Expand all Collapse all | Results 1 - 17 of 17 |
1. CJM Online first
Random Walks in Degenerate Random Environments We study the asymptotic behaviour of random walks in i.i.d. random
environments on $\mathbb{Z}^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when it exists) for any 2-valued environment, and show that this does not hold for 3-valued environments without additional assumptions. We give a proof of directional transience and the existence of positive speeds under strong, but non-trivial conditions on the distribution of the environment.
Our results include generalisations (to the non-elliptic setting) of 0-1 laws for directional transience, and in 2-dimensions the existence of a deterministic limiting velocity.
Keywords:random walk, non-elliptic random environment, zero-one law, coupling Category:60K37 |
2. CJM 2011 (vol 64 pp. 961)
Densities of Short Uniform Random Walks We study the densities of uniform random walks in the plane. A special focus
is on the case of short walks with three or four steps and less completely
those with five steps. As one of the main results, we obtain a hypergeometric
representation of the density for four steps, which complements the classical
elliptic representation in the case of three steps. It appears unrealistic
to expect similar results for more than five steps. New results are also
presented concerning the moments of uniform random walks and, in particular,
their derivatives. Relations with Mahler measures are discussed.
Keywords:random walks, hypergeometric functions, Mahler measure Categories:60G50, 33C20, 34M25, 44A10 |
3. CJM 2011 (vol 64 pp. 805)
Quantum Random Walks and Minors of Hermitian Brownian Motion Considering quantum random walks, we construct discrete-time
approximations of the eigenvalues processes of minors of Hermitian
Brownian motion. It has been recently proved by Adler, Nordenstam, and
van Moerbeke that the process of eigenvalues of
two consecutive minors of a Hermitian Brownian motion is a Markov
process; whereas, if one considers more than two consecutive minors,
the Markov property fails. We show that there are analog results in
the noncommutative counterpart and establish the Markov property of
eigenvalues of some particular submatrices of Hermitian Brownian
motion.
Keywords:quantum random walk, quantum Markov chain, generalized casimir operators, Hermitian Brownian motion, diffusions, random matrices, minor process Categories:46L53, 60B20, 14L24 |
4. CJM 2007 (vol 59 pp. 828)
Non-Backtracking Random Walks and Cogrowth of Graphs Let $X$ be a locally finite, connected graph without vertices of
degree $1$. Non-backtracking random walk moves at each step with equal
probability to one of the ``forward'' neighbours of the actual state,
\emph{i.e.,} it does not go back along
the preceding edge to the preceding
state. This is not a Markov chain, but can be turned into a Markov
chain whose state space is the set of oriented edges of $X$. Thus we
obtain for infinite $X$ that the $n$-step non-backtracking transition
probabilities tend to zero, and we can also compute their limit when
$X$ is finite. This provides a short proof of old results concerning
cogrowth of groups, and makes the extension of that result to
arbitrary regular graphs rigorous. Even when $X$ is non-regular, but
\emph{small cycles are dense in} $X$, we show that the graph $X$ is
non-amenable if and only if the non-backtracking $n$-step transition
probabilities decay exponentially fast. This is a partial
generalization of the cogrowth criterion for regular graphs which
comprises the original cogrowth criterion for finitely generated
groups of Grigorchuk and Cohen.
Keywords:graph, oriented line grap, covering tree, random walk, cogrowth, amenability Categories:05C75, 60G50, 20F69 |
5. CJM 2007 (vol 59 pp. 795)
The Choquet--Deny Equation in a Banach Space Let $G$ be a locally compact group and $\pi$ a representation of
$G$ by weakly$^*$ continuous isometries acting in a dual Banach space $E$.
