Random walks on Baumslag–Solitar groups

We consider random walks on non-amenable Baumslag–Solitar groups BS(p, q) and describe their Poisson–Furstenberg boundary. The latter is a probabilistic model for the long-time behaviour of the random walk. In our situation, we identify it in terms of the space of ends of the Bass–Serre tree and the real line using Kaimanovich’s strip criterion.     

Strong limit theorems for anisotropic random walks on ℤ2

We study the path behaviour of the anisotropic random walk on the two-dimensional lattice ?². Strong approximation of its components with independent Wiener processes is proved. We also give some asymptotic results for the local time in the periodic case.     

Invariance principle for nonhomogeneous random walks on the grid ℤ1

A nonhomogeneous random walk on the grid ℤ¹ with transition probabilities that differ from those of a certain homogeneous random walk only at a finite number of points is considered. Trajectories of such a walk are proved to converge to trajectories of a certain generalized diffusion process on the line. This result is a generalization of the well-known invariance principle for the sums of independent random variables and Brownian motion. Translated fromMatematicheskie Zametki, Vol. 66, No. 3, pp. 459–472, September, 1999.     

Catalytic branching random walks in ℤ d with branching at the origin

A time-continuous branching random walk on the lattice ? ^d , d ≥ 1, is considered when the particles may produce offspring at the origin only. We assume that the underlying Markov random walk is homogeneous and symmetric, the process is initiated at moment t = 0 by a single particle located at the origin, and the average number of offspring produced at the origin is such that the corresponding branching random walk is critical. The asymptotic behavior of the survival probability of such a process at moment t → ∞ and the presence of at least one particle at the origin is studied. In addition, we obtain the asymptotic expansions for the expectation of the number of particles at the origin and prove Yaglom-type conditional limit theorems for the number of particles located at the origin and beyond at moment t.     

Two random walks on the open cluster of ℤ2 meet infinitely often

We prove that two independent continuous-time simple random walks on the infinite open cluster of a Bernoulli bond percolation in the lattice ?² meet each other infinitely many times. An application to the voter model is also discussed.     

The positive rates problem for attractive nearest neighbor spin systems on ℤ

Summary It is shown that a spin system on has only one invariant probability measure if it has attractive or repulsive nearest neighbor flip rates which are strictly positive and periodic under translation along .Research supported in part by NSF Grant MCS 78-01168 A04     

Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d

Consider an arbitrary transient random walk on ℤ ^d with d∈ℕ. Pick α∈[0,∞), and let L _n (α) be the spatial sum of the αth power of the n-step local times of the walk. Hence, L _n (0) is the range, L _n (1)=n+1, and for integers α, L _n (α) is the number of the α-fold self-intersections of the walk. We prove a strong law of large numbers for L _n (α) as n→∞. Furthermore, we identify the asymptotic law of the local time in a random site uniformly distributed over the range. These results complement and contrast analogous results for recurrent walks in two dimensions recently derived by Černy (Stoch. Proc. Appl. 117:262–270, 2007). Although these assertions are certainly known to experts, we could find no proof in the literature in this generality.      

Random attractor for stochastic lattice dynamical systems with α-stable Lévy noises

The present paper is devoted to the existence of a random attractor for stochastic lattice dynamical systems with α-stable Lévy noises.     

On the spectrum of a discrete Laplacian on ℤ with finitely supported potential

We study spectral properties of the discrete Laplacian L?=??Δ?+?V on ? with finitely supported potential V. We give sufficient and necessary conditions for L to satisfy that the number of negative (resp. positive) eigenvalues is equal to one of the points x on which V(x) is negative (resp. positive). In addition, we prove that L has at least one discrete eigenvalue. If ∑ _x∈? V(x)?=?0, then L has both negative and positive discrete eigenvalues.     

A ℤ-Simplex Algorithm with partial updates

The Simplex primal and dual methods, for the solution of $$\max \left\{ {c^T x:Ax = b, x \geqslant 0} \right\},$$ were presented previously in terms of certain bases ? and \(\mathbb{Y}\) ofN(A) andR(A ^T ) respectively. In these implementations, called the ?-Simplex Algorithm and the \(\mathbb{Y}\) -Dual Method, the bases ? and \(\mathbb{Y}\) (giving the edges of the polyhedron in question at the given basic feasible solution) are updated at each iteration. In this paper we show that only partial updates of ? are needed in the ?-Simplex Algorithm, analogously to the partial updates in the Revised Simplex Algorithm. Similar results can be given for the \(\mathbb{Y}\) -Dual Method.     

Arnold''''s theorem on properly degenerate systems with the Russmann nondegeneracy

In this paper, we investigate the persistence of invariant tori for the nearly in-tegrable Hamiltonian system H(x,y) = h(y) εp(x,y) ε2Q(x,y), where h(y) and εp(x,y) satisfy the Russmann non-degenerate condition. Mainly we overcome the difficulties that the order of the parameter E in the perturbation ε2Q(x,y) is not enough and that the measure estimate involves in parts of frequencies with small parameter.     

Module Homomorphisms on Random Normed Modules

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Invariance principles for random walks on hypergroups on ℝ2 and ℕ

Let (X _n:n) be i.i.d. with finite variance and values in a hypergroupK:=₊ or and _j=1 ⁿ X _j be the randomized sum of these random variables. It is shown that the processes converge in distribution to a Gaussian process in the caseK=₊, that the processes converge towards a Bessel process on ₊ in the case of polynomial growth of the hypergroupK=₊ or , and that in the case of exponential growth converges towards a Brownian motion asn.     

A note on stability of stochastic systems with unbounded perturbations ∗

In this note we consider the question of stabilizability on Hilbert space of systems governed by abstract stochastic differential equations containing randomly perturbed operators. It is shown that, under certain assumptions, a feedback control law can be found that makes the system exponentially stable in the mean square sense even in the presence of unbounded perturbations of the generator     

Entropy Theorem for Random Fields on Trees

We study the entropy theorem or the asymptotic equipartition property (AEP)for random fields on bomogeneous trees.A tree is a graph which is connected and contains no circuits. We discuss mainlya homogeneous tree T on which each vertex has N neighboring vertices. T is bipartitegraph because we can partition its vertex set into two equivalence classes, where α～β     

Generalized Heisenberg equations on ℤ-graded Lie algebrasLie algebras

We study the integrable systems of the Heisenberg equation type that correspond to different decompositions of ℤ-graded Lie algebras into a direct sum of two subalgebras. We discover new non-Abelian generalizations of some known integrable models. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 120, No. 2, pp. 248–255, August, 1999.     

Absorbing-state phase transition for driven-dissipative stochastic dynamics on ℤ

We study the long-time behavior of conservative interacting particle systems in ℤ: the activated random walk model for reaction-diffusion systems and the stochastic sandpile. We prove that both systems undergo an absorbing-state phase transition.     

Dynamic ℤ d -Random Walks in a Random Scenery: A Strong Law of Large Numbers

In this paper, we study a _d -random walk on nearest neighbours with transition probabilities generated by a dynamical system . We prove, at first, that under some hypotheses, verifies a local limit theorem. Then, we study these walks in a random scenery , a sequence of independent, identically distributed and centred random variables and show that for certain dynamic random walks, satisfies a strong law of large numbers.