Multiparameter models for random walks in disordered lattice systems

Multidimensional asymptotically exactly solvable models are suggested for random walks in a stationary random lattice environment. These models differ from the well-known ones in that they involve arbitrarily many independent local random parameters per lattice site and allow for slowly decreasing intensities with increasing intersite distance. In particular, the suggested models describe the first nontrivial exactly solvable multidimensional systems with symmetrical interaction. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 119, No. 2 pp. 332–344, May 1999.     

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.     

Stability of solutions of chemotaxis equations in reinforced random walks

In this paper we consider a nonlinear system of differential equations consisting of one parabolic equation and one ordinary differential equation. The system arises in chemotaxis, a process whereby living organisms respond to chemical substance by moving toward higher, or lower, concentrations of the chemical substance, or by aggregating or dispersing. We prove that stationary solutions of the system are asymptotically stable.     

Long time behavior of random walks on the integer lattice

We consider an irreducible finite range random walk on the d-dimensional integer lattice and study asymptotic behavior of its transition function p(n; x) close to the boundary of Cramér’s zone.     

Limit theorems for reinforced random walks on certain trees

Consider a linearly edge-reinforced random walk defined on the b-ary tree, b≥70. We prove the strong law of large numbers for the distance of this process from the root. We give a sufficient condition for this strong law to hold for general edge-reinforced random walks and random walks in a random environment. We also provide a central limit theorem. Supported in part by a Purdue Research Foundation fellowship this work is part of the author's PhD thesis.     

On the temporal order of first-passage times in one-dimensional lattice random walks

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several transformations, simpler integrals are obtained from which for two and three particles asymptotic approximations are derived for large values of the parameters. Expressions of the probability for n particles are also derived.

I returned and saw under the sun, that the race is not to the swift, nor the battle to the strong, neither yet bread to the wise, nor yet riches to men of understanding, nor yet favour to men of skill; but time and chance happeneth to them all. George Orwell, Politics and the English Language, Selected Essays, Penguin Books, 1957. (The citation is from Ecclesiastes 9:11.)

     

Synchronization and functional central limit theorems for interacting reinforced random walks

We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks. Due to a reinforcement mechanism and interaction, the walks are strongly correlated and converge almost surely to the same, possibly random, limit. We study random walks interacting through a mean-field rule and compare the rate they converge to their limit with the rate of synchronization, i.e. the rate at which their mutual distances converge to zero. We show that, under certain conditions, synchronization is faster than convergence. Even if our focus is on theoretical results, we propose as main motivations two contexts in which such results could directly apply: urn models and opinion dynamics in a random network evolving via preferential attachment.     

Dynamical localization for continuum random surface models

We prove Anderson localization and strong dynamical localization for random surface models in \mathbbR^d \mathbb{R}^d .     

Connection between lattice and continuum models for one-dimensional systems

The correspondence between lattice and continuum models is investigated for the example of a one-dimensional system that includes interacting bosons and fermions. The results of numerical analysis of the lattice system are compared with the results of possible continuum models. A continuum model that makes it possible to explain the asymmetric solition shape, boundary effects, and other results obtained on the lattice is constructed.In memory of Mikhail Konstantinovich PolivanovResearch Institute of Nuclear Physics at the Moscow State University. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 93, No. 2, pp. 219–230, November, 1992.     

Maxima of branching random walks vs. independent random walks

In recent years several authors have obtained limit theorems for the location of the right most particle in a supercritical branching random walk. In this paper we will consider analogous problems for an exponentially growing number of independent random walks. A comparison of our results with the known results of branching random walk then identifies the limit behaviors which are due to the number of particles and those which are determined by the branching structure.     

Persistent random walks in random environment

Summary Weak convergence of a class of functionals of PRWRE is proved. As a consequence CLT is obtained for the normed trajectory.Work supported by the Central Research Fund of the Hungarian Academy of Sciences (Grant No. 476/82).     

Localization for discrete one-dimensional random word models

We consider Schrödinger operators in whose potentials are obtained by randomly concatenating words from an underlying set according to some probability measure ν on . Our assumptions allow us to consider models with local correlations, such as the random dimer model or, more generally, random polymer models. We prove spectral localization and, away from a finite set of exceptional energies, dynamical localization for such models. These results are obtained by employing scattering theoretic methods together with Furstenberg's theorem to verify the necessary input to perform a multiscale analysis.     

Isomorphism of random walks

We show that any two aperiodic, recurrent random walks on the integers whose jump distributions have finite seventh moment, are isomorphic as infinite measure preserving transformations. The method of proof involved uses a notion of equivalence of renewal sequences, and the “relative” isomorphism of Bernoulli shifts respecting a common state lumping with the same conditional entropy. We also prove an analogous result for random walks on the two dimensional integer lattice.     

Scaling exponents of random walks in random sceneries

We compute the exact asymptotic normalizations of random walks in random sceneries, for various null recurrent random walks to the nearest neighbours, and for i.i.d., centered and square integrable random sceneries. In each case, the standard deviation grows like n with . Here, the value of the exponent is determined by the sole geometry of the underlying graph, as opposed to previous examples, where this value reflected mainly the integrability properties of the steps of the walk, or of the scenery. For discrete Bessel processes of dimension d[0;2[, the exponent is . For the simple walk on some specific graphs, whose volume grows like n^d for d[1;2[, the exponent is =1−d/4. We build a null recurrent walk, for which without logarithmic correction. Last, for the simple walk on a critical Galton–Watson tree, conditioned by its nonextinction, the annealed exponent is . In that setting and when the scenery is i.i.d. by levels, the same result holds with .     

Range reliability in random walks

This paper introduces a definition of reliability based on a process range. Thus, process failure is defined when the range of a process first reaches a given and unacceptable level. The Mean Time To Failure (MTTF) which is denned as the mean of the first time for a range to attain a given amplitude is then calculated for an asymmetric random walk process. The probability distribution of the range is then given and the process reliability over long periods of system operations are then calculated. Applications such as the control of wings movements, stock price and exchange rates volatility (defined in terms of reliability) are also used to motivate the usefulness of range processes in reliability studies. Finally, we point out that there is necessarily a relationship between the range reliability and the propensity of a series to become chaotic.     

Snakes and perturbed random walks

We study some properties of random walks perturbed at extrema, which are generalizations of the walks considered, e.g., by Davis (1999) and Tóth (1996). This process can also be viewed as a version of an excited random walk, recently studied by many authors. We obtain several properties related to the range of the process with infinite memory and prove the strong law, the central limit theorem, and the criterion for the recurrence of the perturbed walk with finite memory. We also state some open problems. Our methods are predominantly combinatorial and do not involve complicated analytic techniques.