Nearest-neighbour Random Walks Research Articles

Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses jumps that would lead to more than one particle occupying any site. We show that the particle jump rates determine explicitly a unique partition of the system into maximal stable sub-systems, and that this partition can be obtained by a linear-time algorithm using only elementary arithmetic. The internal configuration of each stable sub-system possesses an explicit product-geometric limiting distribution, and the location of each stable sub-system obeys a strong law of large numbers with an explicit speed; the characteristic parameters of each stable sub-system are simple functions of the rate parameters for the corresponding particles. For the case where the entire system is stable, we provide a central limit theorem describing the fluctuations around the law of large numbers. Our approach draws on ramifications, in the exclusion context, of classical work of Goodman and Massey on partially-stable Jackson queueing networks.

Decay of harmonic functions for discrete time Feynman–Kac operators with confining potentials

We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we prove sharp estimates for functions which are (sub-, super-)harmonic in infinite sets with respect to the discrete Feynman--Kac operators. These results are compared with respective estimates for the case of a nearest-neighbour random walk which evolves on a graph of finite geometry. We also discuss applications to the decay rates of solutions to equations involving graph Laplacians and to eigenfunctions of the discrete Feynman--Kac operators. We include such examples as non-local discrete Schrodinger operators based on fractional powers of the nearest-neighbour Laplacians and related quasi-relativistic operators. Finally, we analyse various classes of Markov chains which enjoy the direct step property and illustrate the obtained results by examples.

Cutpoints of non-homogeneous random walks

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfying appropriate conditional increment moments conditions. We apply one of these results to deduce that a class of transient zero-drift Markov chains in $\mathbb{R}^d$, $d \geq 2$, possess infinitely many separating annuli, generalizing previous results on spatially homogeneous random walks.

On partially homogeneous nearest-neighbour random walks in the quarter plane and their application in the analysis of two-dimensional queues with limited state-dependency

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such random walks are characterized by the fact that the one-step transition probabilities are functions of the state-space. We show that stationary behaviour is investigated by solving a finite system of linear equations, two matrix functional equations, and a functional equation with the aid of the theory of Riemann (–Hilbert) boundary value problems. This work is strongly motivated by emerging applications in flow level performance of wireless networks that give rise in queueing models with scalable service capacity, as well as in queue-based random access protocols, where the network’s parameters are functions of the queue lengths. A simple numerical illustration, along with some details on the numerical implementation are also presented.

Large deviations for random walks on free products of finitely generated groups

We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we derive the same principle for nearest-neighbour random walks on regular trees.

Fundamental Inequality for Hyperbolic Coxeter and Fuchsian Groups Equipped with Geometric Distances

Abstract We prove that the hitting measure is not equivalent to the Lebesgue measure for a large class of nearest-neighbour random walks on hyperbolic reflection groups and Fuchsian groups with regular Dirichlet polygons.

An approach of modelling of irregular masses

The goal of this study is to create and evaluate a methodology for generation of realistic 3D computational models of breast tumours with irregular shapes. Methods The methodology for the creation of breast masses consists of two steps: (a) creation of the initial diffusive tumour shape, by choosing Brownian motion or nearest neighbour random walk algorithm, (b) creation of a solid tumour shape by applying a set of 3D filters, and morphological operations. The initial models were smoothed by applying a set of image processing methods. Thereafter, projection images of these 3D lesions were generated by using an in–house developed software, capable to simulate the X-ray transport through the computational phantoms. Subsequently, a technique for embedding the simulated masses in patient mammography images was developed and applied. Results Thirty irregular masses with different sizes and shapes were generated, and projection images were simulated. The realism of the projected masses on patient images was evaluated by comparison of extracted features, such as the exponential parameter of the power spectrum, fractal dimension and other statistical parameters to these extracted from patient data. The obtained results confirmed that the methodology is capable of producing realistic 3D tumour models with user defined sizes and irregular shapes. Conclusions The methodology will be used to generate unique and realistic in shape and size computational models of breast adenoma, intraductal papilloma, cysts and duct hyperplasia. These computational models are stored in an open source database to be used by all professionals working toward the creation of new technologies for breast-screening and diagnosing. Acknowledgements This research is supported by the Bulgarian National Science Fund under grant agreement DN17/2. This project also has received funding from the European Union’s Horizon 2020 research and innovation programme under grant agreement No 692097.

