arXiv subjects

Mikhail Menshikov

Publications and source records attributed to Mikhail Menshikov.

At least 19 recordsLinked to original sources

arXiv2026

One-dimensional particle clouds with elastic collisions

We study an interacting particle system of a finite number of labelled particles on the integer lattice, in which particles have intrinsic masses and left/right jump rates. If a particle is the minimal-label particle at its site when it tries to jump left, the jump is executed. If not, 'momentum' is transferred to increase the rate of jumping left of the minimal-label particle. Similarly for jumps to the right. The collision rule is 'elastic' in the sense that the net rate of flow of mass is independent of the present configuration, in contrast to the exclusion process, for example. We show that the particle masses and jump rates determine explicitly, via a concave majorant of a simple `potential' function associated to the masses and jump rates, a unique partition of the system into maximal stable subsystems. The internal configuration of each stable subsystem remains tight, while the location of each stable subsystem obeys a strong law of large numbers with an explicit speed. We indicate connections to adjacent models, including diffusions with rank-based coefficients, where, to the authors' knowledge, the problem of identifying the analogous decomposition into stable sub-systems is yet to be fully solved.

math.PR↗

arXiv2026

Dynamics of the leftmost particle in heterogeneous semi-infinite exclusion systems

We study the behaviour of the leftmost particle in a semi-infinite particle system on $\mathbb{Z}$, where each particle performs a continuous-time nearest-neighbour random walk, with particle-specific jump rates, subject to the exclusion interaction (i.e., no more than one particle per site). We give conditions, in terms of the jump rates on the system, under which the leftmost particle is recurrent or transient, and develop tools to study its rate of escape in the transient case, including by comparison with an $M/G/\infty$ queue. In particular we show examples in which the leftmost particle can be null recurrent, positive recurrent, ballistically transient, or subdiffusively transient. Finally we indicate the role of the initial condition in determining the dynamics, and show, for example, that sub-ballistic transience can occur started from close-packed initial configurations but not from stationary initial conditions.

math.PR↗

arXiv2025

Passage-times for partially-homogeneous reflected random walks on the quadrant

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by finitely-many transition laws near each boundary, together with an interior transition law that applies at sufficient distance from both boundaries. Under mild assumptions, in the (most subtle) setting in which the mean drift in the interior is zero, we classify recurrence and transience and provide power-law bounds on tails of passage times; the classification depends on the interior covariance matrix, the (finitely many) drifts near the boundaries, and stationary distributions derived from two one-dimensional Markov chains associated to each of the two boundaries. As an application, we consider reflected random walks related to multidimensional variants of the Lindley process, for which the recurrence question was studied recently by Peigné and Woess (Ann. Appl. Probab., vol. 31, 2021) using different methods, but for which no previous quantitative results on passage-times appear to be known.

math.PR↗

arXiv2024

Semi-infinite particle systems with exclusion interaction and heterogeneous jump rates

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses jumps that would lead to more than one particle occupying any site. Under appropriate hypotheses on the jump rates (uniformly bounded rates is sufficient) and started from an initial condition that is a finite perturbation of the close-packed configuration, we give conditions under which the particles evolve as a single, semi-infinite "stable cloud". More precisely, we show that inter-particle separations converge to a product-geometric stationary distribution, and that the location of every particle obeys a strong law of large numbers with the same characteristic speed.

math.PR↗

arXiv2024

Superdiffusive planar random walks with polynomial space-time drifts

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of the present time. We describe how the model was motivated through an heuristic connection to a self-interacting, planar random walk which interacts with its own centre of mass via an excluded-volume mechanism, and is conjectured to be superdiffusive with a scale exponent $3/4$. The self-interacting process originated in discussions with Francis Comets.

math.PR↗

arXiv2023

Dynamics of finite inhomogeneous particle systems with exclusion interaction

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses jumps that would lead to more than one particle occupying any site. We show that the particle jump rates determine explicitly a unique partition of the system into maximal stable sub-systems, and that this partition can be obtained by a linear-time algorithm using only elementary arithmetic. The internal configuration of each stable sub-system possesses an explicit product-geometric limiting distribution, and the location of each stable sub-system obeys a strong law of large numbers with an explicit speed; the characteristic parameters of each stable sub-system are simple functions of the rate parameters for the corresponding particles. For the case where the entire system is stable, we provide a central limit theorem describing the fluctuations around the law of large numbers. Our approach draws on ramifications, in the exclusion context, of classical work of Goodman and Massey on partially-stable Jackson queueing networks.

math.PR↗

arXiv2022

Generalizations of forest fires with ignition at origin

We study generalizations of the Forest Fire model introduced in [van den Berg, J., and Járai, A. A. "On the asymptotic density in a one-dimensional self-organized critical forest-fire model". Comm. Math. Phys. 253 (2005)] and [Volkov, Stanislav. "Forest fires on $\mathbb{Z}_+$ with ignition only at 0". ALEA 6 (2009)] by allowing the rates at which the tree grow to depend on their location, introducing long-range burning, as well as continuous-space generalization of the model. We establish that in all the models in consideration the time required to reach site at distance $x$ from the origin is of order at most $(\log x)^{(\log 2)^{-1}+δ}$ for any $δ>0$.

