A note on random walks with absorbing barriers and sequential Monte Carlo methods

In this article, we consider importance sampling (IS) and sequential Monte Carlo (SMC) methods in the context of one-dimensional random walks with absorbing barriers. In particular, we develop a very precise variance analysis for several IS and SMC procedures. We take advantage of some explicit spectral formulae available for these models to derive sharp and explicit estimates; this provides stability properties of the associated normalized Feynman–Kac semigroups. Our analysis allows one to compare the variance of SMC and IS techniques for these models. The work in this article is one of the few to consider an in-depth analysis of an SMC method for a particular model-type as well as variance comparison of SMC algorithms.     

On the cut‐off phenomenon for the transitivity of randomly generated subgroups

Consider K ≥ 2 independent copies of the random walk on the symmetric group S_N starting from the identity and generated by the products of either independent uniform transpositions or independent uniform neighbor transpositions. At any time $n\in \mathbb{N}$, let G_n be the subgroup of S_N generated by the K positions of the chains. In the uniform transposition model, we prove that there is a cut‐off phenomenon at time N ln(N)/(2K) for the non‐existence of fixed point of G_n and for the transitivity of G_n, thus showing that these properties occur before the chains have reached equilibrium. In the uniform neighbor transposition model, a transition for the non‐existence of a fixed point of G_n appears at time of order $N^{1+\frac{2}{K}}$ (at least for K ≥ 3), but there is no cut‐off phenomenon. In the latter model, we recover a cut‐off phenomenon for the non‐existence of a fixed point at a time proportional to N by allowing the number K to be proportional to ln(N). The main tools of the proofs are spectral analysis and coupling techniques. © 2011 Wiley Periodicals, Inc. Random Struct. Alg., 2012     

半直线上的独立随机环境中可逗留的随机游动

主要研究了在随机环境独立的情况下,右半直线上随机环境中可逗留的随机游动的常返性和非常返性.     

关于随机环境中的马尔可夫过程的简介——纪念李国平院士吴新谋教授诞辰100周年

该文系统地介绍随机环境中的马尔可夫过程. 共4章, 第一章介绍依时的随机环境中的马尔可夫链(MCTRE), 包括MCTRE的存在性及等价描述; 状态分类; 遍历理论及不变测度; p-θ 链的中心极限定理和不变原理. 第二章介绍依时的随机环境中的马尔可夫过程(MPTRE), 包括MPTRE的基本概念; 随机环境中的q -过程存在唯一性; 时齐的q -过程;MPTRE的构造及等价性定理.第三章介绍依时的随机环境中的分枝链(MBCRE), 包括有限维的和无穷维的MBCRE的模型和基本概念; 它们的灭绝概念;两极分化; 增殖率等.第四章介绍依时依空的随机环境中的马尔可夫链(MCSTRE), 包括MCSTRE的基本概念、构造; 依时依空的随机环境中的随机徘徊(RWSTRE)的中心极限定理、不变原理.     

一维紧邻时间随机环境下可逗留随机游动的有关性质

给出了可数状态空间中时间随机环境下可逗留随机游动的一个统一模型,对于一维紧邻时间随机环境下的随机游动,在一定的条件下,讨论它的极限性质和中心极限定理,该结论类似于空间随机环境下的随机游动的有关结论.     

Transport by Molecular Motors in the Presence of Static Defects

The transport by molecular motors along cytoskeletal filaments is studied theoretically in the presence of static defects. The movements of single motors are described as biased random walks along the filament as well as binding to and unbinding from the filament. Three basic types of defects are distinguished, which differ from normal filament sites only in one of the motors’ transition probabilities. Both stepping defects with a reduced probability for forward steps and unbinding defects with an increased probability for motor unbinding strongly reduce the velocities and the run lengths of the motors with increasing defect density. For transport by single motors, binding defects with a reduced probability for motor binding have a relatively small effect on the transport properties. For cargo transport by motors teams, binding defects also change the effective unbinding rate of the cargo particles and are expected to have a stronger effect.     

Computational investigations of folded self-avoiding walks related to protein folding

Various subsets of self-avoiding walks naturally appear when investigating existing methods designed to predict the 3D conformation of a protein of interest. Two such subsets, namely the folded and the unfoldable self-avoiding walks, are studied computationally in this article. We show that these two sets are equal and correspond to the whole n-step self-avoiding walks for n ≤ 14, but that they are different for numerous n ≥ 108, which are common protein lengths. Concrete counterexamples are provided and the computational methods used to discover them are completely detailed. A tool for studying these subsets of walks related to both pivot moves and protein conformations is finally presented.     

Self-quenched dynamics

We introduce a model for the slow relaxation of an energy landscape caused by its local interaction with a random walker whose motion is dictated by the landscape itself. By choosing relevant measures of time and potential this self-quenched dynamics can be mapped on to the “True” Self-Avoiding Walk model. This correspondence reveals that the average distance of the walker at time t from its starting point is , where for one dimension and 1/2 for all higher dimensions. Furthermore, the evolution of the landscape is similar to that in growth models with extremal dynamics. Received 8 August 2000     

Microscopic Approach to Random Walks

In the present paper the microscopic approach to random walk models is introduced. For any particular model it provides a rigorous way to derive the transport equations for the macroscopic density of walking particles. Although it is not more complicated than the standard random walk framework it has virtually no limitations with respect to the initial distribution of particles. As a consequence, the transport equations derived with this method almost automatically give answers to such important problems as aging and two point probability distribution.