The theory of ordered spans of unrestricted random walks

The spans of ann-step random walk on a simple cubic lattice are the sides of the smallest rectangular box, with sides parallel to the coordinate axes, that contains the random walk. Daniels first developed the theory in outline and derived results for the simple random walk on a line. We show that the development of a more general asymptotic theory is facilitated by introducing the spectral representation of step probabilities. This allows us to consider the probability density for spans of random walks in which all moments of single steps may be infinite. The theory can also be extended to continuous-time random walks. We also show that the use of Abelian summation simplifies calculation of the moments. In particular we derive expressions for the span distributions of random walks (in one dimension) with single step transition probabilities of the formP(j) 1/j ¹⁺, where 0<<2. We also derive results for continuous-time random walks in which the expected time between steps may be infinite.     

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.     

Random walk in random environment: A counterexample?

We describe a family of random walks in random environments which have exponentially decaying correlations, nearest neighbor transition probabilities which are bounded away from 0, and yet are subdiffusive in any dimensiond<.This author partially supported by NSF grant DMS 83-1080This author partially supported by NSF grant DMS-85-05020 and the Army Research Office through the Mathematical Sciences Institute at Cornell University     

Kardar–Parisi–Zhang Equation and Large Deviations for Random Walks in Weak Random Environments

We consider the transition probabilities for random walks in \(1+1\) dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition probabilities for the RWRE evaluated in the large deviation regime, converge to the solution to the stochastic heat equation (SHE) with multiplicative noise (the logarithm of which is the KPZ equation). We apply this to the exactly solvable Beta RWRE and additionally present a formal derivation of the convergence of certain moment formulas for that model to those for the SHE.     

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).     

On Connected Diagrams and Cumulants of Erdős-Rényi Matrix Models

Regarding the adjacency matrices of n-vertex graphs and related graph Laplacian we introduce two families of discrete matrix models constructed both with the help of the Erdős-Rényi ensemble of random graphs. Corresponding matrix sums represent the characteristic functions of the average number of walks and closed walks over the random graph. These sums can be considered as discrete analogues of the matrix integrals of random matrix theory. We study the diagram structure of the cumulant expansions of logarithms of these matrix sums and analyze the limiting expressions as n → ∞ in the cases of constant and vanishing edge probabilities.     

The broken supersymmetry phase of a self-avoiding random walk

We consider a weakly self-avoiding random walk on a hierarchical lattice ind=4 dimensions. We show that for choices of the killing ratea less than the critical valuea _cthe dominant walks fill space, which corresponds to a spontaneously broken supersymmetry phase. We identify the asymptotic density to which walks fill space, (a), to be a supersymmetric order parameter for this transition. We prove that (a)(a _c–a) (–log(a _c–a))^1/2 asaa _c, which is mean-field behavior with logarithmic corrections, as expected for a system in its upper critical dimension.Research partially supported by NSF Grants DMS 91-2096 and DMS 91-96161.     

A Note on Transience Versus Recurrence for a Branching Random Walk in Random Environment

We consider a branching random walk in random environment on ^d where particles perform independent simple random walks and branch, according to a given offspring distribution, at a random subset of sites whose density tends to zero at infinity. Given that initially one particle starts at the origin, we identify the critical rate of decay of the density of the branching sites separating transience from recurrence, i.e., the progeny hits the origin with probability <1 resp. =1. We show that for d3 there is a dichotomy in the critical rate of decay, depending on whether the mean offspring at a branching site is above or below a certain value related to the return probability of the simple random walk. The dichotomy marks a transition from local to global behavior in the progeny that hits the origin. We also consider the situation where the branching sites occur in two or more types, with different offspring distributions, and show that the classification is more subtle due to a possible interplay between the types. This note is part of a series of papers by the second author and various co-authors investigating the problem of transience versus recurrence for random motions in random media.     

Algebraic Decay in Hierarchical Graphs

We study the algebraic decay of the survival probability in open hierarchical graphs. We present a model of a persistent random walk on a hierarchical graph and study the spectral properties of the Frobenius–Perron operator. Using a perturbative scheme, we derive the exponent of the classical algebraic decay in terms of two parameters of the model. One parameter defines the geometrical relation between the length scales on the graph, and the other relates to the probabilities for the random walker to go from one level of the hierarchy to another. The scattering resonances of the corresponding hierarchical quantum graphs are also studied. The width distribution shows the scaling behavior P()1/.     

Entropic repulsion of the lattice free field

Consider the massless free field on thed-dimensional lattice ^d ,d3; that is the centered Gaussian field on with covariances given by the Green function of the simple random walk on ^d . We show that the probability, that all the spins are positive in a box of volumeN ^d , decays exponentially at a rate of orderN ^d–2 logN and compute explicitly the corresponding constant in terms of the capacity of the unit cube. The result is extended to a class of transient random walks with transition functions in the domain of the normal and -stable law.This research was partially supported by the foundation for promotion of research at the Technion.     

First Order Asymptotics of Matrix Integrals; A Rigorous Approach Towards the Understanding of Matrix Models

We investigate the large N limit of spectral measures of matrices which relate to the Gibbs measures of a number of statistical mechanical systems on random graphs. These include the Ising and Potts models on random graphs. For most of these models, we prove that the spectral measures converge almost surely and describe their limit via solutions to an Euler equation for isentropic flow with negative pressure p()=–3^–123.     