Given a
probability measure $\mu$ on $G$, we study the Choquet--Deny equation
$\pi(\mu)x=x$, $x\in E$. We prove that the solutions of this equation
form the range of a projection of norm $1$ and can be represented by means of a
``Poisson formula'' on the same boundary space that is used to represent the
bounded harmonic functions of the random walk of law $\mu$. The relation
between the space of solutions of the Choquet--Deny equation in $E$ and the
space of bounded harmonic functions can be understood in terms of a
construction resembling the $W^*$-crossed product and coinciding precisely
with the crossed product in the special case of the Choquet--Deny equation in
the space $E=B(L^2(G))$ of bounded linear operators on $L^2(G)$. Other
general properties of the Choquet--Deny equation in a Banach space are also
discussed.
Categories:22D12, 22D20, 43A05, 60B15, 60J50 |
6. CJM 2005 (vol 57 pp. 338)
Certain Exponential Sums and Random Walks on Elliptic Curves For a given elliptic curve $\E$, we obtain an upper bound
on the discrepancy of sets of
multiples $z_sG$ where $z_s$ runs through a sequence
$\cZ=\(z_1, \dots, z_T\)$
such that $k z_1,\dots, kz_T $ is a permutation of
$z_1, \dots, z_T$, both sequences taken modulo $t$, for
sufficiently many distinct values of $k$ modulo $t$.
We apply this result to studying an analogue of the power generator
over an elliptic curve. These results are elliptic curve analogues
of those obtained for multiplicative groups of finite fields and
residue rings.
Categories:11L07, 11T23, 11T71, 14H52, 94A60 |
7. CJM 2004 (vol 56 pp. 963)
A Berry-Esseen Type Theorem on Nilpotent Covering Graphs We prove an estimate for the speed of convergence of the
transition probability for a symmetric random walk
on a nilpotent covering graph.
To obtain this estimate, we give a complete proof of
the Gaussian bound for the gradient of the Markov kernel.
Categories:22E25, 60J15, 58G32 |
8. CMB 2004 (vol 47 pp. 215)
Countable Amenable Identity Excluding Groups A discrete group $G$ is called \emph{identity excluding\/}
if the only irreducible
unitary representation of $G$ which weakly contains the $1$-dimensional identity
representation is the $1$-dimensional identity representation itself. Given a
unitary representation $\pi$ of $G$ and a probability measure $\mu$ on $G$, let
$P_\mu$ denote the $\mu$-average $\int\pi(g) \mu(dg)$. The goal of this article
is twofold: (1)~to study the asymptotic behaviour of the powers $P_\mu^n$, and
(2)~to provide a characterization of countable amenable identity excluding groups.
We prove that for every adapted probability measure $\mu$ on an identity excluding
group and every unitary representation $\pi$ there exists and orthogonal projection
$E_\mu$ onto a $\pi$-invariant subspace such that $s$-$\lim_{n\to\infty}\bigl(P_\mu^n-
\pi(a)^nE_\mu\bigr)=0$ for every $a\in\supp\mu$. This also remains true for suitably
defined identity excluding locally compact groups. We show that the class of countable
amenable identity excluding groups coincides with the class of $\FC$-hypercentral
groups; in the finitely generated case this is precisely the class of groups of
polynomial growth. We also establish that every adapted random walk on a countable
amenable identity excluding group is ergodic.
Categories:22D10, 22D40, 43A05, 47A35, 60B15, 60J50 |
9. CJM 2001 (vol 53 pp. 1057)
Potential Theory in Lipschitz Domains We prove comparison theorems for the probability of life in a
Lipschitz domain between Brownian motion and random walks.
On donne des th\'eor\`emes de comparaison pour la probabilit\'e de
vie dans un domain Lipschitzien entre le Brownien et de marches
al\'eatoires.
Categories:39A70, 35-02, 65M06 |
10. CJM 1986 (vol 38 pp. 397)
11. CMB 1982 (vol 25 pp. 498)
12. CMB 1973 (vol 16 pp. 389)
13. CMB 1971 (vol 14 pp. 325)
14. CMB 1971 (vol 14 pp. 503)
15. CMB 1971 (vol 14 pp. 341)
16. CMB 1965 (vol 8 pp. 1)
17. CMB 1963 (vol 6 pp. 231)