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Anomalous heat-kernel decay for random walk among bounded random conductances

N. Berger, M. Biskup, C. E. Hoffman, G. Kozma (2008)

Annales de l'I.H.P. Probabilités et statistiques

We consider the nearest-neighbor simple random walk on ℤd, d≥2, driven by a field of bounded random conductances ωxy∈[0, 1]. The conductance law is i.i.d. subject to the condition that the probability of ωxy>0 exceeds the threshold for bond percolation on ℤd. For environments in which the origin is connected to infinity by bonds with positive conductances, we study the decay of the 2n-step return probability 𝖯 ω 2 n ( 0 , 0 ) . We prove that 𝖯 ω 2 n ( 0 , 0 ) is bounded by a random constant timesn−d/2 in d=2, 3, while it...

Connectivity bounds for the vacant set of random interlacements

Vladas Sidoravicius, Alain-Sol Sznitman (2010)

Annales de l'I.H.P. Probabilités et statistiques

The model of random interlacements on ℤd, d≥3, was recently introduced in [Vacant set of random interlacements and percolation. Available at http://www.math.ethz.ch/u/sznitman/preprints]. A non-negative parameter u parametrizes the density of random interlacements on ℤd. In the present note we investigate connectivity properties of the vacant set left by random interlacements at level u, in the non-percolative regime u>u∗, with u∗ the non-degenerate critical parameter for the percolation...

Entropy of random walk range

Itai Benjamini, Gady Kozma, Ariel Yadin, Amir Yehudayoff (2010)

Annales de l'I.H.P. Probabilités et statistiques

We study the entropy of the set traced by an n-step simple symmetric random walk on ℤd. We show that for d≥3, the entropy is of order n. For d=2, the entropy is of order n/log2n. These values are essentially governed by the size of the boundary of the trace.

Exactness of skew products with expanding fibre maps

Thomas Bogenschütz, Zbigniew Kowalski (1996)

Studia Mathematica

We give an elementary proof for the uniqueness of absolutely continuous invariant measures for expanding random dynamical systems and study their mixing properties.

Harmonic measures versus quasiconformal measures for hyperbolic groups

Sébastien Blachère, Peter Haïssinsky, Pierre Mathieu (2011)

Annales scientifiques de l'École Normale Supérieure

We establish a dimension formula for the harmonic measure of a finitely supported and symmetric random walk on a hyperbolic group. We also characterize random walks for which this dimension is maximal. Our approach is based on the Green metric, a metric which provides a geometric point of view on random walks and, in particular, which allows us to interpret harmonic measures as quasiconformal measures on the boundary of the group.

Heat kernel for random walk trace on ℤ3 and ℤ4

Daisuke Shiraishi (2010)

Annales de l'I.H.P. Probabilités et statistiques

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,...

Invariance principle for the random conductance model with dynamic bounded conductances

Sebastian Andres (2014)

Annales de l'I.H.P. Probabilités et statistiques

We study a continuous time random walk X in an environment of dynamic random conductances in d . We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We prove a quenched invariance principle for X , and obtain Green’s functions bounds and a local limit theorem. We also discuss a connection to stochastic interface models.

Long-range self-avoiding walk converges to α-stable processes

Markus Heydenreich (2011)

Annales de l'I.H.P. Probabilités et statistiques

We consider a long-range version of self-avoiding walk in dimension d > 2(α ∧ 2), where d denotes dimension and α the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to brownian motion for α ≥ 2, and to α-stable Lévy motion for α < 2. This complements results by Slade [J. Phys. A21 (1988) L417–L420], who proves convergence to brownian motion for nearest-neighbor self-avoiding walk in high dimension.

Quenched limits for transient, ballistic, sub-gaussian one-dimensional random walk in random environment

Jonathon Peterson (2009)

Annales de l'I.H.P. Probabilités et statistiques

We consider a nearest-neighbor, one-dimensional random walk {Xn}n≥0 in a random i.i.d. environment, in the regime where the walk is transient with speed vP>0 and there exists an s∈(1, 2) such that the annealed law of n−1/s(Xn−nvP) converges to a stable law of parameter s. Under the quenched law (i.e., conditioned on the environment), we show that no limit laws are possible. In particular we show that there exist sequences {tk} and {tk'} depending on the environment only, such that a quenched...

Reinforced walk on graphs and neural networks

Józef Myjak, Ryszard Rudnicki (2008)

Studia Mathematica

A directed-edge-reinforced random walk on graphs is considered. Criteria for the walk to end up in a limit cycle are given. Asymptotic stability of some neural networks is shown.

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