scholarly journals Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension

2020 ◽  
Vol 178 (1-2) ◽  
pp. 327-367
Author(s):  
Martin Prigent ◽  
Matthew I. Roberts

Abstract We define a dynamical simple symmetric random walk in one dimension, and show that there almost surely exist exceptional times at which the walk tends to infinity. This is in contrast to the usual dynamical simple symmetric random walk in one dimension, for which such exceptional times are known not to exist. In fact we show that the set of exceptional times has Hausdorff dimension 1/2 almost surely, and give bounds on the rate at which the walk diverges at such times. We also show noise sensitivity of the event that our random walk is positive after n steps. In fact this event is maximally noise sensitive, in the sense that it is quantitatively noise sensitive for any sequence $$\varepsilon _n$$ ε n such that $$n\varepsilon _n\rightarrow \infty $$ n ε n → ∞ . This is again in contrast to the usual random walk, for which the corresponding event is known to be noise stable.

2004 ◽  
Vol 56 (5) ◽  
pp. 963-982 ◽  
Author(s):  
Satoshi Ishiwata

AbstractWe prove an estimate for the speed of convergence of the transition probability for a symmetric random walk on a nilpotent covering graph. To obtain this estimate, we give a complete proof of the Gaussian bound for the gradient of the Markov kernel.


1971 ◽  
Vol 14 (3) ◽  
pp. 341-347 ◽  
Author(s):  
G. C. Jain

In connection with a statistical problem concerning the Galtontest Cśaki and Vincze [1] gave for an equivalent Bernoullian symmetric random walk the joint distribution of g and k, denoting respectively the number of positive steps and the number of times the particle crosses the origin, given that it returns there on the last step.


2019 ◽  
Vol 129 (9) ◽  
pp. 3431-3445 ◽  
Author(s):  
Xue Dong He ◽  
Sang Hu ◽  
Jan Obłój ◽  
Xun Yu Zhou

1998 ◽  
Vol 12 (3) ◽  
pp. 373-386 ◽  
Author(s):  
E. G. Coffman ◽  
Philippe Flajolet ◽  
Leopold Flatto ◽  
Micha Hofri

Let S0,…,Sn be a symmetric random walk that starts at the origin (S0 = 0) and takes steps uniformly distributed on [— 1,+1]. We study the large-n behavior of the expected maximum excursion and prove the estimate,where c = 0.297952.... This estimate applies to the problem of packing n rectangles into a unit-width strip; in particular, it makes much more precise the known upper bound on the expected minimum height, O(n½), when the rectangle sides are 2n independent uniform random draws from [0,1].


1988 ◽  
Vol 25 (04) ◽  
pp. 733-743 ◽  
Author(s):  
David Balding

One-dimensional, periodic and annihilating systems of Brownian motions and random walks are defined and interpreted in terms of sizeless particles which vanish on contact. The generating function and moments of the number pairs of particles which have vanished, given an arbitrary initial arrangement, are derived in terms of known two-particle survival probabilities. Three important special cases are considered: Brownian motion with the particles initially (i) uniformly distributed and (ii) equally spaced on a circle and (iii) random walk on a lattice with initially each site occupied. Results are also given for the infinite annihilating particle systems obtained in the limit as the number of particles and the size of the circle or lattice increase. Application of the results to the theory of diffusion-limited reactions is discussed.


1994 ◽  
Vol 31 (A) ◽  
pp. 239-250
Author(s):  
Endre Csáki

Some exact and asymptotic joint distributions are given for certain random variables defined on the excursions of a simple symmetric random walk. We derive appropriate recursion formulas and apply them to get certain expressions for the joint generating or characteristic functions of the random variables.


1988 ◽  
Vol 25 (4) ◽  
pp. 733-743 ◽  
Author(s):  
David Balding

One-dimensional, periodic and annihilating systems of Brownian motions and random walks are defined and interpreted in terms of sizeless particles which vanish on contact. The generating function and moments of the number pairs of particles which have vanished, given an arbitrary initial arrangement, are derived in terms of known two-particle survival probabilities. Three important special cases are considered: Brownian motion with the particles initially (i) uniformly distributed and (ii) equally spaced on a circle and (iii) random walk on a lattice with initially each site occupied. Results are also given for the infinite annihilating particle systems obtained in the limit as the number of particles and the size of the circle or lattice increase. Application of the results to the theory of diffusion-limited reactions is discussed.


2003 ◽  
Vol 40 (1) ◽  
pp. 123-146 ◽  
Author(s):  
G. Fort ◽  
E. Moulines ◽  
G. O. Roberts ◽  
J. S. Rosenthal

In this paper, we consider the random-scan symmetric random walk Metropolis algorithm (RSM) on ℝd. This algorithm performs a Metropolis step on just one coordinate at a time (as opposed to the full-dimensional symmetric random walk Metropolis algorithm, which proposes a transition on all coordinates at once). We present various sufficient conditions implying V-uniform ergodicity of the RSM when the target density decreases either subexponentially or exponentially in the tails.


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