arXiv subjects

Achim Klenke

Publications and source records attributed to Achim Klenke.

13 recordsLinked to original sources

arXiv2023

Biased Random Walk on Spanning Trees of the Ladder Graph

We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the (vertical) rungs. Now take a random walk on that spanning tree with a bias $β>1$ to the right. In contrast to other random graphs considered in the literature (random percolation clusters, Galton-Watson trees) this one allows for an explicit analysis based on a decomposition of the graph into independent pieces. We give an explicit formula for the speed of the biased random walk as a function of both the bias $β$ and the edge weight $c$. We conclude that the speed is a continuous, unimodal function of $β$ that is positive if and only if $β< β_c^{(1)}$ for an explicit critical value $β_c^{(1)}$ depending on $c$. In particular, the phase transition at $β_c^{(1)}$ is of second order. We show that another second order phase transition takes place at another critical value $β_c^{(2)}<β_c^{(1)}$ that is also explicitly known: For $β<β_c^{(2)}$ the times the walker spends in traps have second moments and (after subtracting the linear speed) the position fulfills a central limit theorem. We see that $β_c^{(2)}$ is smaller than the value of $β$ which achieves the maximal value of the speed. Finally, concerning linear response, we confirm the Einstein relation for the unbiased model ($β=1$) by proving a central limit theorem and computing the variance.

math.PR↗

arXiv2022

Mean Number of Visible Confetti

We use a Monte Carlo simulation to estimate the mean number of visible confetti per unit square when the confetti are placed successively at random positions.

cond-mat.stat-mech↗

arXiv2022

The tail of the length of an excursion in a trap of random size

Consider a random walk with a drift to the right on $\{0,\ldots,k\}$ where $k$ is random and geometrically distributed. We show that the tail $P[T>t]$ of the length $T$ of an excursion from $0$ decreases up to constants like $t^{-\varrho}$ for some $\varrho>0$ but is not regularly varying. We compute the oscillations of $t^\varrho\,P[T>t]$ as $t\to\infty$ explicitly.

math.PR↗

arXiv2019

Infinite rate symbiotic branching on the real line: The tired frogs model

Consider a population of infinitesimally small frogs on the real line. Initially the frogs on the positive half-line are dormant while those on the negative half-line are awake and move according to the heat flow. At the interface, the incoming wake frogs try to wake up the dormant frogs and succeed with a probability proportional to their amount among the total amount of involved frogs at the specific site. Otherwise, the incoming frogs also fall asleep. This frog model is a special case of the infinite rate symbiotic branching process on the real line with different motion speeds for the two types. We construct this frog model as the limit of approximating processes and compute the structure of jumps. We show that our frog model can be described by a stochastic partial differential equation on the real line with a jump type noise.

math.PR↗

arXiv2017

The random spanning tree on ladder-like graphs

Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two, respectively. Up to a trivial thinning with additional coin flips, for each of the first two examples the renewal processes exhaust the whole class of stationary regenerative (of order one) determinantal point processes. We also give an example of a regenerative process of order two that has no representation in terms of a random spanning tree. Our examples illustrate a theorem of Lyons and Steif (2003) which characterizes regenerative determinantal point processes in terms of their Fourier transform. For the regenerative process, we also establish a Markov chain description in the spirit of Häggström (1994). On the technical side, a systematic counting scheme for random spanning trees is developed that allows to compute explicitly the probabilities. In some cases an electrical network point of view simplifies matters.

math.PR↗

arXiv2017

Finite system scheme for infinite rate mutually catalytic branching with infinite branching rate

For many stochastic diffusion processes with mean field interaction, convergence of the rescaled total mass processes towards a diffusion process is known. Here we show convergence of the so-called finite system scheme for interacting jump-type processes known as mutually catalytic branching processes with infinite branching rate. Due to the lack of second moments the rescaling of time is different from the finite rate mutually catalytic case. The limit of rescaled total mass processes is identified as the finite rate mutually catalytic branching diffusion. The convergence of rescaled processes holds jointly with convergence of coordinate processes, whereas the latter converge at a different time scale.

math.PR↗

arXiv2012

Infinite rate mutually catalytic branching in infinitely many colonies: The longtime behavior

Consider the infinite rate mutually catalytic branching process (IMUB) constructed in [Infinite rate mutually catalytic branching in infinitely many colonies. Construction, characterization and convergence (2008) Preprint] and [Ann. Probab. 38 (2010) 479-497]. For finite initial conditions, we show that only one type survives in the long run if the interaction kernel is recurrent. On the other hand, under a slightly stronger condition than transience, we show that both types can coexist.

math.PR↗

arXiv2011

Infinite rate mutually catalytic branching in infinitely many colonies. Construction, characterization and convergence

