An electric-resistance approach to return time
A new proof is given for the formula for the expected return time of a random walk on a graph. This proof makes use of known relationships between electric resistance and random walks.
math.PR↗
arXiv subjects
Greg Markowsky
Publications and source records attributed to Greg Markowsky.
Symmetry in the Green's function for birth-death chains
A symmetric relation in the probabilistic Green's function for birth-death chains is explored. Two proofs are given, each of which makes use of the known symmetry of the Green's functions in other contexts. The first uses as primary tool the local time of Brownian motion, while the second uses the reciprocity principle from electric network theory. We also show that the the second proof extends easily to cover birth-death chains (a.k.a. state-dependent random walks) on trees.
math.PR↗
On the Tanaka formula for the derivative of self-intersection local time of fBm
The derivative of self-intersection local time (DSLT) for Brownian motion was introduced by Rosen and subsequently used by others to study the $L^2$ and $L^3$ moduli of continuity of Brownian local time. A version of the DSLT for fractional Brownian motion (fBm) has also appeared in the literature. In the present work, we further its study by proving a Tanaka-style formula for it. In the course of this endeavor we provide a Fubini theorem for integrals with respect to fBm. The Fubini theorem may be of independent interest, as it generalizes (to Hida distributions) similar results previously seen in the literature. Finally, we also give an explicit Wiener chaos expansion for the DSLT of fBm
math.PR↗
The exit time of planar Brownian motion and the Phragmen-Lindelof principle
In this note, we prove a version of the Phragmen-Lindelof principle using probabilistic techniques. In particular, we will show that if the p-th moment of the exit time of Brownian motion from a planar domain is finite, then an analytic function on that domain is either bounded by its supremum on the boundary or else goes to infinity along some sequence more rapidly than $e^{|z|^{2p}}$. We also present a method for constructing domains whose exit time has finite p-th moment, thereby giving a general Phragmen-Lindelof principle for spiral-like and star-like domains, and in the process giving a probabilistic proof of a theorem of Hansen. A number of auxiliary results are presented as well.
math.PR↗
Random walks at random times: Convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the so-called iterated Brownian motion. Khoshnevisan and Lewis [Ann. Appl. Probab. 9 (1999) 629-667] suggested "the existence of a form of measure-theoretic duality" between iterated Brownian motion and a Brownian motion in random scenery. We show that a random walk at random time can be considered a random walk in "alternating" scenery, thus hinting at a mechanism behind this duality. Following Cohen and Samorodnitsky [Ann. Appl. Probab. 16 (2006) 1432-1461], we also consider alternating random reward schema associated to random walks at random times. Whereas random reward schema scale to local time fractional stable motions, we show that the alternating random reward schema scale to indicator fractional stable motions. Finally, we show that one may recursively "subordinate" random time processes to get new local time and indicator fractional stable motions and new stable processes in random scenery or at random times. When $α=2$, the fractional stable motions given by the recursion are fractional Brownian motions with dyadic $H\in(0,1)$. Also, we see that "un-subordinating" via a time-change allows one to, in some sense, extract Brownian motion from fractional Brownian motions with $H<1/2$.
math.PR↗
A probabilistic proof of the Open Mapping Theorem for analytic functions
The conformal invariance of Brownian motion is used to give a short proof of the Open Mapping Theorem for analytic functions.
math.CV↗
Simplified results on the regularity of electric resistance on a distance-regular graph
Simplifications of a result from a prior paper concerning the electric resistance between points in a distance-regular graph are given. In particular, we prove that the maximal resistance between points is bounded by twice the resistance between neighbors. We also show that if the constant is weakened, then a very simple proof can be given.
math.CO↗
Simple random walk on distance-regular graphs
A survey is presented of known results concerning simple random walk on the class of distance-regular graphs. One of the highlights is that electric resistance and hitting times between points can be explicitly calculated and given strong bounds for, which leads in turn to bounds on cover times, mixing times, etc. Also discussed are harmonic functions, moments of hitting and cover times, the Green's function, and the cutoff phenomenon. The main goal of the paper is to present these graphs as a natural setting in which to study simple random walk, and to stimulate further research in the field.
