Random walks in asymmetric random environments

We consider random walks on Z ^d with transition ratesp(x, y) given by a random matrix. Ifp is a small random perturbation of the simple random walk, we show that the walk remains diffusive for almost all environmentsp ifd>2. The result also holds for a continuous time Markov process with a random drift. The corresponding path space measures converge weakly, in the scaling limit, to the Wiener process, for almost everyp.Dedicated to Joel Lebowitz on his 60th birthdaySupported by NSF-grant DMS-8903041     

Random Walks and Polymers in the Presence of Quenched Disorder

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 via a strong disorder renormalization approach. For polymer models, we discuss the critical properties of various delocalization transitions involving random polymers. We first summarize some recent progresses in the general theory of random critical points: thermodynamic observables are not self-averaging at criticality whenever disorder is relevant, and this lack of self-averaging is directly related to the probability distribution of pseudo-critical temperatures T _c(i,L) over the ensemble of samples (i) of size L. We describe the results of this analysis for the bidimensional wetting and for the Poland–Scheraga model of DNA denaturation.Conference Proceedings “Mathematics and Physics”, I.H.E.S., France, November 2005     

Spectral Dimension and Random Walks on the Two Dimensional Uniform Spanning Tree

We study the simple random walk on the uniform spanning tree on \mathbb Z²{\mathbb {Z}^2} . We obtain estimates for the transition probabilities of the random walk, the distance of the walk from its starting point after n steps, and exit times of both Euclidean balls and balls in the intrinsic graph metric. In particular, we prove that the spectral dimension of the uniform spanning tree on \mathbb Z²{\mathbb {Z}^2} is 16/13 almost surely.     

Random walks on the Bethe lattice

We obtain random walk statistics for a nearest-neighbor (Pólya) walk on a Bethe lattice (infinite Cayley tree) of coordination numberz, and show how a random walk problem for a particular inhomogeneous Bethe lattice may be solved exactly. We question the common assertion that the Bethe lattice is an infinite-dimensional system.Supported in part by the U.S. Department of Energy.     

Subordination pathways to fractional diffusion

The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw ₁), a random walk along the line of natural time, happening in operational time; (w ₂), a random walk along the line of space, happening in operational time; (rw ₃), the inversion of (rw ₁), namely a random walk along the line of operational time, happening in natural time. Via the general integral equation of CTRW and appropriate rescaling, the transition to the diffusion limit is carried out for each of these three random walks. Combining the limits of (rw ₁) and (rw ₂) we get the method of parametric subordination for generating particle paths, whereas combination of (rw ₂) and (rw ₃) yields the subordination integral for the sojourn probability density in space - time fractional diffusion.     

Two-state random walk model of diffusion. 2. Oscillatory diffusion

Continuing our study of interrupted diffusion, we consider the problem of a particle executing a random walk interspersed with localized oscillations during its halts (e.g., at lattice sites). Earlier approaches proceedvia approximation schemes for the solution of the Fokker-Planck equation for diffusion in a periodic potential. In contrast, we visualize a two-state random walk in velocity space with the particle alternating between a state of flight and one of localized oscillation. Using simple, physically plausible inputs for the primary quantities characterising the random walk, we employ the powerful continuous-time random walk formalism to derive convenient and tractable closed-form expressions for all the objects of interest: the velocity autocorrelation, generalized diffusion constant, dynamic mobility, mean square displacement, dynamic structure factor (in the Gaussian approximation), etc. The interplay of the three characteristic times in the problem (the mean residence and flight times, and the period of the ‘local mode’) is elucidated. The emergence of a number of striking features of oscillatory diffusion (e.g., the local mode peak in the dynamic mobility and structure factor, and the transition between the oscillatory and diffusive regimes) is demonstrated.     

Mott Law as Lower Bound for a Random Walk in a Random Environment

We consider a random walk on the support of an ergodic stationary simple point process on ℝ^d, d≥2, which satisfies a mixing condition w.r.t. the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the point process is furnished with independent random bounded energy marks. The transition rates of the random walk decay exponentially in the jump distances and depend on the energies through a factor of the Boltzmann-type. This is an effective model for the phonon-induced hopping of electrons in disordered solids within the regime of strong Anderson localization. We show that the rescaled random walk converges to a Brownian motion whose diffusion coefficient is bounded below by Mott's law for the variable range hopping conductivity at zero frequency. The proof of the lower bound involves estimates for the supercritical regime of an associated site percolation problem.     

