542 research outputs found
Transient Random Walks in Random Environment on a Galton-Watson Tree
We consider a transient random walk in random environment on a
Galton--Watson tree. Under fairly general assumptions, we give a sharp and
explicit criterion for the asymptotic speed to be positive. As a consequence,
situations with zero speed are revealed to occur. In such cases, we prove that
is of order of magnitude , with . We also
show that the linearly edge reinforced random walk on a regular tree always has
a positive asymptotic speed, which improves a recent result of Collevecchio
\cite{Col06}
Duality and fluctuation relations for statistics of currents on cyclic graphs
We consider stochastic motion of a particle on a cyclic graph with
arbitrarily periodic time dependent kinetic rates. We demonstrate duality
relations for statistics of currents in this model and in its continuous
version of a diffusion in one dimension. Our duality relations are valid beyond
detailed balance constraints and lead to exact expressions that relate
statistics of currents induced by dual driving protocols. We also show that
previously known no-pumping theorems and some of the fluctuation relations,
when they are applied to cyclic graphs or to one dimensional diffusion, are
special consequences of our duality.Comment: 2 figure, 6 pages (In twocolumn). Accepted by JSTA
The maximum of the local time of a diffusion process in a drifted Brownian potential
We consider a one-dimensional diffusion process in a
-drifted Brownian potential for . We are interested
in the maximum of its local time, and study its almost sure asymptotic
behaviour, which is proved to be different from the behaviour of the maximum
local time of the transient random walk in random environment. We also obtain
the convergence in law of the maximum local time of under the annealed law
after suitable renormalization when . Moreover, we characterize
all the upper and lower classes for the hitting times of , in the sense of
Paul L\'evy, and provide laws of the iterated logarithm for the diffusion
itself. To this aim, we use annealed technics.Comment: 38 pages, new version, merged with hal-00013040 (arXiv:math/0511053),
with some additional result
Random Time-Dependent Quantum Walks
We consider the discrete time unitary dynamics given by a quantum walk on the
lattice performed by a quantum particle with internal degree of freedom,
called coin state, according to the following iterated rule: a unitary update
of the coin state takes place, followed by a shift on the lattice, conditioned
on the coin state of the particle. We study the large time behavior of the
quantum mechanical probability distribution of the position observable in
when the sequence of unitary updates is given by an i.i.d. sequence of
random matrices. When averaged over the randomness, this distribution is shown
to display a drift proportional to the time and its centered counterpart is
shown to display a diffusive behavior with a diffusion matrix we compute. A
moderate deviation principle is also proven to hold for the averaged
distribution and the limit of the suitably rescaled corresponding
characteristic function is shown to satisfy a diffusion equation. A
generalization to unitary updates distributed according to a Markov process is
also provided. An example of i.i.d. random updates for which the analysis of
the distribution can be performed without averaging is worked out. The
distribution also displays a deterministic drift proportional to time and its
centered counterpart gives rise to a random diffusion matrix whose law we
compute. A large deviation principle is shown to hold for this example. We
finally show that, in general, the expectation of the random diffusion matrix
equals the diffusion matrix of the averaged distribution.Comment: Typos and minor errors corrected. To appear In Communications in
Mathematical Physic
Random Planar Lattices and Integrated SuperBrownian Excursion
In this paper, a surprising connection is described between a specific brand
of random lattices, namely planar quadrangulations, and Aldous' Integrated
SuperBrownian Excursion (ISE). As a consequence, the radius r_n of a random
quadrangulation with n faces is shown to converge, up to scaling, to the width
r=R-L of the support of the one-dimensional ISE. More generally the
distribution of distances to a random vertex in a random quadrangulation is
described in its scaled limit by the random measure ISE shifted to set the
minimum of its support in zero.
The first combinatorial ingredient is an encoding of quadrangulations by
trees embedded in the positive half-line, reminiscent of Cori and Vauquelin's
well labelled trees. The second step relates these trees to embedded (discrete)
trees in the sense of Aldous, via the conjugation of tree principle, an
analogue for trees of Vervaat's construction of the Brownian excursion from the
bridge.
From probability theory, we need a new result of independent interest: the
weak convergence of the encoding of a random embedded plane tree by two contour
walks to the Brownian snake description of ISE.
Our results suggest the existence of a Continuum Random Map describing in
term of ISE the scaled limit of the dynamical triangulations considered in
two-dimensional pure quantum gravity.Comment: 44 pages, 22 figures. Slides and extended abstract version are
available at http://www.loria.fr/~schaeffe/Pub/Diameter/ and
http://www.iecn.u-nancy.fr/~chassain
Correlated Markov Quantum Walks
We consider the discrete time unitary dynamics given by a quantum walk on
performed by a particle with internal degree of freedom, called coin
state, according to the following iterated rule: a unitary update of the coin
state takes place, followed by a shift on the lattice, conditioned on the coin
state of the particle. We study the large time behavior of the quantum
mechanical probability distribution of the position observable in for
random updates of the coin states of the following form. The random sequences
of unitary updates are given by a site dependent function of a Markov chain in
time, with the following properties: on each site, they share the same
stationnary Markovian distribution and, for each fixed time, they form a
deterministic periodic pattern on the lattice.
