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Stanislav Volkov

Publications and source records attributed to Stanislav Volkov.

At least 37 records · Page 2Linked to original sources

Boundary effect in competition processes

This paper studies the long-term behaviour of a continuous time Markov chain formed by two non-negative integer valued components that evolve subject to a competitive interaction. In the absence of interaction the Markov chain is just a pair of independent linear birth processes with immigration. Interactions of interest include, as a special case, the famous Lotka-Volterra interaction. The Markov chain with another special case of interaction can be interpreted as an urn model with ball removals and is reminiscent, in a sense, of Friedman's urn model. We show that, with probability one, eventually one of the components of the process tends to infinity, while the other component oscillates between values $0$ and $1$ (between values $0$ and $2$ in a special case).

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Long term behaviour of a reversible system of interacting random walks

This paper concerns the long-term behaviour of a system of interacting random walks labeled by vertices of a finite graph. The model is reversible which allows to use the method of electric networks in the study. In addition, examples of alternative proofs not requiring reversibility are provided.

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Jante's law process

Consider the process which starts with $N\ge 3$ distinct points on ${\mathbb R}^d$, and fix a positive integer~$K<N$. Of the total $N$ points keep those $N-K$ which minimize the energy (defined as the sum of all pairwise distances squared) amongst all the possible subsets of size $N-K$, and then replace the removed points by $K$ i.i.d.\ points sampled according to some fixed distribution $ζ$. Repeat this process ad infinitum. We obtain various quite non-restrictive conditions under which the set of points converges to a certain limit. This is a very substantial generalization of the "Keynesian beauty contest process" studied by Grinfeld, Volkov and Wade, where $K=1$ and the distribution $ζ$ was uniform on the unit cube.

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Impatient random walk

We introduce a new type of random walk where the definition of edge reinforcement is very different from the one in the reinforced random walk models studied so far, and investigate its basic properties, such as null/positive recurrence, transience, and speed. Two basic cases will be dubbed "impatient" and"ageing" random walks.

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Border aggregation model

Start with a graph with a subset of vertices called {\it the border}. A particle released from the origin performs a random walk on the graph until it comes to the immediate neighbourhood of the border, at which point it joins this subset thus increasing the border by one point. Then a new particle is released from the origin and the process repeats until the origin becomes a part of the border itself. We are interested in the total number $ξ$ of particles to be released by this final moment. We show that this model covers OK Corral model as well as the erosion model, and obtain distributions and bounds for $ξ$ in cases where the graph is star graph, regular tree, and a $d-$dimensional lattice.

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Turning a coin over instead of tossing it

Given a sequence of numbers $\{p_n\}$ in $[0,1]$, consider the following experiment. First, we flip a fair coin and then, at step $n$, we turn the coin over to the other side with probability $p_n$, $n\ge 2$. What can we say about the distribution of the empirical frequency of heads as $n\to\infty$? We show that a number of phase transitions take place as the turning gets slower (i.e. $p_n$ is getting smaller), leading first to the breakdown of the Central Limit Theorem and then to that of the Law of Large Numbers. It turns out that the critical regime is $p_n=\text{const}/n$. Among the scaling limits, we obtain Uniform, Gaussian, Semicircle and Arcsine laws.

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A universal result for consecutive random subdivision of polygons

We consider consecutive random subdivision of polygons described as follows. Given an initial convex polygon with $d\ge 3$ edges, we choose a point at random on each edge, such that the proportions in which these points divide edges are i.i.d. copies of some random variable $ξ$. These new points form a new (smaller) polygon. By repeatedly implementing this procedure we obtain a sequence of random polygons. The aim of this paper is to show that under very mild non-degenerateness conditions on $ξ$, the shapes of these polygons eventually become "flat" The convergence rate to flatness is also investigated; in particular, in the case of triangles ($d=3$), we show how to calculate the exact value of the rate of convergence, connected to Lyapunov exponents. Using the theory of products of random matrices our paper greatly generalizes the results of Volkov (2013) which are achieved mostly by using ad hoc methods.

