arXiv subjects

Elena Kosygina

Publications and source records attributed to Elena Kosygina.

At least 19 recordsLinked to original sources

arXiv2026

Extension of results on generalized Pólya's urns for polynomially self-repelling walks

This is a technical note which extends the results of Kosygina, Mountford and Peterson (Ann. Probab., 51(5):1684-1728, 2023, Section 4) about generalized Pólya's urns from a specific weight function $w(n) = (n+1)^{-α}$ to a general family of weight functions satisfying $(w(n))^{-1}=n^α\left(1+2Bn^{-1}+O\left(n^{-2}\right)\right)$ as $n \to \infty$. The latter was considered by Tóth (Ann. Probab., 24(3):1324-1367, 1996) as a part of his study of polynomially self-repelling walks. This extension will be used in forthcoming developments concerning scaling limits of these walks and related processes.

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arXiv2025

Convergence of rescaled "true" self-avoiding walks to the Tóth-Werner "true" self-repelling motion

We prove that the rescaled ``true'' self-avoiding walk $(n^{-2/3}X_{\lfloor nt \rfloor})_{t\in\mathbb{R}_+}$ converges weakly as $n$ goes to infinity to the ``true'' self-repelling motion constructed by Tóth and Werner. The proof features a joint generalized Ray-Knight theorem for the rescaled local times processes and their merge and absorption points as the main tool for showing both the tightness and convergence of the finite dimensional distributions. Thus, our result can be seen as an example of establishing a functional limit theorem for a family of processes by inverting the joint generalized Ray-Knight theorem.

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arXiv2024

Homogenization of nonconvex viscous Hamilton-Jacobi equations in stationary ergodic media in one dimension

We establish homogenization for nondegenerate viscous Hamilton-Jacobi equations in one space dimension when the diffusion coefficient $a(x,ω) > 0$ and the Hamiltonian $H(p,x,ω)$ are general stationary ergodic processes in $x$. Our result is valid under mild regularity assumptions on $a$ and $H$ plus standard coercivity and growth assumptions (in $p$) on the latter. In particular, we impose neither any additional condition on the law of the media nor any shape restriction on the graph of $p\mapsto H(p,x,ω)$. Our approach consists of two main steps: (i) constructing a suitable candidate $\overline{H}$ for the effective Hamiltonian; (ii) proving homogenization. In the first step, we work with the set $E$ of all points at which $\overline{H}$ is naturally determined by correctors with stationary derivatives. We prove that $E$ is a closed subset of $\mathbb{R}$ that is unbounded from above and below, and, if $E\neq\mathbb{R}$, then $\overline{H}$ can be extended continuously to $\mathbb{R}$ by setting it to be constant on each connected component of $E^c$. In the second step, we use a key bridging lemma, comparison arguments and several general results to verify that homogenization holds with this $\overline{H}$ as the effective Hamiltonian.

math.AP↗

arXiv2023

Loss of quasiconvexity in the periodic homogenization of viscous Hamilton-Jacobi equations

We show that, in the periodic homogenization of uniformly elliptic Hamilton-Jacobi equations in any dimension, the effective Hamiltonian does not necessarily inherit the quasiconvexity property (in the momentum variables) of the original Hamiltonian. This observation is in sharp contrast with the first order case, where homogenization is known to preserve quasiconvexity. We also show that the loss of quasiconvexity is, in a way, generic: when the spatial dimension is $1$, every convex function $G$ can be modified on an arbitrarily small open interval so that the new function $\tilde{G}$ is quasiconvex and, for some $1$-periodic and Lipschitz continuous $V$, the effective Hamiltonian arising from the homogenization of the uniformly elliptic Hamilton-Jacobi equation with the Hamiltonian $H(p,x)=\tilde{G}(p)+V(x)$ is not quasiconvex.

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arXiv2023

Stochastic homogenization of nonconvex viscous Hamilton-Jacobi equations in one space dimension

We prove homogenization for viscous Hamilton-Jacobi equations with a Hamiltonian of the form $G(p)+V(x,ω)$ for a wide class of stationary ergodic random media in one space dimension. The momentum part $G(p)$ of the Hamiltonian is a general (nonconvex) continuous function with superlinear growth at infinity, and the potential $V(x,ω)$ is bounded and Lipschitz continuous. The class of random media we consider is defined by an explicit hill and valley condition on the diffusivity-potential pair which is fulfilled as long as the environment is not ``rigid''.

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arXiv2022

Convergence and non-convergence of scaled self-interacting random walks to Brownian motion perturbed at extrema

We use generalized Ray-Knight theorems introduced by Bálint Tóth in 1996 together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of diffusively scaled self-interacting random walks (SIRWs) to Brownian motions perturbed at extrema (BMPE). Tóth's work studied two classes of SIRWs: asymptotically free and polynomially self-repelling walks. For both classes Toth has shown, in particular, that the distribution function of a scaled SIRW observed at independent geometric times converges to that of a BMPE indicated by the generalized Ray-Knight theorem for this SIRW. The question of weak convergence of one-dimensional distributions of scaled SIRW remained open. In this paper, on the one hand, we prove a full functional limit theorem for a large class of asymptotically free SIRWs which includes asymptotically free walks considered in Tóth's paper. On the other hand, we show that rescaled polynomially self-repelling SIRWs do not converge to the BMPE predicted by the corresponding generalized Ray-Knight theorems and, hence, do not converge to any BMPE.

