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Yuval Peres

Publications and source records attributed to Yuval Peres.

At least 19 recordsLinked to original sources

The randomly oriented Manhattan lattice in 2D is transient

Independently orient each horizontal and vertical line of $\mathbb{Z}^2$ by a fair coin. A walker chooses one of the two lines through its current position with equal probability and takes one step in the direction of that line. Redner (1989) introduced this walk as a model of transport in an isotropic random velocity field and predicted that its root-mean-square displacement grows like $n^{2/3}$. We prove that the walk is transient almost surely. The proof is a short variational argument.

math.PR

Eulerian walkers on $\mathbb{Z}^2$ have range exponent $2/3$

In the Eulerian walker model (also known as rotor walk), each site of the square lattice begins with an arrow pointing to one of its four neighbors. A walker that starts at the origin repeatedly turns the arrow at its current site clockwise by $90^\circ$ and steps in the new direction. Priezzhev, Dhar, Dhar, and Krishnamurthy (1996) introduced this as a model of self-organized criticality and conjectured that, for independent uniform initial directions, the region explored in the first $t$ steps has radius of order $t^{1/3}$. We establish this conjecture and further show that the walker visits every lattice site infinitely often, and that the region it has visited by time $t$, rescaled by $t^{1/3}$, converges to a convex body.

math.PR

Edit distance exponents for irrational rotations

We study quantitative edit-distance asymptotics for symbolic codings of irrational rotations $x \mapsto x+\alpha$ on $\mathbb{T}$ in terms of the irrationality exponent $\mu(\alpha)$, the supremum of $\mu \in \mathbb{R}$ for which the inequality $0 < |\alpha - p/q| < q^{-\mu}$ has infinitely many solutions. For the binary coding determined by an interval $[0,\beta)$, let $\mathcal{W}_N$ be the set of length-$N$ words arising from all initial points $x$ under $x \mapsto x+\alpha$. We develop new techniques for estimating edit distance and compute the growth exponents of the edit-distance diameter $\mathrm{diam}_E(\mathcal{W}_N)$. For every $\alpha \notin \mathbb{Q}$ and almost every $\beta \in (0,1)$, we show that $\displaystyle (*) \quad \limsup_{N\to\infty}\frac{\log \mathrm{diam}_E(\mathcal{W}_N)}{\log N} = \frac{\mu(\alpha)-1}{\mu(\alpha)},$ and the corresponding $\liminf$ equals $1/2$. When $\mu(\alpha)-1$ is at most the golden mean $\varphi$, the asymptotics $(*)$ hold for all $\beta$. However, for $\mu>1+\varphi$, there is an uncountable set of $\alpha$ with $\mu(\alpha)=\mu$ for which the edit-distance exponents are strictly smaller than $(*)$ for uncountably many $\beta$. We also derive consequences for aperiodic circle homeomorphisms and Sturmian sequences. For rotations of $\mathbb{T}^d$ coded by boxes, we prove that for almost every rotation vector, the common edit-distance exponent is $d/(d+1)$. Finally, we raise the question of estimating edit-distance exponents for more general dynamical systems.

math.DS

Homogenization for the $p$-Laplacian in a $d$-dimensional ball perforated along the unit sphere: the critical case $p=d$

We study a boundary value problem for the $p$-Laplacian in the perforated domain $B(0,\rho)\setminus\Gamma\subset \mathbb{R}^d$, where $\rho>1$ and $\Gamma$ is the union of many small compact cavities placed near the unit sphere. The cavities are separated at scale $\varepsilon$, asymptotically equidistributed on the sphere, and have cardinality of order $\varepsilon^{1-d}$. The cavities have diameters of order $\alpha(\varepsilon)\varepsilon$, where $\alpha(\varepsilon)\to0$, and their relative $p$-capacity is comparable to the relative p-capacity of a ball of the same diameter. The solution is required to equal $1$ on all cavities and $0$ on $\partial B(0,\rho)$. We focus on the critical case $p=d>1$. We identify the critical scale through the parameter $\tau=\lim_{\varepsilon\downarrow0}[\varepsilon\log(1/\alpha(\varepsilon))]^{-1}\in[0,\infty]$. Thus, $\alpha(\varepsilon)=\exp[-(1+o(1))/(\tau\varepsilon)]$ when $0<\tau<\infty$. Away from the unit sphere, the solutions converge to $A_*U_\rho$, where $U_\rho(x)=\min\{1,1-\log |x|/\log\rho\}$ is the radial $d$-harmonic potential of the unit ball in $B(0,\rho)$. The constant $A_*$ equals $0$ when $\tau=0$, equals $1$ when $\tau=\infty$, and is explicit for $0<\tau<\infty$. We construct an explicit ansatz that approximates the solution for sufficiently small $\varepsilon$ in both $L^{\infty}$ and in terms of $d$-capacity.

