Mott Law as Upper Bound for a Random Walk in a Random Environment

We consider a random walk on the support of an ergodic simple point process on , d ≥ 2, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a Boltzmann–type factor. This is an effective model for the phonon–induced hopping of electrons in disordered solids in the regime of strong Anderson localization. Under some technical assumption on the point process we prove an upper bound for the diffusion matrix of the random walk in agreement with Mott law. A lower bound for d ≥ 2 in agreement with Mott law was proved in [8].     

Numerical Simulations of Random Walk in Random Environment

This paper is concerned with the numerical simulation of a random walk in a random environment in dimension d = 2. Consider a nearest neighbor random walk on the 2-dimensional integer lattice. The transition probabilities at each site are assumed to be themselves random variables, but fixed for all time. This is the random environment. Consider a parallel strip of radius R centered on an axis through the origin. Let X _R be the probability that the walk that started at the origin exits the strip through one of the boundary lines. Then X _R is a random variable, depending on the environment. In dimension d = 1, the variable X _R converges in distribution to the Bernoulli variable, X = 0, 1 with equal probability, as R . Here the 2-dimensional problem is studied using Gauss-Seidel and multigrid algorithms.     

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.     

The Random Average Process and Random Walk in a Space-Time Random Environment in One Dimension

We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are created by averaging previous values with random weights. The fluctuations analyzed occur on the scale n ^1/4, where n is the ratio of macroscopic and microscopic scales in the system. The limits of the fluctuations are described by a family of Gaussian processes. In cases of known product-form invariant distributions, this limit is a two-parameter process whose time marginals are fractional Brownian motions with Hurst parameter 1/4. Along the way we study the limits of quenched mean processes for a random walk in a space-time random environment. These limits also happen at scale n ^1/4 and are described by certain Gaussian processes that we identify. In particular, when we look at a backward quenched mean process, the limit process is the solution of a stochastic heat equation.     

Localization for a Random Walk in Slowly Decreasing Random Potential

We consider a continuous time random walk X in a random environment on ?⁺ such that its potential can be approximated by the function V:?⁺→? given by $V(x)=\sigma W(x) -\frac {b}{1-\alpha}x^{1-\alpha}$ where σW a Brownian motion with diffusion coefficient σ>0 and parameters b, α are such that b>0 and 0<α<1/2. We show that P-a.s. (where P is the averaged law) $\lim_{t\to\infty} \frac{X_{t}}{(C^{*}(\ln\ln t)^{-1}\ln t)^{\frac{1}{\alpha}}}=1$ with $C^{*}=\frac{2\alpha b}{\sigma^{2}(1-2\alpha)}$ . In fact, we prove that by showing that there is a trap located around $(C^{*}(\ln\ln t)^{-1}\ln t)^{\frac{1}{\alpha}}$ (with corrections of smaller order) where the particle typically stays up to time t. This is in sharp contrast to what happens in the “pure” Sinai’s regime, where the location of this trap is random on the scale ln² t.     

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 .     

Scaling Limit of Symmetric Random Walk in High-Contrast Periodic Environment

It is shown that the deterministic infinite trigonometric products

$$\begin{aligned} \prod _{n\in \mathbb {N}}\left[ 1- p +p\cos \left( \textstyle n^{-s}_{_{}}t\right) \right] =: {\text{ Cl }_{p;s}^{}}(t) \end{aligned}$$

with parameters \( p\in (0,1]\ \& \ s>\frac{1}{2}\), and variable \(t\in \mathbb {R}\), are inverse Fourier transforms of the probability distributions for certain random series \(\Omega _{p}^\zeta (s)\) taking values in the real \(\omega \) line; i.e. the \({\text{ Cl }_{p;s}^{}}(t)\) are characteristic functions of the \(\Omega _{p}^\zeta (s)\). The special case \(p=1=s\) yields the familiar random harmonic series, while in general \(\Omega _{p}^\zeta (s)\) is a “random Riemann-\(\zeta \) function,” a notion which will be explained and illustrated—and connected to the Riemann hypothesis. It will be shown that \(\Omega _{p}^\zeta (s)\) is a very regular random variable, having a probability density function (PDF) on the \(\omega \) line which is a Schwartz function. More precisely, an elementary proof is given that there exists some \(K_{p;s}^{}>0\), and a function \(F_{p;s}^{}(|t|)\) bounded by \(|F_{p;s}^{}(|t|)|\!\le \! \exp \big (K_{p;s}^{} |t|^{1/(s+1)})\), and \(C_{p;s}^{}\!:=\!-\frac{1}{s}\int _0^\infty \ln |{1-p+p\cos \xi }|\frac{1}{\xi ^{1+1/s}}\mathrm{{d}}\xi \), such that

$$\begin{aligned} \forall \,t\in \mathbb {R}:\quad {\text{ Cl }_{p;s}^{}}(t) = \exp \bigl ({- C_{p;s}^{} \,|t|^{1/s}\bigr )F_{p;s}^{}(|t|)}; \end{aligned}$$

the regularity of \(\Omega _{p}^\zeta (s)\) follows. Incidentally, this theorem confirms a surmise by Benoit Cloitre, that \(\ln {\text{ Cl }_{{{1}/{3}};2}^{}}(t) \sim -C\sqrt{t}\; \left( t\rightarrow \infty \right) \) for some \(C>0\). Graphical evidence suggests that \({\text{ Cl }_{{{1}/{3}};2}^{}}(t)\) is an empirically unpredictable (chaotic) function of t. This is reflected in the rich structure of the pertinent PDF (the Fourier transform of \({\text{ Cl }_{{{1}/{3}};2}^{}}\)), and illustrated by random sampling of the Riemann-\(\zeta \) walks, whose branching rules allow the build-up of fractal-like structures.