We prove a Feynman-Kac formula to express the characteristic function of the
averaged distribution over the randomness at time in terms of the nth power
of an operator . By analyzing the spectrum of , we show that this
distribution posesses a drift proportional to the time and its centered
counterpart displays a diffusive behavior with a diffusion matrix we compute.
Moderate and large deviations principles are also proven to hold for the
averaged distribution and the limit of the suitably rescaled corresponding
characteristic function is shown to satisfy a diffusion equation.
An example of random updates for which the analysis of the distribution can
be performed without averaging is worked out. The random distribution displays
a deterministic drift proportional to time and its centered counterpart gives
rise to a random diffusion matrix whose law we compute. We complete the picture
by presenting an uncorrelated example.Comment: 37 pages. arXiv admin note: substantial text overlap with
arXiv:1010.400
Stochastic Budget Optimization in Internet Advertising
Internet advertising is a sophisticated game in which the many advertisers
"play" to optimize their return on investment. There are many "targets" for the
advertisements, and each "target" has a collection of games with a potentially
different set of players involved. In this paper, we study the problem of how
advertisers allocate their budget across these "targets". In particular, we
focus on formulating their best response strategy as an optimization problem.
Advertisers have a set of keywords ("targets") and some stochastic information
about the future, namely a probability distribution over scenarios of cost vs
click combinations. This summarizes the potential states of the world assuming
that the strategies of other players are fixed. Then, the best response can be
abstracted as stochastic budget optimization problems to figure out how to
spread a given budget across these keywords to maximize the expected number of
clicks.
We present the first known non-trivial poly-logarithmic approximation for
these problems as well as the first known hardness results of getting better
than logarithmic approximation ratios in the various parameters involved. We
also identify several special cases of these problems of practical interest,
such as with fixed number of scenarios or with polynomial-sized parameters
related to cost, which are solvable either in polynomial time or with improved
approximation ratios. Stochastic budget optimization with scenarios has
sophisticated technical structure. Our approximation and hardness results come
from relating these problems to a special type of (0/1, bipartite) quadratic
programs inherent in them. Our research answers some open problems raised by
the authors in (Stochastic Models for Budget Optimization in Search-Based
Advertising, Algorithmica, 58 (4), 1022-1044, 2010).Comment: FINAL versio
Condensation in randomly perturbed zero-range processes
The zero-range process is a stochastic interacting particle system that
exhibits a condensation transition under certain conditions on the dynamics. It
has recently been found that a small perturbation of a generic class of jump
rates leads to a drastic change of the phase diagram and prevents condensation
in an extended parameter range. We complement this study with rigorous results
on a finite critical density and quenched free energy in the thermodynamic
limit, as well as quantitative heuristic results for small and large noise
which are supported by detailed simulation data. While our new results support
the initial findings, they also shed new light on the actual (limited)
relevance in large finite systems, which we discuss via fundamental diagrams
obtained from exact numerics for finite systems.Comment: 18 pages, 6 figure
Bose--Einstein Condensation in the Large Deviations Regime with Applications to Information System Models
We study the large deviations behavior of systems that admit a certain form
of a product distribution, which is frequently encountered both in Physics and
in various information system models. First, to fix ideas, we demonstrate a
simple calculation of the large deviations rate function for a single
constraint (event). Under certain conditions, the behavior of this function is
shown to exhibit an analogue of Bose--Einstein condensation (BEC). More
interestingly, we also study the large deviations rate function associated with
two constraints (and the extension to any number of constraints is conceptually
straightforward). The phase diagram of this rate function is shown to exhibit
as many as seven phases, and it suggests a two--dimensional generalization of
the notion of BEC (or more generally, a multi--dimensional BEC). While the
results are illustrated for a simple model, the underlying principles are
actually rather general. We also discuss several applications and implications
pertaining to information system models
Fixation, transient landscape and diffusion's dilemma in stochastic evolutionary game dynamics
Agent-based stochastic models for finite populations have recently received
much attention in the game theory of evolutionary dynamics. Both the ultimate
fixation and the pre-fixation transient behavior are important to a full
understanding of the dynamics. In this paper, we study the transient dynamics
of the well-mixed Moran process through constructing a landscape function. It
is shown that the landscape playing a central theoretical "device" that
integrates several lines of inquiries: the stable behavior of the replicator
dynamics, the long-time fixation, and continuous diffusion approximation
associated with asymptotically large population. Several issues relating to the
transient dynamics are discussed: (i) multiple time scales phenomenon
associated with intra- and inter-attractoral dynamics; (ii) discontinuous
transition in stochastically stationary process akin to Maxwell construction in
equilibrium statistical physics; and (iii) the dilemma diffusion approximation
facing as a continuous approximation of the discrete evolutionary dynamics. It
is found that rare events with exponentially small probabilities, corresponding
to the uphill movements and barrier crossing in the landscape with multiple
wells that are made possible by strong nonlinear dynamics, plays an important
role in understanding the origin of the complexity in evolutionary, nonlinear
biological systems.Comment: 34 pages, 4 figure
- …