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Discrete Mathematics & Theoretical Computer Science |
DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
1. Osculating Random Walks on Cylinders
We consider random paths on a square lattice which take a left or a right turn at every vertex. The possible turns are taken with equal probability, except at a vertex which has been visited before. In such case the vertex is left via the unused edge. When the initial edge is reached the path is considered completed. We also consider families of such paths which together cover every edge of the lattice once and visit every vertex twice. Because these paths may touch but not intersect each other and themselves, we call them osculating walks. The ensemble of such families is also known as the dense $O(n=1)$ model. We consider in particular such paths in a cylindrical geometry, with the cylindrical axis parallel with one of the lattice directions. We formulate a conjecture for the probability that a face of the lattice is surrounded by m distinct osculating paths. For even system sizes we give a conjecture for the probability that a path winds round the cylinder. For odd system sizes we conjecture the probability that a point is visited by a path spanning the infinite length of the cylinder. Finally we conjecture an expression for the asymptotics of a binomial determinant
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2. Area of Brownian Motion with Generatingfunctionology
This paper gives a survey of the limit distributions of the areas of different types of random walks, namely Dyck paths, bilateral Dyck paths, meanders, and Bernoulli random walks, using the technology of generating functions only.
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3. q-gram analysis and urn models
Words of fixed size q are commonly referred to as $q$-grams. We consider the problem of $q$-gram filtration, a method commonly used to speed upsequence comparison. We are interested in the statistics of the number of $q$-grams common to two random texts (where multiplicities are not counted) in the non uniform Bernoulli model. In the exact and dependent model, when omitting border effects, a $q$-gramin a random sequence depends on the $q-1$ preceding $q$-grams. In an approximate and independent model, we draw randomly a $q$-gram at each position, independently of the others positions. Using ball and urn models, we analyze the independent model. Numerical simulations show that this model is an excellent first order approximationto the dependent model. We provide an algorithm to compute the moments.
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4. Generating functions for the area below some lattice paths
We study some lattice paths related to the concept ofgenerating trees. When the matrix associated to this kind of trees is a Riordan array $D=(d(t),h(t))$, we are able to find the generating function for the total area below these paths expressed in terms of the functions $d(t)$ and $h(t)$.
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5. Bindweeds or random walks in random environments on multiplexed trees and their asympotics
We report on the asymptotic behaviour of a new model of random walk, we term the bindweed model, evolving in a random environment on an infinite multiplexed tree.The term multiplexed means that the model can be viewed as a nearest neighbours random walk on a tree whose vertices carry an internal degree of freedom from the finite set $\{1,...,d\}$, for some integer $d$. The consequence of the internal degree of freedom is an enhancement of the tree graph structure induced by the replacement of ordinary edges by multi-edges, indexed by the set $\{1,...,d\} × \{1,...,d\}.$ This indexing conveys the information on the internal degree of freedom of the vertices contiguous to each edge. The term random environment means that the jumping rates for the random walk are a family of edge-indexed random variables, independent of the natural filtration generated by the random variables entering in the definition of the random walk; their joint distribution depends on the index of each component of the multi-edges. We study the large time asymptotic behaviour of this random walk and classify it with respect to positive recurrence or transience in terms of a specific parameter of the probability distribution of the jump rates.This classifying parameter is shown to coincide with the critical value of a matrix-valued multiplicative cascade on the ordinary tree (i.e.the one without internal degrees of freedom attached to the vertices) having the same vertex set as the state space of the […]
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6. Reconstruction Thresholds on Regular Trees
We consider themodel of broadcasting on a tree, with binary state space, on theinfinite rooted tree $T^k$ in which each node has $k$ children. The root of the tree takesa random value $0$ or $1$, and then each node passes a value independently to each of its children according to a $2x2$ transition matrix $\mathbf{P}$. We say that reconstruction is possible if the values at the dth level of the tree contain non-vanishing information about the value at the root as $d→∞$. Extending a method of Brightwell and Winkler, we obtain new conditions under which reconstruction is impossible, both in the general case and in the special case $p_11=0$. The latter case is closely related to the hard-core model from statistical physics; a corollary of our results is that, for the hard-core model on the $(k+1)$-regular tree with activity $λ =1$, the unique simple invariant Gibbs measure is extremal in the set of Gibbs measures, for any $k ≥ 2$.
