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Tal Orenshtein

Publications and source records attributed to Tal Orenshtein.

17 recordsLinked to original sources
arXiv2026

Invariance principles for rough walks in random conductances

We establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified structural strategy where pathwise convergence is viewed as a natural upgrade of the classical theory. This approach decouples the martingale lift from terms involving the integrals with respect to the corrector and the quadratic covariations. In the quenched regime, we show that the existence of a stationary potential for the corrector with $2+\epsilon$ moments is sufficient to ensure the vanishing of the corrector in $p$-variation for any $p>2$. This input, combined with our structural framework, provides a direct and modular pathway to rough path convergence. We further provide a transfer lemma to construct this potential from spatial moment bounds. While presently verified in the literature primarily for nearest-neighbor settings, our formulation isolates the exact analytic input required for pathwise convergence in more general environments.

math.PR↗
arXiv2024

Nonlinear effects within invariance principles

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this requires rough path ideas, as already suggested in the seminal work [Melbourne-Stuart, Nonlinearity, 24, 2011]. This initiated a program pursued by numerous authors and which has required substantial results on invariance principles (also known as functional central limit theorems) in rough path topologies. We take a unified point of view and provide simple and exact formulas, of the Green-Kubo type, that characterize the relevant Brownian rough path limits and discuss how they naturally apply in different settings.

math.PR↗
arXiv2021

Rough invariance principle for delayed regenerative processes

We derive an invariance principle for the lift to the rough path topology of stochastic processes with delayed regenerative increments under an optimal moment condition. An interesting feature of the result is the emergence of area anomaly, a correction term in the second level of the limiting rough path which is identified as the average stochastic area on a regeneration interval. A few applications include random walks in random environment and additive functionals of recurrent Markov chains. The result is formulated in the p-variation settings, where a rough Donsker Theorem is available under the second moment condition. The key renewal theorem is applied to obtain an optimal moment condition.

math.PR↗
arXiv2020

Aging for the stationary Kardar-Parisi-Zhang equation and related models

We study the aging property for stationary models in the KPZ universality class. In particular, we show aging for the stationary KPZ fixed point, the Cole-Hopf solution to the stationary KPZ equation, the height function of the stationary TASEP, last-passage percolation with boundary conditions and stationary directed polymers in the intermediate disorder regime. All of these models are shown to display a universal aging behavior characterized by the rate of decay of their correlations. As a comparison, we show aging for models in the Edwards-Wilkinson universality class where a different decay exponent is obtained. A key ingredient to our proofs is a characteristic of space-time stationarity - covariance-to-variance reduction - which allows to deduce the asymptotic behavior of the correlations of two space-time points by the one of the variances at one point. We formulate several open problems.

math.PR↗
arXiv2020

Random walks in random hypergeometric environment

We consider one-dependent random walks on $\mathbb{Z}^d$ in random hypergeometric environment for $d\ge 3$. These are memory-one walks in a large class of environments parameterized by positive weights on directed edges and on pairs of directed edges which includes the class of Dirichlet environments as a special case. We show that the walk is a.s. transient for any choice of the parameters, and moreover that the return time has some finite positive moment. We then give a characterization for the existence of an invariant measure for the process from the point of view of the walker which is absolutely continuous with respect to the initial distribution on the environment in terms of a function $κ$ of the initial weights. These results generalize [Sab11] and [Sab13] on random walks in Dirichlet environment. It turns out that $κ$ coincides with the corresponding parameter in the Dirichlet case, and so in particular the existence of such invariant measures is independent of the weights on pairs of directed edges, and determined solely by the weights on directed edges.

math.PR↗
arXiv2020

Ballistic random walks in random environment as rough paths: convergence and area anomaly

