Central Limit Theorem for the self-repelling random walk with directed edges
We prove a conjecture of Toth and Veto about the weak convergence of the self repelling random walk with directed edges under diffusive scaling to a uniform distribution.
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Publications and source records attributed to Thomas Mountford.
We prove a conjecture of Toth and Veto about the weak convergence of the self repelling random walk with directed edges under diffusive scaling to a uniform distribution.
We consider the simple random walk on $\mathbb{Z}^d$ evolving in a random i.i.d. potential taking values in $[0,+\infty)$. The potential is not assumed integrable, and can be rescaled by a multiplicative factor $λ> 0$. Completing the work started in a companion paper, we give the asymptotic behaviour of the Lyapunov exponents for $d \ge 3$, both annealed and quenched, as the scale parameter $λ$ tends to zero.
We consider the contact process with infection rate $λ$ on $\mathbb{T}_n^d$, the $d$-ary tree of height $n$. We study the extinction time $τ_{\mathbb{T}_n^d}$, that is, the random time it takes for the infection to disappear when the process is started from full occupancy. We prove two conjectures of Stacey regarding $τ_{\mathbb{T}_n^d}$. Let $λ_2$ denote the upper critical value for the contact process on the infinite $d$-ary tree. First, if $λ< λ_2$, then $τ_{\mathbb{T}_n^d}$ divided by the height of the tree converges in probability, as $n \to \infty$, to a positive constant. Second, if $λ> λ_2$, then $\log \mathbb{E}[τ_{\mathbb{T}_n^d}]$ divided by the volume of the tree converges in probability to a positive constant, and $τ_{\mathbb{T}_n^d}/\mathbb{E}[τ_{\mathbb{T}_n^d}]$ converges in distribution to the exponential distribution of mean 1.
We consider the contact process on a random graph with fixed degree distribution given by a power law. We follow the work of Chatterjee and Durrett, who showed that for arbitrarily small infection parameter $λ$, the survival time of the process is larger than a stretched exponential function of the number of vertices, $n$. We obtain sharp bounds for the typical density of infected sites in the graph, as $λ$ is kept fixed and $n$ tends to infinity. We exhibit three different regimes for this density, depending on the tail of the degree law.
We consider a model recently proposed by Chatterjee and Durrett [CD2011] as an "annealed approximation" of boolean networks, which are a class of cellular automata on a random graph, as defined by S. Kauffman [K69]. The starting point is a random directed graph on $n$ vertices; each vertex has $r$ input vertices pointing to it. For the model of [CD2011], a discrete time threshold contact process is then considered on this graph: at each instant, each vertex has probability $q$ of choosing to receive input; if it does, and if at least one of its input vertices were in state 1 at the previous instant, then it is labelled with a 1; in all other cases, it is labelled with a 0. $r$ and $q$ are kept fixed and $n$ is taken to infinity. Improving a result of [CD2011], we show that if $qr > 1$, then the time of persistence of activity of the dynamics is exponential in $n$.
We consider the simple random walk on Z^d, d > 2, evolving in a potential of the form βV, where (V(x), x \in Z^d) are i.i.d. random variables taking values in [0,+\infty), 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 -Δ + βV.
We study the extinction time $\uptau$ of the contact process on finite trees of bounded degree. We show that, if the infection rate is larger than the critical rate for the contact process on $\Z$, then, uniformly over all trees of degree bounded by a given number, the expectation of $\uptau$ grows exponentially with the number of vertices. Additionally, for any sequence of growing trees of bounded degree, $\uptau$ divided by its expectation converges in distribution to the unitary exponential distribution. These also hold if one considers a sequence of graphs having spanning trees with uniformly bounded degree. Using these results, we consider the contact process on a random graph with vertex degrees following a power law. Improving a result of Chatterjee and Durrett \cite{CD}, we show that, for any infection rate, the extinction time for the contact process on this graph grows exponentially with the number of vertices.
We consider a random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice. The walk starts at the origin and is conditioned to hit a remote location y on the lattice. We prove that the expected time under the annealed path measure needed by the random walk to reach y grows only linearly in the distance from y to the origin. In dimension one we show the existence of the asymptotic positive speed.
