Random Walks on Trees with Finitely Many Cone Types

This paper is devoted to the study of random walks on infinite trees with finitely many cone types (also called periodic trees). We consider nearest neighbour random walks with probabilities adapted to the cone structure of the tree, which include in particular the well studied classes of simple and homesick random walks. We give a simple criterion for transience or recurrence of the random walk and prove that the spectral radius is equal to 1 if and only if the random walk is recurrent. Furthermore, we study the asymptotic behaviour of return probabilitites and prove a local limit theorem. In the transient case, we also prove a law of large numbers and compute the rate of escape of the random walk to infinity, as well as prove a central limit theorem. Finally, we describe the structure of the boundary process and explain its connection with the random walk.     

Scaling limit theorem for transient random walk in random environment

We construct a sequence of transient random walks in random environments and prove that by proper scaling, it converges to a diffusion process with drifted Brownian potential. To this end, we prove a counterpart of convergence for transient random walk in non-random environment, which is interesting itself.     

Scaling limit of local time of Sinai’s random walk

We prove that the local times of a sequence of Sinai’s random walks converge to those of Brox’s diffusion by proper scaling. Our proof is based on the intrinsic branching structure of the random walk and the convergence of the branching processes in random environment.     

Long Excursions of a Random Walk

In Csáki et al. ⁽¹⁾ and Révész and Willekens⁽⁹⁾ it was proved that the length of the longest excursion among the first n excursions of a plane random walk is nearly equal to the total sum of the lenghts of these excursions. In this paper several results are proved in the same spirit, for plane random walks and for random walks in higher dimensions.     

空间随机行走比对问题的动态规划算法

受计算生物学中两个蛋白质结构比对问题的启发,定义了三维空间随机步以及两个随机步同构等的概念.研究了步长为k的随机步非同构意义下的个数.最后提出了两个非同构随机步对齐的优化问题,通过研究随机步的同构,采用动态规划给出了将一个随机步对齐到另一个随机步所需最少的操作步数的算法.     

Asymptotics of the Moment Generating Function for the Range of Random Walks

The range of random walks means the number of distinct sites visited at least once by the random walk before time n. We are interested in the free energy function of the range of simple symmetric random walks and determine the asymptotic behavior near the origin.     

More Randomness of Environment Does Not Always Slow Down a Random Walk

We consider a random walk on in a stationary and ergodic random environment, whose states are called types of the vertices of . We find conditions for which the speed of the random walk is positive. In the case of a Markov chain environment with finitely many states, we give an explicit formula for the speed and for the asymptotic proportion of time spent at vertices of a certain type. Using these results, we compare the speed of random walks on in environments of varying randomness.     

On the Local Times of Transient Random Walks

We study the properties of the local and occupation times of certain transient random walks. First, our recent results concerning simple symmetric random walk in higher dimension are surveyed, then we start to establish similar results for simple asymmetric random walk on the line.     

A note on multitype branching process with bounded immigration in random environment

In this paper, we study the total number of progeny, W, before regenerating of multitype branching process with immigration in random environment. We show that the tail probability of |W| is of order t-κ as t→∞, with κ some constant. As an application, we prove a stable law for (L-1) random walk in random environment, generalizing the stable law for the nearest random walk in random environment (see "Kesten, Kozlov, Spitzer: A limit law for random walk in a random environment. Compositio Math., 30, 145-168 (1975)").     

Isoperimetric Inequalities for Random Walks

In this paper some isoperimetric problems are studied, particularly the extremal property of the mean exit time of the random walk from finite sets. This isoperimetric problem is inserted into the set of equivalent conditions of the diagonal upper estimate of transition probability of random walks on weighted graphs.     

A mixed random walk on nonnegative matrices: A law of large numbers

In this paper a mixed random walk on nonnegative matrices has been studied. Under reasonable conditions, existence of a unique invariant probability measure and a law of large numbers have been established for such walks.     

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Let be a correlated random walk in random environment. For the sub-linear regime, that is, almost surely but , we show that there is ??Let be a correlated random walk in random environment. For the sub-linear regime, that is, almost surely but , we show that there is $0s. This result characterizes the slowdown property of the walk.     

Multiscale analysis of exit distributions for random walks in random environments

We present a multiscale analysis for the exit measures from large balls in , of random walks in certain i.i.d. random environments which are small perturbations of the fixed environment corresponding to simple random walk. Our main assumption is an isotropy assumption on the law of the environment, introduced by Bricmont and Kupiainen. Under this assumption, we prove that the exit measure of the random walk in a random environment from a large ball, approaches the exit measure of a simple random walk from the same ball, in the sense that the variational distance between smoothed versions of these measures converges to zero. We also prove the transience of the random walk in random environment. The analysis is based on propagating estimates on the variational distance between the exit measure of the random walk in random environment and that of simple random walk, in addition to estimates on the variational distance between smoothed versions of these quantities. Partially supported by NSF grant DMS-0503775.     

直线上独立时间随机环境中随机游动的渐近行为

主要讨论直线上独立时间随机环境中随机游动的常返性和非常返性,以及该过程的中心极限定理.     

Level crossing probabilities II: Polygonal recurrence of multidimensional random walks

In part I we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is O(n−1/2). In higher dimensions we call a random walk ‘polygonally recurrent’ if there is a bounded set, hit by infinitely many of the straight lines between two consecutive sites a.s. The above estimate implies that three-dimensional random walks with independent components are polygonally transient. Similarly a directionally reinforced random walk on Z³ in the sense of Mauldin, Monticino and von Weizsäcker [R.D. Mauldin, M. Monticino, H. von Weizsäcker, Directionally reinforced random walks, Adv. Math. 117 (1996) 239-252] is transient. On the other hand, we construct an example of a transient but polygonally recurrent random walk with independent components on Z².     

On total progeny of multitype Galton-Watson process and the first passage time of random walk on lattice

In this paper,we form a method to calculate the probability generating function of the total progeny of multitype branching process.As examples,we calculate probability generating function of the total progeny of the multitype branching processes within random walk which could stay at its position and(2-1) random walk.Consequently,we could give the probability generating functions and the distributions of the first passage time of corresponding random walks.Especially,for recurrent random walk which could stay at its position with probability 0 r 1,we show that the tail probability of the first passage time decays as 2/(π(1-r)~(1/2)) n~(1/1)= when n →∞.     

Resistance dimension,random walk dimension and fractal dimension

In this paper, we generalize a theorem due to Telcs concerning random walks on infinite graphs, which describes the relation of random walk dimension, fractal dimension and resistance dimension. Moreover, we obtain a reasonable upper bound and lower bound on the hitting time in terms of resistance for some nice graphs. In fact, the conditions given in this paper are weaker than those obtained by A. Telcs.Partly supported by National Natural Science Foundation and State Educational Committee of China.     

Large deviations for hitting times of a random walk in random environment on a strip

We consider a random walk in random environment on a strip, which is transient to the right. The random environment is stationary and ergodic. By the constructed enlarged random environment which was first introduced by Goldsheid （2008）, we obtain the large deviations conditioned on the environment （in the quenched case） for the hitting times of the random walk.     

Displacement exponent for loop-erased random walk on the Sierpiński gasket

We prove that loop-erased random walks on the finite pre-Sierpiński gaskets can be extended to a loop-erased random walk on the infinite pre-Sierpiński gasket by using the ‘erasing-larger-loops-first’ method, and obtain the asymptotic behavior of the walk as the number of steps increases, in particular, the displacement exponent and a law of the iterated logarithm.