Random Walk on the Range of Random Walk

We study the random walk X on the range of a simple random walk on ℤ ^d in dimensions d≥4. When d≥5 we establish quenched and annealed scaling limits for the process X, which show that the intersections of the original simple random walk path are essentially unimportant. For d=4 our results are less precise, but we are able to show that any scaling limit for X will require logarithmic corrections to the polynomial scaling factors seen in higher dimensions. Furthermore, we demonstrate that when d=4 similar logarithmic corrections are necessary in describing the asymptotic behavior of the return probability of X to the origin.     

Numerical Simulations of Random Walk in Random Environment

This paper is concerned with the numerical simulation of a random walk in a random environment in dimension d = 2. Consider a nearest neighbor random walk on the 2-dimensional integer lattice. The transition probabilities at each site are assumed to be themselves random variables, but fixed for all time. This is the random environment. Consider a parallel strip of radius R centered on an axis through the origin. Let X _R be the probability that the walk that started at the origin exits the strip through one of the boundary lines. Then X _R is a random variable, depending on the environment. In dimension d = 1, the variable X _R converges in distribution to the Bernoulli variable, X = 0, 1 with equal probability, as R . Here the 2-dimensional problem is studied using Gauss-Seidel and multigrid algorithms.     

线性高分子体系中高分子链间排除体积效应的模型化

提出了线性高分子体系中高分子链间排除体积效应的一个它回避模型，并且针对具体的四个模型系统进行了计算机模拟. 计算结果表明：1)线团的均方末端距〈R²〉与行走步数(N)仍然保持着与无规线团模型一样的线性关系；2)但与无规线团相比，线团的空间尺寸被压缩；3)与两侧方向的回避相比，在行走的前进方向的回避而导致的压缩效应更加明显. 关键词： 排除体积效应 回避行走 无规线团 线性高分子     

Survival,Extinction and Approximation of Discrete-time Branching Random Walks

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that, while the local behavior is characterized by M, the global behavior cannot be completely described in terms of properties involving M alone. Moreover we show that locally surviving branching random walks can be approximated by sequences of spatially confined and stochastically dominated branching random walks which eventually survive locally if the (possibly finite) state space is large enough. An analogous result can be achieved by approximating a branching random walk by a sequence of multitype contact processes and allowing a sufficiently large number of particles per site. We compare these results with the ones obtained in the continuous-time case and we give some examples and counterexamples.     

Random walk in a random multiplicative environment

We investigate the dynamics of a random walk in a random multiplicative medium. This results in a random, but correlated, multiplicative process for the spatial distribution of random walkers. We show how the details of these correlations determine the asymptotic properties of the walk, i.e., the central limit theorem does not apply to these multiplicative processes. We also study a periodic source-trap medium in which a unit cell contains one source, followed byL–1 traps. We calculate the asymptotic behavior of the number of particles, and determine the conditions for which there is growth or decay in this average number. Finally, we discuss the asymptotic behavior of a random walk in the presence of randomly distributed, partially-absoprbing traps. For this case, a temporal regime of purely exponential decay of the density can occur, before the asymptotic stretched exponential decay, exp(–at ^1/3), sets in.     

A Pearson Random Walk with Steps of Uniform Orientation and Dirichlet Distributed Lengths

A constrained diffusive random walk of n steps in ℝ ^d and a random flight in ℝ ^d , which are equivalent, were investigated independently in recent papers (J. Stat. Phys. 127:813, 2007; J. Theor. Probab. 20:769, 2007, and J. Stat. Phys. 131:1039, 2008). The n steps of the walk are independent and identically distributed random vectors of exponential length and uniform orientation. Conditioned on the sum of their lengths being equal to a given value l, closed-form expressions for the distribution of the endpoint of the walk were obtained altogether for any n for d=1,2,4. Uniform distributions of the endpoint inside a ball of radius l were evidenced for a walk of three steps in 2D and of two steps in 4D.     

When a Random Walk of Fixed Length can Lead Uniformly Anywhere Inside a Hypersphere

A variation of the Pearson-Rayleigh random walk in which the steps are i.i.d. random vectors of exponential length and uniform orientation is considered. Conditioned on the total path length, the probability density function of the position of the walker after n steps is determined analytically in one and two dimensions. It is shown that in two dimensions n = 3 marks a critical transition point in the behavior of the random walk. By taking less than three steps and walking a total length l, one is more likely to end the walk near the boundary of the disc of radius l, while by taking more than three steps one is more likely to end near the origin. Somehow surprisingly, by taking exactly three steps one can end uniformly anywhere inside the disc of radius l. This means that conditioned on l, the sum of three vectors of exponential length and uniform direction has a uniform probability density. While the presented analytic approach provides a complete solution for all n, it becomes intractable in higher dimensions. In this case, it is shown that a necessary condition to have a uniform density in dimension d is that 2(d + 2)/d is an integer, equal to n + 1.     