math.PR↗
The rate of convergence of the hyperbolic density on sequences of domains
It is known that if a sequence of domains $U_n$ converges to a domain $U$ in the Caratheodory sense then the hyperbolic densities on $U_n$ converge to the hyperbolic density on $U$. In this paper, we study the rate of convergence of the hyperbolic density under a slightly different mode of convergence. In doing so, we are led to consider two other densities on domains, the Teichmueller density and the three-point density. We obtain several results which give rates of convergence in various scenarios.
math.CV↗
Holder continuity and occupation-time formulas for fBm self-intersection local time and its derivative
We prove joint Holder continuity and an occupation-time formula for the self-intersection local time of fractional Brownian motion. Motivated by an occupation-time formula, we also introduce a new version of the derivative of self-intersection local time for fractional Brownian motion and prove Holder conditions for this process. This process is related to a different version of the derivative of self-intersection local time studied by the authors in a previous work.
math.PR↗
A method for deriving hypergeometric and related identities from the $H^2$ Hardy norm of conformal maps
We explore a method which is implicit in a paper of Burkholder of identifying the $H^2$ Hardy norm of a conformal map with the explicit solution of Dirichlet's problem in the complex plane. Using the series form of the Hardy norm, we obtain an identity for the sum of a series obtained from the conformal map. We use this technique to evaluate several hypergeometric sums, as well as several sums that can be expressed as convolutions of the terms in a hypergeometric series.
math.CV↗
On the expected exit time of planar Brownian motion from simply connected domains
This paper presents some results on the expected exit time of Brownian motion from simply connected domains in $\CC$. We indicate a way in which Brownian motion sees the identity function and the Koebe function as the smallest and largest analytic functions, respectively, in the Schlicht class. We also give a sharpening of a result of McConnell's concerning the moments of exit times of Schlicht domains. We then show how a simple formula for expected exit time can be applied in a series of examples. Included in the examples given are the expected exit times from given points of a cardioid and regular $m$-gon, as well as bounds on the expected exit time of an infinite wedge. We also calculate the expected exit time of an infinite strip, and in the process obtain a probabilistic derivation of Euler's result that $ζ(2)=\sum_{n=1}^\ff \frac{1}{n^2}= \frac{π^2}{6}$. We conclude by showing how the formula can be applied to some domains which are not simply connected.
math.PR↗
An Optional Stopping-like theorem for large stopping times on birth-death chains
An elementary proof is given for a theorem showing that certain birth-death chains show martingale-like behavior at large stopping times. This is a generalization of and new proof for a theorem from a earlier paper by the author.
math.PR↗
Applying Brownian motion to the study of birth-death chains
Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are given to ensure that the expected value of the chain converges to a limit. The theory of Brownian motion local time figures prominently in the proof of the second result.
math.PR↗
On electric resistances for distance-regular graphs
We investigate the behavior of electric potentials on distance-regular graphs, and extend some results of a prior paper. Our main result, Theorem 4, shows(together with Corollary 3) that if distance is measured by the electric resistance between points then all points are close to being equidistant on a distance-regular graph with large valency. A number of auxiliary results are also presented.
math.CO↗
There are only finitely many distance-regular graphs with valency k at least three, fixed ratio k2/k and large diameter
In this paper, we show that for given positive integer C, there are only finitely many distance-regular graphs with valency k at least three, diameter D at least six and k2/k<=C. This extends a conjecture of Bannai and Ito.
math.CO↗
A conjecture of Biggs concerning the resistance of a distance-regular graph
Previously, Biggs has conjectured that the resistance between any two points on a distance-regular graph of valency greater than 2 is bounded by twice the resistance between adjacent points. We prove this conjecture, give the sharp constant for the inequality, and display the graphs for which the conjecture most nearly fails. Some necessary background material is included, as well as some consequences.
math.CO↗
Pascal's Hexagon Theorem implies a Butterfly Theorem in the Complex Projective Plane
This paper proves a generalization of the Butterfly Theorem, a classical Euclidean result, which is valid in the complex projective plane.
math.GM↗