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.     

On the Mean Number of Particles of a Branching Random Walk on ℤ<Superscript><Emphasis Type="Italic">d</Emphasis></Superscript> with Periodic Sources of Branching

We consider a continuous-time branching random walk on ? ^d , where the particles are born and die on a periodic set of points (sources of branching). The spectral properties of the evolution operator for the mean number of particles at an arbitrary point of ? ^d are studied. This operator is proved to have a positive spectrum, which leads to an exponential asymptotic behavior of the mean number of particles as t → ∞.     

Hitting times with taboo for a random walk

For a symmetric homogeneous and irreducible random walk on the d-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in [0,??]) determined by a starting point x, a hitting state y, and a taboo state z. We find the probability that these passage times are finite, and study the distribution tail. In particular, it turns out that, for the above-mentioned random walks on ? ^d except for a simple random walk on ?, the order of the distribution tail decrease is specified by dimension d only. In contrast, for a simple random walk on ?, the asymptotic properties of hitting times with taboo essentially depend on mutual location of the points x, y, and z. These problems originated in recent study of a branching random walk on ? ^d with a single source of branching.     

Limit distributions for the number of particles in branching random walks

We study branching random walks with continuous time. Particles performing a random walk on ?², are allowed to be born and die only at the origin. It is assumed that the offspring reproduction law at the branching source is critical and the random walk outside the source is homogeneous and symmetric. Given particles at the origin, we prove a conditional limit theorem for the joint distribution of suitably normalized numbers of particles at the source and outside it as time unboundedly increases. As a consequence, we establish the asymptotic independence of such random variables.     

Structure of the Particle Population for a Branching Random Walk with a Critical Reproduction Law

We consider a continuous-time symmetric branching random walk on the d-dimensional lattice, d ≥?1, and assume that at the initial moment there is one particle at every lattice point. Moreover, we assume that the underlying random walk has a finite variance of jumps and the reproduction law is described by a continuous-time Markov branching process (a continuous-time analog of a Bienamye-Galton-Watson process) at every lattice point. We study the structure of the particle subpopulation generated by the initial particle situated at a lattice point x. We replay why vanishing of the majority of subpopulations does not affect the convergence to the steady state and leads to clusterization for lattice dimensions d =?1 and d =?2.

     

Branching Random Walk in a Catalytic Medium. I. Basic Equations

We consider a continuous-time branching random walk on the integer lattice ^d (d 1 ) with a finite number of branching sources, or catalysts. The random walk is assumed to be spatially homogeneous and irreducible. The branching mechanism at each catalyst, being independent of the random walk, is governed by a Markov branching process. The quantities of interest are the local numbers of particles (at each site) and the total population size. In the present paper, we derive and analyze the Kolmogorov type backward equations for the corresponding Laplace generating functions and also for the successive integer moments and the process extinction probability. In particular, existence and uniqueness theorems are proved and the problem of explosion is studied in some detail. We then rewrite these equations in the form of integral equations of renewal type, which may serve as a convenient tool for the study of the process long-time behavior. The paper also provides a technical foundation to some results published before without detailed proofs.     

Limit distributions arising in branching random walks on integer lattices

The paper completes the investigation of limit distribution of the number of particles at the source of branching in the model of critical catalytic branching random walk on ^dd N {{\mathbb Z}^d}\;d \in {\mathbb N} . Limit theorems of such kind were established only for d = 1, 2, 3, 4 under the assumption that, at the initial moment, there is a single particle at the source of branching. We prove their analog for d \geqslant 5 d \geqslant 5 . Moreover, in any dimension, we generalize the previous results by permitting the initial particle to start at an arbitrary point of the lattice.     

