A particle moves among the vertices of an $(m+1)$-gon which are labeled clockwise as $0,1,...,m$. The particle starts at 0 and thereafter at each step it moves to the adjacent vertex, going clockwise with a known probability $p$, or counterclockwise with probability $1-p$. The directions of successive movements are independent. What is the expected number of moves needed to visit all vertices? This and other related questions are answered using recursive relations.
We study the mean and variance of the number of self-intersections of the equilateral isotropic random walk in the plane, as well as the corresponding quantities for isotropic equilateral random polygons (random walks conditioned to return to their starting point after a given number of steps). The expected number of self-intersections is $(2/π^2)n\log n + O(n)$ for both walks and polygons with $n$ steps. The variance is $O(n^2 \log n)$ for both walks and polygons, which shows that the number of self-intersections exhibits concentration around the mean.
In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call a random walk 'polygonally recurrent' (resp. transient) if a.s. infinitely many (resp. finitely many) of the straight lines between two consecutive sites hit a given bounded set. The above estimate implies that three-dimensional random walks with independent components are polygonally transient. Similarly a directionally reinforced random walk on Z^3 in the…
For $d \geq 2$ and $n \in \mathbb{N}$, let $\mathsf{W}_n$ denote the uniform law on self-avoiding walks beginning at the origin in the integer lattice $\mathbb{Z}^d$, and write $Γ$ for a $\mathsf{W}_n$-distributed walk. We show that the closing probability $\mathsf{W}_n \big( \vert \vert Γ_n \vert \vert = 1 \big)$ that $Γ$'s endpoint neighbours the origin is at most $n^{-4/7 + o(1)}$ for a positive density set of odd $n$ in dimension $d = 2$. This result is proved using the snake method, a technique for proving closing probability upper bounds, which originated in [3] and was made explicit in …
Fekete's lemma shows the existence of limits in subadditive sequences. This lemma, and generalisations of it, also have been used to prove the existence of thermodynamic limits in statistical mechanics. In this paper it is shown that the two variable supermultiplicative relation $$ p_{n_1}(m_1)\,p_{n_2}(m_2) \leq p_{n_1+n_2}(m_1 + m_2) $$ together with mild assumptions, imply the existence of the limit $$ \log \mathcal{P}_\#(ε) = \lim_{n\to\infty} \frac{1}{n} \log p_n(\lfloor εn \rfloor).$$ This is a generalisation of Fekete's lemma. The existence of $\mathcal{P}_\#(ε)$ are proven for models o…
We prove that for the $d$-regular tessellations of the hyperbolic plane by $k$-gons, there are exponentially more self-avoiding walks of length $n$ than there are self-avoiding polygons of length $n$. We then prove that this property implies that the self-avoiding walk is ballistic, even on an arbitrary vertex-transitive graph. Moreover, for every fixed $k$, we show that the connective constant for self-avoiding walks satisfies the asymptotic expansion $d-1-O(1/d)$ as $d\to \infty$; on the other hand, the connective constant for self-avoiding polygons remains bounded. Finally, we show for all …
We consider uniform spanning tree (UST) in topological polygons with $2N$ marked points on the boundary with alternating boundary conditions. In [LPW21], the authors derive the scaling limit of the Peano curve in the UST. They are variants of SLE$_8$. In this article, we derive the scaling limit of the loop-erased random walk branch (LERW) in the UST. They are variants of SLE$_2$. The conclusion is a generalization of [HLW20,Theorem 1.6] where the authors derive the scaling limit of the LERW branch of UST when $N=2$. When $N=2$, the limiting law is SLE$_2(-1,-1; -1, -1)$. However, the limiting…
We study various self-avoiding walks (SAWs) which are constrained to lie in the upper half-plane and are subjected to a compressive force. This force is applied to the vertex or vertices of the walk located at the maximum distance above the boundary of the half-space. In the case of bridges, this is the unique end-point. In the case of SAWs or self-avoiding polygons, this corresponds to all vertices of maximal height. We first use the conjectured relation with the Schramm-Loewner evolution to predict the form of the partition function including the values of the exponents, and then we use seri…
