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.
In this article, universal concentration estimates are established for the local times of random walks on weighted graphs in terms of the resistance metric. As a particular application of these, a modulus of continuity for local times is provided in the case when the graphs in question satisfy a certain volume growth condition with respect to the resistance metric. Moreover, it is explained how these results can be applied to self-similar fractals, for which they are shown to be useful for deriving scaling limits for local times and asymptotic bounds for the cover time distribution.
A new proof is given for the formula for the expected return time of a random walk on a graph. This proof makes use of known relationships between electric resistance and random walks.
We produce a characterization of finite metric spaces which are given by the effective resistance of a graph. This characterization is applied to the more general context of resistance metrics defined by Kigami. A countably infinite resistance metric gives rise to a sequence of finite, increasing graphs with invariant effective resistance. We show that these graphs have a unique limit graph in terms of the convergence of edge weights and that their associated random walks converge weakly to the random walk on the limit graph. If the limit graph is recurrent, its effective resistance is identif…
Let $\mathcal{C}^n$ be the largest open cluster for supercritical Bernoulli bond percolation in $[-n, n]^d \cap \mathbb{Z}^d$ with $d \ge 2$. We obtain a sharp estimate for the effective resistance on $\mathcal{C}^n$. As an application we show that the cover time for the simple random walk on $\mathcal{C}^n$ is comparable to $n^d (\log n)^2$. Noting that the cover time for the simple random walk on $[-n, n]^d \cap \mathbb{Z}^d$ is of order $n^d \log n$ for $d \ge 3$ (and of order $n^2 (\log n)^2$ for $d = 2$), this gives a quantitative difference between the two random walks for $d \ge 3$.
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 establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial location of the random walk in question. The limiting processes are the analogues of those for higher-dimensional versions of the model, but additional logarithmic terms in the scaling factors are needed to see these. The proof applies recently developed machinery relating the scaling of resistance metric spaces and stochastic processes, with key inputs being n…
We completely characterize when the free effective resistance of an infinite graph can be expressed in terms of simple hitting probabilities of the graphs random walk.
We prove expectation and concentration results for the following random variables on an Erdős-Rényi random graph $\mathcal{G}\left(n,p\right)$ in the sparsely connected regime $\log n + \log\log \log n \leq np < n^{1/10}$: effective resistances, random walk hitting and commute times, the Kirchoff index, cover cost, random target times, the mean hitting time and Kemeny's constant. For the effective resistance between two vertices our concentration result extends further to $np\geq c\log n, \; c>0$. To achieve these results, we show that a strong connectedness property holds with high probabilit…
We study the simple random walk on the Uniform Infinite Half-Plane Map, which is the local limit of critical Boltzmann planar maps with a large and simple boundary. We prove that the simple random walk is recurrent, and that the resistance between the root and the boundary of the hull of radius $r$ is at least of order $\log r$. This resistance bound is expected to be sharp, and is better than those following from previous proofs of recurrence for non bounded-degree planar maps models. Our main tools are the self-duality of uniform planar maps, a classical lemma about duality of resistances an…
We construct a bounded degree graph $G$, such that a simple random walk on it is transient but the random walk path (i.e., the subgraph of all the edges the random walk has crossed) has only finitely many cutpoints, almost surely. We also prove that the expected number of cutpoints of any transient Markov chain is infinite. This answers two questions of James, Lyons and Peres [A Transient Markov Chain With Finitely Many Cutpoints (2007) Festschrift for David Freedman]. Additionally, we consider a simple random walk on a finite connected graph $G$ that starts at some fixed vertex $x$ and is sto…
We study the trace of the incipient infinite oriented branching random walk in $\mathbb{Z}^d \times \mathbb{Z}_+$ when the dimension is $d = 6$. Under suitable moment assumptions, we show that the electrical resistance between the root and level $n$ is $O(n \log^{-ξ}n )$ for a $ξ> 0$ that does not depend on details of the model.
The Central Limit Theorem for the random walk on a stationary random network of conductances has been studied by several authors. In one dimension, when conductances and resistances are integrable, and following a method of martingale introduced by S. Kozlov (1985), we can prove the Quenched Central Limit Theorem. In that case the variance of the limit law is not null. When resistances are not integrable, the Annealed Central Limit Theorem with null variance was established by Y. Derriennic and M. Lin (personal communication). The quenched version of this last theorem is proved here, by using …
An infinite graph G has the property that a random walk in random environment on G defined by i.i.d. resistances with any common distribution is almost surely transient, if and only if for some p<1, simple random walk is transient on a percolation cluster of G under bond percolation with parameter p.