We construct a mutually catalytic branching process on a countable site space with infinite "branching rate". The finite rate mutually catalytic model, in which the rate of branching of one population at a site is proportional to the mass of the other population at that site, was introduced by Dawson and Perkins in [DP98]. We show that our model is the limit for a class of models and in particular for the Dawson-Perkins model as the rate of branching goes to infinity. Our process is characterized as the unique solution to a martingale problem. We also give a characterization of the process as a weak solution of an infinite system of stochastic integral equations driven by a Poisson noise.

math.PR↗

arXiv2010

Infinite rate mutually catalytic branching

Consider the mutually catalytic branching process with finite branching rate $γ$. We show that as $γ\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give descriptions of this process in terms of its semigroup in terms of the infinitesimal generator and as the solution of a martingale problem. We also give a strong construction in terms of a planar Brownian motion from which we infer a path property of the process. This is the first paper in a series or three, wherein we also construct an interacting version of this process and study its long-time behavior.

math.PR↗

arXiv2010

A Trotter-type approach to infinite rate mutually catalytic branching

Dawson and Perkins [Ann. Probab. 26 (1988) 1088--1138] constructed a stochastic model of an interacting two-type population indexed by a countable site space which locally undergoes a mutually catalytic branching mechanism. In Klenke and Mytnik [Preprint (2008), arXiv:0901.0623], it is shown that as the branching rate approaches infinity, the process converges to a process that is called the infinite rate mutually catalytic branching process (IMUB). It is most conveniently characterized as the solution of a certain martingale problem. While in the latter reference, a noise equation approach is used in order to construct a solution to this martingale problem, the aim of this paper is to provide a Trotter-type construction. The construction presented here will be used in a forthcoming paper, Klenke and Mytnik [Preprint (2009)], to investigate the long-time behavior of IMUB (coexistence versus segregation of types). This paper is partly based on the Ph.D. thesis of the second author (2008), where the Trotter approach was first introduced.

math.PR↗

arXiv2010

Stochastic ordering of classical discrete distributions

For several pairs $(P,Q)$ of classical distributions on $\N_0$, we show that their stochastic ordering $P\leq_{st} Q$ can be characterized by their extreme tail ordering equivalent to $ P(\{k_\ast \})/Q(\{k_\ast\}) \le 1 \le \lim_{k\to k^\ast} P(\{k\})/Q(\{k\})$, with $k_\ast$ and $k^\ast$ denoting the minimum and the supremum of the support of $P+Q$, and with the limit to be read as $P(\{k^\ast\})/Q(\{k^\ast\})$ for $k^\ast$ finite. This includes in particular all pairs where $P$ and $Q$ are both binomial ($b_{n_1,p_1} \leq_{st} b_{n_2,p_2}$ if and only if $n_1\le n_2$ and $(1-p_1)^{n_1}\ge(1-p_2)^{n_2}$, or $p_1=0$), both negative binomial ($b^-_{r_1,p_1}\leq_{st} b^-_{r_2,p_2}$ if and only if $p_1\geq p_2$ and $p_1^{r_1}\geq p_2^{r_2}$), or both hypergeometric with the same sample size parameter. The binomial case is contained in a known result about Bernoulli convolutions, the other two cases appear to be new. The emphasis of this paper is on providing a variety of different methods of proofs: (i) half monotone likelihood ratios, (ii) explicit coupling, (iii) Markov chain comparison, (iv) analytic calculation, and (v) comparison of Levy measures. We give four proofs in the binomial case (methods (i)-(iv)) and three in the negative binomial case (methods (i), (iv) and (v)). The statement for hypergeometric distributions is proved via method (i).

math.PR↗

arXiv2008

Multiple intersection exponents

Let $p\ge2$, $n_1\le...\le n_p$ be positive integers and $B_1^1, ..., B_{n_1}^1; ...; B_1^p, ..., B_{n_p}^{p}$ be independent planar Brownian motions started uniformly on the boundary of the unit circle. We define a $p$-fold intersection exponent $ς(n_1,..., n_p)$, as the exponential rate of decay of the probability that the packets $\bigcup_{j=1}^{n_i} B_j^i[0,t^2]$, $i=1,...,p$, have no joint intersection. The case $p=2$ is well-known and, following two decades of numerical and mathematical activity, Lawler, Schramm and Werner (2001) rigorously identified precise values for these exponents. The exponents have not been investigated so far for $p>2$. We present an extensive mathematical and numerical study, leading to an exact formula in the case $n_1=1$, $n_2=2$, and several interesting conjectures for other cases.

math.PR↗

arXiv2005

The multifractal spectrum of Brownian intersection local times

Let \ell be the projected intersection local time of two independent Brownian paths in R^d for d=2,3. We determine the lower tail of the random variable \ell(U), where U is the unit ball. The answer is given in terms of intersection exponents, which are explicitly known in the case of planar Brownian motion. We use this result to obtain the multifractal spectrum, or spectrum of thin points, for the intersection local times.

math.PR↗