We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in dimensions d >= 2 in 2003 that, for uniformly elliptic i.i.d. random environments, the quenched and the averaged large deviation rate functions coincide at the origin. Here we provide a description of an atypical event realizing the correct quenched large deviation rate in the nestling and marginally nestling setting: the random walk seeks regions of space where the environment emulates the element in the convex hull of the support of the law of the environment at a site which minimizes the rate function. Periodic environments play a natural role in this description.
We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on ℤ^2. For an i.i.d. elliptic random environment, we consider the quenched large deviations probabilities for trajectories starting at the origin and arriving at time n+[n^a] to the position (n,[n^a]) and show that, if the logarithm of the right-jump probability has a finite moment of order p>2, then for a < 3/7(1-2/p) the fluctuations of these propabilities are asymptotically governed by the GUE Tracy-Widom distribution. Our results are based on a comparison between RWRE and a last passage percolation model, whose asymptotic fluctuations near the axis were previously established independently by Bodineau-Martin and Baik-Suidan. Furthermore, we obtain also the full convergence to the directed landscape in this regime based on the extension of the aforementioned results to this setting by McKeown and Zhang.
We introduce a variation of the classic ballistic deposition model in which vertically falling blocks can only stick to the top or the upper right corner of growing columns. We establish that fluctuations of the height function at points near the t-axis are given by the GUE ensemble and its corresponding Tracy-Widom limiting distribution. The proof is based on a graphical construction of the process in terms of a directed Last Passage Percolation model. Using this graphical construction, we define the notion of geodesics for the height function and show that the wandering exponent governing the transversal fluctuations of these geodesics is 2/3.
We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered (stochastic) heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all times is expressed as the L1 limit of a martingale given by the Feyman-Kac formula and defines a randomized shift, or Gaussian multiplicative chaos. The fluctuations far from the centre are shown to be given by the one-dimensional KPZ equation.
We introduce and study a non-oriented first passage percolation model having a property of statistical invariance by time reversal. This model is defined in a graph having directed edges and the passage times associated with each set of outgoing edges from a given vertex are distributed according to a generalized Bernoulli-Exponential law and i.i.d. among vertices. We derive the statistical invariance property by time reversal through a zero-temperature limit of the random walk in Dirichlet environment model.
For a random walk in a uniformly elliptic and i.i.d. environment on Zd with d >= 4, we show that the quenched and annealed large deviation rate functions agree on any compact set contained in the boundary an := {x is an element of Rd : |x|1 = 1} of their domain which does not intersect any of the (d - 2)-dimensional facets of an, provided that the disorder of the environment is low enough (depending on the compact set). As a consequence, we obtain a simple explicit formula for both rate functions on any such compact set of an at low enough disorder. In contrast to previous works, our results do not assume any ballistic behavior of the random walk and are not restricted to neighborhoods of any given point (on the boundary an). In addition, our results complement those in Bazaes et al. (2022), where, using different methods, we investigate the equality of the rate functions in the interior of their domain. Finally, for a general parametrized family of environments, we show that the strength of disorder determines a phase transition in the equality of both rate functions, in the sense that for each x is an element of an there exists ex such that the two rate functions agree at x when the disorder is smaller than ex and disagree when it is larger. This further reconfirms the idea, introduced in Bazaes et al. (2022), that the disorder of the environment is in general intimately related with the equality of the rate functions.(c) 2023 Elsevier B.V. All rights reserved.
In 2003, Varadhan [V03] developed a robust method for proving quenched and averaged large deviations for random walks in a uniformly elliptic and i.i.d. environment (RWRE) on $\mathbb Z^d$. One fundamental question which remained open was to determine when the quenched and averaged large deviation rate functions agree, and when they do not. In this article we show that for RWRE in uniformly elliptic and i.i.d. environment in $d\geq 4$, the two rate functions agree on any compact set contained in the interior of their domain which does not contain the origin, provided that the disorder of the environment is sufficiently low. Our result provides a new formulation which encompasses a set of sufficient conditions under which these rate functions agree without assuming that the RWRE is ballistic (see [Y11]), satisfies a CLT or even a law of large numbers ([Zer02,Ber08]). Also, the equality of rate functions is not restricted to neighborhoods around given points, as long as the disorder of the environment is kept low. One of the novelties of our approach is the introduction of an auxiliary random walk in a deterministic environment which is itself ballistic (regardless of the actual RWRE behavior) and whose large deviation properties approximate those of the original RWRE in a robust manner, even if the original RWRE is not ballistic itself.