We prove Barlow--Bass type resistance estimates for two random walks associated with repeated barycentric subdivisions of a triangle. If the random walk jumps between the centers of triangles in the subdivision that have common sides, the resistance scales as a power of a constant $ρ$ which is theoretically estimated to be in the interval $5/4\leqslantρ\leqslant3/2$, with a numerical estimate $ρ\approx1.306$. This corresponds to the theoretical estimate of spectral dimension $d_S$ between 1.63 and 1.77, with a numerical estimate $d_S\approx1.74$. On the other hand, if the random walk jumps bet…
We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic processes also converge. This result generalises previous work on trees, fractals, and various models of random graphs. We further conjecture that it will be applicable to the random walk on the incipient infinite cluster of critical bond percolation on the high-dimensional integer lattice.
We prove that a simple random walk on quasi-transitive graphs with the volume growth being faster than any polynomial of degree 4 has a.s. infinitely many cut times, and hence infinitely many cutpoints. This confirms a conjecture raised by I. Benjamini, O. Gurel-Gurevich and O. Schramm [2011, Cutpoints and resistance of random walk paths, {\it Ann. Probab.} {\bf 39(3)}, 1122-1136] that PATH of simple random walk on any transient vertex-transitive graph has a.s. infinitely many cutpoints in the corresponding case.
A scaling limit for the simple random walk on the largest connected component of the Erdos-Renyi random graph in the critical window is deduced. The limiting diffusion is constructed using resistance form techniques, and is shown to satisfy the same quenched short-time heat kernel asymptotics as the Brownian motion on the continuum random tree.
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.
We consider a recurrent random walk in random environment on a regular tree. Under suitable general assumptions upon the distribution of the environment, we show that the walk exhibits an unusual slow movement: the order of magnitude of the walk in the first $n$ steps is $(\log n)^3$.
We define and characterise regular sequences in affine buildings, thereby giving the "$p$-adic analogue" of the fundamental work of Kaimanovich. As applications we prove limit theorems for random walks on affine buildings and their automorphism groups.
We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant support, which describe the random walk. This setting applies, in particular, to random walks on virtually free groups.
Given any $γ>0$ and for $η=\{η_v\}_{v\in \mathbb Z^2}$ denoting a sample of the two-dimensional discrete Gaussian free field on $\mathbb Z^2$ pinned at the origin, we consider the random walk on~$\mathbb Z^2$ among random conductances where the conductance of edge $(u, v)$ is given by $\mathrm{e}^{γ(η_u + η_v)}$. We show that, for almost every~$η$, this random walk is recurrent and that, with probability tending to~1 as $T\to \infty$, the return probability at time~$2T$ decays as $T^{-1+o(1)}$. In addition, we prove a version of subdiffusive behavior by showing that the expected exit time from…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F. An application to ruin probabilities is developed.
We study a model of multi-excited random walk on a regular tree which generalizes the models of the once excited random walk and the digging random walk introduced by Volkov (2003). We show the existence of a phase transition of the recurrence/transience property of the walk. In particular, we prove that the asymptotic behavior of the walk depends on the order of the excitations, which contrasts with the one dimensional setting studied by Zerner (2005). We also consider the limiting speed of the walk in the transient regime and conjecture that it is not a monotonic function of the environment.
Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic entropy. If the geometry of the group is rich, then these numbers are both positive and the way of dependence on $p$ is itself a property of $G$. In this note, we review recent results about the regularity of the drift and the entropy for free groups, free products and hyperbolic groups.
We study simple random walk on the class of random planar maps which can be encoded by a two-dimensional random walk with i.i.d. increments or a two-dimensional Brownian motion via a "mating-of-trees" type bijection. This class includes the uniform infinite planar triangulation (UIPT), the infinite-volume limits of random planar maps weighted by the number of spanning trees, bipolar orientations, or Schnyder woods they admit, and the $γ$-mated-CRT map for $γ\in (0,2)$. For each of these maps, we obtain an upper bound for the Green's function on the diagonal, an upper bound for the effective re…
We prove that the speed of $λ$-biased random walks on a supercritical Galton-Watson tree without leaves is differentiable when $λ\in(0,1)$, and give an expression of the derivative using a certain 2-dimensional Gaussian random variable. The proof heavily uses the renewal structure of Galton-Watson trees that was introduced by Lyons-Pemantle-Peres.