Subcritical catalytic branching random walk with finite or infinite variance of offspring number

Subcritical catalytic branching random walk on the d-dimensional integer lattice is studied. New theorems concerning the asymptotic behavior of distributions of local particle numbers are established. To prove the results, different approaches are used, including the connection between fractional moments of random variables and fractional derivatives of their Laplace transforms. In the previous papers on this subject only supercritical and critical regimes were investigated under the assumptions of finiteness of the first moment of offspring number and finiteness of the variance of offspring number, respectively. In the present paper, for the offspring number in the subcritical regime, the finiteness of the moment of order 1 + δ is required where δ is some positive number.     

Crossing velocities for an annealed random walk in a random potential

We consider a random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice. The walk starts at the origin and is conditioned to hit a remote location y on the lattice. We prove that the expected time under the annealed path measure needed by the random walk to reach y grows only linearly in the distance from y to the origin. In dimension 1 we show the existence of the asymptotic positive speed.     

A weakly supercritical mode in a branching random walk

The case of weakly supercritical branching random walks is considered. A theorem on asymptotic behavior of the eigenvalue of the operator defining the process is obtained for this case. Analogues of the theorems on asymptotic behavior of the Green function under large deviations of a branching random walk and asymptotic behavior of the spread front of population of particles are established for the case of a simple symmetric branching random walk over a many-dimensional lattice. The constants for these theorems are exactly determined in terms of parameters of walking and branching.     

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.     

A note on exact convergence rate in the local limit theorem for a lattice branching random walk

Consider a branching random walk, where the underlying branching mechanism is governed by a Galton-Watson process and the moving law of particles by a discrete random variable on the integer lattice Z. Denote by Z_n(z) the number of particles in the n-th generation in the model for each z ∈ Z. We derive the exact convergence rate in the local limit theorem for Z_n(z) assuming a condition like "EN(log N)~(1+λ) ∞" for the offspring distribution and a finite moment condition on the motion law. This complements the known results for the strongly non-lattice branching random walk on the real line and for the simple symmetric branching random walk on the integer lattice.     

Positive Discrete Spectrum of the Evolutionary Operator of Supercritical Branching Walks with Heavy Tails

We consider a continuous-time symmetric supercritical branching random walk on a multidimensional lattice with a finite set of the particle generation centres, i.e. branching sources. The main object of study is the evolutionary operator for the mean number of particles both at an arbitrary point and on the entire lattice. The existence of positive eigenvalues in the spectrum of an evolutionary operator results in an exponential growth of the number of particles in branching random walks, called supercritical in the such case. For supercritical branching random walks, it is shown that the amount of positive eigenvalues of the evolutionary operator, counting their multiplicity, does not exceed the amount of branching sources on the lattice, while the maximal of these eigenvalues is always simple. We demonstrate that the appearance of multiple lower eigenvalues in the spectrum of the evolutionary operator can be caused by a kind of ‘symmetry’ in the spatial configuration of branching sources. The presented results are based on Green’s function representation of transition probabilities of an underlying random walk and cover not only the case of the finite variance of jumps but also a less studied case of infinite variance of jumps.     

Random walks on discrete cylinders and random interlacements

We explore some of the connections between the local picture left by the trace of simple random walk on a cylinder ${(\mathbb {Z} / N\mathbb {Z})^d \times \mathbb {Z}}$ , d ≥ 2, running for times of order N ^2d and the model of random interlacements recently introduced in Sznitman ( http://www.math.ethz.ch/u/sznitman/preprints). In particular, we show that for large N in the neighborhood of a point of the cylinder with vertical component of order N ^d the complement of the set of points visited by the walk up to times of order N ^2d is close in distribution to the law of the vacant set of random interlacements with a level which is determined by an independent Brownian local time. The limit behavior of the joint distribution of the local pictures in the neighborhood of finitely many points is also derived.     

The monotonicity of the probability of return into the source in models of branching random walks

The paper discusses two models of a branching random walk on a many-dimensional lattice with birth and death of particles at a single node being the source of branching. The random walk in the first model is assumed to be symmetric. In the second model an additional parameter is introduced which enables “artificial” intensification of the prevalence of branching or walk at the source and, as the result, violating the symmetry of the random walk. The monotonicity of the return probability into the source is proved for the second model, which is a key property in the analysis of branching random walks.     