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arXiv2022

Balls-in-bins models with asymmetric feedback and reflection

Balls-in-bins models describe a random sequential allocation of infinitely many balls into a finite number of bins. In these models a ball is placed into a bin with probability proportional to a given function (feedback function), which depends on the number of existing balls in the bin. Typically, the feedback function is the same for all bins (symmetric feedback), and there are no constraints on the number of balls in the bins. In this paper we study versions of BB models with two bins, in which the above assumptions are violated. In the first model of interest the feedback functions can depend on a bin (BB model with asymmetric feedback). In the case when both feedback functions are power law and superlinear, a single bin receives all but finitely many balls almost surely, and we study the probability that this happens for a given bin. In particular, under certain initial conditions we derive the normal approximation for this probability, which generalizes the result in [5] obtained in the case of the symmetric feedback. The main part of the paper concerns the BB model with asymmetric feedback evolving subject to certain constraints on the numbers of allocated balls. The model can be interpreted as a transient reflecting random walk in a curvilinear wedge, and we obtain a complete classification of its long term behavior.

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arXiv2020

Localisation in a growth model with interaction. Arbitrary graphs

This paper concerns the long term behaviour of a growth model describing a random sequential deposition of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers of existing particles in a neighbourhood of a vertex. When this function depends only on the number of particles in the vertex, the model becomes a special case of the generalised Polya urn model. In this special case all but finitely many particles are allocated at a single random vertex almost surely. In our model interaction leads to the fact that, with probability one, all but finitely many particles are allocated at vertices of a clique.

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↗

arXiv2017

Long term behaviour of two interacting birth-and-death processes

In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable monotonicity properties. This is in line with the approach proposed by Gauss G.F. and Kolmogorov A.N. for modelling interaction between species in ecology. We obtain conditions for transience/recurrence of the Markov chain and describe in detail its asymptotic behaviour in special transient cases. In particular, we find that in some of these cases the Markov chain escapes to infinity in an unusual way, and the corresponding trajectories can be rather precisely described.

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↗

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↗

arXiv2012

On range and local time of many-dimensional submartingales

We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance by at least some fixed amount with respect to any direction, with uniformly positive probability). Also, we assume that the projection of this process on some fixed vector is a submartingale, and that a stronger additional condition on the direction of the drift holds (this condition does not exclude that the drift could be equal to 0 or be arbitrarily small). The main result is that with very high probability the number of visits to any fixed site by time $n$ is less than $n^{1/2-δ}$ for some $δ>0$. This in its turn implies that the number of different sites visited by the process by time $n$ should be at least $n^{1/2+δ}$.

math.PR↗

arXiv2012

Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach

We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of occurrence of the phenomenon of explosion are also obtained. A new phenomenon of implosion is introduced and sharp conditions for its occurrence are proven. The general results are illustrated by treating models having a difficult behaviour even in discrete time.

math.PR↗

arXiv2009

Polling systems with parameter regeneration, the general case

We consider a polling model with multiple stations, each with Poisson arrivals and a queue of infinite capacity. The service regime is exhaustive and there is Jacksonian feedback of served customers. What is new here is that when the server comes to a station it chooses the service rate and the feedback parameters at random; these remain valid during the whole stay of the server at that station. We give criteria for recurrence, transience and existence of the $s$th moment of the return time to the empty state for this model. This paper generalizes the model, when only two stations accept arriving jobs, which was considered in [Ann. Appl. Probab. 17 (2007) 1447--1473]. Our results are stated in terms of Lyapunov exponents for random matrices. From the recurrence criteria it can be seen that the polling model with parameter regeneration can exhibit the unusual phenomenon of null recurrence over a thick region of parameter space.

math.PR↗

arXiv2007

Random environment on coloured trees

In this paper, we study a regular rooted coloured tree with random labels assigned to its edges, where the distribution of the label assigned to an edge depends on the colours of its endpoints. We obtain some new results relevant to this model and also show how our model generalizes many other probabilistic models, including random walk in random environment on trees, recursive distributional equations and multi-type branching random walk on $\mathbb{R}$.

math.PR↗

arXiv2007

Urn-related random walk with drift $ρx^α / t^β$

We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting applications to Friedman's urn, as well as showing the connection with Lamperti's walk with asymptotically zero drift.

math.PR↗