103 research outputs found

    Random Dirichlet environment viewed from the particle in dimension d≥3d\ge 3

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    We consider random walks in random Dirichlet environment (RWDE) which is a special type of random walks in random environment where the exit probabilities at each site are i.i.d. Dirichlet random variables. On Zd{\mathbb Z}^d, RWDE are parameterized by a 2d-uplet of positive reals called weights. In this paper, we characterize for d≥3d\ge 3 the weights for which there exists an absolutely continuous invariant probability for the process viewed from the particle. We can deduce from this result and from [27] a complete description of the ballistic regime for d≥3d\ge 3.Comment: 18 pages. arXiv admin note: text overlap with arXiv:1205.5709 by other authors without attributio

    Spectral Analysis of a Self-Similar Sturm-Liouville Operator

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    In this text we describe the spectral nature (pure point or continuous) of a self-similar Sturm-Liouville operator on the line or the half-line. This is motivated by the more general problem of understanding the spectrum of Laplace operators on unbounded finitely ramified self-similar sets. In this context, this furnishes the first example of a description of the spectral nature of the operator in the case where the so-called "Neumann-Dirichlet" eigenfunctions are absent.Comment: 20 pages, 1 figur

    Markov chains in a Dirichlet Environment and hypergeometric integrals

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    The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these relations and the computation of the connexion obtained by moving one hyperplane of the arrangement some new relations on important functionals of the Markov chain.Comment: 6 pages, preliminary not

    Ballistic random walks in random environment at low disorder

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    We consider random walks in a random environment of the type p_0+\gamma\xi_z, where p_0 denotes the transition probabilities of a stationary random walk on \BbbZ^d, to nearest neighbors, and \xi_z is an i.i.d. random perturbation. We give an explicit expansion, for small \gamma, of the asymptotic speed of the random walk under the annealed law, up to order 2. As an application, we construct, in dimension d\ge2, a walk which goes faster than the stationary walk under the mean environment.Comment: Published at http://dx.doi.org/10.1214/009117904000000739 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Random walks in Dirichlet environment: an overview

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    Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on Zd\Bbb{Z}^d where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized by a family of positive weights (αi)i=1,…,2d(\alpha_i)_{i=1, \ldots, 2d}, one for each direction of Zd\Bbb{Z}^d. In this case, the annealed law is that of a reinforced random walk, with linear reinforcement on directed edges. RWDE have a remarkable property of statistical invariance by time reversal from which can be inferred several properties that are still inaccessible for general environments, such as the equivalence of static and dynamic points of view and a description of the directionally transient and ballistic regimes. In this paper we give a state of the art on this model and several sketches of proofs presenting the core of the arguments. We also present new computation of the large deviation rate function for one dimensional RWDE.Comment: 35 page

    Random walks in a Dirichlet environment

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    This paper states a law of large numbers for a random walk in a random iid environment on Zd{\mathbb Z}^d, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the process and also an asymptotic expansion of this velocity at low disorder.Comment: Change in theorem

    Markov chains in a Dirichlet Environment and hypergeometric integrals

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    6 pages, preliminary note.International audienceThe aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these relations and the computation of the connexion obtained by moving one hyperplane of the arrangement some new relations on important functionals of the Markov chain
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