math.AP

Meeting and coalescence times for random walks in the largest component of the Erd\H{o}s-R\'enyi random graph

We prove that the stationary and worst-case expected meeting times of two independent continuous-time random walks on the largest component of the Erd\H{o}s-R\'enyi random graph $G(n,p)$ have order $n$ throughout the strictly supercritical, the slightly supercritical and the critical regimes. Using these bounds along with a fine-tuned combination of comparison inequalities due to Oliveira (2012) and Kanade-Mallmann-Trenn-Sauerwald (KMS, 2023), we deduce that expected coalescence time and full voter-model consensus also have order $n$ throughout these three regimes.

math.PR

Maximal Gaps for Dilated Lacunary Integer Sequences

Let \((a_n)_{n\ge1}\subset\mathbb{N}\) be a lacunary sequence, \(a_{n+1}\ge q a_n\) for \(q>1\). For \(x\in\mathbb{T}\), we study the maximal empty circular gap \(G_N(x)\) of the finite orbit \(\{a_1x,\ldots,a_Nx\}\). We prove that, for Lebesgue-almost every \(x\), \[ \frac{1}{2} \le \liminf_{N\to\infty}\frac{NG_N(x)}{\log N} \le \limsup_{N\to\infty}\frac{NG_N(x)}{\log N} \le \frac{q+1}{q-1}\,. \] If, in addition, \(a_n\mid a_{n+1}\) for every \(n\), then this can be improved to \[ \lim_{N\to\infty}\frac{NG_N(x)}{\log N}=1 \] for Lebesgue-almost every \(x\).

math.NT

Explosion versus decay for boundary derivatives of $p$-harmonic functions as $p$ tends to 1: nonlocality

We consider the Dirichlet problem for the $p$-Laplacian on a bounded Lipschitz domain $\Omega \subset \mathbb{R}^d$ with a $\{0,1\}$-valued function as the boundary condition and study the dependence of the boundary derivative on $p$ as $p\downarrow1$. We provide sufficient conditions for the derivative to explode at rate $\frac{C_\Omega}{p-1}$ and to decay at rate $\exp(-\frac{c_\Omega}{p-1})$. Surprisingly, whether explosion or decay occurs is not determined locally. We also present a critical example of a cylinder where this derivative explodes at rate $\frac{C_d}{\sqrt{p-1}}$.

math.AP

Divisible sandpiles via random walks in random scenery

We analyze an optimal stopping problem for random walk in random scenery on general graphs, and determine when it has a finite optimum. We use this to extend a theorem of Levine, Murugan, Peres, and Ugurcan [2016]. They proved that on a vertex-transitive graph, the divisible sandpile with i.i.d. initial masses of mean $\mu$ stabilizes almost surely if $\mu < 1$, explodes if $\mu > 1$, and explodes if $\mu = 1$ with positive finite variance. Their proofs rely on conservation of mean mass under toppling. This conservation extends to unimodular random graphs, but fails on general graphs. We prove explosion for all infinite bounded-degree graphs whenever $\mu \geq 1$, and stabilization for $\mu<1$ provided the initial masses have finite $p$-th moment for some $p>3$. Our conditions are nearly sharp: we exhibit unbounded-degree graphs on which sandpiles with $\mu > 1$ stabilize, and for every $p < 3$ we construct bounded-degree graphs on which sandpiles with~$\mu < 1$ and finite $p$-th moment explode.

math.PR

Harnack inequality for $p$-harmonic functions: improved dimension dependence via tug of war

Let $p>1$. The Harnack inequality and H\"older continuity for $p$-harmonic functions in bounded domains in $\mathbb{R}^d$ are usually proved via Moser iteration. In 2013 Luiro, Parviainen and Saksman showed that tug-of-war games can also be used to derive these inequalities. We refine their analysis and obtain improved dependence on $p$ and the dimension $d$ by probabilistic methods. In particular, we show that for all $p>1$, the constant in Harnack's inequality is $O(\exp(C_p d\log d))$ as $d\rightarrow\infty$, which improves the constant derived from Moser iteration.

