Walk In Random Environment Research Articles

Patterns in Sinai’s walk

Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm). The curious rate function captures the difference between one-sided and two-sided behavior.

Random Dirichlet environment viewed from the particle in dimension $d\ge3$

We consider random walks in random Dirichlet environment (RWDE) which is a special type of random walks in random environment where the exit probabilities at each site are i.i.d. Dirichlet random variables. On ${\mathbb Z}^d$, RWDE are parameterized by a 2d-uplet of positive reals called weights. In this paper, we characterize for $d\ge 3$ the weights for which there exists an absolutely continuous invariant probability for the process viewed from the particle. We can deduce from this result and from [27] a complete description of the ballistic regime for $d\ge 3$.

INTRINSIC BRANCHING STRUCTURE WITHIN (L-1) RANDOM WALK IN RANDOM ENVIRONMENT AND ITS APPLICATIONS

We figure out the intrinsic branching structure within (L-1) random walk in random environment. As applications, the branching structure enable us to calculate the expectation of the first hitting time directly, and specify the density of the invariant measure for the Markov chain of "the environment viewed from particles" explicitly.

A note on multitype branching process with bounded immigration in random environment

In this paper, we study the total number of progeny, W, before regenerating of multitype branching process with immigration in random environment. We show that the tail probability of |W| is of order t−κ as t → ∞, with κ some constant. As an application, we prove a stable law for (L-1) random walk in random environment, generalizing the stable law for the nearest random walk in random environment (see “Kesten, Kozlov, Spitzer: A limit law for random walk in a random environment. Compositio Math., 30, 145–168 (1975)”).

Random walks in random environments without ellipticity

We consider random walks in random environments on Zd. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments, we prove the ergodicity of the annealed process w.r.t. the dynamics “from the point of view of the particle”. This implies in particular that the environment viewed from the particle is ergodic. As an example of application of this result, we give a general form of the quenched Invariance Principle for walks in doubly stochastic environments with zero local drift (martingale condition).

A Stationary, mixing and perturbative counterexample to the 0-1-law for random walk in random environment in two dimensions

We construct a two-dimensional counterexample of a random walk in random environment (RWRE). The environment is stationary, mixing and perturbative, and the corresponding RWRE has non trivial probability to wander off to the upper right. This is in contrast to the 0-1-law that holds for i.i.d. environments.

The critical branching random walk in a random environment dies out

We study the possibility for branching random walks in random environment (BRWRE) to survive. The particles perform simple symmetric random walks on the $d$-dimensional integer lattice, while at each time unit, they split into independent copies according to time-space i.i.d. offspring distributions. As noted by Comets and Yoshida, the BRWRE is naturally associated with the directed polymers in random environment (DPRE), for which the quantity $\Psi$ called the free energy is well studied. Comets and Yoshida proved that there is no survival when $\Psi 0$. We proved here that, except for degenerate cases, the BRWRE always die when $\Psi=0$. This solves a conjecture of Comets and Yoshida.

Moment asymptotics for branching random walks in random environment

We consider the long-time behaviour of a branching random walk in random environment on the lattice $\mathbb{Z}^d$. The migration of particles proceeds according to simple random walk in continuous time, while the medium is given as a random potential of spatially dependent killing/branching rates. The main objects of our interest are the annealed moments $\langle m_n^p \rangle $, i.e., the $p$-th moments over the medium of the $n$-th moment over the migration and killing/branching, of the local and global population sizes. For $n=1$, this is well-understood, as $m_1$ is closely connected with the parabolic Anderson model. For some special distributions, this was extended to $n\geq2$, but only as to the first term of the asymptotics, using (a recursive version of) a Feynman-Kac formula for $m_n$. In this work we derive also the second term of the asymptotics, for a much larger class of distributions. In particular, we show that $\langle m_n^p \rangle$ and $\langle m_1^{np} \rangle$ are asymptotically equal, up to an error $\e^{o(t)}$. The cornerstone of our method is a direct Feynman-Kac type formula for $m_n$, which we establish using known spine techniques.