Join- and-cut algorithm for self-avoiding walks with variable length and free endpoints

We introduce a new Monte Carlo algorithm for generating self-avoiding walks of variable length and free endpoints. The algorithm works in the unorthodox ensemble consisting of all pairs of SAWs such that the total number of stepsN _tot in the two walks is fixed. The elementary moves of the algorithm are fixed-N (e.g., pivot) moves on the individual walks, and a novel join- and-cut move that concatenates the two walks and then cuts them at a random location. We analyze the dynamic critical behavior of the new algorithm, using a combination of rigorous, heuristic, and numerical methods. In two dimensions the autocorrelation time in CPU units grows as N^1.5, and the behavior improves in higher dimensions. This algorithm allows high-precision estimation of the critical exponent.     

Multiple trapping of random walkers on periodic lattices

Formulas are obtained for the mean absorption time of a set ofk independent random walkers on periodic space lattices containingq traps. We consider both discrete (here we assume simultaneous stepping) and continuous-time random walks, and find that the mean lifetime of the set of walkers can be obtained, via a convolution-type recursion formula, from the generating function for one walker on the perfect lattice. An analytical solution is given for symmetric walks with nearest neighbor transitions onN-site rings containing one trap (orq equally spaced traps), for both discrete and exponential distribution of stepping times. It is shown that, asN , the lifetime of the walkers is of the form Ta_kN², whereT is the average time between steps. Values ofa _k, 2 Sk 6, are provided.     

Internal configurations of span-constrained random walks

The spans of a random walk on a simple cubic lattice are the sides of the smallest rectangular box with sides parallel to the coordinate axes that entirely contain the random walk. We consider the position, at dimension-less time , of a random walker constrained by a set of spansS. We show in one dimension that ifS ² 4, the random walker tends to be located at the extremities of the span, while in the contrary case the random walker is most likely to be found halfway between the extremities. This is true whether the single-step transition probabilities have a finite or an infinite variance, as is shown by example. In higher dimensions the position of the random walker in the direction of the largest span tends to lie at the span extremities, while the position in the direction of the smallest span tends to be in the middle.     

The Repulsive Lattice Gas, the Independent-Set Polynomial, and the Lovász Local Lemma

We elucidate the close connection between the repulsive lattice gas in equilibrium statistical mechanics and the Lovász local lemma in probabilistic combinatorics. We show that the conclusion of the Lovász local lemma holds for dependency graph G and probabilities {p_x} if and only if the independent-set polynomial for G is nonvanishing in the polydisc of radii {p_x}. Furthermore, we show that the usual proof of the Lovász local lemma – which provides a sufficient condition for this to occur – corresponds to a simple inductive argument for the nonvanishing of the independent-set polynomial in a polydisc, which was discovered implicitly by Shearer⁽⁹⁸⁾ and explicitly by Dobrushin.^(37,38) We also present some refinements and extensions of both arguments, including a generalization of the Lovász local lemma that allows for soft dependencies. In addition, we prove some general properties of the partition function of a repulsive lattice gas, most of which are consequences of the alternating-sign property for the Mayer coefficients. We conclude with a brief discussion of the repulsive lattice gas on countably infinite graphs.     

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.     

Walks in Rigid Environments: Continuous Limits

We derive the continuous limits of kinetic equations for spatially discrete systems generated by the motion of a particle in a random array of scatterers. The type of scatterer at a vertex changes after the r-th visit of the particle to this vertex, where 1r. Such deterministic cellular automata belong to the class of walks in rigid environments. It has been recently shown that they form the simplest dynamical models with sub-diffusive, diffusive and super-diffusive behaviour. Due to the deterministic character of the dynamics, the continuous limit equations obtained for these models are of the Euler type rather than the diffusive type. The reason for that is that the fluctuations in these models are relatively small and there is no scaling of probabilities similar, for example, to those in the case of biased random walk, that can account for them.     

Diffusive–Ballistic Transition in Random Walks with Long-Range Self-Repulsion

We prove that a class of random walks on with long-range self-repulsive interactions have a diffusive-ballistic phase transition.      

Stress Response of Granular Systems

We study persistence probabilities for random walks in correlated Gaussian random environment investigated by Oshanin et al. (Phys Rev Lett, 110:100602, 2013). From the persistence results, we can deduce properties of critical branching processes with offspring sizes geometrically distributed with correlated random parameters. More precisely, we obtain estimates on the tail distribution of its total population size, of its maximum population, and of its extinction time.     

Non-Hermitian Tridiagonal Random Matrices and Returns to the Origin of a Random Walk

We study a class of tridiagonal matrix models, the q-roots of unity models, which includes the sign (q=2) and the clock (q=) models by Feinberg and Zee. We find that the eigenvalue densities are bounded by and have the symmetries of the regular polygon with 2q sides, in the complex plane. Furthermore, the averaged traces of M ^k are integers that count closed random walks on the line such that each site is visited a number of times multiple of q. We obtain an explicit evaluation for them.