We give non-trivial upper and lower bounds on the range of the so-called Balanced Excited Random Walk in two dimensions, and verify a conjecture of Benjamini, Kozma and Schapira. To the best of our knowledge these are the first non-trivial results for this 2-dimensional model
A birth-death chain is a discrete-time Markov chain on the integers whose transition probabilities $p_{i,j}$ are non-zero if and only if $|i-j|=1$. We consider birth-death chains whose birth probabilities $p_{i,i+1}$ form a periodic sequence, so that $p_{i,i+1}=p_{i \mod m}$ for some $m$ and $p_0,\ldots,p_{m-1}$. The trajectory $(X_n)_{n=0,1,\ldots}$ of such a chain satisfies a strong law of large numbers and a central limit theorem. We study the effect of reordering the probabilities $p_0,\ldots,p_{m-1}$ on the velocity $v=\lim_{n\to\infty} X_n/n$. The sign of $v$ is not affected by reordering, but its magnitude in general is. We show that for Lebesgue almost every choice of $(p_0,\ldots,p_{m-1})$, exactly $(m-1)!/2$ distinct speeds can be obtained by reordering. We make an explicit conjecture of the ordering that minimises the speed, and prove it for all $m\leq 7$. This conjecture is implied by a purely combinatorial conjecture that we think is of independent interest.
We consider random walks in i.i.d. elliptic random environments which are not uniformly elliptic. We introduce a computable condition in dimension d=2 and a general condition valid for dimensions d≥2 expressed in terms of the exit time from a box, which ensure that local trapping would not inhibit a ballistic behavior of the random walk. An important technical innovation related to our computable condition, is the introduction of a geometrical point of view to classify the way in which the random walk can become trapped, either in an edge, a wedge or a square. Furthermore, we prove that the general condition we introduce is sharp.
We prove that the Beta random walk has second order cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values $\upalpha>0$ and $\upbeta>0$ of the parameters of the Beta distribution, removing previous restrictions on their values. Furthermore, we prove that the GUE Tracy-Widom fluctuations still hold in the intermediate disorder regime. We also show that any random walk in space-time random environment that matches certain moments with the Beta random walk also has GUE Tracy-Widom fluctuations in the intermediate disorder regime. As a corollary we show the emergence of GUE Tracy-Widom fluctuations from the large deviation principle for trajectories ending at boundary points for random walks in space (time-independent) i.i.d. Dirichlet random environment in dimension $d=2$ for a class of asymptotic behavior of the parameters.
We consider random walk in a uniformly elliptic i.i.d. random environment in DOUBLE-STRUCK CAPITAL Z(d) for d >= 2. It is believed that whenever the random walk is transient in a given direction it is necessarily ballistic. In order to quantify the gap which would be needed to prove this equivalence, several ballisticity conditions have been introduced. In particular, Sznitman defined the so-called conditions (T) and (T '). The first one is the requirement that certain unlikely exit probabilities from a set of slabs decay exponentially fast with their width L. The second one is the requirement that for all gamma is an element of (0, 1) condition (T)(gamma) is satisfied, which in turn is defined as the requirement that the decay is like e-CL gamma for some C > 0. In this article we prove a conjecture of Sznitman from 2002, stating that (T) and (T ') are equivalent. Hence, this closes the circle proving the equivalence of conditions (T), (T '), and (T)(gamma) for some gamma is an element of (0, 1) as conjectured by Sznitman, and also of each of these ballisticity conditions with the polynomial condition (P)(M) for M >= 15d + 5 introduced by Berger, Drewitz, and Rami rez in 2014. (c) 2019 Wiley Periodicals, Inc.
