Robin Pemantle
This paper studies the behavior of RWRE on trees in the critical case left open in previous work. For trees of exponential growth, a random perturbation of the transition probabilities can change a transient random walk into a recurrent one. This is the opposite of what occurs on trees of sub-exponential growth.
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We show the existence of the growth exponent for loop-erased random walk in three dimensions.
We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate of escape of the walk. Our proof relies on an inductive decomposition of the walk, recording times at which it could go to infinity in several independent directions, and using these times to control further backtracking.
Examples of stable-like random walks on groups of polynomial growth
本文研究多项式体积增长群上的长跳随机游走，通过证明最优伪 Poincaré 不等式，证实其类稳定行为并得到详细估计。
We give a new proof of a result of Kenyon that the growth exponent for loop-erased random walks in two dimensions is 5/4. The proof uses the convergence of LERW to Schramm-Loewner evolution with parameter 2, and is valid for irreducible bounded symmetric random walks on any two-dimensional discrete lattice.
The growth exponent $α$ for loop-erased or Laplacian random walk on the integer lattice is defined by saying that the expected time to reach the sphere of radius $n$ is of order $n^α$. We prove that in two dimensions, the growth exponent is strictly greater than one. The proof uses a known estimate on the third moment of the escape probability and an improvement on the discrete Beurling projection theorem.
On a locally compact group $E$ with countable base, we consider a random walk $X$ that has a unique (up to a positive factor) $r$-invariant measure for some $r>0$. Under some weak conditions on the measure, there is a unique continuous exponential on $E$ naturally associated with $X$. It follows that there exists an $R$-recurrent random walk in the sense of Tweedie on $E$ if and only if $E$ is a recurrent group and there exists a Harris random walk on~$E$.
In this article, we consider products of random walks on finite groups with moderate growth and discuss their cutoffs in the total variation. Based on several comparison techniques, we are able to identify the total variation cutoff of discrete time lazy random walks with the Hellinger distance cutoff of continuous time random walks. Along with the cutoff criterion for Laplace transforms, we derive a series of equivalent conditions on the existence of cutoffs, including the existence of pre-cutoffs, Peres' product condition and a formula generated by the graph diameters. For illustration, we c…
Let $G$ be a finitely generated group of polynomial volume growth equipped with a word-length $|\cdot|$. The goal of this paper is to develop techniques to study the behavior of random walks driven by symmetric measures $μ$ such that, for any $ε>0$, $\sum|\cdot|^εμ=\infty$. In particular, we provide a sharp lower bound for the return probability in the case when $μ$ has a finite weak-logarithmic moment.
We consider a one-dimensional transient cookie random walk. It is known from a previous paper that a cookie random walk $(X_n)$ has positive or zero speed according to some positive parameter $α>1$ or $\le 1$. In this article, we give the exact rate of growth of $(X_n)$ in the zero speed regime, namely: for $0<α<1$, $X_n/n^{\frac{α+1}{2}}$ converges in law to a Mittag-Leffler distribution whereas for $α=1$, $X_n(\log n)/n$ converges in probability to some positive constant.
Comparison of Dirichlet forms for stable-like random walks on groups of polynomial volume growth
本研究针对多项式体积增长群上由特定测度驱动的类稳定随机游动，建立了其关联狄利克雷形式等价性的几何与代数判定准则，用于比较两类随机游动的行为。
An explicit lower bound for the growth exponent of three-dimensional loop-erased random walk
本文通过证明三维布朗运动交集指数的显式上界，得到三维布朗割点维数的新下界，进而证明三维环删随机游走增长指数至少为1.0001。
We prove the exponential estimate \begin{equation*} P \{ s < τ< \infty \} \leq C e^{-q s}, \quad s \geq 0, \end{equation*} where $C, q >0$ are constants and $ τ$ is the extinction time of the supercritical branching random walk (BRW) on a cube. We cover both the discrete-space and continuous-space BRWs.
In this paper characterizations of graphs satisfying heat kernel estimates for a wide class of space-time scaling functions are given. The equivalence of the two-sided heat kernel estimate and the parabolic Harnack inequality is also shown via the equivalence of the upper (lower) heat kernel estimate to the parabolic mean value (and super mean value) inequality.