Random walks on lattices with randomly distributed traps I. The average number of steps until trapping

For a random walk on a lattice with a random distribution of traps we derive an asymptotic expansion valid for smallq for the average number of steps until trapping, whereq is the probability that a lattice point is a trap. We study the case of perfect traps (where the walk comes to an end) and the extension obtained by letting the traps be imperfect (i.e., by giving the walker a finite probability to remain free when stepping on a trap). Several classes of random walks of varying dimensionality are considered and special care is taken to show that the expansion derived is exact up to and including the last term calculated. The numerical accuracy of the expansion is discussed.     

Spatial structure and stability based on random walks

A general expression for a recursion formula which describes a random walk with coupled modes is given. In this system, the random walker is specified by the jumping probabilities P⁺ and P^– which depend on the modes. The transition probability between the modes is expressed by a jumping probabilityR ^(ij) (orr _ij). With the aid of this recursion formula, spatial structures of the steady state of a coupled random walk are studied. By introducing a Liapunov function and entropy, it is shown that the stability condition for the present system can be expressed as the principle of the extremum entropy production.On leave of absence from Tohoku University, Department of Applied Science, Faculty of Engineering, Sendai, 980 Japan.     

The non-isotropic two-dimensional random walk

Abstract

A formula is obtained for the joint probability density function of the angle and length of the resultant of an N-step non-isotropic random walk in two dimensions for arbitrary step angle and radius probability density and for any fixed number of steps. The problem is attacked by applying the theory of generalized functions concentrated on smooth manifolds. The analysis is presented initially for the case where only the angles are random. The characteristic function is defined for the walk in terms of angular and radial frequencies and the inversion is obtained in terms of a sum of Hankel transforms. The Hankel transform sum is transformed by showing that it can be interpreted in terms of the motions of the two-dimensional Euclidean plane corresponding to the rotations and translations resulting from a sequence of fixed steps. This transformation results in an expression involving integrations over two manifolds defined by delta functions. The properties of the manifolds defined by the delta functions are then considered and this results in some simplification of the formulae. The analysis is then generalized to the case where both the phase and length of each step in the walk are random. Finally, seven examples are presented including the general two-step walk and three walks which lead to generalized K density functions for the resultant.     

Diffusion on two-dimensional percolation clusters with multifractal jump probabilities

By means of Monte Carlo simulations we studied the properties of diffusion limited recombination reactions (DLRR's) and random walks on two dimensional incipient percolation clusters with multifractal jump probabilities. We claim that, for these kind of geometric and energetic heterogeneous substrata, the long time behavior of the particle density in a DLRR is determined by a random walk exponent. It is also suggested that the exploration of a random walk is compact. It is considered a general case of intersection ind euclidean dimension of a random fractal of dimension D_F and a multifractal distribution of probabilities of dimensionsD _q (q real), where the two dimensional incipient percolation clusters with multifractal jump probabilities are particular examples. We argue that the object formed by this intersection is a multifractal of dimensionsD' _q =D _q +D _F -d, for a finite interval ofq.     

Asymptotic properties of multistate random walks. I. Theory

A calculation is presented of the long-time behavior of various random walk properties (moments, probability of return to the origin, expected number of distinct sites visited) formultistate random walks on periodic lattices. In particular, we consider inhomogeneous periodic lattices, consisting of a periodically repeated unit cell which contains a finite number of internal states (sites). The results are identical to those for perfect lattices except for a renormalization of coefficients. For walks without drift, it is found that all the asymptotic random walk properties are determined by the diffusion coefficients for the multistate random walk. The diffusion coefficients can be obtained by a simple matrix algorithm presented here. Both discrete and continuous time random walks are considered. The results are not restricted to nearest-neighbor random walks but apply as long as the single-step probability distributions associated with each of the internal states have finite means and variances.     

Environment-dependent continuous time random walk

A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory: the jumping distance and the waiting time, are replaced by two new ones: the pulse velocity and the flight time. The anomalous diffusion of a free particle which is characterized by the asymptotical mean square displacement <x²(t)>～t^α is realized numerically and analysed theoretically, where the value of the power index α is in a region of 0 < α < 2. Particularly, the damping leads to a sub-diffusion when the impact velocities are drawn from a Gaussian density function and the super-diffusive effect is related to statistical extremes, which are called rare-though-dominant events.