In this paper, we consider fixed edgelength $n$-step random walks in $\mathbb{R}^d$. We give an explicit construction for the closest closed equilateral random walk to almost any open equilateral random walk based on the geometric median, providing a natural map from open polygons to closed polygons of the same edgelength. Using this, we first prove that a natural reconfiguration distance to closure converges in distribution to a Nakagami$(\frac{d}{2},\frac{d}{d-1})$ random variable as $n \rightarrow \infty$. We then strengthen this to an explicit probabilistic bound on the distance to closure…
For $d \geq 2$ and $n \in \mathbb{N}$, let $\mathsf{W}_n$ denote the uniform law on self-avoiding walks of length $n$ beginning at the origin in the nearest-neighbour integer lattice $\mathbb{Z}^d$, and write $Γ$ for a $\mathsf{W}_n$-distributed walk. We show that the closing probability $\mathsf{W}_n \big( \vert\vert Γ_n \vert\vert = 1 \big)$ that $Γ$'s endpoint neighbours the origin is at most $n^{-1/2 + o(1)}$ in any dimension $d \geq 2$. The method of proof is a reworking of that in [4], which found a closing probability upper bound of $n^{-1/4 + o(1)}$. A key element of the proof is made …
A closed equilateral random walk in 3-space is a selection of unit length vectors giving the steps of the walk conditioned on the assumption that the sum of the vectors is zero. The sample space of such walks with $n$ edges is the $(2n-3)$-dimensional Riemannian manifold of equilateral closed polygons in $\mathbb{R}^3$. We study closed random walks using the symplectic geometry of the $(2n-6)$-dimensional quotient of the manifold of polygons by the action of the rotation group $\operatorname {SO}(3)$. The basic objects of study are the moment maps on equilateral random polygon space given by t…
In this paper we study height fluctuations of random lozenge tilings of polygonal domains on the triangular lattice through nonintersecting Bernoulli random walks. For a large class of polygons which have exactly one horizontal upper boundary edge, we show that these random height functions converge to a Gaussian Free Field as predicted by Kenyon and Okounkov [28]. A key ingredient of our proof is a dynamical version of the discrete loop equations as introduced by Borodin, Guionnet and Gorin [5], which might be of independent interest.
For d at least two and integer n, let c_n = c_n(d) denote the number of length n self-avoiding walks beginning at the origin in the integer lattice Z^d, and, for even n, let p_n = p_n(d) denote the number of length n self-avoiding polygons in Z^d up to translation. Then the probability under the uniform law W_n on self-avoiding walks Gamma of any given odd length n beginning at the origin that Gamma closes -- i.e., that Gamma's endpoint is a neighbour of the origin -- is given by W_n ( Gamma closes ) = 2(n+1) p_{n+1}/c_n. The polygon and walk cardinalities share a common exponential growth: li…
Fix a container polygon $P$ in the plane and consider the convex hull $P_n$ of $n\geq 3$ independent and uniformly distributed in $P$ random points. In the focus of this paper is the vertex number of the random polygon $P_n$. The precise variance expansion for the vertex number is determined up to the constant-order term, a result which can be considered as a second-order analogue of the classical expansion for the expectation of Rényi and Sulanke (1963). Moreover, a sharp Berry-Esseen bound is derived for the vertex number of the random polygon $P_n$, which is of the same order as the square-…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have asymptotically the same expectation and variance. We use integral geometric expressions for these expectations and variances to reduce the desired estimates to the convergence $(1+\fracαn)^n\to e^α$ as $n\to\infty$.
We consider consecutive random subdivision of polygons described as follows. Given an initial convex polygon with $d\ge 3$ edges, we choose a point at random on each edge, such that the proportions in which these points divide edges are i.i.d. copies of some random variable $ξ$. These new points form a new (smaller) polygon. By repeatedly implementing this procedure we obtain a sequence of random polygons. The aim of this paper is to show that under very mild non-degenerateness conditions on $ξ$, the shapes of these polygons eventually become "flat" The convergence rate to flatness is also inv…
In this paper we obtain the chord length distribution function for any regular polygon. From this function we conclude the density function and the distribution function of the distance between two uniformly and independently distributed random points in the regular polygon. The method to calculate the chord length distribution function is quite different from those of Harutyunyan and Ohanyan, uses only elementary methods and provides the result with only a few natural case distinctions.
