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     

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.     

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.     

Random Walks on a Fractal Solid

It is established that the trapping of a random walker undergoing unbiased, nearest-neighbor displacements on a triangular lattice of Euclidean dimension d=2 is more efficient (i.e., the mean walklength n before trapping of the random walker is shorter) than on a fractal set, the Sierpinski tower, which has a Hausdorff dimension D exactly equal to the Euclidean dimension of the regular lattice. We also explore whether the self similarity in the geometrical structure of the Sierpinski lattice translates into a self similarity in diffusional flows, and find that expressions for n having a common analytic form can be obtained for sites that are the first- and second-nearest-neighbors to a vertex trap.     

Persistent random walks in a one-dimensional random environment

Central limit theorems are obtained for persistent random walks in a onedimensional random environment. They also imply the central limit theorem for the motion of a test particle in an infinite equilibrium system of point particles where the free motion of particles is combined with a random collision mechanism and the velocities can take on three possible values.Work supported by the Central Research Fund of the Hungarian Academy of Sciences (grant No. 476/82).     

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.     

Behavior of general one-dimensional diffusion processes

We develop simple rigorous techniques to estimate the behavior of general one-dimensional diffusion processes. Any one-dimensional diffusion process (with drift) can be mapped onto a symmetric diffusion through an explicit change of variable. For such processes we can estimate explicitly the diffusion exponent, the recurrence properties, and the large fluctuations. In a second part, we apply these results to different models (including the Sinaï random walk: diffusion in a random drift) and we show how the main features of the diffusion can be readily handled.     

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.     

Frogs in Random Environment

We study the so-called frog model: Initially there are some sleeping particles and one active particle. A sleeping particle is activated when an active particle hits it, after that the activated particle starts to walk independently of everything and can activate other sleeping particles as well. The initial configuration of sleeping particles is random with density p(x). We identify the critical rate of decay of p(x) separating transience from recurrence, and study some other properties of the model.     

Random Walks with Invariant Loop Probabilities: Stereographic Random Walks

Random walks with invariant loop probabilities comprise a wide family of Markov processes with site-dependent, one-step transition probabilities. The whole family, which includes the simple random walk, emerges from geometric considerations related to the stereographic projection of an underlying geometry into a line. After a general introduction, we focus our attention on the elliptic case: random walks on a circle with built-in reflexing boundaries.     

Quenched Averages for Self-Avoiding Walks and Polygons on Deterministic Fractals

We study rooted self avoiding polygons and self avoiding walks on deterministic fractal lattices of finite ramification index. Different sites on such lattices are not equivalent, and the number of rooted open walks W _n (S), and rooted self-avoiding polygons P _n (S) of n steps depend on the root S. We use exact recursion equations on the fractal to determine the generating functions for P _n (S), and W _n(S) for an arbitrary point S on the lattice. These are used to compute the averages ,, and over different positions of S. We find that the connectivity constant μ, and the radius of gyration exponent are the same for the annealed and quenched averages. However, , and , where the exponents and , take values different from the annealed case. These are expressed as the Lyapunov exponents of random product of finite-dimensional matrices. For the 3-simplex lattice, our numerical estimation gives and , to be compared with the known annealed values and .     

Scaling Properties of Field-Induced Superdiffusion in Continuous Time Random Walks

We consider a broad class of Continuous Time Random Walks (CTRW) with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a Lévy walk process, often used to model superdiffusive effects in inhomogeneous materials. We derive the scaling form of the probability distributions and the asymptotic properties of all its moments in the presence of a field by two powerful techniques, based on matching conditions and on the estimate of the contribution of rare events to power-law tails in a field.     

Transport Properties of Random Walks on Scale-Free/Regular-Lattice Hybrid Networks

We study numerically the mean access times for random walks on hybrid disordered structures formed by embedding scale-free networks into regular lattices, considering different transition rates for steps across lattice bonds (F) and across network shortcuts (f). For fast shortcuts (f/F≫1) and low shortcut densities, traversal time data collapse onto a universal curve, while a crossover behavior that can be related to the percolation threshold of the scale-free network component is identified at higher shortcut densities, in analogy to similar observations reported recently in Newman-Watts small-world networks. Furthermore, we observe that random walk traversal times are larger for networks with a higher degree of inhomogeneity in their shortcut distribution, and we discuss access time distributions as functions of the initial and final node degrees. These findings are relevant, in particular, when considering the optimization of existing information networks by the addition of a small number of fast shortcut connections.     

Analytic results for asymmetric Random Walk with exponential transition probabilities

We present here exact analytic results for a random walk on a one-dimensional lattice with asymmetric, exponentially distributed jump probabilities. We derive the generating functions of such a walk for a perfect lattice and for a lattice with absorbing boundaries. We obtain solutions for some interesting moment properties, such as mean first passage time, drift velocity, dispersion, and branching ratio for absorption. The symmetric exponential walk is solved as a special case. The scaling of the mean first passage time with the size of the system for the exponentially distributed walk is determined by the symmetry and is independent of the range.Supported by the National Science Foundation and the Department of Energy.NSF Energy Related Postdoctoral Fellow.     

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.     

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.     

Random walks with short memory

A restricted random walk on ad-dimensional cubic lattice with different probabilities for forward, backward, and sideward steps is studied. The analytic solution for the generating function, exact expressions for the second and fourth moments of displacements, and diffusion and Burnett coefficients are given, as well as a systematic asymptotic expansion for the probability distribution of long walks.This paper is dedicated to Nico van Kampen.