1,425 research outputs found
Random environment on coloured trees
In this paper, we study a regular rooted coloured tree with random labels
assigned to its edges, where the distribution of the label assigned to an edge
depends on the colours of its endpoints. We obtain some new results relevant to
this model and also show how our model generalizes many other probabilistic
models, including random walk in random environment on trees, recursive
distributional equations and multi-type branching random walk on .Comment: Published in at http://dx.doi.org/10.3150/07-BEJ101 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Bindweeds or random walks in random environments on multiplexed trees and their asympotics
We report on the asymptotic behaviour of a new model of random walk, we term
the bindweed model, evolving in a random environment on an infinite multiplexed
tree. The term \textit{multiplexed} means that the model can be viewed as a
nearest neighbours random walk on a tree whose vertices carry an internal
degree of freedom from the finite set , for some integer . The
consequence of the internal degree of freedom is an enhancement of the tree
graph structure induced by the replacement of ordinary edges by multi-edges,
indexed by the set . This indexing conveys the
information on the internal degree of freedom of the vertices contiguous to
each edge. The term \textit{random environment} means that the jumping rates
for the random walk are a family of edge-indexed random variables, independent
of the natural filtration generated by the random variables entering in the
definition of the random walk; their joint distribution depends on the index of
each component of the multi-edges. We study the large time asymptotic behaviour
of this random walk and classify it with respect to positive recurrence or
transience in terms of a specific parameter of the probability distribution of
the jump rates. This classifying parameter is shown to coincide with the
critical value of a matrix-valued multiplicative cascade on the ordinary tree
(\textit{i.e.} the one without internal degrees of freedom attached to the
vertices) having the same vertex set as the state space of the random walk.
Only results are presented here since the detailed proofs will appear
elsewhere
Dynamical systems with heavy-tailed random parameters
Motivated by the study of the time evolution of random dynamical systems
arising in a vast variety of domains --- ranging from physics to ecology ---,
we establish conditions for the occurrence of a non-trivial asymptotic
behaviour for these systems in the absence of an ellipticity condition. More
precisely, we classify these systems according to their type and --- in the
recurrent case --- provide with sharp conditions quantifying the nature of
recurrence by establishing which moments of passage times exist and which do
not exist. The problem is tackled by mapping the random dynamical systems into
Markov chains on with heavy-tailed innovation and then using
powerful methods stemming from Lyapunov functions to map the resulting Markov
chains into positive semi-martingales.Comment: 24 page
“Modernity continues to be what structures our historical self-understanding…”
Received 30 August 2017. Published online 29 September 2017
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