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

In this paper we study long-term evolution of a finite system of locally interacting birth-and-death processes labelled by vertices of a finite connected graph. A detailed description of the asymptotic behaviour is obtained in the case of both constant vertex degree graphs and star graphs. The model is motivated by modelling interactions between populations and is related to interacting particle systems, Gibbs models with unbounded spins, as well as urn models with interaction.

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Convergence in a multidimensional randomized Keynesian beauty contest

We study the asymptotics of a Markovian system of $N \geq 3$ particles in $[0,1]^d$ in which, at each step in discrete time, the particle farthest from the current centre of mass is removed and replaced by an independent $U [0,1]^d$ random particle. We show that the limiting configuration contains $N-1$ coincident particles at a random location $ξ_N \in [0,1]^d$. A key tool in the analysis is a Lyapunov function based on the squared radius of gyration (sum of squared distances) of the points. For d=1 we give additional results on the distribution of the limit $ξ_N$, showing, among other things, that it gives positive probability to any nonempty interval subset of $[0,1]$, and giving a reasonably explicit description in the smallest nontrivial case, N=3.

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The simple harmonic urn

We study a generalized Pólya urn model with two types of ball. If the drawn ball is red, it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black balls remain, the roles of the colors are swapped and the process restarts. We prove that the resulting Markov chain is transient but that if we throw out a ball every time the colors swap, the process is recurrent. We show that the embedded process obtained by observing the number of balls in the urn at the swapping times has a scaling limit that is essentially the square of a Bessel diffusion. We consider an oriented percolation model naturally associated with the urn process, and obtain detailed information about its structure, showing that the open subgraph is an infinite tree with a single end. We also study a natural continuous-time embedding of the urn process that demonstrates the relation to the simple harmonic oscillator; in this setting, our transience result addresses an open problem in the recurrence theory of two-dimensional linear birth and death processes due to Kesten and Hutton. We obtain results on the area swept out by the process. We make use of connections between the urn process and birth--death processes, a uniform renewal process, the Eulerian numbers, and Lamperti's problem on processes with asymptotically small drifts; we prove some new results on some of these classical objects that may be of independent interest. For instance, we give sharp new asymptotics for the first two moments of the counting function of the uniform renewal process. Finally, we discuss some related models of independent interest, including a "Poisson earthquakes" Markov chain on the homeomorphisms of the plane.

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Random geometric subdivisions

We study several models of random geometric subdivisions arising from the model of Diaconis and Miclo (2011). In particular, we show that the limiting shape of an indefinite subdivision of a quadrilateral is a.s.\ a parallelogram. We also show that the geometric subdivisions of a triangle by angle bisectors converge (only weakly) to a non-atomic distribution, and that the geometric subdivisions of a triangle by choosing random points on its sides converges to a "flat" triangle, similarly to the result of Diaconis and Miclo (2011).

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Snakes and perturbed random walks

In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {\em excited random walk}, studied recently by many authors. We obtain a few properties related to the range of the process with infinite memory. We also prove the Strong law, Central Limit Theorem, and the criterion for the recurrence of the perturbed walk with finite memory.

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On the generalization of the GMS evolutionary model

We study a generalization of the evolution model proposed by Guiol, Machado and Schinazi (arXiv:0909.2108). In our model, at each moment of time a random number of species is either born or removed from the system; the species to be removed are those with the lower fitnesses, fitnesses being some numbers in $[0,1]$. We show that under some conditions, a set of species approaches (in some sense) a sample from a uniform distribution on $[f,1]$ for some $f\in [0,1)$, and that the total number of species forms a recurrent process in most other cases.

