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Bruno Schapira

Publications and source records attributed to Bruno Schapira.

At least 55 records · Page 3Linked to original sources
arXiv2015

Extinction time for the contact process on general graphs

We consider the contact process on finite and connected graphs and study the behavior of the extinction time, that is, the amount of time that it takes for the infection to disappear in the process started from full occupancy. We prove, without any restriction on the graph $G$, that if the infection rate $λ$ is larger than the critical rate of the one-dimensional process, then the extinction time grows faster than $\exp\{|G|/(\log|G|)^κ\}$ for any constant $κ> 1$, where $|G|$ denotes the number of vertices of $G$. Also for general graphs, we show that the extinction time divided by its expectation converges in distribution, as the number of vertices tends to infinity, to the exponential distribution with parameter 1. These results complement earlier work of Mountford, Mourrat, Valesin and Yao, in which only graphs of bounded degrees were considered, and the extinction time was shown to grow exponentially in $n$; here we also provide a simpler proof of this fact.

math.PR↗
arXiv2015

Metastability for the contact process on the configuration model with infinite mean degree

We study the contact process on the configuration model with a power law degree distribution, when the exponent is smaller than or equal to two. We prove that the extinction time grows exponentially fast with the size of the graph and prove two metastability results. First the extinction time divided by its mean converges in distribution toward an exponential random variable with mean one, when the size of the graph tends to infinity. Moreover, the density of infected sites taken at exponential times converges in probability to a constant. This extends previous results in the case of an exponent larger than $2$ obtained in \cite{CD,MMVY,MVY}.

math.PR↗
arXiv2014

Martingale defocusing and transience of a self-interacting random walk

Suppose that $(X,Y,Z)$ is a random walk in $\mathbb{Z}^3$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $\pm 1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a two-dimensional random walk step. We show that this walk is transient thus answering a question of Benjamini, Kozma and Schapira. One important ingredient of the proof is a dispersion result for martingales.

math.PR↗
arXiv2013

Strongly Vertex-Reinforced-Random-Walk on the complete graph

We study Vertex-Reinforced-Random-Walk on the complete graph with weights of the form $w(n)=n^α$, with $α>1$. Unlike for the Edge-Reinforced-Random-Walk, which in this case localizes a.s. on 2 sites, here we observe various phase transitions, and in particular localization on arbitrary large sets is possible, provided $α$ is close enough to 1. Our proof relies on stochastic approximation techniques. At the end of the paper, we also prove a general result ensuring that any strongly reinforced VRRW on any bounded degree graph localizes a.s. on a finite subgraph.

math.PR↗
arXiv2012

Localization on 4 sites for Vertex-reinforced random walks on $\mathbb Z$

We characterize non-decreasing weight functions for which the associated one-dimensional vertex reinforced random walk (VRRW) localizes on 4 sites. A phase transition appears for weights of order $n\log \log n$: for weights growing faster than this rate, the VRRW localizes almost surely on at most 4 sites whereas for weights growing slower, the VRRW cannot localize on less than 5 sites. When $w$ is of order $n\log \log n$, the VRRW localizes almost surely on either 4 or 5 sites, both events happening with positive probability.

math.PR↗
arXiv2012

Localization of a vertex reinforced random walks on $\Z$ with sub-linear weights

We consider a vertex reinforced random walk on the integer lattice with sub-linear reinforcement. Under some assumptions on the regular variation of the weight function, we characterize whether the walk gets stuck on a finite interval. When this happens, we estimate the size of the localization set. In particular, we show that, for any odd number $N$ larger than or equal to 5, there exists a vertex reinforced random walk which localizes with positive probability on exactly $N$ consecutive sites.

math.PR↗
arXiv2012

Random walks with occasionally modified transition probabilities

We study recurrence properties and the validity of the (weak) law of large numbers for (discrete time) processes which, in the simplest case, are obtained from simple symmetric random walk on $\Z$ by modifying the distribution of a step from a fresh point. If the process is denoted as $\{S_n\}_{n \ge 0}$, then the conditional distribution of $S_{n+1} - S_n$ given the past through time $n$ is the distribution of a simple random walk step, provided $S_n$ is at a point which has been visited already at least once during $[0,n-1]$. Thus in this case $P\{S_{n+1}-S_n = \pm 1|S_\ell, \ell \le n\} = 1/2$. We denote this distribution by $P_1$. However, if $S_n$ is at a point which has not been visited before time $n$, then we take for the conditional distribution of $S_{n+1}-S_n$, given the past, some other distribution $P_2$. We want to decide in specific cases whether $S_n$ returns infinitely often to the origin and whether $(1/n)S_n \to 0$ in probability. Generalizations or variants of the $P_i$ and the rules for switching between the $P_i$ are also considered.