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arXiv2020

Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension

We prove homogenization for a class of nonconvex (possibly degenerate) viscous Hamilton-Jacobi equations in stationary ergodic random environments in one space dimension. The results concern Hamiltonians of the form $G(p)+V(x,ω)$, where the nonlinearity $G$ is a minimum of two or more convex functions with the same absolute minimum, and the potential $V$ is a bounded stationary process satisfying an additional scaled hill and valley condition. This condition is trivially satisfied in the inviscid case, while it is equivalent to the original hill and valley condition of A. Yilmaz and O. Zeitouni [31] in the uniformly elliptic case. Our approach is based on PDE methods and does not rely on representation formulas for solutions. Using only comparison with suitably constructed super- and sub- solutions, we obtain tight upper and lower bounds for solutions with linear initial data $x\mapsto θx$. Another important ingredient is a general result of P. Cardaliaguet and P.E. Souganidis [13] which guarantees the existence of sublinear correctors for all $θ$ outside "flat parts" of effective Hamiltonians associated with the convex functions from which $G$ is built. We derive crucial derivative estimates for these correctors which allow us to use them as correctors for $G$.

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arXiv2020

Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema

We consider one-dimensional excited random walks (ERWs) with i.i.d. markovian cookie stacks in the non-boundary recurrent regime. We prove that under diffusive scaling such an ERW converges in the standard Skorokhod topology to a multiple of Brownian motion perturbed at its extrema (BMPE). All parameters of the limiting process are given explicitly in terms of those of the cookie markov chain at a single site. While our results extend the results of Dolgopyat and Kosygina (2012, ERWs with boundedly many cookies per site) and Kosygina and Peterson (2016, ERWs with periodic cookie stacks), the approach taken is very different and involves coarse graining of both the ERW and the random environment changed by the walk. Through a careful analysis of the environment left by the walk after each ``mesoscopic'' step, we are able to construct a coupling of the ERW at this ``mesoscopic'' scale with a suitable discretization of the limiting BMPE. The analysis is based on generalized Ray-Knight theorems for the directed edge local times of the ERW stopped at certain stopping times and evolving in both the original random cookie environment and (which is much more challenging) in the environment created by the walk after each ``mesoscopic'' step.

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arXiv2017

Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential

We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with linear initial conditions have representations involving exponential expectations of controlled Brownian motion in a random potential. The effective Hamiltonian is the asymptotic rate of growth of these exponential expectations as time goes to infinity and is explicit in terms of the tilted free energy of (uncontrolled) Brownian motion in a random potential. The proof involves large deviations, construction of correctors which lead to exponential martingales, and identification of asymptotically optimal policies.

math.AP↗

arXiv2016

Homogenization of viscous and non-viscous HJ equations: a remark and an application

It was pointed out in [P.L. Lions, G. Papanicolaou, S. Varadhan, Homogenization of Hamilton-Jacobi equation, unpublished preprint (1987)] that, for first order Hamilton-Jacobi (HJ) equations, homogenization starting with affine initial data implies homogenization for general uniformly continuous initial data. The argument makes use of some properties of the HJ semi-group, in particular, the finite speed of propagation. The last property is lost for viscous HJ equations. In this paper we prove the above mentioned implication in both viscous and non-viscous cases. Our proof relies on a variant of Evans's perturbed test function method. As an application, we show homogenization in the stationary ergodic setting for viscous and non-viscous HJ equations in one space dimension with non-convex Hamiltonians of specific form. The results are new in the viscous case.

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arXiv2016

Excited random walks with Markovian cookie stacks

We consider a nearest-neighbor random walk on $\mathbb{Z}$ whose probability $ω_x(j)$ to jump to the right from site $x$ depends not only on $x$ but also on the number of prior visits $j$ to $x$. The collection $(ω_x(j))_{x\in\mathbb{Z},n\ge 0}$ is sometimes called the "cookie environment" due to the following informal interpretation. Upon each visit to a site the walker eats a cookie from the cookie stack at that site and chooses the transition probabilities according to the "strength" of the cookie eaten. We assume that the cookie stacks are i.i.d. and that the cookie "strengths" within the stack $(ω_x(j))_{j\ge 0}$ at site $x$ follow a finite state Markov chain. Thus, the environment at each site is dynamic, but it evolves according to the local time of the walk at each site rather than the original random walk time. The model admits two different regimes, critical or non-critical, depending on whether the expected probability to jump to the right (or left) under the invariant measure for the Markov chain is equal to $1/2$ or not. We show that in the non-critical regime the walk is always transient, has non-zero linear speed, and satisfies the classical central limit theorem. The critical regime allows for a much more diverse behavior. We give necessary and sufficient conditions for recurrence/transience and ballisticity of the walk in the critical regime as well as a complete characterization of limit laws under the averaged measure in the transient case. The setting considered in this paper generalizes the previously studied model with periodic cookie stacks. Our results on ballisticity and limit theorems are new even for the periodic model.