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral of the rescaled path, is identified in terms of a stochastic area on a regeneration interval. The main theorem is formulated in more general settings, namely for any discrete process with uniformly bounded increments which admits a regeneration structure where the regeneration times have finite moments. Here the largest finite moment translates into the degree of regularity of the rough path topology. In particular, the convergence holds in the $α$-Hölder rough path topology for all $α<1/2$ whenever all moments are finite, which is the case for the class of ballistic random walks in random environment. The latter may be compared to a special class of random walks in Dirichlet environments for which the regularity $α<1/2$ is bounded away from $1/2$, explicitly in terms of the corresponding trap parameter.

math.PR↗
arXiv2020

On the gradient dynamics associated with wetting models

We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according to the boundary conditions. In the continuous case, a corresponding convergence result is proven in this paper, which allows to approximate the law of a reflecting Brownian motion by the law of Brownian meander tilted by its local time near the origin. On the other hand, these laws can be seen as the reversible probability measure of some Markov processes, namely, the dynamics which are encoded by integration by parts formulae. After proving the tightness of the associated reversible dynamics in the discrete case, based on heuristic considerations on the integration by parts formulae, we provide a conjecture on the limiting process, which we believe to satisfy a Bessel SPDE as introduced in a recent work by Elad Altman and Zambotti.

math.PR↗
arXiv2019

Additive functionals as rough paths

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be described in terms of the asymmetry (non-reversibility) of the underlying Markov process. We apply this abstract result to three model problems: First we study random walks with random conductances under the annealed law. If we consider the Ito rough path, then we see a correction to the iterated integrals even though the underlying Markov process is reversible. If we consider the Stratonovich rough path, then there is no correction. The second example is a non-reversible Ornstein-Uhlenbeck process, while the last example is a diffusion in a periodic environment. As a technical step we prove an estimate for the p-variation of stochastic integrals with respect to martingales that can be viewed as an extension of the rough path Burkholder-Davis-Gundy inequalities for local martingale rough paths of Friz et al to the case where only the integrator is a local martingale.

math.PR↗
arXiv2018

Scaling limit of wetting models in $1+1$ dimensions pinned to a shrinking strip

We consider wetting models in $1+1$ dimensions on a shrinking strip with a general pinning function. We show that under diffusive scaling, the interface converges in law to to the reflected Brownian motion, whenever the strip size is $o(N^{-1/2})$ and the pinning function is close enough to critical value of the so-called $δ$-pinning model of Deuschel, Giacomin, and Zambotti [DGZ05]. As a corollary, the same result holds for the constant pinning strip wetting model at criticality with $o(N^{-1/2})$ strip size.

math.PR↗
arXiv2017

Infinite excursions of rotor walks on regular trees

A rotor configuration on a graph contains in every vertex an infinite ordered sequence of rotors, each is pointing to a neighbor of the vertex. After sampling a configuration according to some probability measure, a rotor walk is a deterministic process: at each step it chooses the next unused rotor in its current location, and uses it to jump to the neighboring vertex to which it points. Rotor walks capture many aspects of the expected behavior of simple random walks. However, this similarity breaks down for the property of having an infinite excursion. In this paper we study that question for natural random configuration models on regular trees. Our results suggest that in this context the rotor model behaves like the simple random walk unless it is not "close to" the standard rotor-router model.

math.PR↗
arXiv2016

Zero-one law for directional transience of one-dimensional random walks in dynamic random environments

We prove the trichotomy between transience to the right, transience to the left and recurrence of one-dimensional nearest-neighbour random walks in dynamic random environments under fairly general assumptions, namely: stationarity under space-time translations, ergodicity under spatial translations, and a mild ellipticity condition. In particular, the result applies to general uniformly elliptic models and also to a large class of non-uniformly elliptic cases that are i.i.d. in space and Markovian in time. An immediate consequence is the recurrence of models that are symmetric with respect to reflection through the origin.