Parity properties and terminal points for lattice walks with steps of equal length

A lattice walk with all steps having the same length d is called a d-walk. In this note we examine parity properties of closed d-walks in RN in relation to N and d. We also characterize real numbers d for which in R² every lattice point can be the terminal point in a d-walk starting from the origin.     

Canonical ensemble of particles in a self-avoiding random walk

We consider an ensemble of particles not interacting with each other and randomly walking in the d-dimensional Euclidean space ? ^d . The individual moves of each particle are governed by the same distribution, but after the completion of each such move of a particle, its position in the medium is “marked” as a region in the form of a ball of diameter r ₀, which is not available for subsequent visits by this particle. As a result, we obtain the corresponding ensemble in ? ^d of marked trajectories in each of which the distance between the centers of any pair of these balls is greater than r ₀. We describe a method for computing the asymptotic form of the probability density W _n (r) of the distance r between the centers of the initial and final balls of a trajectory consisting of n individual moves of a particle of the ensemble. The number n, the trajectory modulus, is a random variable in this model in addition to the distance r. This makes it necessary to determine the distribution of n, for which we use the canonical distribution obtained from the most probable distribution of particles in the ensemble over the moduli of their trajectories. Averaging the density W _n (r) over the canonical distribution of the modulus n allows finding the asymptotic behavior of the probability density of the distance r between the ends of the paths of the canonical ensemble of particles in a self-avoiding random walk in ? ^d for 2 ≤ d < 4.     

Self-intersection local times of random walks: exponential moments in subcritical dimensions

Fix p?>?1, not necessarily integer, with p(d ? 2)?< d. We study the p-fold self-intersection local time of a simple random walk on the lattice ${\mathbb Z^d}$ up to time t. This is the p-norm of the vector of the walker??s local times, ? _t . We derive precise logarithmic asymptotics of the expectation of exp{?? _t ||? _t || _p } for scales ?? _t >?0 that are bounded from above, possibly tending to zero. The speed is identified in terms of mixed powers of t and ?? _t , and the precise rate is characterized in terms of a variational formula, which is in close connection to the Gagliardo?CNirenberg inequality. As a corollary, we obtain a large-deviation principle for ||? _t || _p /(tr _t ) for deviation functions r _t satisfying ${t r_t\gg \mathbb E[||\ell_t||_p]}$ . Informally, it turns out that the random walk homogeneously squeezes in a t-dependent box with diameter of order ? t ^1/d to produce the required amount of self-intersections. Our main tool is an upper bound for the joint density of the local times of the walk.     

Explicit Stationary Distribution of the （L, 1）-reflecting Random Walk on the Half Line

In this paper,we consider the（L,1） state-dependent reflecting random walk（RW） on the half line,which is an RW allowing jumps to the left at a maximal size L.For this model,we provide an explicit criterion for（positive） recurrence and an explicit expression for the stationary distribution.As an application,we prove the geometric tail asymptotic behavior of the stationary distribution under certain conditions.The main tool employed in the paper is the intrinsic branching structure within the（L,1）-random walk.     

A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment

We consider a nearest neighbor, symmetric random walk on a homogeneous, ergodic random lattice Z^d${\mathbb{Z}}^d$. The jump rates of the walk are independent, identically Bernoulli distributed random variables indexed by the bonds of the lattice. A standard result from the homogenization theory, see [A. De Masi, P.A. Ferrari, S. Goldstein, W.D. Wick, An invariance principle for reversible Markov processes, Applications to random walks in random environments, J. Statist. Phys. 55(3/4) (1989) 787–855], asserts that the scaled trajectory of the particle satisfies the functional central limit theorem. The covariance matrix of the limiting normal distribution is called the effective diffusivity of the walk. We use the duality structure corresponding to the product Bernoulli measure to construct a numerical scheme that approximates this parameter when d?3$d?3$. The estimates of the convergence rates are also provided.