Examples of Interacting Particle Systems on mathbb {Z} as Pfaffian Point Processes: Annihilating and Coalescing Random Walks

A class of interacting particle systems on mathbb {Z}, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffian point processes for all deterministic initial conditions. As diffusion limits, explicit Pfaffian kernels are derived for a variety of coalescing and annihilating Brownian systems. For Brownian motions on mathbb {R}, depending on the initial conditions, the corresponding kernels are closely related to the bulk and edge scaling limits of the Pfaffian point process for real eigenvalues for the real Ginibre ensemble of random matrices. For Brownian motions on mathbb {R}_{+} with absorbing or reflected boundary conditions at zero, new interesting Pfaffian kernels appear. We illustrate the utility of the Pfaffian structure by determining the extreme statistics of the rightmost particle for the purely annihilating Brownian motions, and also computing the probability of overcrowded regions for all models.

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 (1982, 1993) and den Hollander (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 a' la Heyde (1982, 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 (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.

Estimating Large Delay Probabilities in Two Correlated Queues

This article focuses on evaluating the probability that both components of a two-dimensional stochastic process will ever, but not necessarily at the same time, exceed some large level u . An important application is in determining the probability of large delays occurring in two correlated queues. Since exact analysis of this probability seems prohibitive, we focus on deriving asymptotics and on developing efficient simulations techniques. Large deviations theory is used to characterise logarithmic asymptotics. The second part of this article focuses on efficient simulation techniques. Using “nearest-neighbour random walk” as an example, we first show that a “naive” implementation of importance sampling, based on the decay rate, is not asymptotically efficient. A different approach, which we call partitioned importance sampling, is developed and shown to be asymptotically efficient. The results are illustrated through various simulation experiments.

Precise large deviations for random walk in random environment

We study one-dimensional nearest neighbour random walk in site-dependent random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the sub-ballistic regime, when the speed is sublinear, we describe the precise probability of slowdown.

Recurrence and transience of frogs with drift on $\mathbb{Z} ^d$

We study the frog model on $\mathbb{Z}^d$ with drift in dimension $d \geq 2$ and establish the existence of transient and recurrent regimes depending on the transition probabilities. We focus on a model in which the particles perform nearest neighbour random walks which are balanced in all but one direction. This gives a model with two parameters. We present conditions on the parameters for recurrence and transience, revealing interesting differences between dimension $d=2$ and dimension $d \geq 3$. Our proofs make use of (refined) couplings with branching random walks for the transience, and with percolation for the recurrence.

Propagators of random walks on comb lattices of arbitrary dimension

We study diffusion on comb lattices of arbitrary dimension. Relying on the loopless structure of these lattices and using first-passage properties, we obtain exact and explicit formulae for the Laplace transforms of the propagators associated to nearest-neighbour random walks in both cases where either the first or the last point of the random walk is on the backbone of the lattice, and where the two extremities are arbitrarily chosen. As an application, we compute the mean-square displacement of a random walker on a comb of arbitrary dimension. We also propose an alternative and consistent approach of the problem using a master equation description, and obtain simple and generic expressions of the propagators. This method is more general and is extended to study the propagators of random walks on more complex comb-like structures. In particular, we study the case of a two-dimensional comb lattice with teeth of finite length.

A single predator charging a herd of prey: effects of self volume and predator–prey decision-making

We study the degree of success of a single predator hunting a herd of prey on a two-dimensional square lattice landscape. We explicitly consider the self volume of the prey restraining their dynamics on the lattice. The movement of both predator and prey is chosen to include an intelligent, decision making step based on their respective sighting ranges, the radius in which they can detect the other species (prey cannot recognise each other besides the self volume interaction): after spotting each other the motion of prey and predator turns from a nearest neighbour random walk into directed escape or chase, respectively. We consider a large range of prey densities and sighting ranges and compute the mean first passage time for a predator to catch a prey as well as characterise the effective dynamics of the hunted prey. We find that the prey's sighting range dominates their life expectancy and the predator profits more from a bad eyesight of the prey than from his own good eye sight. We characterise the dynamics in terms of the mean distance between the predator and the nearest prey. It turns out that effectively the dynamics of this distance coordinate can be captured in terms of a simple Ornstein–Uhlenbeck picture. Reducing the many-body problem to a simple two-body problem by imagining predator and nearest prey to be connected by an effective Hookean bond, all features of the model such as prey density and sighting ranges merge into the effective binding constant.

