arXiv subjects

Marina Vachkovskaia

Publications and source records attributed to Marina Vachkovskaia.

At least 19 recordsLinked to original sources

arXiv2019

On the range of a two-dimensional conditioned simple random walk

We consider the two-dimensional simple random walk conditioned on never hitting the origin. This process is a Markov chain, namely it is the Doob $h$-transform of the simple random walk with respect to the potential kernel. It is known to be transient and we show that it is "almost recurrent" in the sense that each infinite set is visited infinitely often, almost surely. We prove that, for a "large" set, the proportion of its sites visited by the conditioned walk is approximately a Uniform$[0,1]$ random variable. Also, given a set $G\subset\mathbb{R}^2$ that does not "surround" the origin, we prove that a.s.\ there is an infinite number of $k$'s such that $kG\cap \mathbb{Z}^2$ is unvisited. These results suggest that the range of the conditioned walk has "fractal" behavior.

math.PR↗

arXiv2017

Localisation in a growth model with interaction

This paper concerns the long term behaviour of a growth model describing a random sequential allocation of particles on a finite cycle graph. The model can be regarded as a reinforced urn model with graph-based interactions. It is motivated by cooperative sequential adsorption, where adsorption rates at a site depend on the configuration of existing particles in the neighbourhood of that site. Our main result is that, with probability one, the growth process will eventually localise either at a single site, or at a pair of neighbouring sites.

math.PR↗

arXiv2016

Constrained information transmission on Erdös-Rényi graphs

We model the transmission of information of a message on the Erdös-Rény random graph with parameters $(n,p)$ and limited resources. The vertices of the graph represent servers that may broadcast a message at random. Each server has a random emission capital that decreases by one at each emission. We examine two natural dynamics: in the first dynamics, an informed server performs its attempts, then checks at each of them if the corresponding edge is open or not; in the second dynamics the informed server knows a priori who are its neighbors, and it performs all its attempts on its actual neighbors in the graph. In each case, we obtain first and second order asymptotics (law of large numbers and central limit theorem), when $n\to \infty$ and $p$ is fixed, for the final proportion of informed servers.

math.PR↗

arXiv2015

Two-dimensional random interlacements and late points for random walks

We define the model of two-dimensional random interlacements using simple random walk trajectories conditioned on never hitting the origin, and then obtain some properties of this model. Also, for random walk on a large torus conditioned on not hitting the origin up to some time proportional to the mean cover time, we show that the law of the vacant set around the origin is close to that of random interlacements at the corresponding level. Thus, this new model provides a way to understand the structure of the set of late points of the covering process from a microscopic point of view.

math.PR↗

arXiv2014

Dynamical systems with heavy-tailed random parameters

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for these systems in the absence of an ellipticity condition. More precisely, we classify these systems according to their type and --- in the recurrent case --- provide with sharp conditions quantifying the nature of recurrence by establishing which moments of passage times exist and which do not exist. The problem is tackled by mapping the random dynamical systems into Markov chains on $\mathbb{R}$ with heavy-tailed innovation and then using powerful methods stemming from Lyapunov functions to map the resulting Markov chains into positive semi-martingales.

math.PR↗

arXiv2013

On large deviations for the cover time of two-dimensional torus

Let $\mathcal{T}_n$ be the cover time of two-dimensional discrete torus $\mathbb{Z}^2_n=\mathbb{Z}^2/n\mathbb{Z}^2$. We prove that $\mathbb{P}[\mathcal{T}_n\leq \frac{4}πγn^2\ln^2 n]=\exp(-n^{2(1-\sqrtγ)+o(1)})$ for $γ\in (0,1)$. One of the main methods used in the proofs is the decoupling of the walker's trace into independent excursions by means of soft local times.

math.PR↗

arXiv2013

A conditional quenched CLT for random walks among random conductances on $\mathbb{Z}^d$

Consider a random walk among random conductances on $\mathbb{Z}^d$ with $d\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the conditional limit law is the product of a Brownian meander and a $(d-1)$-dimensional Brownian motion.

math.PR↗

arXiv2012

On a general many-dimensional excited random walk

In this paper we study a substantial generalization of the model of excited random walk introduced in [Electron. Commun. Probab. 8 (2003) 86-92] by Benjamini and Wilson. We consider a discrete-time stochastic process $(X_n,n=0,1,2,...)$ taking values on ${\mathbb{Z}}^d$, $d\geq2$, described as follows: when the particle visits a site for the first time, it has a uniformly-positive drift in a given direction $\ell$; when the particle is at a site which was already visited before, it has zero drift. Assuming uniform ellipticity and that the jumps of the process are uniformly bounded, we prove that the process is ballistic in the direction $\ell$ so that $\liminf_{n\to\infty}\frac{X_n\cdot \ell}{n}>0$. A key ingredient in the proof of this result is an estimate on the probability that the process visits less than $n^{{1/2}+α}$ distinct sites by time n, where $α$ is some positive number depending on the parameters of the model. This approach completely avoids the use of tan points and coupling methods specific to the excited random walk. Furthermore, we apply this technique to prove that the excited random walk in an i.i.d. random environment satisfies a ballistic law of large numbers and a central limit theorem.

math.PR↗

arXiv2011

Random walks on Galton-Watson trees with random conductances

We consider the random conductance model, where the underlying graph is an infinite supercritical Galton--Watson tree, the conductances are independent but their distribution may depend on the degree of the incident vertices. We prove that, if the mean conductance is finite, there is a deterministic, strictly positive speed $v$ such that $\lim_{n\to\infty} \frac{|X_n|}{n}= v$ a.s.\ (here, $|\cdot|$ stands for the distance from the root). We give a formula for $v$ in terms of the laws of certain effective conductances and show that, if the conductances share the same expected value, the speed is not larger than the speed of simple random walk on Galton--Watson trees. The proof relies on finding a reversible measure for the environment observed by the particle.

