Pierre Andreoletti
We give an alternative proof of the localization of Sinai's random walk in random environment under weaker hypothesis than the ones used by Sinai. Moreover we give estimates that are stronger than the one of Sinai on the localization neighborhood and on the probability for the random walk to stay inside this neighborhood.
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We consider Sinai's walk in i.i.d. random scenery and focus our attention on a conjecture of Révész \cite{r05} concerning the upper limits of Sinai's walk in random scenery when the scenery is bounded from above. A close study of the competition between the concentration property for Sinai's walk and negative values for the scenery enables us to prove that the conjecture is true if the scenery has "thin" negative tails and is false otherwise.
We consider Sinai's random walk in random environment. We prove that for an interval of time [1,n] Sinai's walk sojourns in a small neighborhood of the point of localization for the quasi totality of this amount of time. Moreover the local time at the point of localization normalized by $n$ converges in probability to a well defined random variable of the environment.
We consider Sinai's random walk in random environment. We prove that the logarithm of the local time is a good estimator of the random potential associated to the random environment. We give a constructive method allowing us to built the random environment from a single trajectory of the random walk.
Using the generators, we establish a connection between the Sinai's random walk and the so-called Brox process. We first find the Dirichlet form of the Brox diffusion, and then prove that it is the limit of the Dirichlet form of the Sinai's random walk. This also gives a natural way to connect between the Brox diffusion and the Brownian motion.
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.
We identify the limit of the internal DLA cluster generated by Sinai's walk as the law of a functional of a Brownian motion which turns out to be a new interpretation of the Arcsine law.
We prove that the local times of a sequence of Sinai's random walks convergence to those of Brox's diffusion by proper scaling, which is accord with the result of Seignourel (2000). Our proof is based on the convergence of the branching processes in random environment by Kurtz (1979).
Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior.
We are interested in Sinai's walk $(S\_n)\_{n\in\mathbb{N}}$. We prove that the annealed probability that $\sum\_{k=0}^n f(S\_k)$ is strictly positive for all $n\in[1,N]$ is equal to $1/(\log N)^{\frac{3-\sqrt{5}}{2}+o(1)}$, for a large class of functions $f$, and in particular for $f(x)=x$. The persistence exponent $\frac{3-\sqrt{5}}{2}$ first appears in a non-rigorous paper of Le Doussal, Monthus and Fischer, with motivations coming from physics. The proof relies on techniques of localization for Sinai's walk and uses results of Cheliotis about the sign changes of the bottom of valleys of a …
Annealed local limit theorem for Sinai's random walk in random environment
本文证明了Sinai随机环境中随机游走在退火律下的局部极限定理，并通过路径分解、更新理论及细致分析给出退火概率的精确渐近等价。
Sinai's walk is a recurrent one-dimensional nearest-neighbor random walk in random environment. It is known for a phenomenon of strong localization, namely, the walk spends almost all time at or near the bottom of deep valleys of the potential. Our main result shows a weakness of this localization phenomenon: with probability one, the zones where the walk stays for the most time can be far away from the sites where the walk spends the most time. In particular, this gives a negative answer to a problem of Erdős and Révész [Mathematical Structures--Computational Mathematics--Mathematical Modelli…
We study in this short note aging properties of Sinai's (nearest neighbour) random walk in random environment. With $\PP^o$ denoting the annealed law of the RWRE $X_n$, our main result is a full proof of the following statement due to P. Le Doussal, C. Monthus and D. S. Fisher: $$\lim_{η\to0} \lim_{n\to\infty} \PP^o (\frac{|X_{n^h} - X_n|}{(\log n)^2} < η) = \frac{1}{h^2} [ {5/3} - {2/3} e^{-(h-1)} ]. $$