Meeting time of independent random walks in random environment

We consider, in the continuous time version, γ independent random walks on Z+ in random environment in Sinai’s regime. Let T γ be the first meeting time of one pair of the γ random walks starting at different positions. We first show that the tail of the quenched distribution of T γ , after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the moments of this meeting time. Being Eω the quenched expectation, we show that, for almost all environments ω , Eω [Tγ c ] is finite for c (γ − 1) / 2 and infinite for c > γ (γ − 1) / 2.

Random walk in random environment in a two-dimensional stratified medium with orientations

We consider a model of random walk in ${\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with non constant iid probability to stay on these lines. We prove the transience of the walk for any fixed orientations under general hypotheses. This contrasts with the model of Campanino and Petritis, in which probabilities to stay on these lines are all equal. We also establish a result of convergence in distribution for this walk with suitable normalizations under more precise assumptions. In particular, our model proves to be, in many cases, even more superdiffusive than the random walks introduced by Campanino and Petritis.

Using Temporal Correlations and Full Distributions to Separate Intrinsic and Extrinsic Fluctuations in Biological Systems

Studies of stochastic biological dynamics typically compare observed fluctuations to theoretically predicted variances, sometimes after separating the intrinsic randomness of the system from the enslaving influence of changing environments. But variances have been shown to discriminate surprisingly poorly between alternative mechanisms, while for other system properties no approaches exist that rigorously disentangle environmental influences from intrinsic effects. Here, we apply the theory of generalized random walks in random environments to derive exact rules for decomposing time series and higher statistics, rather than just variances. We show for which properties and for which classes of systems intrinsic fluctuations can be analyzed without accounting for extrinsic stochasticity and vice versa. We derive two independent experimental methods to measure the separate noise contributions and show how to use the additional information in temporal correlations to detect multiplicative effects in dynamical systems.

Quenched Free Energy and Large Deviations for Random Walks in Random Potentials

AbstractWe study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk. Directed, undirected, and stretched polymers, as well as random walk in random environment, are covered. The restriction needed is on the moment of the potential, in relation to the degree of mixing of the ergodic environment. We derive two variational formulas for the limiting quenched free energy and prove a process‐level quenched large deviation principle (LDP) for the empirical measure. As a corollary we obtain LDPs for types of random walks in random environments not covered by earlier results. © 2012 Wiley Periodicals, Inc.

Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

Nous considérons une marche aléatoire dans un milieu stationnaire ergodique sur $\mathbb{Z}$, avec des sauts non bornés. En plus de l’uniforme ellipticité et d’une borne uniforme sur la queue de la loi des sauts, nous supposons une condition de transience forte qui garantit l’absence de “pièges.” Nous montrons la loi des grands nombres avec vitesse strictement positive, ainsi que l’ergodicité de l’environnement vu de la particule. Par ailleurs, nous étudions aussi le billard stochastique de Knudsen avec dérive dans un tube aléatoire dans $\mathbb{R}^{d}$, $d\geq3$, qui constitue l’environnement. Le tube est infini dans la première direction, et, vu comme un processus indéxé par la première coordonnée, il est supposé stationnaire ergodique. Une particule se déplace en ligne droite à l’intérieur du tube, avec des rebonds aléatoires sur le bord, selon la modification suivante de la loi de reflexion en cosinus: les sauts dans la direction positive sont toujours acceptés, tandis que ceux dans l’autre direction peuvent être rejetés. En utilisant les résultats pour la marche aléatoire en milieu aléatoire et un couplage approprié, nous obtenons la loi des grands nombres pour le billard stochastique avec dérive.

Minimal Position of Branching Random Walks in Random Environment

We consider branching random walks in random environment (BRWRE) on ℕ with only one particle starting at the origin. Particles reproduce according to offspring distribution (which depends on its locations) and move one step to the right (with a probability in (0,1] which may depend on the location) or stay in the same site. We give an estimate to the minimal displacement of BRWRE at time n in the case where the essential supremum of mean number of offsprings which stay in the same place is equal to 1.

