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Jonathon Peterson

Publications and source records attributed to Jonathon Peterson.

At least 19 recordsLinked to original sources

Extension of results on generalized P\'olya'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 P\'olya's urns from a specific weight function $w(n) = (n+1)^{-\alpha}$ to a general family of weight functions satisfying $(w(n))^{-1}=n^{\alpha}\left(1+2Bn^{-1}+O\left(n^{-2}\right)\right)$ as $n \to \infty$. The latter was considered by T\'oth (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.

math.PR

Limiting distributions for RWCRE in the sub-ballistic regime and in the critical Gaussian regime

Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the environment is frozen between a fixed sequence of times (called the cooling map) where it is resampled. Naturally the limiting distributions for this model depend both on the structure of the cooling sequence and on distribution $μ$ from which the environments are sampled. Previous results have considered the cases where $μ$ is such that the corresponding model of random walks in a fixed random environment (RWRE) is either (1) recurrent, (2) has a Gaussian limit with diffusive scaling (the $κ> 2$ case), or (3) has positive speed and a stable, non-Gaussian limit (the $κ\in (1,2)$ case). In this paper we examine the limiting distributions in two other transient regimes: the sub-ballistic, non-stable regime (i.e., $κ\in (0,1)$), and the Gaussian regime with non-diffusive scaling (i.e., $κ= 2$). In the first case we show that the limiting distributions are either Gaussian or a mixture of Gaussian and independent sums of Mittag-Leffler random variables, while in the second case the limiting distributions are always Gaussian but with a scaling that differs from the standard deviation by factor (which can oscillate, but which remains confined to some interval $[β,1]$) that depends very delicately on the properties of the cooling map.

math.PR

Convergence of rescaled "true" self-avoiding walks to the T\'oth-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 T\'oth 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.

math.PR

Analytic Solution for the Linear Rheology of Living Polymers

It is often said that well-entangled and fast-breaking living polymers (such as wormlike micelles) exhibit a single relaxation time in their reptation dynamics, but the full story is somewhat more complicated. Understanding departures from single-Maxwell behavior is crucial for fitting and interpreting experimental data, but in some limiting cases numerical methods of solving living polymer models can struggle to produce reliable predictions/interpretations. In this work, we develop an analytic solution for the shuffling model of living polymers. The analytic solution is a converging infinite series, and it converges fastest in the fast-breaking limit where other methods can struggle.

cond-mat.soft

Quantitative homogenization in a balanced random environment

We consider discrete non-divergence form difference operators in a random environment and the corresponding process--the random walk in a balanced random environment in $\mathbb{Z}^d$ with a finite range of dependence. We first quantify the ergodicity of the environment from the point of view of the particle. As a consequence, we quantify the quenched central limit theorem of the random walk with an algebraic rate. Furthermore, we prove an algebraic rate of convergence for the homogenization of the Dirichlet problems for both elliptic and parabolic non-divergence form difference operators.

math.PR

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.

math.PR

Optimal rates of convergence for quenched central limit theorem rates for hitting times of one-dimensional random walks in random environments

We consider the rates of convergence of the quenched central limit theorem for hitting times of one-dimensional random walks in a random environment. Previous results had identified polynomial upper bounds for the rates of decay which are sometimes slower than $n^{-1/2}$ (the optimal rate in the classical Berry-Esseen estimates). Here we prove that the previous upper bounds are in fact the best possible polynomial rates for the quenched CLT.

math.PR

Gaussian, stable, tempered stable and mixed limit laws for random walks in cooling random environments

Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the entire environment is resampled along a fixed sequence of times, called the "cooling sequence," and is kept fixed in between those times. This model interpolates between that of a homogenous random walk, where the environment is reset at every step, and Random Walks in (static) Random Environments (RWRE), where the environment is never resampled. In this work we focus on the limiting distributions of one-dimensional RWCRE in the regime where the fluctuations of the corresponding (static) RWRE is given by a $s$-stable random variable with $s\in(1,2)$. In this regime, due to the two extreme cases (resampling every step and never resampling, respectively), a crossover from Gaussian to stable limits for sufficiently regular cooling sequence was previously conjectured. Our first result answers affirmatively this conjecture by making clear critical exponent, norming sequences and limiting laws associated with the crossover which demonstrates a change from Gaussian to $s$-stable limits, passing at criticality through a certain generalized tempered stable distribution. We then explore the resulting RWCRE scaling limits for general cooling sequences. On the one hand, we offer sets of operative sufficient conditions that guarantee asymptotic emergence of either Gaussian, $s$-stable or generalized tempered distributions from a certain class. On the other hand, we give explicit examples and describe how to construct irregular cooling sequences for which the corresponding limit law is characterized by mixtures of the three above mentioned laws. To obtain these results, we need and derive a number of refined asymptotic results for the static RWRE with $s\in(1,2)$ which may be of independent interest.