We prove that the upward ladder height subordinator $H$ associated to a real valued Lévy process $ξ$ has Laplace exponent $ϕ$ that varies regularly at $\infty$ (resp. at 0) if and only if the underlying Lévy process $ξ$ satisfies Sinai's condition at 0 (resp. at $\infty$). Sinai's condition for real valued Lévy processes is the continuous time analogue of Sinai's condition for random walks. We provide several criteria in terms of the characteristics of $ξ$ to determine whether or not it satisfies Sinai's condition. Some of these criteria are deduced from tail estimates of the Lévy measure of $…
A coupling between random walks in random environments and Brox's diffusion
本文通过构造 Sinai 随机游走与 Brox 扩散之间的特定耦合，并利用粗糙路径框架下鞅问题的收敛结果，量化了 Sinai 随机游走重标度后向 Brox 扩散的分布收敛。
Sinai's walk can be thought of as a random walk on $\mathbb {Z}$ with random potential $V$, with $V$ weakly converging under diffusive rescaling to a two-sided Brownian motion. We consider here the generator $\mathbb {L}_N$ of Sinai's walk on $[-N,N]\cap \mathbb {Z}$ with Dirichlet conditions on $-N,N$. By means of potential theory, for each $h>0$, we show the relation between the spectral properties of $\mathbb {L}_N$ for eigenvalues of order $o(\exp(-h\sqrt{N}))$ and the distribution of the $h$-extrema of the rescaled potential $V_N(x)\equiv V(Nx)/\sqrt{N}$ defined on $[-1,1]$. Information a…
Sinaĭ excursions: An analogue of Sparre Andersen's formula for the area process of a random walk
本文研究随机游走桥面积过程为游程的精确渐近概率，建立 Sparre Andersen 公式的类比，并借助 von Sterneck 子集计数公式改进已有界，回应润湿模型中的相关问题。
We apply the techniques developed in Comets and Popov (2003) to present a new proof to Sinai's theorem (Sinai, 1982) on one-dimensional random walk in random environment (RWRE), working in a scale-free way to avoid rescaling arguments and splitting the proof in two independent parts: a quenched one, related to the measure $P_ω$ conditioned on a fixed, typical realization $ω$ of the environment, and an annealed one, related to the product measure $\mathbb{P}$ of the environment $ω$. The quenched part still holds even if we use another measure (possibly dependent) for the environment.
We clarify the asymptotic of the limsup of the size of the neighborhood of concentration of Sinai's walk improving the result in \cite{Pierre3}. Also we get the almost sure limit of the number of points visited more than a small but fixed proportion of a given amount of time.
We study the anomalous diffusion phase $x ~ t^μ$ with $0<μ<1$ which exists both in the Sinai diffusion at small bias, and in the related directed trap model presenting a large distribution of trapping time $p(τ) \sim 1/τ^{1+μ}$. Our starting point is the Real Space Renormalization method in which the whole thermal packet is considered to be in the same renormalized valley at large time : this assumption is exact only in the limit $μ\to 0$ and corresponds to the Golosov localization. For finite $μ$, we thus generalize the usual RSRG method to allow for the spreading of the thermal packet over m…
Dynamics for exclusion processes with random environments of particle jump rates
本文研究随机环境下排斥粒子系统的云分解，揭示Sinai机制下深势阱导致粒子堵塞，形成速度指数递减的稳定云，并给出分布极限。
In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions (d \geq 5). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect occurs as soon a non-trivial bias is introduced. The proof applies a decomposition of the underlying simple random walk path at its cut-times to relate the associated biased random walk to a one-dimensional random walk in a random environment in Sinai's regime.
We prove an annealed weak limit of the trajectory of the random walks in cooling random environment (RWCRE) under both slow (polynomial) and fast (exponential) cooling. We identify the weak limit when the underlying static environment is recurrent (Sinai's model). Avena and den Hollander have previously proved law of large numbers and Gaussian fluctuation of RWCRE. We find that the weak limit of the trajectory exists as a time-rescaled Brownian motion in the slow cooling case but the limit degenerates to a constant function in the fast cooling case.
