λ_{\mathrm{c}}$. We show that the speed $\overline{\mathrm{v}}$ is continuous in $λ$ on the interval $(0,λ_{\mathrm{c}})$ and differentiable on $(0,λ_{\mathrm{c}}/2)$. Mo…
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
We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches per vertex. This generalizes and unifies previous work of the authors. It also shows that the point of phase transition for edge-reinforced random walk is likewise determined by the branching number of the tree. Finally, we show that the branching number determines the rate of first-passage percolation on trees, also known as the first-birth problem. Our tech…
We consider random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. In a companion paper, we have shown that if the random walk is pulled to the right by a positive bias $λ> 0$, then its asymptotic linear speed $\overline{\mathrm{v}}$ is continuous in the variable $λ> 0$ and differentiable for all sufficiently small $λ> 0$. In the paper at hand, we complement this result by proving that $\overline{\mathrm{v}}$ is differentiable at $λ= 0$. Further, we show the Einstein relation for the model, i.e., that the derivative of the speed at $λ= 0$ equ…
We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two points separated by distance $k$ is of the form $c_k/N^{k(1+δ)}, δ>-1$, with $c_k=C_0+C_1\log k+C_2k^α$, non-negative constants $C_0, C_1, C_2$, and $α>0$. Percolation was proved in Dawson and Gorostiza (2013) for $δ<1$, and for the critical case, $δ=1,C_2>0$, with $α>2$. In this paper we improve the result for the critical case by showing percolation for $…
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 obtain Gaussian upper and lower bounds on the transition density q_t(x,y) of the continuous time simple random walk on a supercritical percolation cluster C_{\infty} in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for uniformly elliptic divergence form diffusions, hold with constants c_i depending only on p (the percolation probability) and d. The irregular nature of the medium means that the bound for q_t(x,\cdot) holds only for t\ge S_x(ω), where the constant S_x(ω) depends on the percolation configuration ω.
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.
We study the behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and refresh their status at rate μ while at the same time a random walker moves on G at rate 1 but only along edges which are open. On the d-dimensional torus with side length n, we prove that in the subcritical regime, the mixing times for both the full system and the random walker are n^2/μ up to constants. We also obtain results concerning mean squared displacement and hitting times. Finally, we show that the usual recurrence transience dichotomy for the lattice Z^d…
We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory and an entropic repulsion estimate for Gaussian free fields in the presence of a h…
We prove quenched invariance principle for simple random walk on the unique infinite percolation cluster for a general class of percolation models on Z^d, d>=2, with long-range correlations introduced in arXiv:1212.2885, solving one of the open problems from there. This gives new results for random interlacements in dimension d>=3 at every level, as well as for the vacant set of random interlacements and the level sets of the Gaussian free field in the regime of the so-called local uniqueness (which is believed to coincide with the whole supercritical regime). An essential ingredient of our pr…
We study the behaviour of a sequence of biased random walks X(i), i>=0 on a sequence of random graphs, where the initial graph is Zd and otherwise the graph for the i-th walk is the trace of the (i - 1)-st walk. The sequence of bias vectors is chosen so that each walk is transient. We prove the aforementioned transience and a law of large numbers, and provide criteria for ballisticity and sub-ballisticity. We give examples of sequences of biases for which each X(i), i>=1 is (transient but) not ballistic, and the limiting graph is an infinite simple (self-avoiding) path. We also give examples f…
We consider the model of random walk on dynamical percolation introduced by Peres, Stauffer and Steif (2015). We obtain comparison results for this model for hitting and mixing times and for the spectral-gap and log-Sobolev constant with the corresponding quantities for simple random walk on the underlying graph $G$, for general graphs. When $G$ is the torus $\mathbb{Z}_n^d$, we recover the results of Peres et al. and we also extend them to the critical case. We also obtain bounds in the cases where $G$ is a transitive graph of moderate growth and also when it is the hypercube.
We consider the branching random walk $\{\mathcal R^N_z: z\in V_N\}$ with Gaussian increments indexed over a two-dimensional box $V_N$ of side length $N$, and we study the first passage percolation where each vertex is assigned weight $e^{γ\mathcal R^N_z}$ for $γ>0$. We show that for $γ>0$ sufficiently small but fixed, the expected FPP distance between the left and right boundaries is at most $O(N^{1 - γ^2/10})$.
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…