math.PR

Variable speed symmetric random walk driven by symmetric exclusion

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which the weak quenched limit is constructed as a function of the invariant measure of the environment viewed from the walk. We bypass the need to show the existence of this invariant measure. Instead, we find the limit of the quadratic variation of the walk and give an explicit formula for it.

math.PR

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.

math.PR

Upper and Lower Bounds on the Speed of a One Dimensional Excited Random Walk

Excited random walks (ERWs) are a self-interacting non-Markovian random walk in which the future behavior of the walk is influenced by the number of times the walk has previously visited its current site. We study the speed of the walk, defined as $V = \lim_{n \rightarrow \infty} \frac{X_n}{n}$ where $X_n$ is the state of the walk at time $n$. While results exist that indicate when the speed is non-zero, there exists no explicit formula for the speed. It is difficult to solve for the speed directly due to complex dependencies in the walk since the next step of the walker depends on how many times the walker has reached the current site. We derive the first non-trivial upper and lower bounds for the speed of the walk. In certain cases these upper and lower bounds are remarkably close together.

math.PR

Berry-Esseen estimates for regenerative processes under weak moment assumptions

We prove Berry-Esseen type rates of convergence for central limit theorems (CLTs) of regenerative processes which generalize previous results of Bolthausen under weaker moment assumptions. We then show how this general result can be applied to obtain rates of convergence for (1) CLTs for additive functionals of positive recurrent Markov chains under certain conditions on the strong mixing coefficients, and (2) annealed CLTs for certain ballistic random walks in random environments.

math.PR

Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting distributions hold for the walk under both the quenched and averaged measures. We give upper bounds on the rates of convergence for the quenched central limit theorems for both the hitting time and position of the RWRE with polynomial rates of convergence that depend on the distribution on environments.

math.PR

Large deviations for random walks in a random environment on a strip

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE. Moreover, we prove a variational formula that relates the quenched and averaged rate functions, thus extending a result of Comets, Gantert, and Zeitouni for nearest-neighbor RWRE on $\mathbb{Z}$

math.PR

Quenched Limits for Transient, Ballistic, Sub-Gaussian One-Dimensional Random Walk in Random Environment

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of $n^{-1/s} (X_n - n v_P)$ converges to a stable law of parameter s. Under the quenched law (i.e., conditioned on the environment), we show that no limit laws are possible. In particular we show that there exist sequences {t_k} and {t_k'} depending on the environment only, such that a quenched central limit theorem holds along the subsequence t_k, but the quenched limiting distribution along the subsequence t_k' is a centered reverse exponential distribution. This complements the results of a recent paper of Peterson and Zeitouni (arXiv:0704.1778v1 [math.PR]) which handled the case when the parameter $s\in(0,1)$.

math.PR

On the annealed large deviation rate function for a multi-dimensional random walk in random environment

We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach relates the LDP to that of regeneration times and distances. The analysis of the latter is possible due to the i.i.d. structure of regenerations.

math.PR

Systems of one-dimensional random walks in a common random environment

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at least one of the random walks started in the interval $[An, Bn]$ has traveled a distance of less than $(v_P - ε)n$. This leads to both a uniform law of large numbers and a hydrodynamic limit. We also identify a family of distributions on the configuration of particles (parameterized by particle density) which are stationary under the (quenched) dynamics of the random walks and show that these are the limiting distributions for the system when started from a certain natural collection of distributions.

math.PR

The contact process on the complete graph with random vertex-dependent infection rates

We study the contact process on the complete graph on $n$ vertices where the rate at which the infection travels along the edge connecting vertices $i$ and $j$ is equal to $ λw_i w_j / n$ for some $λ>0$, where $w_i$ are i.i.d. vertex weights. We show that when $E[w_1^2] < \infty$ there is a phase transition at $λ_c > 0$ so that for $λ<λ_c$ the contact process dies out in logarithmic time, and for $λ>λ_c$ the contact process lives for an exponential amount of time. Moreover, we give a formula for $λ_c$ and when $λ>λ_c$ we are able to give precise approximations for the probability a given vertex is infected in the quasi-stationary distribution. Our results are consistent with a non-rigorous mean-field analysis of the model. This is in contrast to some recent results for the contact process on power law random graphs where the mean-field calculations suggested that $λ_c>0$ when in fact $λ_c = 0$.

math.PR