Localization induced by Sinai disorder in mass-exchange models
该研究引入带淬火无序的保守连续质量交换模型，通过生灭链求解其平稳质量分布，揭示β√N参数对分布类型的区分，表征涨落与局域相关定律，还分析了极值质量的标度特性。
We study the random walk in random environment on {0,1,2,...}, where the environment is subject to a vanishing (random) perturbation. The two particular cases we consider are: (i) random walk in random environment perturbed from Sinai's regime; (ii) simple random walk with random perturbation. We give almost sure results on how far the random walker will be from the origin after a long time t, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order $(\log t)^β$, for $β\in (1,\infty)$, depending on the perturbation. In addition, in the ergodic ca…
We consider d independent walkers on Z, m of them performing simple symmetric random walk and r = d -- m of them performing recurrent RWRE (Sinai walk), in I independent random environments. We show that the product is recurrent, almost surely, if and only if m $\le$ 1 or m = d = 2. In the transient case with r $\ge$ 1, we prove that the walkers meet infinitely often, almost surely, if and only if m = 2 and r $\ge$ I = 1. In particular, while I does not have an influence for the recurrence or transience, it does play a role for the probability to have infinitely many meetings. To obtain these …
We consider, in the continuous time version, $γ$ independent random walks on $\mathbb{Z_+}$ in random environment in the Sinai's regime. Let $T_\gam$ be the first meeting time of one pair of the $γ$ random walks starting at different positions. We first show that the tail of the quenched distribution of $T_γ$, after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the moments of this meeting time. Being $\Eo$ the quenched expectation, we show that, for almost all environmen…
We investigate the hydrodynamical behavior of a system of random walks with zero-range interactions moving in a common `Sinai-type' random environment on a one dimensional torus. The hydrodynamic equation found is a quasilinear SPDE with a `rough' random drift term coming from a scaling of the random environment and a homogenization of the particle interaction. Part of the motivation for this work is to understand how the space-time limit of the particle mass relates to that of the known single particle Brox diffusion limit. In this respect, given the hydrodynamic limit shown, we describe form…
We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent regimes. The new model combines features of several existing models of random motion in random media and admits a transparent physical interpretation. More specifically, a random walk in a sparse random environment can be characterized as a "locally strong" perturbation of a simple random walk by a random potential induced by "rare impurities," which are randomly…
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.
Random walks and Lorentz processes
本文利用概率论方法研究洛伦兹过程，证明平面齐次随机游走的局部扰动不改变极限律，并得到有限视界平面洛伦兹过程局部扰动的概率结论，同时为Lenci的常返性结果提供新证明。
We consider the one-sided exit problem for (fractionally) integrated random walks and Lévy processes. We prove that the rate of decrease of the non-exit probability -- the so-called survival exponent -- is universal in this class of processes. In particular, the survival exponent can be inferred from the (fractionally) integrated Brownian motion. This, in particular, extends Sinai's result on the survival exponent for the integrated simple random walk to general random walks with some finite exponential moment. Further, we prove existence and monotonicity of the survival exponent of fractional…
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 consider a vertex reinforced random walk on the integer lattice with sub-linear reinforcement. Under some assumptions on the regular variation of the weight function, we characterize whether the walk gets stuck on a finite interval. When this happens, we estimate the size of the localization set. In particular, we show that, for any odd number $N$ larger than or equal to 5, there exists a vertex reinforced random walk which localizes with positive probability on exactly $N$ consecutive sites.
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…
We consider controlled random walks that are martingales with uniformly bounded increments and nontrivial jump probabilities and show that such walks can be constructed so that P(S_n^u=0) decays at polynomial rate n^{-α} where α>0 can be arbitrarily small. We also show, by means of a general delocalization lemma for martingales, which is of independent interest, that slower than polynomial decay is not possible.
We introduce the notion of \emph{localization at the boundary} for conditioned random walks in i.i.d. and uniformly elliptic random environment on $\mathbb{Z}^d$, in dimensions two and higher. Informally, this means that the walk spends a non-trivial amount of time at some point $x\in \mathbb{Z}^{d}$ with $|x|_{1}=n$ at time $n$, for $n$ large enough. In dimensions two and three, we prove localization for (almost) all walks. In contrast, for $d\geq 4$ there is a phase-transition for environments of the form $ω_{\varepsilon}(x,e)=α(e)(1+\varepsilonξ(x,e))$, where $\{ξ(x)\}_{x\in \mathbb{Z}^{d}}…
We show that one-dimensional random walks in a quasi-periodic environment with Liouville frequency generically have an erratic statistical behavior. In the recurrent case we show that neither quenched nor annealed limit theorems hold and both drift and variance exhibit wild oscillations, being logarithmic at some times and almost linear at other times. In the transient case we show that the annealed Central Limit Theorem fails generically. These results are in stark contrast with the Diophantine case where the Central Limit Theorem with linear drift and variance was established by Sinai.