Transience of Simple Random Walks With Linear Entropy Growth
本文利用演化集技术研究度有界连通无限图上简单随机游走，证明与起点无关的线性熵增长可保证暂留性，并通过反例说明该一致性条件必要。
Let $W_n, n\in\mn_{0}$ be an intrinsic martingale with almost sure limit $W$ in a supercritical branching random walk. We provide criteria for the $L_p$-convergence of the series $\sum_{n\ge 0} e^{an}(W-W_n)$ for $p>1$ and $a>0$. The result may be viewed as a statement about the exponential rate of convergence of $\me |W-W_n|^p$ to zero.
A {\it scenery} is a coloring $ξ$ of the integers. Let $\{S_t\}_{t\geq 0}$ be a recurrent random walk on the integers. Observing the scenery $ξ$ along the path of this random walk, one sees the color $χ_t:=ξ(S_t)$ at time $t$. The {\it scenery reconstruction problem} is concerned with recovering the scenery $ξ$, given only the sequence of observations $χ:=(χ_t)_{t\geq 0}$. The scenery reconstruction methods presented to date require the random walk to have bounded increments. Here, we present a new approach for random walks with unbounded increments which works when the tail of the increment d…
Edgeworth expansions for centered random walks on covering graphs of polynomial volume growth
本文研究多项式体积增长覆盖图上的中心化随机游走，利用修正调和嵌入与 Trotter 逼近定理建立 Edgeworth 展开及 Berry–Esseen 型界。
We consider a particular Branching Random Walk in Random Environment (BRWRE) on $\sN_0$ started with one particle at the origin. Particles reproduce according to an offspring distribution (which depends on the location) and move either one step to the right (with a probability in $(0,1]$ which also depends on the location) or stay in the same place. We give criteria for local and global survival and show that global survival is equivalent to exponential growth of the moments. Further, on the event of survival the number of particles grows almost surely exponentially fast with the same growth r…
We provide sufficient conditions which ensure that the intrinsic martingale in the supercritical branching random walk converges exponentially fast to its limit. The case of Galton-Watson processes is particularly included so that our results can be seen as a generalization of a result given in the classical treatise by Asmussen and Hering. As an auxiliary tool, we prove ultimate versions of two results concerning the exponential renewal measures which may be interesting on its own and which correct, generalize and simplify some earlier works.
For a zero-delayed random walk on the real line, let $τ(x)$, $N(x)$ and $ρ(x)$ denote the first passage time into the interval $(x,\infty)$, the number of visits to the interval $(-\infty,x]$ and the last exit time from $(-\infty,x]$, respectively. In the present paper, we provide ultimate criteria for the finiteness of exponential moments of these quantities. Moreover, whenever these moments are finite, we derive their asymptotic behaviour, as $x \to \infty$.
The extremal point process for branching random walk with stretched exponential displacements
本文研究位移服从拉伸指数分布且与分支机制独立的分支随机游走，通过点过程收敛刻画极值附近粒子构型，并建立最右侧粒子位置的新极限定理。
Let $(ξ_1,η_1),(ξ_2,η_2),...$ be a sequence of i.i.d.\ copies of a random vector $(ξ,η)$ taking values in $\R^2$, and let $S_n := ξ_1+...+ξ_n$. The sequence $(S_{n-1} + η_n)_{n \geq 1}$ is then called perturbed random walk. We study random quantities defined in terms of the perturbed random walk: $τ(x)$, the first time the perturbed random walk exits the interval $(-\infty,x]$, $N(x)$, the number of visits to the interval $(-\infty,x]$, and $ρ(x)$, the last time the perturbed random walk visits the interval $(-\infty,x]$. We provide criteria for the a.s.\ finiteness and for the finiteness of e…
Exponential Bounds and Analyticity for the Tree Builder Random Walk
研究树构建随机游走的指数界与解析性，证明首次更新时间的指数尾部性质，并展示游走速度的指数上界及参数p的解析函数关系。
A catalytic branching random walk on a multidimensional lattice, with arbitrary finite number of catalysts, is studied in supercritical regime. The dynamics of spatial spread of the particles population is examined, upon normalization. The components of the vector random walk jump are assumed independent (or close to independent) and have semi-exponential distributions with, possibly, different parameters. A limit theorem on the almost sure normalized positions of the particles at the population ``front'' is established. Contrary to the case of the random walk increments with ``light'' distrib…
Ordered exponential random walks
本文研究分量保持有序的指数增量随机游走，通过Doob h-变换构造有序过程，给出尾部概率渐近、局部极限定理及极值粒子分布的Fredholm行列式表示。
We study branching random walks in random environment on the $d$-dimensional square lattice, $d \geq 1$. In this model, the environment has finite range dependence, and the population size cannot decrease. We prove limit theorems (laws of large numbers) for the set of lattice sites which are visited up to a large time as well as for the local size of the population. The limiting shape of this set is compact and convex, though the local size is given by a concave growth exponent. Also, we obtain the law of large numbers for the logarithm of the total number of particles in the process.
