On the physical relevance of random walks: an example of random walks on a randomly oriented lattice

Random walks on general graphs play an important role in the understanding of the general theory of stochastic processes. Beyond their fundamental interest in probability theory, they arise also as simple models of physical systems. A brief survey of the physical relevance of the notion of random walk on both undirected and directed graphs is given followed by the exposition of some recent results on random walks on randomly oriented lattices. It is worth noticing that general undirected graphs are associated with (not necessarily Abelian) groups while directed graphs are associated with (not necessarily Abelian) $C^*$-algebras. Since quantum mechanics is naturally formulated in terms of $C^*$-algebras, the study of random walks on directed lattices has been motivated lately by the development of the new field of quantum information and communication

On a property of random-oriented percolation in a quadrant

Grimmett's random-orientation percolation is formulated as follows. The square lattice is used to generate an oriented graph such that each edge is oriented rightwards (resp. upwards) with probability $p$ and leftwards (resp. downwards) otherwise. We consider a variation of Grimmett's model proposed by Hegarty, in which edges are oriented away from the origin with probability $p$, and towards it with probability $1-p$, which implies rotational instead of translational symmetry. We show that both models could be considered as special cases of random-oriented percolation in the NE-quadrant, provided that the critical value for the latter is 1/2. As a corollary, we unconditionally obtain a non-trivial lower bound for the critical value of Hegarty's random-orientation model. The second part of the paper is devoted to higher dimensions and we show that the Grimmett model percolates in any slab of height at least 3 in $\mathbb{Z}^3$.Comment: The abstract has been updated, discussion has been added to the end of the articl

A deterministic walk on the randomly oriented Manhattan lattice

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic walk is then started at the origin and at each step moves diagonally to the nearest vertex in the direction of the horizontal and vertical lines of the present location. This definition can be generalized, in a natural way, to larger dimensions, but we mainly focus on the two dimensional case. In this context the process localizes on two vertices at all large times, almost surely. We also provide estimates for the tail of the length of paths, when the walk is defined on the two dimensional lattice. In particular, the probability of the path to be larger than $n$ decays sub-exponentially in $n$. It is easy to show that higher dimensional paths may not localize on two vertices but will still eventually become periodic, and are therefore bounded.Comment: 18 pages, 12 figure

Quantum Network Models and Classical Localization Problems

A review is given of quantum network models in class C which, on a suitable 2d lattice, describe the spin quantum Hall plateau transition. On a general class of graphs, however, many observables of such models can be mapped to those of a classical walk in a random environment, thus relating questions of quantum and classical localization. In many cases it is possible to make rigorous statements about the latter through the relation to associated percolation problems, in both two and three dimensions.Comment: 23 pages. To appear in '50 years of Anderson Localization', E Abrahams, ed. (World Scientific)

Directed Fixed Energy Sandpile Model

We numerically study the directed version of the fixed energy sandpile. On a closed square lattice, the dynamical evolution of a fixed density of sand grains is studied. The activity of the system shows a continuous phase transition around a critical density. While the deterministic version has the set of nontrivial exponents, the stochastic model is characterized by mean field like exponents.Comment: 5 pages, 6 figures, to be published in Phys. Rev.

Morphological transitions in supercritical generalized percolation and moving interfaces in media with frozen randomness

We consider the growth of clusters in disordered media at zero temperature, as exemplified by supercritical generalized percolation and by the random field Ising model. We show that the morphology of such clusters and of their surfaces can be of different types: They can be standard compact clusters with rough or smooth surfaces, but there exists also a completely different "spongy" phase. Clusters in the spongy phase are `compact' as far as the size-mass relation M ~ R^D is concerned (with D the space dimension), but have an outer surface (or `hull') whose fractal dimension is also D and which is indeed dense in the interior of the entire cluster. This behavior is found in all dimensions D >= 3. Slightly supercritical clusters can be of either type in $D=3$, while they are always spongy in D >= 4. Possible consequences for the applicability of KPZ (Kardar-Parisi-Zhang) scaling to interfaces in media with frozen randomness are studied in detail.Comment: 12 pages, including 10 figures; improved data & major changes compared to v

Random walks on FKG-horizontally oriented lattices

We study the asymptotic behavior of the simple random walk on oriented version of $\mathbb{Z}^2$. The considered latticesare not directed on the vertical axis but unidirectional on the horizontal one, with symmetric random orientations which are positively correlated. We prove that the simple random walk is transient and also prove a functionnal limit theorem in the space of cadlag functions, with an unconventional normalization.Comment: 16 page