We study the behavior of Random Walk in Random Environment (RWRE) on trees in the critical case left open in previous work. Representing the random walk by an electrical network, we assume that the ratios of resistances of neighboring edges of a tree Gamma are i.i.d.random variables whose logarithms have mean zero and finite variance. Then the resulting RWRE is transient if simple random walk on Gamma is transient, but not vice versa. We obtain general transience criteria for such walks, which are sharp for symmetric trees of polynomial growth. In order to prove these criteria, we establish re…
Using the language of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is then used to obtain an explicit representation of the weak limit of a sequence of point processes induced by a branching random walk with jointly regularly varying displacements. As a consequence, we extend the main result of Durrett (1983) and verify that two related predictions of Brunet and Derrida (2011) remain valid for this model.
We consider the simple random walk on a random d-regular graph with n vertices, and investigate percolative properties of the set of vertices not visited by the walk until time un, where u > 0 is a fixed positive parameter. It was shown in [arXiv:1012.5117] that this so-called vacant set exhibits a phase transition at u = u*: there is a giant component if u < u* and only small components when u > u*. In this paper we show the existence of a critical window of size n^(-1/3) around u*. In this window the size of the largest cluster is of order n^(2/3).
We consider random walks on the set of all words over a finite alphabet such that in each step only the last two letters of the current word may be modified and only one letter may be adjoined or deleted. We assume that the transition probabilities depend only on the last two letters of the current word. Furthermore, we consider also the special case of random walks on free products by amalgamation of finite groups which arise in a natural way from random walks on the single factors. The aim of this paper is to compute several equivalent formulas for the rate of escape with respect to natural …
Let $T$ be the regular tree in which every vertex has exactly $d\ge 3$ neighbours. Run a branching random walk on $T$, in which at each time step every particle gives birth to a random number of children with mean $d$ and finite variance, and each of these children moves independently to a uniformly chosen neighbour of its parent. We show that, starting with one particle at some vertex $0$ and conditionally on survival of the process, the time it takes for every vertex within distance $r$ of $0$ to be hit by a particle of the branching random walk is almost surely $r + \frac{2}{\log(3/2)}\log\…
In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree, satisfying Kesten-Stigum condition. We study the large deviations of the extremal process, formed by the appropriately normalized positions in the $n$-th generation and show that the large extreme-positions form clusters in the limit. As a consequence of this, we also study the large deviations of the maximum among positions at the $n$-th generation.
We study Random Walks in an i.i.d. Random Environment (RWRE) defined on $b$-regular trees. We prove a functional central limit theorem (FCLT) for transient processes, under a moment condition on the environment. We emphasize that we make no uniform ellipticity assumptions. Our approach relies on regenerative levels, i.e. levels that are visited exactly once. On the way, we prove that the distance between consecutive regenerative levels have a geometrically decaying tail. In the second part of this paper, we apply our results to Linearly Edge-Reinforced Random Walk (LERRW) to prove FCLT when th…
We study the asymptotic behavior the exit times of random walk from Euclidean balls around the origin of the incipient infinite cluster in a manner inspired by [26]. We do this by obtaining bounds on the effective resistance between the origin and the boundary of these Euclidean balls. We show that the geometric properties of long-range percolation clusters are significantly different from those of finite-range clusters. We also study the behavior of random walk on the backbone of the IIC and we prove that the Alexander-Orbach conjecture holds for the incipient infinite cluster in high dimensi…
Let $X$ be a Lévy process with regularly varying Lévy measure $ν$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed asymptotic estimates in scenarios where multiple big jumps in the increment are required to make a rare event happen; we illustrate this through detailed conditional limit theorems. In addition, we investigate connections with the classical large deviations framework. In that setting, we show that a weak large deviation principle (with logarithmic speed) holds, but…
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 introduce partial loop-erasing operators. We show that by applying a refinement sequence of partial loop-erasing operators to a finite Markov chain, we get a process equivalent to the chronological loop-erased Markov chain. As an application, we construct loop-erased random paths on bounded domains of resistance spaces as the weak limit of the loop erasure of the Markov chains on a sequence of finite sets approximating the space, and the limit is independent of the approximating sequences. The random paths we constructed are simple paths almost surely, and they can be viewed as the loop-era…