math.PR↗

arXiv2010

Spiders in random environment

A spider consists of several, say $N$, particles. Particles can jump independently according to a random walk if the movement does not violate some given restriction rules. If the movement violates a rule it is not carried out. We consider random walk in random environment (RWRE) on $\Z$ as underlying random walk. We suppose the environment $ω=(ω_x)_{x \in \Z}$ to be elliptic, with positive drift and nestling, so that there exists a unique positive constant $κ$ such that $\E[((1-ω_0)/ω_0)^κ]=1$. The restriction rules are kept very general; we only assume transitivity and irreducibility of the spider. The main result is that the speed of a spider is positive if $κ/N>1$ and null if $κ/N<1$. In particular, if $κ/N <1$ a spider has null speed but the speed of a (single) RWRE is positive.

math.PR↗

arXiv2010

Quenched invariance principle for the Knudsen stochastic billiard in a random tube

We consider a stochastic billiard in a random tube which stretches to infinity in the direction of the first coordinate. This random tube is stationary and ergodic, and also it is supposed to be in some sense well behaved. The stochastic billiard can be described as follows: when strictly inside the tube, the particle moves straight with constant speed. Upon hitting the boundary, it is reflected randomly, according to the cosine law: the density of the outgoing direction is proportional to the cosine of the angle between this direction and the normal vector. We also consider the discrete-time random walk formed by the particle's positions at the moments of hitting the boundary. Under the condition of existence of the second moment of the projected jump length with respect to the stationary measure for the environment seen from the particle, we prove the quenched invariance principles for the projected trajectories of the random walk and the stochastic billiard.

math.PR↗

arXiv2010

Transport diffusion coefficient for a Knudsen gas in a random tube

We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move straight with constant speed. Upon hitting the tube walls, they are reflected randomly, according to the cosine law: the density of the outgoing direction is proportional to the cosine of the angle between this direction and the normal vector. Steady state transport is studied by introducing an open tube segment as follows: We cut out a large finite segment of the tube with segment boundaries perpendicular to the tube axis. Particles which leave this piece through the segment boundaries disappear from the system. Through stationary injection of particles at one boundary of the segment a steady state with non-vanishing stationary particle current is maintained. We prove (i) that in the thermodynamic limit of an infinite open piece the coarse-grained density profile inside the segment is linear, and (ii) that the transport diffusion coefficient obtained from the ratio of stationary current and effective boundary density gradient equals the diffusion coefficient of a tagged particle in an infinite tube. Thus we prove Fick's law and equality of transport diffusion and self-diffusion coefficients for quite generic rough (random) tubes.

math.PR↗

arXiv2010

Knudsen gas in a finite random tube: transport diffusion and first passage properties

math.PR↗

arXiv2009

Survival of branching random walks in random environment

We study survival of nearest-neighbour branching random walks in random environment (BRWRE) on ${\mathbb Z}$. A priori there are three different regimes of survival: global survival, local survival, and strong local survival. We show that local and strong local survival regimes coincide for BRWRE and that they can be characterized with the spectral radius of the first moment matrix of the process. These results are generalizations of the classification of BRWRE in recurrent and transient regimes. Our main result is a characterization of global survival that is given in terms of Lyapunov exponents of an infinite product of i.i.d. $2\times 2$ random matrices.

math.PR↗

arXiv2009

Survival time of random walk in random environment among soft obstacles

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d.\ random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general $d$-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are independent and the RWRE only moves to neighbour sites), and obtain finer results for the tail of the survival time. In addition, we study also the "mixed" probability measures (quenched with respect to the obstacles and annealed with respect to the transition probabilities and vice-versa) and give results for tails of the survival time with respect to these probability measures. Further, we apply the same methods to obtain bounds for the tails of hitting times of Branching Random Walks in Random Environment (BRWRE).

math.PR↗

arXiv2009

Billiards in a general domain with random reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain ${\mathcal D} \subset {\mathbb R}^d$ until it hits the boundary and bounces randomly inside according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord "picked at random" in ${\mathcal D}$, and we study the angle of intersection of the process with a $(d-1)$-dimensional manifold contained in ${\mathcal D}$.

math.PR↗

arXiv2008

Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains

We study stochastic billiards in infinite planar domains with curvilinear boundaries: that is, piecewise deterministic motion with randomness introduced via random reflections at the domain boundary. Physical motivation for the process originates with ideal gas models in the Knudsen regime, with particles reflecting off microscopically rough surfaces. We classify the process into recurrent and transient cases. We also give almost-sure results on the long-term behaviour of the location of the particle, including a super-diffusive rate of escape in the transient case. A key step in obtaining our results is to relate our process to an instance of a one-dimensional stochastic process with asymptotically zero drift, for which we prove some new almost-sure bounds of independent interest. We obtain some of these bounds via an application of general semimartingale criteria, also of some independent interest.

math.PR↗

arXiv2007

The number of open paths in an oriented $ρ$-percolation model

We study the asymptotic properties of the number of open paths of length $n$ in an oriented $ρ$-percolation model. We show that this number is $e^{nα(ρ)(1+o(1))}$ as $n \to \infty$. The exponent $α$ is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitely computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is $n^{-1/2} W e^{nα(ρ)}(1+o(1))$ for some nondegenerate random variable $W$. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

math.PR↗