math.PR↗
arXiv2014

Excited random walk with periodic cookies

In this paper we consider an excited random walk on $\mathbb{Z}$ in identically piled periodic environment. This is a discrete time process on $\mathbb{Z}$ defined by parameters $(p_1,\dots p_M) \in [0,1]^M$ for some positive integer $M$, where the walker upon the $i$-th visit to $z \in \mathbb{Z}$ moves to $z+1$ with probability $p_{i\pmod M}$, and moves to $z-1$ with probability $1-p_{i \pmod M}$. We give an explicit formula in terms of the parameters $(p_1,\dots,p_M)$ which determines whether the walk is recurrent, transient to the left, or transient to the right. In particular, in the case that $\frac{1}{M}\sum_{i=1}^{M}p_{i}=\frac {1}{2}$ all behaviors are possible, and may depend on the order of the $p_i$. Our framework allows us to reprove some known results on ERW with no additional effort.

math.PR↗
arXiv2014

Excited Mob

We show that for an i.i.d. bounded and weakly elliptic cookie environment, one dimensional excited random walk on the $k$-time leftover environment is right transient if and only if $δ> k+1$ and has positive speed if and only if $δ> k+2$, where $δ$ is the expected drift per site. This gives, to the best of our knowledge, the first example of an environment with positive speed that has stationary and ergodic properties but does not follow by trivial comparison to an i.i.d. environment. In another formulation, we show that on such environments an excited mob of $k$ walkers is right transient if and only if $δ> k$ and moves with positive speed if and only if $δ>k+1$. We show that for stationary and erogodic cookie environments, a law of large numbers for the walkers on leftover environments holds. Whenever the environments are also elliptic, a zero-one law for directional transience is also proven.

math.PR↗
arXiv2012

Pointwise convergence of partial functions: The Gerlits-Nagy Problem

For a set $X\sbst\R$, let $B(X)\sbst\R^X$ denote the space of Borel real-valued functions on $X$, with the topology inherited from the Tychonoff product $\R^X$. Assume that for each countable $A\sbst B(X)$, each $f$ in the closure of $A$ is in the closure of $A$ under pointwise limits of sequences of partial functions. We show that in this case, $B(X)$ is countably Fréchet--Urysohn, that is, each point in the closure of a countable set is a limit of a sequence of elements of that set. This solves a problem of Arnold Miller. The continuous version of this problem is equivalent to a notorious open problem of Gerlits and Nagy. Answering a question of Salvador Hernańdez, we show that the same result holds for the space of all Baire class 1 functions on $X$. We conjecture that, in the general context, the answer to the continuous version of this problem is negative, but we identify a nontrivial context where the problem has a positive solution. The proofs establish new local-to-global correspondences, and use methods of infinite-combinatorial topology, including a new fusion result of Francis Jordan.

math.GN↗
arXiv2012

Greedy Random Walk

We study a discrete time self interacting random process on graphs, which we call Greedy Random Walk. The walker is located initially at some vertex. As time evolves, each vertex maintains the set of adjacent edges touching it that have not been crossed yet by the walker. At each step, the walker being at some vertex, picks an adjacent edge among the edges that have not traversed thus far according to some (deterministic or randomized) rule. If all the adjacent edges have already been traversed, then an adjacent edge is chosen uniformly at random. After picking an edge the walk jumps along it to the neighboring vertex. We show that the expected edge cover time of the greedy random walk is linear in the number of edges for certain natural families of graphs. Examples of such graphs include the complete graph, even degree expanders of logarithmic girth, and the hypercube graph. We also show that GRW is transient in $\Z^d$ for all $d \geq 3$.

math.PR↗
arXiv2010

Linear $σ$-additivity and some applications

We show that countable increasing unions preserve a large family of well-studied covering properties, which are not necessarily sigma-additive. Using this, together with infinite-combinatorial methods and simple forcing theoretic methods, we explain several phenomena, settle problems of Just, Miller, Scheepers and Szeptycki [COC2], Gruenhage and Szeptycki [FUfin], Tsaban and Zdomskyy [SFT], and Tsaban [o-bdd, OPiT], and construct topological groups with very strong combinatorial properties.

math.GN↗