Equidistribution of Random Walks on Spheres

We study the equidistribution on spheres of the n-step transition probabilities of random walks on graphs. We give sufficient conditions for this property being satisfied and for the weaker property of asymptotical equidistribution. We analyze the asymptotical behaviour of the Green function of the simple random walk on ² and we provide a class of random walks on Cayley graphs of groups, whose transition probabilities are not even asymptotically equidistributed.     

Open Quantum Random Walks

A new model of quantum random walks is introduced, on lattices as well as on finite graphs. These quantum random walks take into account the behavior of open quantum systems. They are the exact quantum analogues of classical Markov chains. We explore the “quantum trajectory” point of view on these quantum random walks, that is, we show that measuring the position of the particle after each time-step gives rise to a classical Markov chain, on the lattice times the state space of the particle. This quantum trajectory is a simulation of the master equation of the quantum random walk. The physical pertinence of such quantum random walks and the way they can be concretely realized is discussed. Differences and connections with the already well-known quantum random walks, such as the Hadamard random walk, are established.     

Locally Perturbed Random Walks with Unbounded Jumps

Szász and Telcs (J. Stat. Phys. 26(3), 1981) have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if d≥2. The extension of their result to finite range random walks is straightforward. Here, however, we are interested in the situation when the random walk has unbounded range. Concretely we generalize the statement of Szász and Telcs (J. Stat. Phys. 26(3), 1981) to unbounded random walks whose jump distribution belongs to the domain of attraction of the normal law. We do this first: for diffusively scaled random walks on Z ^d (d≥2) having finite variance; and second: for random walks with distribution belonging to the non-normal domain of attraction of the normal law. This result can be applied to random walks with tail behavior analogous to that of the infinite horizon Lorentz-process; these, in particular, have infinite variance, and convergence to Brownian motion holds with the superdiffusive \(\sqrt{n\log n}\) scaling.     

Classification on the Average of Random Walks

During the last decade many attempts have been made to characterize absence of spontaneous breaking of continuous symmetry for the Heisenberg model on graphs by using suitable classifications of random walks (refs. 4 and 10). We propose and study a new type problem for random walks on graphs, which is particularly interesting for disordered graphs. We compare this classification with the classical one and with an analogous one introduced in ref. 4. Various examples, that are not space-homogeneous, are provided.     

Quantum Random Walks and Thermalisation

It is shown how to construct quantum random walks with particles in an arbitrary faithful normal state. A convergence theorem is obtained for such walks, which demonstrates a thermalisation effect: the limit cocycle obeys a quantum stochastic differential equation without gauge terms. Examples are presented which generalise that of Attal and Joye (J Funct Anal 247:253–288, 2007).     

Return Probability of Quantum and Correlated Random Walks

The analysis of the return probability is one of the most essential and fundamental topics in the study of classical random walks. In this paper, we study the return probability of quantum and correlated random walks in the one-dimensional integer lattice by the path counting method. We show that the return probability of both quantum and correlated random walks can be expressed in terms of the Legendre polynomial. Moreover, the generating function of the return probability can be written in terms of elliptic integrals of the first and second kinds for the quantum walk.     

Limit Theorems for Open Quantum Random Walks

We consider the limit distributions of open quantum random walks on one-dimensional lattice space. We introduce a dual process to the original quantum walk process, which is quite similar to the relation of Schrödinger-Heisenberg representation in quantum mechanics. By this, we can compute the distribution of the open quantum random walks concretely for many examples and thereby we can also obtain the limit distributions of them. In particular, it is possible to get rid of the initial state when we consider the evolution of the walk, it appears only in the last step of the computation.     

Central Limit Theorems for Open Quantum Random Walks on the Crystal Lattices

We consider the open quantum random walks on the crystal lattices and investigate the central limit theorems for the walks. On the integer lattices the open quantum random walks satisfy the central limit theorems as was shown by Attal et al (Ann Henri Poincaré 16(1):15–43, 2015). In this paper we prove the central limit theorems for the open quantum random walks on the crystal lattices. We then provide with some examples for the Hexagonal lattices. We also develop the Fourier analysis on the crystal lattices. This leads to construct the so called dual processes for the open quantum random walks. It amounts to get Fourier transform of the probability densities, and it is very useful when we compute the characteristic functions of the walks. In this paper we construct the dual processes for the open quantum random walks on the crystal lattices providing with some examples.

     

Recurrence and Pólya Number of General One-Dimensional Random Walks

The recurrence properties of random walks can be characterized by Pólya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random walk on a line, in which at each time step the walker can move to the left or right
with probabilities l and r, or remain at the same position with probability o (l+r+o=1). We calculate Pólya number P of this model and find a simple expression for P as, P=1-Δ, whereΔ is the absolute difference of l and r (Δ=|l-r|). We prove this rigorous expression by the method of creative telescoping, and our result suggests that the walk is recurrent if and only if the left-moving probability l equals to the right-moving probability r.     