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7. Annihilating random walks and perfect matchings of planar graphs
We study annihilating random walks on $\mathbb{Z}$ using techniques of P.W. Kasteleyn and $R$. Kenyonon perfect matchings of planar graphs. We obtain the asymptotic of the density of remaining particles and the partition function of the underlying statistical mechanical model.
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8. Non-crossing trees revisited: cutting down and spanning subtrees
Here we consider two parameters for random non-crossing trees: $\textit{(i)}$ the number of random cuts to destroy a size-$n$ non-crossing tree and $\textit{(ii)}$ the spanning subtree-size of $p$ randomly chosen nodes in a size-$n$ non-crossing tree. For both quantities, we are able to characterise for $n → ∞$ the limiting distributions. Non-crossing trees are almost conditioned Galton-Watson trees, and it has been already shown, that the contour and other usually associated discrete excursions converge, suitable normalised, to the Brownian excursion. We can interpret parameter $\textit{(ii)}$ as a functional of a conditioned random walk, and although we do not have such an interpretation for parameter $\textit{(i)}$, we obtain here limiting distributions, that are also arising as limits of some functionals of conditioned random walks.
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9. Frogs and some other interacting random walks models
We review some recent results for a system of simple random walks on graphs, known as \emphfrog model. Also, we discuss several modifications of this model, and present a few open problems. A simple version of the frog model can be described as follows: There are active and sleeping particles living on some graph. Each active particle performs a simple random walk with discrete time and at each moment it may disappear with probability 1-p. When an active particle hits a sleeping particle, the latter becomes active.
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10. Average properties of combinatorial problems and thermodynamics of spin models on graphs
The study of thermodynamic properties of classical spin models on infinite graphs naturally leads to consider the new combinatorial problems of random-walks and percolation on the average. Indeed, spinmodels with O(n) continuous symmetry present spontaneous magnetization only on transient on the average graphs, while models with discrete symmetry (Ising and Potts) are spontaneously magnetized on graphs exhibiting percolation on the average. In this paper we define the combinatorial problems on the average, showing that they give rise to classifications of graph topology which are different from the ones obtained in usual (local) random-walks and percolation. Furthermore, we illustrate the theorem proving the correspondence between Potts model and average percolation.
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11. Non Uniform Random Walks
Given $\epsilon _i ∈ [0,1)$ for each $1 < i < n$, a particle performs the following random walk on $\{1,2,...,n\:\}$par If the particle is at $n$, it chooses a point uniformly at random (u.a.r.) from $\{1,...,n-1\}$. If the current position of the particle is $m (1 < m < n)$, with probability $\epsilon _m$ it decides to go back, in which case it chooses a point u.a.r. from $\{m+1,...,n\}$. With probability $1-\epsilon _m$ it decides to go forward, in which case it chooses a point u.a.r. from $\{1,...,m-1\}$. The particle moves to the selected point. What is the expected time taken by the particle to reach 1 if it starts the walk at $n$? Apart from being a natural variant of the classical one dimensional random walk, variants and special cases of this problemarise in Theoretical Computer Science [Linial, Fagin, Karp, Vishnoi]. In this paper we study this problem and observe interesting properties of this walk. First we show that the expected number of times the particle visits $i$ (before getting absorbed at 1) is the same when the walk is started at $j$, for all $j > i$. Then we show that for the following parameterized family of $\epsilon 's: \epsilon _i = \frac{n-i}{n-i+ α · (i-1)}$,$1 < i < n$ where $α$ does not depend on $i$, the expected number of times the particle visits $i$ is the same when the walk is started at $j$, for all $j < i$. Using these observations we obtain the expected absorption time for this family of $\epsilon […]
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12. Individuals at the origin in the critical catalytic branching random walk
A continuous time branching random walk on the lattice $\mathbb{Z}$ is considered in which individuals may produce children at the origin only. Assuming that the underlying random walk is symmetric and the offspring reproduction law is critical we prove a conditional limit theorem for the number of individuals at the origin.