In this article, we study a simple random walk on a decorated Galton-Watson tree, obtained from a Galton-Watson tree by replacing each vertex of degree $n$ with an independent copy of a graph $G_n$ and gluing the inserted graphs along the tree structure. We assume that there exist constants $d, R \geq 1, v < \infty$ such that the diameter, effective resistance across and volume of $G_n$ respectively grow like $n^{\frac{1}{d}}, n^{\frac{1}{R}}, n^v$ as $n \to \infty$. We also assume that the underlying Galton-Watson tree is critical with offspring tails decaying like $cx^{-α}$ for some constant…
We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk $(X\_n)$ in random environment on a regular tree, which is closely related to Mandelbrot [13]'s multiplicative cascade. We prove, under some general assumptions upon the distribution of the environment, the existence of a new exponent $ν\in (0, {1\over 2}]$ such that $\max\_{0\le i \le n} |X\_i|$ behaves asymptotically like $n^ν$. The value of $ν$ is explicitl…
Let $\{\mm_n, n=0,1,...\}$ be the supercritical branching random walk starting with one initial ancestor located at the origin of the real line. For $n=0,1,...$ let $W_n$ be the moment generating function of $\mm_n$ normalized by its mean. Denote by $AW_n$ any of the following random variables: maximal function, square function, $L_1$ and a.s. limit $W$, $\su |W-W_n|$, $\su |W_{n+1}-W_n|$. Under mild moment restrictions and the assumption that $\rP\{W_1>x\}$ regularly varies at $\infty$ it is proved that $\rP\{AW_n>x\}$ regularly varies at $\infty$ with the same exponent. All the proofs given …
We determine the walk dimension of the Sierpiński gasket without using diffusion. We construct non-local regular Dirichlet forms on the Sierpiński gasket from regular Dirichlet forms on the Sierpiński graph whose suitable boundary is the Sierpiński gasket.
We study the trajectory of a simple random walk on a d-regular graph with d>2 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these graphs, we investigate percolative properties of the set of vertices not visited by the walk until time un, where u>0 is a fixed positive parameter. We show that this so-called vacant set exhibits a phase transition in u in the following sense: there exists an explicitly computable threshold u* such that, with high probability as n grows, if u<u*, then the lar…
We consider the limiting behaviour of the point processes associated with a branching random walk with supercritical branching mechanism and balanced regularly varying step size. Assuming that the underlying branching process satisfies Kesten-Stigum condition, it is shown that the point process sequence of properly scaled displacements coming from the n-th generation converges weakly to a Cox cluster process. In particular, we establish that a conjecture of Brunet and Derrida (2011) remains valid in this setup, investigate various other issues mentioned in their paper and recover the main resu…
For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements include the regular variation of the jump distribution tail for underlying random walk and the well-known L log L condition for the offspring numbers. In our classification, given in the previous paper, the analysis refers to supercritical CBRW. The principle result demonstrates that, after a proper normalization, the maximum of CBRW converges in distribution to …
Using renewal times and Girsanov's transform, we prove that the speed of the excited random walk is infinitely differentiable with respect to the bias parameter in $(0,1)$ for the dimension $d\ge 2$. At the critical point $0$, using a special method, we also prove that the speed is differentiable and the derivative is positive for every dimension $2\leq d\neq 3.$ However, this is not enough to imply that the speed is increasing in a neighborhood of $0.$ It still remains to prove the derivative is continuous at $0$. Moreover, this paper gives some results of monotonicity for $m-$excited random …
We extend classical results by A. V. Nagaev [Izv. Akad. Nauk UzSSR Ser. Fiz.--Mat. Nauk 6 (1969) 17--22, Theory Probab. Appl. 14 (1969) 51--64, 193--208] on large deviations for sums of i.i.d. regularly varying random variables to partial sum processes of i.i.d. regularly varying vectors. The results are stated in terms of a heavy-tailed large deviation principle on the space of càdlàg functions. We illustrate how these results can be applied to functionals of the partial sum process, including ruin probabilities for multivariate random walks and long strange segments. These results make preci…
We establish some relations between the spectra of simple and non-backtracking random walks on non-regular graphs, generalizing some well-known facts for regular graphs. Our two main results are 1) a quantitative relation between the mixing rates of the simple random walk and of the non-backtracking random walk 2) a variant of the "Ihara determinant formula" which expresses the characteristic polynomial of the adjacency matrix, or of the laplacian, as the determinant of a certain non-backtracking random walk with holomorphic weights.