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arXiv2016

Functional limit laws for recurrent excited random walks with periodic cookie stacks

We consider one-dimensional excited random walks (ERWs) with periodic cookie stacks in the recurrent regime. We prove functional limit theorems for these walks which extend the previous results of D. Dolgopyat and E. Kosygina for excited random walks with "boundedly many cookies per site." In particular, in the non-boundary recurrent case the rescaled excited random walk converges in the standard Skorokhod topology to a Brownian motion perturbed at its extrema (BMPE). While BMPE is a natural limiting object for excited random walks with boundedly many cookies per site, it is far from obvious why the same should be true for our model which allows for infinitely many "cookies" at each site. Moreover, a BMPE has two parameters $α,β<1$ and the scaling limits in this paper cover a larger variety of choices for $α$ and $β$ than can be obtained for ERWs with boundedly many cookies per site.

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arXiv2016

A zero-one law for recurrence and transience of frog processes

We provide sufficient conditions for the validity of a dichotomy, i.e. zero-one law, between recurrence and transience of general frog models. In particular, the results cover frog models with i.i.d. numbers of frogs per site where the frog dynamics are given by quasi-transitive Markov chains or by random walks in a common random environment including super-critical percolation clusters on $\mathbb{Z}^d$. We also give a sufficient and almost sharp condition for recurrence of uniformly elliptic frog processes on $\mathbb{Z}^d$. Its proof uses the general zero-one law.

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arXiv2015

Excursions and occupation times of critical excited random walks

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which occurs when the total expected drift $δ$ at each site of the environment is equal to 1 in absolute value. Several crucial estimates for ERWs fail in the critical case and require a separate treatment. The main results discuss the depth and duration of excursions from the origin for $|δ|=1$ as well as occupation times of negative and positive semi-axes and scaling limits of ERW indexed by these occupation times. It is also pointed out that the limiting proportions of the time spent by a non-critical recurrent ERW (i.e. when $|δ|<1$) above or below zero converge to beta random variables with explicit parameters given in terms of $δ$.

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arXiv2013

Excursions of excited random walks on integers

Several phase transitions for excited random walks on the integers are known to be characterized by a certain drift parameter delta. For recurrence/transience the critical threshold is |delta|=1, for ballisticity it is |delta|=2 and for diffusivity |delta|=4. In this paper we establish a phase transition at |delta|=3. We show that the expected return time of the walker to the starting point, conditioned on return, is finite iff |delta|>3. This result follows from an explicit description of the tail behaviour of the return time as a function of delta, which is achieved by diffusion approximation of related branching processes by squared Bessel processes.

math.PR↗

arXiv2013

Crossing speeds of random walks among "sparse" or "spiky" Bernoulli potentials on integers

We consider a random walk among i.i.d. obstacles on the one dimensional integer lattice under the condition that the walk starts from the origin and reaches a remote location y. The obstacles are represented by a killing potential, which takes value M>0 with probability p and value 0 with probability (1-p), 0<p<1, independently at each site of the lattice. We consider the walk under both quenched and annealed measures. It is known that under either measure the crossing time from 0 to y of such walk, tau(y), grows linearly in y. More precisely, the expectation of tau(y)/y converges to a limit as y approaches infinity. The reciprocal of this limit is called the asymptotic speed of the conditioned walk. We study the behavior of the asymptotic speed in two regimes: (1) as p goes to 0 for M fixed ("sparse"), and (2) as M goes to infinity for p fixed ("spiky"). We observe and quantify a dramatic difference between the quenched and annealed settings.

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arXiv2012

Excited random walks: results, methods, open problems

We consider a class of self-interacting random walks in deterministic or random environments, known as excited random walks or cookie walks, on the d-dimensional integer lattice. The main purpose of this paper is two-fold: to give a survey of known results and some of the methods and to present several new results. The latter include functional limit theorems for transient one-dimensional excited random walks in bounded i.i.d. cookie environments as well as some zero-one laws. Several open problems are stated.

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arXiv2012

Scaling limits of recurrent excited random walks on integers

We describe scaling limits of recurrent excited random walks (ERWs) on integers in i.i.d. cookie environments with a bounded number of cookies per site. We allow both positive and negative excitations. It is known that ERW is recurrent if and only if the expected total drift per site, delta, belongs to the interval [-1,1]. We show that if |delta|<1 then the diffusively scaled ERW under the averaged measure converges to a (delta,-delta)-perturbed Brownian motion. In the boundary case, |delta|=1, the space scaling has to be adjusted by an extra logarithmic term, and the weak limit of ERW happens to be a constant multiple of the running maximum of the standard Brownian motion, a transient process.

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