The balanced excited random walk, introduced by Benjamini, Kozma and Schapira in $2011$, is defined as a discrete time stochastic process in $\mathbb Z^d$, depending on two integer parameters $1\le d_1,d_2\le d$ with $ d_1, d_2\in \{1,\ldots, d\}$, which whenever it is at a site $x\in\mathbb Z^d$ at time $n$, it jumps to $x\pm e_i$, where $e_1,\ldots,e_d$ are the canonical vectors, for $1\le i\le d_1$, if the site $x$ was visited for the first time at time $n$, while it jumps to $x\pm e_i$, for $d-d_2\le d$, if the site $x$ was already visited before time $n$. Here we give an overview of this model when $d_1+d_2=d$ and introduce and study the cases when $d_2+d_2>d$. In particular, we prove that for all the cases $d\ge 5$ and most cases $d=4$, the balanced excited random walk is transient.
We give new criteria for ballistic behavior of random walks in random environment which are perturbations of the simple symmetric random walk on $\mathbb Z^d$ in dimensions $d\ge 4$. Our results extend those of Sznitman [Ann. Probab. 31, no. 1, 285-322 (2003)] and the recent ones of Ram\'irez and Saglietti [Preprint, arXiv:1808.01523], and allow us to exhibit new examples in dimensions $d\ge 4$ of ballistic random walks which do not satisfy Kalikow's condition. Our criteria implies ballisticity whenever the average of the local drift of the walk is not too small compared with an appropriate moment of the centered environment. The proof relies on a concentration inequality of Boucheron et al. [Ann. Probab. 33, no. 2, 514-560 (2005)].
We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In Ben Arous et al (Transition asymptotics for reaction-diffusion in random media. Probability and mathematical physics, American Mathematical Society, Providence, RI, pp 1–40, 2007, [8]), we had already considered the model treated here and had studied fully the regimes where the law of large numbers is satisfied and where the fluctuations are Gaussian, but we had left open the regime of stable fluctuations. Our work is based on a spectral approach centered on the classical theory of rank-one perturbations. It illustrates the gradual emergence of the role of the higher peaks of the environments. This approach also allows us to give the delicate exact asymptotics of the normalizing constants needed in the stable limit law.
Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and the Furstenberg measure. We detail this correspondence, derive the long-time limit of the model and obtain a co-variant distribution for the polymer path. Next, we observe that the model becomes exactly solvable when the disorder variables are located on edges of the complete graph and follow a totally asymmetric stable law of index $\alpha \in (0,1)$. Then, a certain notion of mean height of the polymer behaves like a random walk and we show that the height function is distributed around this mean according to an explicit law. Large $N$ asymptotics can be taken in this setting, for instance, for the free energy of the system and for the invariant law of the polymer height with a shift. Moreover, we give some perturbative results for environments which are close to the totally asymmetric stable laws.
We give a new criterion for ballistic behavior of random walks in random environments which are low disorder perturbations of the simple symmetric random walk on $\mathbb{Z}^d$, for $d\geq 2$. This extends the results established by Sznitman in 2003 and, in particular, allow us to give new examples of ballistic RWREs in dimension $d=3$ which do not satisfy Kalikow's condition. Essentially, this new criterion states that ballisticity occurs whenever the average local drift of the walk is not too small when compared to the standard deviation of the environment. Its proof relies on applying coarse-graining methods together with a variation of the Azuma-Hoeffding concentration inequality in order to verify the fulfillment of a ballisticity condition by Berger, Drewitz and Ram\'irez.
We derive asymptotic estimates for the velocity of random walks in random environments which are perturbations of the simple symmetric random walk but have a small local drift in a given direction. Our estimates complement previous results presented by Sznitman in [16] and are in the spirit of expansions obtained by Sabot in [11].
We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity conditions. The proof is based on the use of a maximum principle for parabolic difference operators.
We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we had already considered the model treated here and had studied fully the regimes where the law of large numbers is satisfied and where the fluctuations are Gaussian, but we had left open the regime of stable fluctuations. Our work is based on a spectral approach centered on the classical theory of rank-one perturbations. It illustrates the gradual emergence of the role of the higher peaks of the environments. This approach also allows us to give the delicate exact asymptotics of the normalizing constants needed in the stable limit law.