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13. The Saddle Point Method for the Integral of the Absolute Value of the Brownian Motion
The distribution function of the integral of the absolute value of the Brownian motion was expressed by L.Takács in the form of various series. In the present paper we determine the exact tail asymptotics of this distribution function. The proposed method is applicable to a variety of other Wiener functionals as well.
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14. A Random Walk Approach for Light Scattering in Material
Understanding reflection is one of the key competences in graphic arts industry. A very popular approach was given by Kubelka andMunk [1931] who derived a simple relationship between the scattering and absorption coefficients and the overall reflectance. This paper presents an alternative approach which describes the behavior of light in matter as a special kind of random walk.
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15. The volume and time comparison principle and transition probability estimates for random walks
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the mean exit time from a ball are independent of the center, uniform in space. Here the upper estimate is given without such restriction and two-sided estimate is given if the mean exit time is independent of the center but the volume is not.
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16. Constructing a sequence of random walks strongly converging to Brownian motion
We give an algorithm which constructs recursively a sequence of simple random walks on $\mathbb{Z}$ converging almost surely to a Brownian motion. One obtains by the same method conditional versions of the simple random walk converging to the excursion, the bridge, the meander or the normalized pseudobridge.
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17. Percolation on a non-homogeneous Poisson blob process
We present the main results of a study for the existence of vacant and occupied unbounded connected components in a non-homogeneous Poisson blob process. The method used in the proofs is a multi-scale percolation comparison.
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18. Lengths and heights of random walk excursions
Consider a simple symmetric random walk on the line. The parts of the random walk between consecutive returns to the origin are called excursions. The heights and lengths of these excursions can be arranged in decreasing order. In this paper we give the exact and limiting distributions of these ranked quantities. These results are analogues of the corresponding results of Pitman and Yor [1997, 1998, 2001] for Brownian motion.
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19. Approximation and Analytical Studies of Inter-clustering Performances of Space-Filling Curves
A discrete space-filling curve provides a linear traversal/indexing of a multi-dimensional grid space.This paper presents an application of random walk to the study of inter-clustering of space-filling curves and an analytical study on the inter-clustering performances of 2-dimensional Hilbert and z-order curve families.Two underlying measures are employed: the mean inter-cluster distance over all inter-cluster gaps and the mean total inter-cluster distance over all subgrids.We show how approximating the mean inter-cluster distance statistics of continuous multi-dimensional space-filling curves fits into the formalism of random walk, and derive the exact formulas for the two statistics for both curve families.The excellent agreement in the approximate and true mean inter-cluster distance statistics suggests that the random walk may furnish an effective model to develop approximations to clustering and locality statistics for space-filling curves.Based upon the analytical results, the asymptotic comparisons indicate that z-order curve family performs better than Hilbert curve family with respect to both statistics.
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20. Joint Burke's Theorem and RSK Representation for a Queue and a Store
Consider the single server queue with an infinite buffer and a FIFO discipline, either of type M/M/1 or Geom/Geom/1. Denote by $\mathcal{A}$ the arrival process and by $s$ the services. Assume the stability condition to be satisfied. Denote by $\mathcal{D}$ the departure process in equilibrium and by $r$ the time spent by the customers at the very back of the queue. We prove that $(\mathcal{D},r)$ has the same law as $(\mathcal{A},s)$ which is an extension of the classical Burke Theorem. In fact, $r$ can be viewed as the departures from a dual storage model. This duality between the two models also appears when studying the transient behavior of a tandem by means of the RSK algorithm: the first and last row of the resulting semi-standard Young tableau are respectively the last instant of departure in the queue and the total number of departures in the store.
