Random walks on FKG-horizontally oriented lattices

Abstract: We study the asymptotic behavior of the simple random walk on oriented versions of Z2. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with centered random orientations which are positively correlated. We prove that the simple random walk is transient and also prove a functional limit theorem in the space V([O, 00[, JR2) of cadlag functions, with an unconventional normalization

Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment

We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process is driven by an ergodic Markov chain and is reflected on the boundary of the d-dimensional cube. In the large resource limit, we prove Freidlin-Wentzell estimates, we study the asymptotic of the deadlock time and we show that the quasi-potential is a viscosity solution of a Hamilton-Jacobi equation with a Neumann boundary condition. We give a complete analysis of the colliding 2-stacks problem and show an example where the system has a stable attractor which is a limit cycle

Recurrence and Polya number of general one-dimensional random walks

The recurrence properties of random walks can be characterized by P\'{o}lya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random walk on a line, in which at each time step the walker can move to the left or right with probabilities $l$ and $r$, or remain at the same position with probability $o$ ($l+r+o=1$). We calculate P\'{o}lya number $P$ of this model and find a simple expression for $P$ as, $P=1-\Delta$, where $\Delta$ is the absolute difference of $l$ and $r$ ($\Delta=|l-r|$). We prove this rigorous expression by the method of creative telescoping, and our result suggests that the walk is recurrent if and only if the left-moving probability $l$ equals to the right-moving probability $r$.Comment: 3 page short pape

Recurrence of biased quantum walks on a line

The Polya number of a classical random walk on a regular lattice is known to depend solely on the dimension of the lattice. For one and two dimensions it equals one, meaning unit probability to return to the origin. This result is extremely sensitive to the directional symmetry, any deviation from the equal probability to travel in each direction results in a change of the character of the walk from recurrent to transient. Applying our definition of the Polya number to quantum walks on a line we show that the recurrence character of quantum walks is more stable against bias. We determine the range of parameters for which biased quantum walks remain recurrent. We find that there exist genuine biased quantum walks which are recurrent.Comment: Journal reference added, minor corrections in the tex

Discrete approximation of a stable self-similar stationary increments process

The aim of this paper is to present a result of discrete approximation of some class of stable self-similar stationary increments processes. The properties of such processes were intensively investigated, but little is known about the context in which such processes can arise. To our knowledge, discretization and con-vergence theorems are available only in the case of stable Lévy motions and fractional Brownian motions. This paper yields new results in this direction. Our main result is the convergence of the random rewards schema first introduced by Cohen and Samorodnitsky, which we consider in a more general setting. Strong relationships with Kesten and Spitzer’s random walk in random sceneries are evidenced. Finally, we study some path properties of the limit process