We consider a branching random walk on the lattice, where the branching rates are given by an i.i.d. Pareto random potential. We show a very strong form of intermittency, where with high probability most of the mass of the system is concentrated in a single site with high potential. The analogous one-point localization is already known for the parabolic Anderson model, which describes the expected number of particles in the same system. In our case, we rely on very fine estimates for the behaviour of particles near a good point. This complements our earlier results that in the rescaled picture…
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.
Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$, and run a simple random walk until hitting one of the obstacles. For $d\geq 2$ and $p$ strictly above the critical threshold for site percolation, we condition on the environment where the origin is contained in an infinite connected component free of obstacles, and we show that the following \emph{path localization} holds for environments with probability tending to 1 as $n\to \infty$: conditioned on survival up to time $n$ we have that ever since $o(n)$ steps the simple random walk is localized in a regio…
We consider a continuous time random walk $X$ in random environment on $\Z^+$ such that its potential can be approximated by the function $V: \R^+\to \R$ given by $V(x)=\sig W(x) -\frac{b}{1-\alf}x^{1-\alf}$ where $\sig W$ a Brownian motion with diffusion coefficient $\sig>0$ and parameters $b$, $\alf$ are such that $b>0$ and $0<\alf<1/2$. We show that $¶$-a.s.\ (where $¶$ is the averaged law) $\lim_{t\to \infty} \frac{X_t}{(C^*(\ln\ln t)^{-1}\ln t)^{\frac{1}{\alf}}}=1$ with $C^*=\frac{2\alf b}{\sig^2(1-2\alf)}$. In fact, we prove that by showing that there is a trap located around $(C^*(\ln\l…
Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$, and run a simple random walk until hitting one of the obstacles. For $d\geq 2$ and $p$ strictly above the critical threshold for site percolation, we condition on the environment where the origin is contained in an infinite connected component free of obstacles, and we show that for environments with probability tending to one as $n\to \infty$ there exists a unique discrete Euclidean ball of volume $d \log_{1/p} n$ asymptotically such that the following holds: conditioned on survival up to time $n$ we have …
Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been introduced in a series of papers by Chernov and Temkin as a model for DNA chain replication and crystal growth, and also as a model for turbulent behavior in fluids through a Lorentz gas description by Sinai. It is a simple but powerful model for a variety of complex large-scale disordered phenomena arising from fields such as physics, biology and engineering. …
Localization of a one-dimensional simple random walk among power-law renewal obstacles
该研究针对幂律更新障碍物下的一维淬灭软障碍随机游走，证明存活游走会局域于最优间隙，建立了更新尾指数不同取值下的行为二分性，拓展了随机游走与有向聚合物局域化研究。
We revisit the problem of estimates of moments of random n-dimensional matrices of Wigner ensemble by using the approach elaborated by Ya. Sinai and A. Soshnikov and further developed by A. Ruzmaikina. Our main subject is given by the structure of closed even walks and their graphs that arise in these studies. We show that the total degree of a vertex of such a graph depends not only on the self-intersections degree of but also on the total number of all non-closed instants of self-intersections of the walk. This result is used to fill the gaps of earlier considerations.
Consider the directed polymer in one space dimension in log-gamma environment with boundary conditions, introduced by Sepp{ä}l{ä}inen. In the equilibrium case, we prove that the end point of the polymer converges in law as the length increases, to a density proportional to the exponent of a zero-mean random walk. This holds without space normalization, and the mass concentrates in a neighborhood of the minimum of this random walk. We have analogous results out of equilibrium as well as for the middle point of the polymer with both ends fixed. The existence and the identification of the limit r…
In this paper we study a two-dimensional directed self-avoiding walk model of a random copolymer in a random emulsion.
We consider transient one-dimensional random walks in random environment with zero asymptotic speed. An aging phenomenon involving the generalized Arcsine law is proved using the localization of the walk at the foot of "valleys" of height $\log t$. In the quenched setting, we also sharply estimate the distribution of the walk at time $t$.