We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq t] \sim a \exp(-λt^r)$ for some constants $a, λ> 0$ where $r \in (0,1)$. We give a detailed description of the asymptotic behaviour of the position of the rightmost particle, proving almost-sure limit theorems, convergence in law and some integral tests. The limit theorems reveal interesting differences betweens the two regimes $ r \in (0, 2/3)$ and $ r \in (…
Asymptotics for Exponential Functionals of Random Walks
本文研究了轻尾/重尾随机游走指数泛函的渐近性，基于样本路径局部最小值与最终值的关键观察给出了收敛速率，并通过分析两者的相互关系得到了极限系数的精确表达式。
The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - νt) \di t$ of Brownian motion (which plays an important role in Asian options of financial mathematics) by the help of simple, symmetric random walks. In some applications the discrete model could be even more natural than the continuous one. The properties of the discrete exponential functional are rather different from the continuous one: typically its distribution is singular w.r.t. Lebesgue measure, all of its positive integer moments are finite and they characterize t…
We describe a model for $m$ vertex reinforced interacting random walks on complete graphs with $d\geq 2$ vertices. The transition probability of a random walk to a given vertex depends exponentially on the proportion of visits made by all walks to that vertex. The individual proportion of visits is modulated by a strength parameter that can be set equal to any real number. This model covers a large variety of interactions including different vertex repulsion and attraction strengths between any two random walks as well as self-reinforced interactions. We show that the process of empirical vert…
Let $(X_t, t \geq 0)$ be an $α$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t δ_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self- intersection local time of the random walk. When $p(d -α) < d$, we derive precise logarithmic asymptotics of the probability $P(I_t \geq r_t)$ for all scales $r_t \gg \E(I_t)$. Our result extends previous works by Chen, Li and Rosen 2005, Becker and König 2010, and Laurent 2012.
Exponential moments of truncated branching random walk martingales
本文研究漂移至无穷远的分支随机游走的马尔萨斯鞅，证明原点以下粒子被清除时该鞅极限呈指数尾（无清除时为多项式尾），临界情形下截断导数鞅也有相同结论，该研究受Erdős–Rényi图首次通过渗流相关工作启发。
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.
In this paper we consider finitary symmetric random walks on groups. We construct new possible asymptotics for the drift. We show that the drift can be very close to linear ant yet sublinear. We also give estimates for entropy growth of these random walks. In particular, we prove that there exist infinitely many asymptotics of entropy.
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 prove large deviation results for the position of the rightmost particle, denoted by $M_n$, in a one-dimensional branching random walk in a case when Cramér's condition is not satisfied. More precisely we consider step size distributions with stretched exponential upper and lower tails, i.e.~both tails decay as $e^{-|t|^r}$ for some $r\in( 0,1)$. It is known that in this case, $M_n$ grows as $n^{1/r}$ and in particular faster than linearly in $n$. Our main result is a large deviation principle for the laws of $n^{-1/r}M_n$ . In the proof we use a comparison with the maximum of (a random num…
Let S_i be a random walk with standard exponential increments. We call \sum_{i=1}^k S_i its k-step area. The random variable V = \inf_{k \ge 1} \frac{2}{k(k+1)} \sum_{i=1}^k S_i plays important role in the study of so-called one-dimensional sticky particles model. We find the distribution of V and prove that P(V > t) = \sqrt{1-t} exp(-t/2) for t in [0,1]. We also show that the variables \min_{1 \le k \le n} \frac{2n}{k(k+1)} \sum_{i=1}^k U_{i, n} converge in distribution to V. Here U_{i, n} are the order statistics of n i.i.d. random variables uniformly distributed on [0,1].
