Logarithmic speeds for one-dimensional perturbed random walks in random environments

We study the random walk in a random environment on Z⁺={0,1,2,…}${\mathbb{Z}}^{+}=\{0,1,2,\dots \}$, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) a random walk in a random environment perturbed from Sinai’s regime; (ii) a simple random walk with a random perturbation. We give almost sure results on how far the random walker is from the origin, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order (logt)^β${(logt)}^{\beta }$, for β∈(1,∞)$\beta \in (1,\infty )$, depending on the perturbation. In addition, in the ergodic cases, we give results on the rate of decay of the stationary distribution.     

Quenched invariance principle for simple random walk on discrete point processes

We consider the simple random walk on random graphs generated by discrete point processes. This random walk moves on graphs whose vertex set is a random subset of a cubic lattice and whose edges are lines between any consecutive vertices on lines parallel to each coordinate axis. Under the assumption that the discrete point processes are finitely dependent and stationary, we prove that the quenched invariance principle holds, i.e., for almost every configuration of the point process, the path distribution of the walk converges weakly to that of a Brownian motion.     

Multi-excited random walks on integers

We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which depends on the environment at that site and on how often the walker has visited that site before. We give exact criteria for recurrence and transience and consider the speed of the walk.Most of this work was done while the author was Szegö Assistant Professor at Stanford University.     

Localization for branching random walks in random environment

We consider branching random walks in d$d$-dimensional integer lattice with time–space i.i.d. offspring distributions. This model is known to exhibit a phase transition: If d≥3$d\ge 3$ 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≤2$d\le 2$, 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”. We also prove a certain stronger localization property, whenever the total population grows strictly slower than its expectation almost surely.     

Invariant manifolds for stochastic wave equations

In this paper, we consider a class of stochastic wave equations with nonlinear multiplicative noise. We first show that these stochastic wave equations generate random dynamical systems (or stochastic flows) by transforming the stochastic wave equations to random wave equations through a stationary random homeomorphism. Then, we establish the existence of random invariant manifolds for the random wave equations. Due to the temperedness of the nonlinearity, we obtain only local invariant manifolds no matter how large the spectral gap is unlike the deterministic cases. Based on these random dynamical systems, we prove the existence of random invariant manifolds in a tempered neighborhood of an equilibrium. Finally, we show that the images of these invariant manifolds under the inverse stationary transformation give invariant manifolds for the stochastic wave equations.     

Random walks on quasisymmetric functions

Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained. Several important random walks are now realized this way: Stanley's QS-distribution results from endomorphisms given by evaluation maps, a-shuffles result from the ath convolution power of the universal character, and the Tchebyshev operator of the second kind introduced recently by Ehrenborg and Readdy yields traditional riffle shuffles. A conjecture of Ehrenborg regarding the spectra for a family of random walks on ab-words is proven. A theorem of Stembridge from the theory of enriched P-partitions is also recovered as a special case.     

Crossing velocities for an annealed random walk in a random potential

We consider a random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice. The walk starts at the origin and is conditioned to hit a remote location y on the lattice. We prove that the expected time under the annealed path measure needed by the random walk to reach y grows only linearly in the distance from y to the origin. In dimension 1 we show the existence of the asymptotic positive speed.     

Unstable invariant manifolds for stochastic PDEs driven by a fractional Brownian motion

In this paper, we consider a class of stochastic partial differential equations (SPDEs) driven by a fractional Brownian motion (fBm) with the Hurst parameter bigger than 1/2. The existence of local random unstable manifolds is shown if the linear parts of these SPDEs are hyperbolic. For this purpose we introduce a modified Lyapunov-Perron transform, which contains stochastic integrals. By the singularities inside these integrals we obtain a special Lyapunov-Perron's approach by treating a segment of the solution over time interval [0,1] as a starting point and setting up an infinite series equation involving these segments as time evolves. Using this approach, we establish the existence of local random unstable manifolds in a tempered neighborhood of an equilibrium.     

Some positive dependence stochastic orders

In this paper we study some stochastic orders of positive dependence that arise when the underlying random vectors are ordered with respect to some multivariate hazard rate stochastic orders, and have the same univariate marginal distributions. We show how the orders can be studied by restricting them to copulae, we give a number of examples, and we study some positive dependence concepts that arise from the new positive dependence orders. We also discuss the relationship of the new orders to other positive dependence orders that have appeared in the literature.     

Properties of the limit shape for some last-passage growth models in random environments

We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last-passage model has its own randomly chosen weight distribution. We investigate the limiting time constant close to the boundary of the quadrant. Close to the y-axis, where the number of random distributions averaged over stays large, the limiting time constant takes the same universal form as in the homogeneous model. But close to the x-axis we see the effect of the tail of the distribution of the random environment.     