We consider the discrete time quantum random walks on a Sierpinski gasket. We study the hitting probability as the level of fractal goes to infinity in terms of their localization exponents $β_w$ , total variation exponents $δ_w$ and relative entropy exponents $η_w$ . We define and solve the amplitude Green functions recursively when the level of the fractal graph goes to infinity. We obtain exact recursive formulas for the amplitude Green functions, based on which the hitting probabilities and expectation of the first-passage time are calculated. Using the recursive formula with the aid of Mo…
After a general introduction to the field, we describe some recent results concerning disorder effects on both `random walk models', where the random walk is a dynamical process generated by local transition rules, and on `polymer models', where each random walk trajectory representing the configuration of a polymer chain is associated to a global Boltzmann weight. For random walk models, we explain, on the specific examples of the Sinai model and of the trap model, how disorder induces anomalous diffusion, aging behaviours and Golosov localization, and how these properties can be understood v…
We study a quantum walk (QW) whose time evolution is induced by a random walk (RW) first introduced by Szegedy (2004). We focus on a relation between recurrent properties of the RW and localization of the corresponding QW. We find the following two fundamental derivations of localization of the QW. The first one is the set of all the $\ell^2$ summable eigenvectors of the corresponding RW. The second one is the orthogonal complement, whose eigenvalues are $\pm 1$, of the subspace induced by the RW. In particular, as a consequence, for an infinite half line, we show that localization of the QW c…
A two-dimensional discrete-time quantum walk (DTQW) can be realized by alternating a two-state DTQW in one spatial dimension followed by an evolution in the other dimension. This was shown to reproduce a probability distribution for a certain configuration of a four-state DTQW on a two-dimensional lattice. In this work we present a three-state alternate DTQW with a parameterized coin-flip operator and show that it can produce localization that is also observed for a certain other configuration of the four-state DTQW and non-reproducible using the two-state alternate DTQW. We will present two l…
Unique ergodicity of simple symmetric random walks on the circle
本文针对圆周上由无理旋转驱动的简单对称随机游走，给出任意无理角度下唯一平稳分布的一个新证明，简化并推广了 Sinai、Conze 与 Guivarc'h 的经典结果。
We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. This model is known to exhibit a phase transition: If $d \ge 3$ and the environment is "not too random", then, the total population grows as fast as its expectation with strictly positive probability. If,on the other hand, $d \le 2$, or the environment is ``random enough", then the total population grows strictly slower than its expectation almost surely. We show the equivalence between the slow population growth and a natural localization property in terms of "replica overlap"…
Directed polymers in random environment have usually been constructed with a simple random walk on the integer lattice. It has been observed before that several standard results for this model continue to hold for a more general reference walk. Some finer results are known for the so-called long-range directed polymer in which the reference walk lies in the domain of attraction of an $α$-stable process. In this note, low-temperature localization properties recently proved for the classical case are shown to be true with any reference walk. First, it is proved that the polymer's endpoint distri…
A spidernet is a graph obtained by adding large cycles to an almost regular tree and considered as an example having intermediate properties of lattices and trees in the study of discrete-time quantum walks on graphs. We introduce the Grover walk on a spidernet and its one-dimensional reduction. We derive an integral representation of the $n$-step transition amplitude in terms of the free Meixner law which appears as the spectral distribution. As an application we determine the class of spidernets which exhibit localization. Our method is based on quantum probabilistic spectral analysis of gra…
We prove that the linearly edge reinforced random walk (LRRW) on any graph with bounded degrees is recurrent for sufficiently small initial weights. In contrast, we show that for non-amenable graphs the LRRW is transient for sufficiently large initial weights, thereby establishing a phase transition for the LRRW on non-amenable graphs. While we rely on the description of the LRRW as a mixture of Markov chains, the proof does not use the magic formula. We also derive analogous results for the vertex reinforced jump process.
Spectral Criterion for Disorder-Free Localization of Quantum Walks on Hypercube: QBN Approach
本文在量子伯努利噪声框架下研究超立方体上自旋耦合量子行走，提出无无序局域化的谱判据，并在特定Grover行走中构造非均匀不动点，证明该现象发生。
We consider $(1+1)$-dimensional directed polymers in a random potential and provide sufficient conditions guaranteeing joint localization. Joint localization means that for typical realizations of the environment, and for polymers started at different starting points, all the associated endpoint distributions localize in a common random region that does not grow with the length of the polymer. In particular, we prove that joint localization holds when the reference random walk of the polymer model is either a simple symmetric lattice walk or a Gaussian random walk. We also prove that the very …
Mixing of a generic simple symmetric random walk on the circle
本文针对圆上一般简单对称随机游走，给出了唯一遍历性的替代证明，并得到混合性的一般结果，部分解决了近期开放问题。
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