Zero-one law for directional transience of one-dimensional random walks in dynamic random environments

We prove the trichotomy between transience to the right, transience to the left and recurrence of one-dimensional nearest-neighbour random walks in dynamic random environments under fairly general assumptions, namely: stationarity under space-time translations, ergodicity under spatial translations, and a mild ellipticity condition. In particular, the result applies to general uniformly elliptic models and also to a large class of non-uniformly elliptic cases that are i.i.d. in space and Markovian in time. An immediate consequence is the recurrence of models that are symmetric with respect to reflection through the origin.

On the non-equivalence of two standard random walks

We focus on two models of nearest-neighbour random walks on d-dimensional regular hyper-cubic lattices that are usually assumed to be identical—the discrete-time Polya walk, in which the walker steps at each integer moment of time, and the Montroll–Weiss continuous-time random walk in which the time intervals between successive steps are independent, exponentially and identically distributed random variables with mean 1. We show that while for symmetric random walks both models indeed lead to identical behaviour in the long time limit, when there is an external bias they lead to markedly different behaviour.

Excursions and path functionals for stochastic processes with asymptotically zero drifts

We study discrete-time stochastic processes (Xt) on [0,∞) with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at x is about c/x. Our focus is the recurrent case (when c is not too large). We give sharp asymptotics for various functionals associated with the process and its excursions, including results on maxima and return times. These results include improvements on existing results in the literature in several respects, and also include new results on excursion sums and additive functionals of the form ∑s≤tXsα, α>0. We make minimal moments assumptions on the increments of the process. Recently there has been renewed interest in Lamperti-type process in the context of random polymers and interfaces, particularly nearest-neighbour random walks on the integers; some of our results are new even in that setting. We give applications of our results to processes on the whole of R and to a class of multidimensional ‘centrally biased’ random walks on Rd; we also apply our results to the simple harmonic urn, allowing us to sharpen existing results and to verify a conjecture of Crane et al.

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.

Stuck walks

We investigate the asymptotic behaviour of a class of self-interacting nearest neighbour random walks on the one-dimensional integer lattice which are pushed by a particular linear combination of their own local time on edges in the neighbourhood of their current position. We prove that in a range of the relevant parameter of the model such random walkers can be eventually confined to a finite interval of length depending on the parameter value. The phenomenon arises as a result of competing self-attracting and self-repelling effects where in the named parameter range the former wins.

Rate of escape and central limit theorem for the supercritical Lamperti problem

The study of discrete-time stochastic processes on the half-line with mean drift at x given by μ 1 ( x ) → 0 as x → ∞ is known as Lamperti’s problem. We give sharp almost-sure bounds for processes of this type in the case where μ 1 ( x ) is of order x − β for some β ∈ ( 0 , 1 ) . The bounds are of order t 1 / ( 1 + β ) , so the process is super-diffusive but sub-ballistic (has zero speed). We make minimal assumptions on the moments of the increments of the process (finiteness of ( 2 + 2 β + ε ) -moments for our main results, so fourth moments certainly suffice) and do not assume that the process is time-homogeneous or Markovian. In the case where x β μ 1 ( x ) has a finite positive limit, our results imply a strong law of large numbers, which strengthens and generalizes earlier results of Lamperti and Voit. We prove an accompanying central limit theorem, which appears to be new even in the case of a nearest-neighbour random walk, although our result is considerably more general. This answers a question of Lamperti. We also prove transience of the process under weaker conditions than those that we have previously seen in the literature. Most of our results also cover the case where β = 0 . We illustrate our results with applications to birth-and-death chains and to multi-dimensional non-homogeneous random walks.