Harmonic deformation of Delaunay triangulations

We construct harmonic functions on random graphs given by Delaunay triangulations of ergodic point processes as the limit of the zero-temperature harness process.     

Random walks in random environments without ellipticity

We consider random walks in random environments on Z^d${\mathbb{Z}}^d$. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments, we prove the ergodicity of the annealed process w.r.t. the dynamics “from the point of view of the particle”. This implies in particular that the environment viewed from the particle is ergodic. As an example of application of this result, we give a general form of the quenched Invariance Principle for walks in doubly stochastic environments with zero local drift (martingale condition).     

On the equivalence of the static and dynamic points of view for diffusions in a random environment

We study the equivalence of the static and dynamic points of view for diffusions in a random environment in dimension one. First we prove that the static and dynamic distributions are equivalent if and only if either the speed in the law of large numbers does not vanish, or b/a$b/a$ is a.s. the gradient of a stationary function, where a$a$ and b$b$ are the covariance coefficient resp. the local drift attached to the diffusion. We moreover show that the equivalence of the static and dynamic points of view is characterized by the existence of so-called “almost linear coordinates”.     

Limiting behavior of a diffusion in an asymptotically stable environment

Let V be a two sided random walk and let X denote a real valued diffusion process with generator . This process is the continuous equivalent of the one-dimensional random walk in random environment with potential V. Hu and Shi (1997) described the Lévy classes of X in the case where V behaves approximately like a Brownian motion. In this paper, based on some fine results on the fluctuations of random walks and stable processes, we obtain an accurate image of the almost sure limiting behavior of X when V behaves asymptotically like a stable process. These results also apply for the corresponding random walk in random environment.     

Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders

Hermite processes are self-similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite process of order 1 is fractional Brownian motion and the Hermite process of order 2 is the Rosenblatt process. We consider here the sum of two Hermite processes of orders q≥1$q\ge 1$ and q+1$q+1$ and of different Hurst parameters. We then study its quadratic variations at different scales. This is akin to a wavelet decomposition. We study both the cases where the Hermite processes are dependent and where they are independent. In the dependent case, we show that the quadratic variation, suitably normalized, converges either to a normal or to a Rosenblatt distribution, whatever the order of the original Hermite processes.     

Homogenization of random transport along periodic two-dimensional flows

We present a model for random transport along periodic two-dimensional flows and use the concept of rotation numbers from dynamical systems to prove a functional central limit theorem for this model. The limiting law turns out to be a stable Lévy process.     

Stationary Symmetric <Emphasis Type="Italic">α</Emphasis>-Stable Discrete Parameter Random Fields

We establish a connection between the structure of a stationary symmetric α-stable random field (0<α<2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosiński (Ann. Probab. 28:1797–1813, 2000). With the help of this connection, we study the extreme values of the field over increasing boxes. Depending on the ergodic theoretical and group theoretical structures of the underlying action, we observe different kinds of asymptotic behavior of this sequence of extreme values. Supported in part by NSF grant DMS-0303493, NSA grant MSPF-05G-049 and NSF training grant “Graduate and Postdoctoral Training in Probability and Its Applications” at Cornell University.     

Dynamical systems on lattices with decaying interaction I: A functional analysis framework

We consider weakly coupled map lattices with a decaying interaction. That is, we consider systems which consist of a phase space at every site such that the dynamics at a site is little affected by the dynamics at far away sites.We develop a functional analysis framework which formulates quantitatively the decay of the interaction and is able to deal with lattices such that the sites are manifolds. This framework is very well suited to study systematically invariant objects. One obtains that the invariant objects are essentially local.We use this framework to prove a stable manifold theorem and show that the manifolds are as smooth as the maps and have decay properties (i.e. the derivatives of one of the coordinates of the manifold with respect to the coordinates at far away sites are small). Other applications of the framework are the study of the structural stability of maps with decay close to uncoupled possessing hyperbolic sets and the decay properties of the invariant manifolds of their hyperbolic sets, in the companion paper by Fontich et al. (2011) [10].     

Biased random walk in a one-dimensional percolation model

We consider random walk with a nonzero bias to the right, on the infinite cluster in the following percolation model: take i.i.d. bond percolation with retention parameter p$p$ on the so-called infinite ladder, and condition on the event of having a bi-infinite path from −∞$-\infty$ to ∞$\infty$. The random walk is shown to be transient, and to have an asymptotic speed to the right which is strictly positive or zero depending on whether the bias is below or above a certain critical value which we compute explicitly.