Lingering Random Walks in Random Environment on a Strip

We consider a recurrent random walk (RW) in random environment (RE) on a strip. We prove that if the RE is i. i. d. and its distribution is not supported by an algebraic subsurface in the space of parameters defining the RE then the RW exhibits the (log t)² asymptotic behaviour. The exceptional algebraic subsurface is described by an explicit system of algebraic equations. One-dimensional walks with bounded jumps in a RE are treated as a particular case of the strip model. If the one dimensional RE is i. i. d., then our approach leads to a complete and constructive classification of possible types of asymptotic behaviour of recurrent random walks. Namely, the RW exhibits the (log t)² asymptotic behaviour if the distribution of the RE is not supported by a hyperplane in the space of parameters which shall be explicitly described. And if the support of the RE belongs to this hyperplane then the corresponding RW is a martingale and its asymptotic behaviour is governed by the Central Limit Theorem.     

Random Walks in Space Time Mixing Environments

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.     

On Continuous-Time Self-Avoiding Random Walk in Dimension Four

We study the distribution of the end-to-end distance of continuous-time self-avoiding random walks (CTRW) in dimension four from two viewpoints. From a real-space renormalization-group map on probabilities, we conjecture the asymptotic behavior of the end-to-end distance of a weakly self-avoiding random walk (SARW) that penalizes two-body interactions of random walks in dimension four on a hierarchical lattice. Then we perform the Monte Carlo computer simulations of CTRW on the four-dimensional integer lattice, paying special attention to the difference in statistical behavior of the CTRW compared with the discrete-time random walks. In this framework, we verify the result already predicted by the renormalization-group method and provide new results related to enumeration of self-avoiding random walks and calculation of the mean square end-to-end distance and gyration radius of continous-time self-avoiding random walks.     

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.     

Existence of the Harmonic Measure for Random Walks on Graphs and in Random Environments

We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on ? ^d , d≥3, when the conductances are i.i.d. and the bonds with positive conductance percolate. The harmonic measure from infinity also exists for random walks on supercritical clusters of ?². This is proved using results of Barlow (Ann. Probab. 32:3024–3084, 2004) and Barlow and Hambly (Electron. J. Probab. 14(1):1–27, 2009).     

Continuity and Anomalous Fluctuations in Random Walks in Dynamic Random Environments: Numerics,Phase Diagrams and Conjectures

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on the asymptotic speeds and the scaling limits of such random walks. We observe different behaviors depending on the dynamics of the underlying random environment and the ratio between the jump rate of the random walk and the one of the environment. We compare our data with well known results for static random environment. We observe that the non-diffusive regime known so far only for the static case can occur in the dynamical setup too. Such anomalous fluctuations give rise to a new phase diagram. Further we discuss possible consequences for more general static and dynamic random environments.     

The Einstein Relation for Random Walks on Graphs

This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different set of conditions. In the simplest case it is shown under the volume doubling and time comparison principles. This and the other set of conditions provide the basic framework for the study of (sub-) diffusive behavior of the random walks on weighted graphs.     

Quenched Limit Theorems for Nearest Neighbour Random Walks in 1D Random Environment

It is well known that random walks in a one dimensional random environment can exhibit subdiffusive behavior due to the presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential random variables with parameters forming, asymptotically, a Poisson process. This allows us to prove weak quenched limit theorems in the subdiffusive regime where the contribution of traps plays the dominating role.     

Two-Dimensional Anisotropic Random Walks: Fixed Versus Random Column Configurations for Transport Phenomena

We consider random walks on the square lattice of the plane along the lines of Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) and den Hollander (J Stat Phys 75:891–918, 1994), whose studies have in part been inspired by the so-called transport phenomena of statistical physics. Two-dimensional anisotropic random walks with anisotropic density conditions á  la Heyde (J Stat Phys 27:721–730, 1982, Stochastic processes, Springer, New York, 1993) yield fixed column configurations and nearest-neighbour random walks in a random environment on the square lattice of the plane as in den Hollander (J Stat Phys 75:891–918, 1994) result in random column configurations. In both cases we conclude simultaneous weak Donsker and strong Strassen type invariance principles in terms of appropriately constructed anisotropic Brownian motions on the plane, with self-contained proofs in both cases. The style of presentation throughout will be that of a semi-expository survey of related results in a historical context.     

Random walk in random environment: A counterexample without potential

We describe a family of random walks in random environment which have exponentially decaying correlations, nearest neighbor transition probabilities which are bounded away from 0, and are subdiffusive in any dimensiond<. The random environments have no potential ind>1.     

Persistent Random Walks in Stationary Environment

We study the behavior of persistent random walks (RW) on the integers in a random environment. A complete characterization of the almost sure limit behavior of these processes, including the law of large numbers, is obtained. This is done in a general situation where the environmental sequence of random variables is stationary and ergodic. Szász and Tóth obtained a central limit theorem when the ratio /, of right- and left-transpassing probabilities satisfies /a<1 a.s. (for a given constant a). We consider the case where / has wider fluctuations; we shall observe that an unusual situation arises: the RW may converge a.s. to infinity even with zero drift. Then, we obtain nonclassical limiting distributions for the RW. Proofs are based on the introduction of suitable branching processes in order to count the steps performed by the RW.