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21. The Speed of Simple Random Walk and Anchored Expansion on Percolation Clusters: an Overview
Benjamini, Lyons and Schramm (1999) considered properties of an infinite graph $G$, and the simple random walk on it, that are preserved by random perturbations. To address problems raised by those authors, we study simple random walk on the infinite percolation cluster in Cayley graphs of certain amenable groups known as "lamplighter groups''.We prove that zero speed for random walk on a lamplighter group implies zero speed for random walk on an infinite cluster, for any supercritical percolation parameter $p$. For $p$ large enough, we also establish the converse. We prove that if $G$ has a positive anchored expansion constant then so does every infinite cluster of independent percolation with parameter $p$ sufficiently close to 1; We also show that positivity of the anchored expansion constant is preserved under a random stretch if, and only if, the stretching law has an exponential tail.
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22. Some results for directed lattice walkers in a strip
Using a transfer matrix method, we present some results for directed lattice walkers in a horizontal strip of finite width. Some cases with two walkers in a small width are solved exactly, as are a couple of cases with vicious walkers in a small width; a conjecture is made for a case with three walkers. We also derive the general transfer matrix for two walkers. Lastly, we examine the dependence of the growth constant on the width and friendliness.
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23. Random Infinite Permutations and the Cyclic Time Random Walk
The random stirring process is a natural random walk on the set of permutations of the vertex set of a graph. The cyclic time random walk is a self interacting random walk on a graph. It is influenced by its past, in that it is constrained to repeat its past choices if it returns to a previously visited edge after a multiple of some period of time. The two models are fundamentally equivalent to each other as well as to a certain coalescence and fragmentation process.
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24. A phase transition in the random transposition random walk
Our work is motivated by Bourque-Pevzner's simulation study of the effectiveness of the parsimony method in studying genome rearrangement, and leads to a surprising result about the random transposition walk in continuous time on the group of permutations on $n$ elements starting from the identity. Let $D_t$ be the minimum number of transpositions needed to go back to the identity element from the location at time $t$. $D_t$ undergoes a phase transition: for $0 < c ≤ 1$, the distance $D_cn/2 ~ cn/2$, i.e., the distance increases linearly with time; for $c > 1$, $D_cn/2 ~ u(c)n$ where u is an explicit function satisfying $u(x) < x/2$. Moreover we describe the fluctuations of $D_{cn/2}$ about its mean at each of the three stages (subcritical, critical and supercritical). The techniques used involve viewing the cycles in the random permutation as a coagulation-fragmentation process and relating the behavior to the Erdős-Rényi random graph model.
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25. Discrete Random Walks on One-Sided ``Periodic'' Graphs
In this paper we consider discrete random walks on infinite graphs that are generated by copying and shifting one finite (strongly connected) graph into one direction and connecting successive copies always in the same way. With help of generating functions it is shown that there are only three types for the asymptotic behaviour of the random walk. It either converges to the stationary distribution or it can be approximated in terms of a reflected Brownian motion or by a Brownian motion. In terms of Markov chains these cases correspond to positive recurrence, to null recurrence, and to non recurrence.
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26. Rigorous Result for the CHKNS Random Graph Model
We study the phase transition in a random graph in which vertices and edges are added at constant rates. Two recent papers in Physical Review E by Callaway, Hopcroft, Kleinberg, Newman, and Strogatz, and Dorogovstev, Mendes, and Samukhin have computed the critical value of this model, shown that the fraction of vertices in finite clusters is infinitely differentiable at the critical value, and that in the subcritical phase the cluster size distribution has a polynomial decay rate with a continuously varying power. Here we sketch rigorous proofs for the first and third results and a new estimates about connectivity probabilities at the critical value.