We consider excited random walks (ERWs) on integers with a bounded number of i.i.d. cookies per site without the non-negativity assumption on the drifts induced by the cookies. Kosygina and Zerner [KZ08] have shown that when the total expected drift per site, delta, is larger than 1 then ERW is transient to the right and, moreover, for delta>4 under the averaged measure it obeys the Central Limit Theorem. We show that when delta in (2,4] the limiting behavior of an appropriately centered and scaled excited random walk under the averaged measure is described by a strictly stable law with parameter delta/2. Our method also extends the results obtained by Basdevant and Singh [BS08b] for delta in (1,2] under the non-negativity assumption to the setting which allows both positive and negative cookies.
We consider the parabolic Anderson model $\partial u/\partial t = κΔu + γξu$ with $u\colon\, \Z^d\times R^+\to \R^+$, where $κ\in\R^+$ is the diffusion constant, $Δ$ is the discrete Laplacian, $γ\in\R^+$ is the coupling constant, and $ξ\colon\,\Z^d\times \R^+\to\{0,1\}$ is the voter model starting from Bernoulli product measure $ν_ρ$ with density $ρ\in (0,1)$. The solution of this equation describes the evolution of a "reactant" $u$ under the influence of a "catalyst" $ξ$. In Gärtner, den Hollander and Maillard 2010 the behavior of the \emph{annealed} Lyapunov exponents, i.e., the exponential growth rates of the successive moments of $u$ w.r.t.\ $ξ$, was investigated. It was shown that these exponents exhibit an interesting dependence on the dimension and on the diffusion constant. In the present paper we address some questions left open in Gärtner, den Hollander and Maillard 2010 by considering specifically when the Lyapunov exponents are the a priori maximal value in terms of strong transience of the Markov process underlying the voter model.
We consider a symmetric, finite-range contact process with two types of infection; both have the same (supercritical) infection rate and heal at rate 1, but sites infected by Infection 1 are immune to Infection 2. We take the initial configuration where sites in $(-\infty,0]$ have Infection 1 and sites in $[1,\infty)$ have Infection 2, then consider the process $ρ_t$ defined as the size of the interface area between the two infections at time $t$. We show that the distribution of $ρ_t$ is tight, thus proving a conjecture posed by Cox and Durrett in [Bernoulli 1 (1995) 343--370].
We study the threshold $θ$ contact process on $\mathbb{Z}^d$ with infection parameter $λ$. We show that the critical point $λ_{\mathrm{c}}$, defined as the threshold for survival starting from every site occupied, vanishes as $d\to\infty$. This implies that the threshold $θ$ voter model on $\mathbb{Z}^d$ has a nondegenerate extremal invariant measure, when $d$ is large.
We consider a model of the shape of a growing polymer introduced by Durrett and Rogers (Probab. Theory Related Fields 92 (1992) 337--349). We prove their conjecture about the asymptotic behavior of the underlying continuous process $X_t$ (corresponding to the location of the end of the polymer at time $t$) for a particular type of repelling interaction function without compact support.
We show that for the voter model on $\{0,1\}^{\mathbb{Z}}$ corresponding to a random walk with kernel $p(\cdot)$ and starting from unanimity to the right and opposing unanimity to the left, a tight interface between 0's and 1's exists if $p(\cdot)$ has finite second moment but does not if $p(\cdot)$ fails to have finite moment of order $α$ for some $α<2$.
We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a random or non-random environment that also evolves in time according to the last visited site. A complete description of the recurrence and transience phases was given by Zerner under fairly general assumptions for the environment. We contribute in this paper with some results that allows us to point out if the random walker speed is strictly positive or not in the transient case for a class of non-random environments.
We prove a strong law of large numbers for the location of the second class particle in a totally asymmetric exclusion process when the process is started initially from a decreasing shock. This completes a study initiated in Ferrari and Kipnis [Ann. Inst. H. Poincare Probab. Statist. 13 (1995) 143-154].