Area Distribution for Directed Random Walks

We study the probability distribution for the area under a directed random walk in the plane. The walk can serve as a simple model for avalanches based on the idea that the front of an avalanche can be described by a random walk and the size is given by the area enclosed. This model captures some of the qualitative features of earthquakes, avalanches, and other self-organized critical phenomena in one dimension. By finding nonlinear functional relations for the generating functions we calculate directly the exponent in the size distribution law and find it to be 4/3.     

Computer Simulations for Some One-Dimensional Models of Random Walks in Fluctuating Random Environment

We report some results of computer simulations for two models of random walks in random environment (rwre) on the one-dimensional lattice for fixed space–time configuration of the environment (“quenched rwre”): a “Markov model” with Markov dependence in time, and a “quasi stationary” model with long range space–time correlations. We compare with the corresponding results for a model with i.i.d. (in space time) environment. In the range of times available to us the quenched distributions of the random walk displacement are far from gaussian, but as the behavior is similar for all three models one cannot exclude asymptotic gaussianity, which is proved for the model with i.i.d. environment. We also report results on the random drift and on some time correlations which show a clear power decay     

Microscopic Approach to Random Walks

In the present paper the microscopic approach to random walk models is introduced. For any particular model it provides a rigorous way to derive the transport equations for the macroscopic density of walking particles. Although it is not more complicated than the standard random walk framework it has virtually no limitations with respect to the initial distribution of particles. As a consequence, the transport equations derived with this method almost automatically give answers to such important problems as aging and two point probability distribution.     

Percolation Phase Transitions from Second Order to First Order in Random Networks

We investigate a percolation process where an additional parameter q is used to interpolate between the classical Erd¨os–R′enyi(ER) network model and the smallest cluster(SC) model. This model becomes the ER network at q = 1, which is characterized by a robust second order phase transition. When q = 0, this model recovers to the SC model which exhibits a first order phase transition. To study how the percolation phase transition changes from second order to first order with the decrease of the value of q from 1 to 0, the numerical simulations study the final vanishing moment of the each existing cluster except the N-cluster in the percolation process. For the continuous phase transition,it is shown that the tail of the graph of the final vanishing moment has the characteristic of the convexity. While for the discontinuous phase transition, the graph of the final vanishing moment possesses the characteristic of the concavity.Just before the critical point, it is found that the ratio between the maximum of the sequential vanishing clusters sizes and the network size N can be used to decide the phase transition type. We show that when the ratio is larger than or equal to zero in the thermodynamic limit, the percolation phase transition is first or second order respectively. For our model, the numerical simulations indicate that there exists a tricritical point qcwhich is estimated to be between0.2 qc 0.25 separating the two phase transition types.     

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.     

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.     

Asymptotic Behaviour for Critical Slowing-Down Random Walks

The jump processes W(t) on [0, [ with transitions ww at rate bw (0<1, b>0, >0) are considered. Their moments are shown to decay not faster than algebraically for t, and an equilibrium probability density is found for a rescaled process U=(t+)^– W. A corresponding birth process is discussed.     

Area Distribution of Two-Dimensional Random Walks on a Square Lattice

The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A particular case generalizes the q-binomial theorem to the case of three addends. The distribution fits the Lévy probability distribution for Brownian curves with its first-order 1/N correction quite well, even for N rather small.     

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.     

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).     

Self-Attractive Random Walks: The Case of Critical Drifts

Self-attractive random walks (polymers) undergo a phase transition in terms of the applied drift (force): If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We show that, in any dimension d ≥ 2, this transition is of first order. In fact, we prove that the walk is already ballistic at critical drifts, and establish the corresponding LLN and CLT.     

Lyapunov Exponents of Random Walks in Small Random Potential: The Lower Bound

We consider the simple random walk on ${\mathbb{Z}^d}$ Z d , d > 3, evolving in a potential of the form β V, where ${(V(x))_{x \in \mathbb{Z}^d}}$ ( V ( x ) ) x ∈ Z d are i.i.d. random variables taking values in [0, + ∞), and β > 0. When the potential is integrable, the asymptotic behaviours as β tends to 0 of the associated quenched and annealed Lyapunov exponents are known (and coincide). Here, we do not assume such integrability, and prove a sharp lower bound on the annealed Lyapunov exponent for small β. The result can be rephrased in terms of the decay of the averaged Green function of the Anderson Hamiltonian ${-\triangle + \beta V}$ - ? + β V .     

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.     

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.     

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.