math.PR

Mixing times of step-reinforced random walks

We study the mixing time of a non-Markovian process, the step-reinforced random walk (SRRW) on a finite group. This process differs from a classical random walk in that at each integer time, with probability $\alpha$ the next step is chosen uniformly from the previous steps of the walk. We prove that the distribution of the SRRW converges to the uniform distribution exponentially fast if the walk is irreducible and aperiodic. When the step distribution is either symmetric, a class function, or has an atom at the identity, we relate the mixing time of the SRRW to the spectral gap and the mixing time of the underlying walk. For the reinforced (lazy) simple random walk, on $L$-cycles, we show that the mixing time undergoes a phase transition at $\alpha=1/2$ and the reinforcement reduces the mixing time to order $L^{1/\alpha}$ for $\alpha >1/2$. On the $d$-dimensional hypercube, the reinforcement slows down mixing, and the SRRW exhibits cutoff as $d \to \infty$, at time $ d \log(d)/[F(\alpha) (1-\alpha)]$, where $F(\cdot)$ is a hypergeometric function.

math.PR

Transition probabilities of step-reinforced random walks

The step-reinforced random walk (SRRW), where each step may replicate a randomly chosen past step, exhibits complex dependencies on the history. This paper introduces a generalized SRRW on groups, incorporating arbitrary transformations of past steps, which unifies several existing models in the literature. We develop a unified framework for establishing upper bounds on its transition probabilities for any reinforcement parameter $\alpha<1$, linking the decay rate directly to the geometry of the underlying group. We prove that on Euclidean space, the walk is transient in all dimensions $d \geq 3$ for any $\alpha<1$. On finitely generated groups, we derive the upper bounds using the isoperimetric profile of the Cayley graph, which in particular resolves an open problem regarding the exponential decay of the elephant random walk on Cayley trees.

math.PR

How reactive gambling can backfire: ruin probability is increasing in $p$, H\"older continuous in initial fortune

A gambler with an initial fortune $x$ starts by betting a dollar, then doubles the bet after every win and halves the bet after every loss. Let $p\in (0,1)$ be the probability of winning for each round. We show that the gambler survives with positive probability if and only if $p < 1/2$ and $x > 2$. Moreover, the ruin probability is increasing and real-analytic in $p$, but a singular, H\"older continuous function of $x$.

math.PR

Convergence rate of $\ell^p$-relaxation on a graph to a $p$-harmonic function with given boundary values

We analyze the following dynamics on a connected graph $(V,E)$ with $n$ vertices. Let $V = I \bigcup B$, where the set of interior vertices $I \ne \emptyset$ is disjoint from the set of boundary vertices $B \neq \emptyset$. Given $p > 1$ and an initial opinion profile $f_0: V \to [0,1]$, at each integer step $t \ge 1$ a uniformly random vertex $v_t \in I$ is selected, and the opinion there is updated to the value $f_{t}(v_t)$ that minimizes the sum $\sum_{w \sim v_t} \lvert f_t(v_t)-f_{t-1}(w) \rvert^p$ over neighbours $w$ of $v_t$. The case $p=2$ yields linear averaging dynamics, but for all $p \ne 2$ the dynamics are nonlinear. It is well known that almost surely, $f_t$ converges to the $p$-harmonic extension $h$ of $f_0 \vert_{B}$. Denote the number of steps needed to obtain $\lVert f_t - h \rVert_{\infty} \le \epsilon$ by $\tau_p(\epsilon).$ Recently, Amir, Nazarov, and Peres~\cite{noboundarycase} analyzed the same dynamics without boundary. For individual graphs, adding boundary values can slow down the convergence considerably; indeed, when $p = 2$ the approximation time is controlled by the hitting time of the boundary by random walk, and hitting times can be much larger than mixing times, which control the convergence when $B=\emptyset$. Nevertheless, we show that for all graphs with $n$ vertices, the mean approximation time $\E[\tau_p(\epsilon)]$ is at most $n^{\beta_p}$ (up to logarithmic factors in $\frac{n}{\epsilon}$ for $p \in [2, \infty)$, and polynomial factors in $\epsilon^{-1}$ for $p \in (1, 2)$), where $\beta_p=\max\big(\frac{2p}{p-1},3\big)$. This matches the definition of $\beta_p$ given in \cite{noboundarycase} and answers Question 6.2 in that paper. The exponent $\beta_p$ is optimal in both settings. We also prove sharp bounds for $n$-vertex graphs with given average degree, that are technically more challenging.