math.PR↗
arXiv2012

On the local time of random processes in random scenery

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^nξ_{X_1+...+X_k}$, where basically $(X_k,k\ge 1)$ and $(ξ_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that $X_1$ is $\ZZ$-valued, centered and with finite moments of all orders. We also assume that $ξ_0$ is $\ZZ$-valued, centered and square integrable. In this case H. Kesten and F. Spitzer proved that $(n^{-3/4}Z_{[nt]},t\ge 0)$ converges in distribution as $n\to \infty$ toward some self-similar process $(Δ_t,t\ge 0)$ called Brownian motion in random scenery. In a previous paper, we established that ${\mathbb P}(Z_n=0)$ behaves asymptotically like a constant times $n^{-3/4}$, as $n\to \infty$. We extend here this local limit theorem: we give a precise asymptotic result for the probability for $Z$ to return to zero simultaneously at several times. As a byproduct of our computations, we show that $Δ$ admits a bi-continuous version of its local time process which is locally Hölder continuous of order $1/4-δ$ and $1/6-δ$, respectively in the time and space variables, for any $δ>0$. In particular, this gives a new proof of the fact, previously obtained by Khoshnevisan, that the level sets of $Δ$ have Hausdorff dimension a.s. equal to 1/4. We also get the convergence of every moment of the normalized local time of $Z$ toward its continuous counterpart.

math.PR↗
arXiv2011

Excited Brownian motions as limits of excited random walks

We obtain the convergence in law of a sequence of excited (also called cookies) random walks toward an excited Brownian motion. This last process is a continuous semi-martingale whose drift is a function, say $ϕ$, of its local time. It was introduced by Norris, Rogers and Williams as a simplified version of Brownian polymers, and then recently further studied by the authors. To get our results we need to renormalize together the sequence of cookies, the time and the space in a convenient way. The proof follows a general approach already taken by Tóth and his coauthors in multiple occasions, which goes through Ray-Knight type results. Namely we first prove, when $ϕ$ is bounded and Lipschitz, that the convergence holds at the level of the local time processes. This is done via a careful study of the transition kernel of an auxiliary Markov chain which describes the local time at a given level. Then we prove a tightness result and deduce the convergence at the level of the full processes.

math.PR↗
arXiv2010

Excited Brownian Motions

We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to results for excited (or cookie) random walks.

math.PR↗
arXiv2010

A balanced excited random walk

The following random process on $\Z^4$ is studied. At first visit to a site, the two first coordinates perform a (2-dimensional) simple random walk step. At further visits, it is the last two coordinates which perform a simple random walk step. We prove that this process is almost surely transient. The lower dimensional versions are discussed and various generalizations and related questions are proposed.

math.PR↗
arXiv2010

A local limit theorem for random walks in random scenery and on randomly oriented lattices

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^nξ_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(ξ_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions belong to the normal domain of attraction of stable laws with index $α\in (0,2]$ and $β\in (0,2]$ respectively. These processes were first studied by H. Kesten and F. Spitzer, who proved the convergence in distribution when $α\neq 1$ and as $n\to \infty$, of $n^{-δ}Z_n$, for some suitable $δ>0$ depending on $α$ and $β$. Here we are interested in the convergence, as $n\to \infty$, of $n^δ{\mathbb P}(Z_n=\lfloor n^δ x\rfloor)$, when $x\in \RR$ is fixed. We also consider the case of random walks on randomly oriented lattices for which we obtain similar results.

math.PR↗
arXiv2009

Windings of planar random walks and averaged Dehn function

We prove a sharp estimate on the expected value of the integral of the index of a simple random walk on the square or triangular lattice. This gives new lower bounds on the averaged Dehn function, which measures the expected area needed to fill a random curve with a disc.

math.PR↗
arXiv2009

A local limit theorem for random walks on the chambers of $\tilde{A}_2$ buildings

In this paper we outline an approach for analysing random walks on the chambers of buildings. The types of walks that we consider are those which are well adapted to the structure of the building: Namely walks with transition probabilities $p(c,d)$ depending only on the Weyl distance $δ(c,d)$. We carry through the computations for thick locally finite affine buildings of type $\tilde{A}_2$ to prove a local limit theorem for these buildings. The technique centres around the representation theory of the associated Hecke algebra. This representation theory is particularly well developed for affine Hecke algebras, with elegant harmonic analysis developed by Opdam. We give an introductory account of this theory in the second half of this paper.

math.PR↗
arXiv2009

Poisson boundary of $GL_d(\Q)$

We construct the Poisson boundary for a random walk supported by the general linear group on the rational numbers as the product of flag manifolds over the $p$-adic fields. To this purpose, we prove a law of large numbers using the Oseledets' multiplicative ergodic theorem.

math.PR↗