Moderate deviation principles (MDPs) for random walks on covering graphs with groups of polynomial volume growth are discussed in a geometric point of view. They deal with any intermediate spatial scalings between those of laws of large numbers and those of central limit theorems. The corresponding rate functions are given by quadratic forms determined by the Albanese metric associated with the given random walks. We apply MDPs to establish laws of the iterated logarithm on the covering graphs by characterizing the set of all limit points of the normalized random walks.
There are two ways of speeding up MCMC algorithms: (1) construct more complex samplers that use gradient and higher order information about the target and (2) design a control variate to reduce the asymptotic variance. While the efficiency of (1) as a function of dimension has been studied extensively, this paper provides first rigorous results linking the growth of the asymptotic variance in (2) with dimension. Specifically, we construct a control variate for a $d$-dimensional Random walk Metropolis chain with an IID target using the solution of the Poisson equation for the scaling limit in t…
Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of fluctuations comes from the particle current across the characteristic. For a system made up of independent random walks we show that the second-order fluctuations appear at scale n^{1/4} and converge to a certain self-similar Gaussian process. If the system is in equilibrium, this limiting process specializes to fractional Brownian motion with Hurst parame…
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different set of conditions. In the simplest case it is shown under the volume doubling and time comparison principles. This and the other set of conditions provide the basic framework for the study of (sub-) diffusive behavior of the random walks on weighted graphs.
Exact Limsup Growth of Rarely Visited Sites for One-Dimensional Simple Random Walk
针对一维简单随机游走最小局部时间f(n)的上极限增长问题，本文确定其精确渐近增长率为几乎必然有limsup_{n→∞}f(n)/log log n=1/log 2，回答了Révész（2013）提出的开放问题。
Let $S_n$ be a centered random walk with a finite variance, and define the new sequence $A_n:=\sum_{i=1}^n S_i$, which we call an integrated random walk. We are interested in the asymptotics of $$p_N:=P(\min_{1 \le k \le N} A_k \ge 0)$$ as $N \to \infty$. Sinai (1992) proved that $p_N \asymp N^{-1/4}$ if $S_n$ is a simple random walk. We show that $p_N \asymp N^{-1/4}$ for some other types of random walks that include double-sided exponential and double-sided geometric walks, both not necessarily symmetric. We also prove that $p_N \le c N^{-1/4}$ for lattice walks and for upper exponential wal…
We study occupancy counts for the critical nearest-neighbor branching random walk on the $d$-dimensional lattice, conditioned on non-extinction. For $d\geq 3$, Lalley and Zheng (2011) showed that the properly scaled joint distribution of the number of sites occupied by $j$ generation-$n$ particles, $j=1,2,\ldots$, converges in distribution as $n$ goes to infinity, to a deterministic multiple of a single exponential random variable. The limiting exponential variable can be understood as the classical Yaglom limit of the total population size of generation $n$. Here we study the second order flu…
Let $M_n$ be the number of steps of the loop-erasure of a simple random walk on $\mathbb{Z}^2$ from the origin to the circle of radius $n$. We relate the moments of $M_n$ to $Es(n)$, the probability that a random walk and an independent loop-erased random walk both started at the origin do not intersect up to leaving the ball of radius $n$. This allows us to show that there exists $C$ such that for all $n$ and all $k=1,2,...,\mathbf{E}[M_n^k]\leq C^kk!\mathbf{E}[M_n]^k$ and hence to establish exponential moment bounds for $M_n$. This implies that there exists $c>0$ such that for all $n$ and al…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study the large time behavior of its probability of return at time $n$ in terms of the key parameters describing the driving measure and the structure of the underlying group. We obtain assorted estimates including near-diagonal two-sided estimates and the Hölder continuity of the solutions of the associated discrete parabolic difference equation. In each case, thes…
Let $G$ be a finitely generated group equipped with a symmetric generating $% k $-tuple $S$. Let $|\cdot|$ and $V$ be the associated word length and volume growth function. Let $ν$ be a probability measure such that $% ν(g)\simeq [(1+|g|)^2V(|g|)]^{-1}$. We prove that if $G$ has polynomial volume growth then $ν^{(n)}(e) \simeq V(\sqrt{n\log n})^{-1}$. We also obtain assorted estimates for other spread-out probability measures.
Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$. We derive precise logarithmic asymptotics of the expectation of $\exp\{θ_t \|\ell_t\|_p\}$ for scales $θ_t>0$ that are bounded from above, possibly tending to zero. The speed is identified in terms of mixed powers of $t$ and $θ_t$, and the precise rate is characterized in terms of a variational formula, which is in close connection to the {\it Gagliardo-Nire…
Consider a random walk whose (light-tailed) increments have positive mean. Lower and upper bounds are provided for the expected maximal value of the random walk until it experiences a given drawdown d. These bounds, related to the Calmar ratio in Finance, are of the form (exp{alpha d}-1)/alpha and (K exp{alpha d}-1)/alpha for some K>1, in terms of the adjustment coefficient alpha (E[exp{-alpha X}]=1) of the insurance risk literature. Its inverse 1/alpha has been recently derived by Aumann and Serrano as an index of riskiness of the random variable X. This article also complements the Lundberg …
For normally reflected Brownian motion and for simple random walk on independently growing in time d-dimensional domains, d>=3, we establish a sharp criterion for recurrence versus transience in terms of the growth rate.
We consider recurrence versus transience for models of random walks on domains of $\mathbb{Z}^d$, in which monotone interaction enforces domain growth as a result of visits by the walk (or probes it sent), to the neighborhood of domain boundary.
Strong approximations of uniform transport processes to the standard Brownian motion rely on the Skorokhod embedding of random walk with centered double exponential increments. In this note we make such an embedding explicit by means of a Poissonian scheme, which both simplifies classic constructions of strong approximations of uniform transport processes (Griego et al. (1971)) and improves their rate of strong convergence (Gorostiza et al. (1980)). We finalise by providing an extension regarding the embedding of a random walk with asymmetric double exponential increments.
Exponential growth BSDE driven by a marked point process
本文研究了无界终端条件下由标记点过程驱动的指数增长BSDE的适定性，采用不动点论证与$θ$方法证明其可解性，并扩展至均值反射情形。
Let $\{ξ_1,ξ_2,\ldots\}$ be a sequence of independent but not necessarily identically distributed random variables. In this paper, the sufficient conditions are found under which the tail probability $\mathbb{P}(\sup_{n\geqslant0}\sum_{i=1}^nξ_i>x)$ can be bounded above by $\varrho_1\exp\{-\varrho_2x\}$ with some positive constants $\varrho_1$ and $\varrho_2$. A way to calculate these two constants is presented. The application of the derived bound is discussed and a Lundberg-type inequality is obtained for the ultimate ruin probability in the inhomogeneous renewal risk model satisfying the ne…
We show that for a large class of stochastic flows the spatial derivative grows at most exponentially fast even if one takes the supremum over a bounded set of initial points. We derive explicit bounds on the growth rates that depend on the local characteristics of the flow and the box dimension of the set.
Scaling Limit of Dependent Random Walk
本文研究了基于广义伯努利过程的随机游走的标度极限，揭示了其作为非马尔可夫扩散过程的特性，包括指数衰减、幂律及指数衰减幂律的相关过程。
On large deviations for the range of a two-dimensional random walk
本文研究了二维随机游走范围的大偏差问题，计算了在特定偏差尺度下访问顶点数超过预期的概率。
We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$ particles of the $n$-th step. We present an initial investigation of the limit measure and its support. We show, in particular, that (1) for almost every $b>1/2$ the limit measure is almost surely (a.s.) absolutely continuous with respect to the Lebesgue measure, but for Pisot $1/b$ it is a.s. singular; (2) for all $b > (\sqrt{5}-1)/2$ the support of the measure i…
On the $L^p$ Norms of Random Exponential Sums and the Metric Domination Principle over the Simple Random Walk
本文在α-稳定领域中研究了马尔可夫游走保持正性的极限定理，证明了严格正的调和函数存在性及稳定游走的分布收敛。
We study the survival probability and the growth rate for branching random walks in random environment (BRWRE). The particles perform simple symmetric random walks on the $d$-dimensional integer lattice, while at each time unit, they split into independent copies according to time-space i.i.d. offspring distributions. The BRWRE is naturally associated with the directed polymers in random environment (DPRE), for which the quantity called the free energy is well studied. We discuss the survival probability (both global and local) for BRWRE and give a criterion for its positivity in terms of the …
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