math.PR

Convergence rate of $\ell^p$-energy minimization on graphs: sharp polynomial bounds and a phase transition at $p=3$

We consider the following dynamics on a connected graph $(V,E)$ with $n$ vertices. Given $p>1$ and an initial opinion profile $f_0:V \to [0,1]$, at each integer step $t \ge 1$ a uniformly random vertex $v=v_t$ is selected, and the opinion there is updated to the value $f_{t}(v)$ that minimizes the sum $\sum_{w \sim v} |f_t(v)-f_{t-1}(w)|^p$ over neighbours $w$ of $v$. The case $p=2$ yields linear averaging dynamics, but for all $p \ne 2$ the dynamics are nonlinear. In the limiting case $p=\infty$ (known as Lipschitz learning), $f_t(v)$ is the average of the largest and smallest values of $f_{t-1}(w)$ among the neighbours $w$ of $v$. We show that the number of steps needed to reduce the oscillation of $f_t$ below $\epsilon$ is at most $n^{\beta_p}$ (up to logarithmic factors in $n$ and $\epsilon$), where $\beta_p:=max(\frac{2p}{p-1},3)$; we prove that the exponent $\beta_p$ is optimal. The phase transition at $p=3$ is a new phenomenon. We also derive matching upper and lower bounds for convergence time as a function of $n$ and the average degree; these are the most challenging to prove.

math.PR

Potentials in recurrent networks: a survey

A nonnegative function on the vertices of an infinite graph G which vanishes at a distinguished vertex o, has Laplacian 1 at o, and is harmonic at all other vertices is called a potential. We survey basic properties of potentials in recurrent networks. In particular, we show that potentials are Lipschitz with respect to the effective resistance metric, and if the potential is unique, then there is a determinantal formula for the harmonic measures from infinity. We also infer from the von Neumann minimax theorem that there always exists a potential tending to infinity.

math.PR

The edge-averaging process on graphs with random initial opinions

In several settings (e.g., sensor networks and social networks), nodes of a graph are equipped with initial opinions, and the goal is to estimate the average of these opinions using local operations. A natural algorithm to achieve this is the edge-averaging process, where edges are repeatedly selected at random (according to independent Poisson clocks) and the opinions on the nodes of each selected edge are replaced by their average. The effectiveness of this algorithm is determined by its convergence rate. It is known that on a finite graph of $n$ nodes, the opinions reach approximate consensus in polynomial time. We prove that the convergence is much faster when the initial opinions are disordered (independent identically distributed): the time to reach approximate consensus is $O (\log^2n)$, and this bound is sharp. For infinite graphs, we show that for every $p\geq 1$, if the initial opinions are in $L^p$, then the opinion at each vertex converges to the mean in $L^p$, and if $p>4$, then almost sure convergence holds as well.

math.PR

Every recurrent network has a potential tending to infinity

A rooted network consists of a connected, locally finite graph G, equipped with edge conductances and a distinguished vertex o. A nonnegative function on the vertices of G which vanishes at o, has Laplacian 1 at o, and is harmonic at all other vertices is called a potential. We prove that every infinite recurrent rooted network admits a potential tending to infinity. This is an analogue of classical theorems due to Evans and Nakai in the settings of Euclidean domains and Riemannian surfaces.

math.PR

Edit distance in substitution systems

Let $\sigma$ be a primitive substitution on an alphabet $\mathcal{A}$, and let $\mathcal{W}_n$ be the set of words of length $n$ determined by $\sigma$ (i.e., $w \in \mathcal{W}_n$ if $w$ is a subword of $\sigma^k(a)$ for some $a \in \mathcal{A}$ and $k \geq 1$). It is known that the corresponding substitution dynamical system is loosely Kronecker (also known as zero-entropy loosely Bernoulli), so the diameter of $\mathcal{W}_n$ in the edit distance is $o(n)$. We improve this upper bound to $O(n/\sqrt{\log n})$. The main challenge is handling the case where $\sigma$ is non-uniform; a better bound is available for the uniform case. Finally, we show that for the Thue--Morse substitution, the diameter of $\mathcal{W}_n$ is at least $\sqrt {n/6} - 1$.

math.CO