Quenched exit estimates and ballisticity conditions for higher-dimensional random walk in random environment

Consider a random walk in an i.i.d. uniformly elliptic environment in dimensions larger than one. In 2002, Sznitman introduced for each $\gamma\in(0,1)$ the ballisticity condition $(T)_{\gamma}$ and the condition $(T')$ defined as the fulfillment of $(T)_{\gamma}$ for each $\gamma\in(0,1)$. Sznitman proved that $(T')$ implies a ballistic law of large numbers. Furthermore, he showed that for all $\gamma\in (0.5,1)$, $(T)_{\gamma}$ is equivalent to $(T')$. Recently, Berger has proved that in dimensions larger than three, for each $\gamma\in (0,1)$, condition $(T)_{\gamma}$ implies a ballistic law of large numbers. On the other hand, Drewitz and Ram\'{{\i}}rez have shown that in dimensions $d\ge2$ there is a constant $\gamma_d\in(0.366,0.388)$ such that for each $\gamma\in(\gamma_d,1)$, condition $(T)_{\gamma}$ is equivalent to $(T')$. Here, for dimensions larger than three, we extend the previous range of equivalence to all $\gamma\in(0,1)$. For the proof, the so-called effective criterion of Sznitman is established employing a sharp estimate for the probability of atypical quenched exit distributions of the walk leaving certain boxes. In this context, we also obtain an affirmative answer to a conjecture raised by Sznitman in 2004 concerning these probabilities. A key ingredient for our estimates is the multiscale method developed recently by Berger.

An expansion for self-interacting random walks

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the true (weakly) self-avoiding walk, loop-erased random walk, and annealed random walk in random environment. In this paper we show that the expansion gives rise to useful formulae for the speed and variance of the random walk, when these quantities are known to exist. The results and formulae of this paper have been used elsewhere by the authors to prove monotonicity properties for the speed (in high dimensions) of excited random walk and related models, and certain models of random walk in random environment. We also derive a law of large numbers and central limit theorem (with explicit error terms) directly from this expansion, under strong assumptions on the expansion coefficients. The assumptions are shown to be satisfied by excited random walk in high dimensions with small excitation parameter, a model of reinforced random walk with underlying drift and small reinforcement parameter, and certain models of random walk in random environment under strong ellipticity conditions.

The Law of the Iterated Logarithm for a Class of Transient Random Walk in Random Environment

There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.

Topological phases and delocalization of quantum walks in random environments

We investigate one-dimensional (1D) discrete time quantum walks (QWs) with spatially or temporally random defects as a consequence of interactions with random environments. We focus on the QWs with chiral symmetry in a topological phase, and reveal that chiral symmetry together with bipartite nature of the QWs brings about intriguing behaviors such as coexistence of topologically protected edge states at zero energy and Anderson transitions in the 1D chiral class at non-zero energy in their dynamics. Contrary to the previous studies, therefore, the spatially disordered QWs can avoid complete localization due to the Anderson transition. It is further confirmed that the edge states are robust for spatial disorder but not for temporal disorder.

Slowdown estimates for ballistic random walk in random environment

We consider models of random walk in uniformly elliptic i.i.d. random environment in dimension greater than or equal to 4 , satisfying a condition slightly weaker than the ballisticity condition ( T' ). We show that for every ε > 0 and n large enough, the annealed probability of linear slowdown is bounded from above by \exp(−(\log n)^{d−ε}) . This bound almost matches the known lower bound of \exp(−C(\log n)^d) , and significantly improves previously known upper bounds. As a corollary we provide almost sharp estimates for the quenched probability of slowdown. As a tool for obtaining the main result, we show an almost local version of the quenched central limit theorem under the assumption of the same condition.

A combinatorial result with applications to self-interacting random walks

We give a series of combinatorial results that can be obtained from any two collections (both indexed by Z × N ) of left and right pointing arrows that satisfy some natural relationship. When applied to certain self-interacting random walk couplings, these allow us to reprove some known transience and recurrence results for some simple models. We also obtain new results for one-dimensional multi-excited random walks and for random walks in random environments in all dimensions.