Let $c_n = c_n(d)$ denote the number of self-avoiding walks of length $n$ starting at the origin in the Euclidean nearest-neighbour lattice $\mathbb{Z}^d$. Let $μ= \lim_n c_n^{1/n}$ denote the connective constant of $\mathbb{Z}^d$. In 1962, Hammersley and Welsh [HW62] proved that, for each $d \geq 2$, there exists a constant $C > 0$ such that $c_n \leq \exp(C n^{1/2}) μ^n$ for all $n \in \mathbb{N}$. While it is anticipated that $c_n μ^{-n}$ has a power-law growth in $n$, the best known upper bound in dimension two has remained of the form $n^{1/2}$ inside the exponential. The natural first im…
Recently W. Lao and M. Mayer [6], [7], [9] considered $U$-max - statistics, where instead of sum appears the maximum over the same set of indices. Such statistics often appear in stochastic geometry. The examples are given by the largest distance between random points in a ball, the maximal diameter of a random polygon, the largest scalar product within a sample of points, etc. Their limit distribution is related to the distribution of extreme values. Among the interesting results obtained in [6], [7], [9] are limit theorems for the maximal perimeter and the maximal area of random triangles in…
In this paper, we derive formulas for the analytical calculation of the moments of the distance between two uniformly and independently distributed random points in an $n$-sided regular polygon. A number of closed form expressions is provided, e.g. the expected distances for $n = 3,4,5,6,8,10,12$, where the results for $n = 5,8,10,12$ are new to the best of the author's knowledge. Applying results of Voss, remarkably short formulas for the second and the fourth moments are derived.
We show that with high probability the number of real zeroes of a random polynomial is bounded by the number of vertices on its Newton-Hadamard polygon times the cube of the logarithm of the polynomial degree. A similar estimate holds for zeroes lying on any curve in the complex plane, which is the graph of a Lipschitz function in polar coordinates. The proof is based on the classical Turán lemma.
We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing symmetry the (sharp) inequality P(|X+Y| <= 1) < 2 P(|X-Y| <= 1) for independent identically distributed X,Y is used. In part II we shall discuss the connection of this result to 'polygonal recurrence' of higher-dimensional walks and some conjectures on directionally random walks in the sense of Mauldin, Monticino and v.Weizsaecker [5].
We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets $K\subset\mathbb{R}^2$ without imposing any regularity conditions on the boundary $\partial K$. Our main result is a central limit theorem for both the area and the number of vertices, settling a well-known conjecture in the field. We also obtain asymptotic results relating the growth of the expectation and variance of these two functionals.
We study large-scale height fluctuations of random stepped surfaces corresponding to uniformly random lozenge tilings of polygons on the triangular lattice. For a class of polygons (which allows arbitrarily large number of sides), we show that these fluctuations are asymptotically governed by a Gaussian free (massless) field. This complements the similar result obtained in Kenyon [Comm. Math. Phys. 281 (2008) 675-709] about tilings of regions without frozen facets of the limit shape. In our asymptotic analysis we use the explicit double contour integral formula for the determinantal correlatio…
We consider the problem of finding the probability that a random triangle is obtuse, which was first raised by Lewis Caroll. Our investigation leads us to a natural correspondence between plane polygons and the Grassmann manifold of 2-planes in real $n$-space proposed by Allen Knutson and Jean-Claude Hausmann. This correspondence defines a natural probability measure on plane polygons. In these terms, we answer Caroll's question. We then explore the Grassmannian geometry of planar quadrilaterals, providing an answer to Sylvester's four-point problem, and describing explicitly the moduli space …
We characterize the topological configurations of points and lines that may arise when placing n points on a circle and drawing the n perpendicular bisectors of the sides of the corresponding convex cyclic n-gon. We also provide exact and asymptotic formulas describing a random realizable configuration, obtained either by sampling the points uniformly at random on the circle or by sampling a realizable configuration uniformly at random.
We prove two results on the delocalization of the endpoint of a uniform self-avoiding walk on Z^d for d>1. We show that the probability that a walk of length n ends at a point x tends to 0 as n tends to infinity, uniformly in x. Also, for any fixed x in Z^d, this probability decreases faster than n^{-1/4 + epsilon} for any epsilon >0. When |x|= 1, we thus obtain a bound on the probability that self-avoiding walk is a polygon.