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27. Rooted trees and moments of large sparse random matrices
In these expository paper we describe the role of the rooted trees as a base for convenient tools in studies ofrandom matrices. Regarding the Wigner ensemble of random matrices, we represent main ingredients ofthis approach. Also werefine our previous result on the limit of the spectral norm of adjacency matrix of large random graphs.
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28. The number of distinct part sizes of some multiplicity in compositions of an Integer. A probabilistic Analysis
Random compositions of integers are used as theoretical models for many applications. The degree of distinctness of a composition is a natural and important parameter. A possible measure of distinctness is the number $X$ of distinct parts (or components). This parameter has been analyzed in several papers. In this article we consider a variant of the distinctness: the number $X(m)$ of distinct parts of multiplicity m that we call the $m$-distinctness. A firstmotivation is a question asked by Wilf for random compositions: what is the asymptotic value of the probability that a randomly chosen part size in a random composition of an integer $ν$ has multiplicity $m$. This is related to $\mathbb{E}(X(m))$, which has been analyzed by Hitczenko, Rousseau and Savage. Here, we investigate, from a probabilistic point of view, the first full part, the maximum part size and the distribution of $X(m)$. We obtain asymptotically, as $ν → ∞$, the moments and an expression for a continuous distribution $φ$ , the (discrete) distribution of $X(m,ν )$ being computable from $φ$ .
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29. Some remarks concerning harmonic functions on homogeneous graphs
We obtain a new result concerning harmonic functions on infinite Cayley graphs $X$: either every nonconstant harmonic function has infinite radial variation in a certain uniform sense, or there is a nontrivial boundary with hyperbolic properties at infinity of $X$. In the latter case, relying on a theorem of Woess, it follows that the Dirichlet problem is solvable with respect to this boundary. Certain relations to group cohomology are also discussed.
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30. Transient Probability Functions: A Sample Path Approach
A new approach is used to determine the transient probability functions of Markov processes. This new solution method is a sample path counting approach and uses dual processes and randomization. The approach is illustrated by determining transient probability functions for a three-state Markov process. This approach also provides a way to calculate transient probability functions for Markov processes which have specific sample path characteristics.
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31. Entropic repulsion on a rarefied wall
We consider the motion of a discrete d-dimensional random surface interacting by exclusion with a rarefied wall. The dynamics is given by the serial harness process. We prove that the process delocalizes iff the mean number of visits to the set of sites where the wall is present by some random walk is infinite. In case where there is a delocalization, bounds on its speed are obtained.
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32. Linear Phase Transition in Random Linear Constraint Satisfaction Problems
Our model is a generalized linear programming relaxation of a much studied random K-SAT problem. Specifically, a set of linear constraints $C$ on $K$ variables is fixed. From a pool of $n$ variables, $K$ variables are chosen uniformly at random and a constraint is chosen from $C$ also uniformly at random. This procedure is repeated $m$ times independently. We are interested in whether the resulting linear programming problem is feasible. We prove that the feasibility property experiences a linear phase transition,when $n→∞$ and $m=cn$ for a constant $c$. Namely, there exists a critical value $c^*$ such that, when $c < c^*$, the problem is feasible or is asymptotically almost feasible, as $n→∞$, but, when $c > c^*$, the "distance" to feasibility is at least a positive constant independent of $n$. Our result is obtained using the combination of a powerful local weak convergence method developed in Aldous [1992, 2000], Aldous and Steele [2003], Steele [2002] and martingale techniques. By exploiting a linear programming duality, our theorem impliesthe following result in the context of sparse random graphs $G(n, cn)$ on $n$ nodes with $cn$ edges, where edges are equipped with randomly generated weights. Let $\mathcal{M}(n,c)$ denote maximum weight matching in $G(n, cn)$. We prove that when $c$ is a constant and $n→∞$, the limit $lim_{n→∞} \mathcal{M}(n,c)/n$, exists, with high probability. We further extend this result to maximum weight b-matchings […]
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