     

Velocity and Dispersion for a Two-Dimensional Random Walk

In the paper, we consider the transport of a two-dimensional random walk. The velocity and the dispersion of this two-dimensional random walk are derived. It mainly show that： （i） by controlling the values of the transition rates, the direction of the random walk can be reversed; （ii） for some suitably selected transition rates, our two-dimensional random walk can be efficient in comparison with the one-dimensional random walk. Our work is motivated in part by the challenge to explain the unidirectional transport of motor proteins. When the motor proteins move at the turn points of their tracks （i.e., the cytoskeleton filaments and the DNA molecular tubes）, some of our results in this paper can be used to deal with the problem.     

Modes of a Gaussian Random Walk

It is demonstrated that a one-dimensional gaussian random walk (GRW) possesses an underlying structure in the form of random oscillatory modes. These modes are not sinusoids, but can be isolated by a well-defined procedure. They have average wavelengths and amplitudes, both of which can be determined by experiments or by theoretical calculations. This paper reports such determinations by both methods and also develops a theory that is ultimately shown to agree with experiments. Both theory and simulations show that the average wavelength and the average amplitude scale with the order of the mode in exactly the same way that the modes of the well-known Weierstrass fractal scale with mode order. This is remarkable since the wave generated by the Weierstrass function, , is fully determined for the variable x whereas the GRW is stochastic. By increasing the size of the steps in the GRW, it is possible to selectively remove the fastest modes, while leaving the remaining modes almost unchanged. For a GRW, the parameters corresponding to a and g in the Weierstrass function are found to be 2.0 and 4.0, respectively. These values are independent of the variance associated with the GRW. Application of the random modes is reserved for a later paper.     

Random Walk Weakly Attracted to a Wall

We consider a random walk X _n in ℤ₊, starting at X ₀=x≥0, with transition probabilities

Discrete Green's Function for Lattice Random Walk

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Discrete Green's Function for Lattice Random Walk

A lattice random walk model based on particles scattering on discrete lattice of homogenous space is introduced. The discrete Green's function (DFG) for two-dimensional and three-dimensional lattice random walk of photon is found and proved by mathematical induction. The convolution theorem of photon lattice random walk is presented. They can be used with the method of images to calculate the photon density distribution in semi-infinite and finite slab homogenous turbid media such as tissue.     

Optimized Lower Bound for Four-Body Hamiltonians

Generalizing a method elaborated for three-body systems, we derive a new lower bound on four-body ground-state energies in terms of two-body binding energies in the unequal-mass case. For simple power-law potentials, this bound is compared to variational calculations and is shown to be very close to the exact result. In particular, it gives the exact answer for harmonic interactions. Received November 6, 1997; accepted in final form February 6, 1998     

Exact Solution for a Class of Random Walk on the Hypercube

A class of families of Markov chains defined on the vertices of the n-dimensional hypercube, Ω _n ={0,1} ⁿ , is studied. The single-step transition probabilities P _n,ij , with i,j∈Ω _n , are given by P_n,ij=\frac(1-a)^d_ij(2-a)ⁿP_{n,ij}=\frac{(1-{\alpha})^{d_{ij}}}{(2-{\alpha})^{n}}, where α∈(0,1) and d _ij is the Hamming distance between i and j. This corresponds to flip independently each component of the vertex with probability \frac1-a2-a\frac{1-{\alpha}}{2-{\alpha}}. The m-step transition matrix P_n,ij^mP_{n,ij}^{m} is explicitly computed in a close form. The class is proved to exhibit cutoff. A model-independent result about the vanishing of the first m terms of the expansion in α of P_n,ij^mP_{n,ij}^{m} is also proved.     

Escape of a Uniform Random Walk from an Interval

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [−a,a]. For a of the order of one, the exit probabilities to each edge of the interval and the exit time from the interval exhibit anomalous properties stemming from the change in the minimum number of steps to escape the interval as a function of the starting point. As a decreases, first-passage properties approach those of continuum diffusion, but non-diffusive effects remain because of residual discreteness effects. PACS: 02.50.C2, 05.40.Fb     

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.     

A Lower Bound for Periods of Matrices

For a nonsingular integer matrix A, we study the growth of the order of A modulo N. We say that a matrix is exceptional if it is diagonalizable, and a power of the matrix has all eigenvalues equal to powers of a single rational integer, or all eigenvalues are powers of a single unit in a real quadratic field. For exceptional matrices, it is easily seen that there are arbitrarily large values of N for which the order of A modulo N is logarithmically small. In contrast, we show that if the matrix is not exceptional, then the order of A modulo N goes to infinity faster than any constant multiple of logN.     

Loop-Erased Random Walk on a Torus in Dimensions 4 and Above

We show that the statistics of loop erased random walks above the upper critical dimension, 4, are different between the torus and the full space. The typical length of the path connecting a pair of sites at distance L, which scales as L² in the full space, changes under the periodic boundary conditions to L^d/2. The results are precise for dimensions ≥5; for the dimension d=4 we prove an upper bound, conjecturally sharp up to subpolyonmial factors.     

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.