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Random walk with barycentric self-interaction

We study the asymptotic behaviour of a $d$-dimensional self-interacting random walk $X_n$ ($n = 1,2,...$) which is repelled or attracted by the centre of mass $G_n = n^{-1} \sum_{i=1}^n X_i$ of its previous trajectory. The walk's trajectory $(X_1,...,X_n)$ models a random polymer chain in either poor or good solvent. In addition to some natural regularity conditions, we assume that the walk has one-step mean drift directed either towards or away from its current centre of mass $G_n$ and of magnitude $\| X_n - G_n \|^{-β}$ for $β\geq 0$. When $β<1$ and the radial drift is outwards, we show that $X_n$ is transient with a limiting (random) direction and satisfies a super-diffusive law of large numbers: $n^{-1/(1+β)} X_n$ converges almost surely to some random vector. When $β\in (0,1)$ there is sub-ballistic rate of escape. For $β\geq 0$ we give almost-sure bounds on the norms $\|X_n\|$, which in the context of the polymer model reveal extended and collapsed phases. Analysis of the random walk, and in particular of $X_n - G_n$, leads to the study of real-valued time-inhomogeneous non-Markov processes $Z_n$ on $[0,\infty)$ with mean drifts at $x$ given approximately by $ρx^{-β} - (x/n)$, where $β\geq 0$ and $ρ\in \R$. The study of such processes is a time-dependent variation on a classical problem of Lamperti; moreover, they arise naturally in the context of the distance of simple random walk on $\Z^d$ from its centre of mass, for which we also give an apparently new result. We give a recurrence classification and asymptotic theory for processes $Z_n$ just described, which enables us to deduce the complete recurrence classification (for any $β\geq 0$) of $X_n - G_n$ for our self-interacting walk.

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Passage-time moments and hybrid zones for the exclusion-voter model

We study the non-equilibrium dynamics of a one-dimensional interacting particle system that is a mixture of the voter model and the exclusion process. With the process started from a finite perturbation of the ground state Heaviside configuration consisting of 1's to the left of the origin and 0's elsewhere, we study the relaxation time $τ$, that is, the first hitting time of the ground state configuration (up to translation). We give conditions for $τ$ to be finite and for certain moments of $τ$ to be finite or infinite, and prove a result that approaches a conjecture of Belitsky et al. (Bernoulli 7 (2001) 119--144). Ours are the first non-existence-of-moments results for $τ$ for the mixture model. Moreover, we give almost sure asymptotics for the evolution of the size of the hybrid (disordered) region. Most of our results pertain to the discrete-time setting, but several transfer to continuous-time. As well as the mixture process, some of our results also cover pure exclusion. We state several significant open problems.

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On a coloured tree with non i.i.d. random labels

We obtain new results for the probabilistic model introduced in Menshikov et al (2007) and Volkov (2006) which involves a $d$-ary regular tree. All vertices are coloured in one of $d$ distinct colours so that $d$ children of each vertex all have different colours. Fix $d^2$ strictly positive random variables. For any two connected vertices of the tree assign to the edge between them {\it a label} which has the same distribution as one of these random variables, such that the distribution is determined solely by the colours of its endpoints. {\it A value} of a vertex is defined as a product of all labels on the path connecting the vertex to the root. We study how the total number of vertices with value of at least $x$ grows as $x\downarrow 0$, and apply the results to some other relevant models.

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VRRW on complete-like graphs: Almost sure behavior

By a theorem of Volkov (2001) we know that on most graphs with positive probability the linearly vertex-reinforced random walk (VRRW) stays within a finite "trapping" subgraph at all large times. The question of whether this tail behavior occurs with probability one is open in general. In his thesis, Pemantle (1988) proved, via a dynamical system approach, that for a VRRW on any complete graph the asymptotic frequency of visits is uniform over vertices. These techniques do not easily extend even to the setting of complete-like graphs, that is, complete graphs ornamented with finitely many leaves at each vertex. In this work we combine martingale and large deviation techniques to prove that almost surely the VRRW on any such graph spends positive (and equal) proportions of time on each of its nonleaf vertices. This behavior was previously shown to occur only up to event of positive probability (cf. Volkov (2001)). We believe that our approach can be used as a building block in studying related questions on more general graphs. The same set of techniques is used to obtain explicit bounds on the speed of convergence of the empirical occupation measure.

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Queueing with neighbours

In this paper we study asymptotic behaviour of a growth process generated by a semi-deterministic variant of cooperative sequential adsorption model (CSA). This model can also be viewed as a particular queueing system with local interactions. We show that quite limited randomness of the model still generates a rich collection of possible limiting behaviours.

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