Diffusion constants and martingales for senile random walks

We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be derived from martingales associated with the time-changed walks. Using an inverse time-change, the diffusion constants for senile random walks are then obtained via these martingales. When the walks are diffusive, weak convergence to Brownian motion can be shown using a martingale functional limit theorem.Comment: 17 pages, LaTeX; the proof of Proposition 2.3 has been simplified, and an error in the proof of Theorem 2.4 has been correcte

Rotor-router aggregation on the layered square lattice

In rotor-router aggregation on the square lattice Z^2, particles starting at the origin perform deterministic analogues of random walks until reaching an unoccupied site. The limiting shape of the cluster of occupied sites is a disk. We consider a small change to the routing mechanism for sites on the x- and y-axes, resulting in a limiting shape which is a diamond instead of a disk. We show that for a certain choice of initial rotors, the occupied cluster grows as a perfect diamond.Comment: 11 pages, 3 figures

A Guide to Stochastic Loewner Evolution and its Applications

This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded Schramm. This article opens with a discussion of Loewner's method, explaining how this method can be used to describe families of random curves. Then we define SLE and discuss some of its properties. We also explain how the connection can be made between SLE and the discrete models whose scaling limits it describes, or is believed to describe. Finally, we have included a discussion of results that were obtained from SLE computations. Some explicit proofs are presented as typical examples of such computations. To understand SLE sufficient knowledge of conformal mapping theory and stochastic calculus is required. This material is covered in the appendices.Comment: 80 pages, 22 figures, LaTeX; this version has 5 minor corrections to the text and improved hyperref suppor

Existence and uniqueness of the stationary measure in the continuous Abelian sandpile

Let \Lambda be a finite subset of Z^d. We study the following sandpile model on \Lambda. The height at any given vertex x of \Lambda is a positive real number, and additions are uniformly distributed on some interval [a,b], which is a subset of [0,1]. The threshold value is 1; when the height at a given vertex exceeds 1, it topples, that is, its height is reduced by 1, and the heights of all its neighbours in \Lambda increase by 1/2d. We first establish that the uniform measure \mu on the so called "allowed configurations" is invariant under the dynamics. When a < b, we show with coupling ideas that starting from any initial configuration of heights, the process converges in distribution to \mu, which therefore is the unique invariant measure for the process. When a = b, that is, when the addition amount is non-random, and a is rational, it is still the case that \mu is the unique invariant probability measure, but in this case we use random ergodic theory to prove this; this proof proceeds in a very different way. Indeed, the coupling approach cannot work in this case since we also show the somewhat surprising fact that when a = b is rational, the process does not converge in distribution at all starting from any initial configuration.Comment: 22 page

A short simple proof of closedness of convex cones and Farkas' lemma

Proving that a finitely generated convex cone is closed is often considered the most difficult part of geometric proofs of Farkas' lemma. We provide a short simple proof of this fact and (for completeness) derive Farkas' lemma from it using well-known arguments

A short simple proof of closedness of convex cones and Farkas' lemma

Proving that a finitely generated convex cone is closed is often considered the most difficult part of geometric proofs of Farkas' lemma. We provide a short simple proof of this fact and (for completeness) derive Farkas' lemma from it using well-known arguments.Comment: 2 pages; v2: note largely rewritten, provided more context, improved presentation, added 5 reference

Exact Solutions for Loewner Evolutions

In this note, we solve the Loewner equation in the upper half-plane with forcing function xi(t), for the cases in which xi(t) has a power-law dependence on time with powers 0, 1/2 and 1. In the first case the trace of singularities is a line perpendicular to the real axis. In the second case the trace of singularities can do three things. If xi(t)=2*(kappa*t)^1/2, the trace is a straight line set at an angle to the real axis. If xi(t)=2*(kappa*(1-t))^1/2, the behavior of the trace as t approaches 1 depends on the coefficient kappa. Our calculations give an explicit solution in which for kappa<4 the trace spirals into a point in the upper half-plane, while for kappa>4 it intersects the real axis. We also show that for kappa=9/2 the trace becomes a half-circle. The third case with forcing xi(t)=t gives a trace that moves outward to infinity, but stays within fixed distance from the real axis. We also solve explicitly a more general version of the evolution equation, in which xi(t) is a superposition of the values +1 and -1.Comment: 20 pages, 7 figures, LaTeX, one minor correction, and improved hyperref

The asymptotics of group Russian roulette

We study the group Russian roulette problem, also known as the shooting problem, defined as follows. We have $n$ armed people in a room. At each chime of a clock, everyone shoots a random other person. The persons shot fall dead and the survivors shoot again at the next chime. Eventually, either everyone is dead or there is a single survivor. We prove that the probability $p_n$ of having no survivors does not converge as $n\to\infty$, and becomes asymptotically periodic and continuous on the $\log n$ scale, with period 1.Comment: 26 pages, 1 figure; Mathematica notebook and output file (calculated exact bounds) are included with the source file

Reflected Brownian motion in generic triangles and wedges

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected instantaneously on the left and right sides with constant reflection angles. Starting from the top of the triangle, it is evident from the construction that the reflected Brownian motion lands with the uniform distribution on the base. Combined with conformal invariance and the locality property, this uniform exit distribution allows us to compute distribution functions characterizing the hull generated by the reflected Brownian motion.Comment: LaTeX, 38 pages, 14 figures. This is the outcome of a complete rewrite of the original paper. Results have been stated more clearly and the proofs have been elucidate

Diamond Aggregation

Internal diffusion-limited aggregation is a growth model based on random walk in Z^d. We study how the shape of the aggregate depends on the law of the underlying walk, focusing on a family of walks in Z^2 for which the limiting shape is a diamond. Certain of these walks -- those with a directional bias toward the origin -- have at most logarithmic fluctuations around the limiting shape. This contrasts with the simple random walk, where the limiting shape is a disk and the best known bound on the fluctuations, due to Lawler, is a power law. Our walks enjoy a uniform layering property which simplifies many of the proofs.Comment: v2 addresses referee comments, new section on the abelian propert