Polygon spaces like $M_\ell=\{(u_1,...,u_n)\in S^1\times... S^1 ;\ \sum_{i=1}^n l_iu_i=0\}/SO(2)$ or they three dimensional analogues $N_\ell$ play an important rôle in geometry and topology, and are also of interest in robotics where the $l_i$ model the lengths of robot arms. When $n$ is large, one can assume that each $l_i$ is a positive real valued random variable, leading to a random manifold. The complexity of such manifolds can be approached by computing Betti numbers, the Euler characteristics, or the related Poincaré polynomial. We study the average values of Betti numbers of dimension…
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 consider a random walk $(Z^{(1)}_n, ..., Z^{(K+1)}_n) \in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. In this paper, we show that this random walk is slowed down by a variance factor $σ_K^2 = \frac{2}{K+2}$ with respect to the case of the classical simple random walk without constraint.
The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal which leads to several results. More precisely, a time-reversed random walk in Dirichlet environment (with null divergence) is also a random walk in random environment where the transition probabilities are independent Dirichlet random variables with different parameters. We show that on all graphs that satisfy a few weak assumptions, a random walk in random …
The joint distribution of value and local time for Brownian Motion has been reported by Borodin and Salminen. Its asymptotic behavior for recurrent random walk has been presented by Jain and Pruitt. Motivated by the need for queue size control during a pandemic (Hassin, Meilijson and Perlman), the current study presents closed form formulas for random walk and reflected random walk with $\pm 1$ increments, not necessarily fair.
We derive Donsker-Vardhan type results for functionals of the occupation times when the underlying random walk on $\mathbb Z^d$ is in the domain of attraction of an operator-stable law on $\mathbb R^d$. Applications to random walks on wreath products (also known as lamplighter groups) are given.
We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $α$ with $1<α$. We present asymptotics for the probability, over both randomness, that $\{X_n>n^β\}$ for $1/2<β<1$. To obtain such asymptotics, we establish large deviations estimates for the the self-intersection local times process.
We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on particles. Surprisingly, the random walker may behave very differently depending on whether the underlying environment particles perform lazy or non-lazy random walks, which is related to a notion of permeability of the system. We also provide a strong law of large numbers, a functional central limit theorem and large deviation bounds under an ellipticity condi…
We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<α<1$($DOA\left(α\right))$ the functional stable convergence is a time-changed renewal convergence of distribution of finite mean. Applied to Continuous Time Random Walk(CTRW) á la Montroll and Wiess we show that CTRW with renewal times in a weakly dense set of $DOA\left(α\right)$ can be realized as random walk in a random environment. We find the quenched limit and give a bound on the error of the approximation.
Consider the subgraph of the discrete $d$-dimensional torus of size length $N$, $d\ge3$, induced by the range of the simple random walk on the torus run until the time $uN^d$. We prove that for all $d\ge 3$ and $u>0$, the mixing time for the random walk on this subgraph is of order $N^2$ with probability at least $1 - Ce^{-(\log N)^2}$.
We derive laws of the iterated logarithm for random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
We show that the `erasing-larger-loops-first' (ELLF) method, which was first introduced for erasing loops from the simple random walk on the Sierpinski gasket, does work also for non-Markov random walks, in particular, self-repelling walks to construct a new family of self-avoiding walks on the Sierpinski gasket. The one-parameter family constructed in this method continuously connects the loop-erased random walk and a self-avoiding walk which has the same asymptotic behavior as the `standard' self-avoiding walk. We prove the existence of the scaling limit and study some path properties: The e…
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 study the persistence exponent for random walks in random sceneries (RWRS) with integer values and for some special random walks in random environment in $\mathbb Z^2$ including random walks in $\mathbb Z^2$ with random orientations of the horizontal layers.
We consider laws of the iterated logarithm and the rate function for sample paths of random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.
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
There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.
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 calculate explicit speeds for random walks in uniform degenerate random environments. For certain non-uniform random environments, we calculate speeds that are non-monotone.
We consider random walk among random conductances where the conductance environment is shift invariant and ergodic. We study which moment conditions of the conductances guarantee speed zero of the random walk. We show that if there exists α>1 such that E[log^α(ω_e)]<\infty, then the random walk has speed zero. On the other hand, for each α>1 we provide examples of random walks with non-zero speed and random walks for which the limiting speed does not exist that have E[log^α(ω_e)]<\infty.
We extend the notion of the associated random walk and the Wald martingale in random walks where the increments are independent and identically distributed to the more general case of stationary ergodic increments. Examples are given where the increments are Markovian or Gaussian, and an application in queueing is considered.
We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.
