Heat kernel for random walk trace on ℤ3 and ℤ4
Annales de l'I.H.P. Probabilités et statistiques (2010)
- Volume: 46, Issue: 4, page 1001-1024
- ISSN: 0246-0203
Access Full Article
topAbstract
topHow to cite
topShiraishi, Daisuke. "Heat kernel for random walk trace on ℤ3 and ℤ4." Annales de l'I.H.P. Probabilités et statistiques 46.4 (2010): 1001-1024. <http://eudml.org/doc/240186>.
@article{Shiraishi2010,
abstract = {We study the simple random walk X on the range of simple random walk on ℤ3 and ℤ4. In dimension four, we establish quenched bounds for the heat kernel of X and max0≤k≤n|Xk| which require extra logarithmic correction terms to the higher-dimensional case. In dimension three, we demonstrate anomalous behavior of X at the quenched level. In order to establish these estimates, we obtain several asymptotic estimates for cut times of simple random walk and asymptotic estimates for loop-erased random walk, which are of independent interest.},
author = {Shiraishi, Daisuke},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {random walk in random environment; random walk trace; heat kernel estimates; cut time; loop erased random walk},
language = {eng},
number = {4},
pages = {1001-1024},
publisher = {Gauthier-Villars},
title = {Heat kernel for random walk trace on ℤ3 and ℤ4},
url = {http://eudml.org/doc/240186},
volume = {46},
year = {2010},
}
TY - JOUR
AU - Shiraishi, Daisuke
TI - Heat kernel for random walk trace on ℤ3 and ℤ4
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2010
PB - Gauthier-Villars
VL - 46
IS - 4
SP - 1001
EP - 1024
AB - We study the simple random walk X on the range of simple random walk on ℤ3 and ℤ4. In dimension four, we establish quenched bounds for the heat kernel of X and max0≤k≤n|Xk| which require extra logarithmic correction terms to the higher-dimensional case. In dimension three, we demonstrate anomalous behavior of X at the quenched level. In order to establish these estimates, we obtain several asymptotic estimates for cut times of simple random walk and asymptotic estimates for loop-erased random walk, which are of independent interest.
LA - eng
KW - random walk in random environment; random walk trace; heat kernel estimates; cut time; loop erased random walk
UR - http://eudml.org/doc/240186
ER -
References
top- [1] M. T. Barlow, A. A. Jarai, T. Kumagai and G. Slade. Random walk on the incipient infinite cluster for oriented percolation in high dimensions. Comm. Math. Phys. 278 (2008) 385–431. Zbl1144.82030MR2372764
- [2] I. Benjamini, O. Gurel-Gurevich and R. Lyons. Recurrence of random walk traces. Ann. Probab. 35 (2007) 732–738. Zbl1118.60059MR2308594
- [3] D. A. Croydon. Random walk on the range of random walk. J. Stat. Phys. 136 (2009) 349–372. Zbl1184.60011MR2525250
- [4] A. Dvoretzky and P. Erdos. Some problems on random walk in space. In Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, (1950) 353–367. Univ. California Press, Berkeley and Los Angeles, 1951. Zbl0044.14001MR47272
- [5] Y. Hamana. An almost sure invariance principle for the range of random walks. Stochastic Process. Appl. 78 (1998) 131–143. Zbl0934.60044MR1657371
- [6] S. Havlin, G. H. Weiss, D. Ben-Avraham and D. Movshovitz. Structure of clusters generated by random walks. J. Phys. A 17 (1984) L849–L853.
- [7] N. C. Jain and W. E. Pruitt. The range of transient random walk. J. Analyse Math. 24 (1971) 369–393. Zbl0249.60038MR283890
- [8] T. Kumagai and J. Misumi. Heat kernel estimates for strongly recurrent random walk on random media. J. Theoret. Probab. 21 (2008) 910–935. Zbl1159.60029MR2443641
- [9] G. F. Lawler. Intersections of Random Walks. Birkhauser, Boston, 1991. Zbl0925.60078MR1117680
- [10] G. F. Lawler. The logarithmic correction for loop-erased walk in four dimensions. In Proceedings of the Conference in Honor of Jean-Pierre Kahane (Orsay, 1993). J. Fourier Anal. Appl. Special Issue (1995) 347–361. Zbl0889.60075MR1364896
- [11] G. F. Lawler. Cut times for simple random walk. Electron. J. Probab. 1 (1996) 1–24. Zbl0888.60059MR1423466
- [12] G. F. Lawler. A lower bound on the growth exponent for loop-erased random walk in two dimensions. ESAIM Probab. Statist. 3 (1999) 1–21. Zbl0926.60041MR1694205
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.