scholarly journals Scaling limits for simple random walks on random ordered graph trees

2010 ◽  
Vol 42 (2) ◽  
pp. 528-558 ◽  
Author(s):  
D. A. Croydon
Keyword(s):  
Brownian Motion ◽  
Lower Bound ◽  
Random Walks ◽  
Scaling Limit ◽  
Infinite Variance ◽  
Scaling Limits ◽  
Brownian Excursion ◽  
Continuum Random Tree ◽  
Real Tree ◽  
Volume Measure

Consider a family of random ordered graph trees (Tn)n≥1, where Tn has n vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled appropriately as n → ∞, then the simple random walks on the graph trees have the Brownian motion on the Brownian continuum random tree as their scaling limit. Here, this result is extended to demonstrate the existence of a diffusion scaling limit whenever the volume measure on the limiting real tree is nonatomic, supported on the leaves of the limiting tree, and satisfies a polynomial lower bound for the volume of balls. Furthermore, as an application of this generalisation, it is established that the simple random walks on a family of Galton-Watson trees with a critical infinite variance offspring distribution, conditioned on the total number of offspring, can be rescaled to converge to the Brownian motion on a related α-stable tree.

scholarly journals Scaling limits for simple random walks on random ordered graph trees

2010 ◽  
Vol 42 (02) ◽  
pp. 528-558 ◽  
Author(s):  
D. A. Croydon
Keyword(s):  
Brownian Motion ◽  
Lower Bound ◽  
Random Walks ◽  
Scaling Limit ◽  
Infinite Variance ◽  
Scaling Limits ◽  
Brownian Excursion ◽  
Continuum Random Tree ◽  
Real Tree ◽  
Volume Measure

Consider a family of random ordered graph trees (Tn)n≥1, whereTnhasnvertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled appropriately asn→ ∞, then the simple random walks on the graph trees have the Brownian motion on the Brownian continuum random tree as their scaling limit. Here, this result is extended to demonstrate the existence of a diffusion scaling limit whenever the volume measure on the limiting real tree is nonatomic, supported on the leaves of the limiting tree, and satisfies a polynomial lower bound for the volume of balls. Furthermore, as an application of this generalisation, it is established that the simple random walks on a family of Galton-Watson trees with a critical infinite variance offspring distribution, conditioned on the total number of offspring, can be rescaled to converge to the Brownian motion on a related α-stable tree.

scholarly journals On multiple-particle continuous-time random walks

2004 ◽  
Vol 2004 (3) ◽  
pp. 213-233 ◽  
Author(s):  
Peter Becker-Kern ◽  
Hans-Peter Scheffler
Keyword(s):  
Brownian Motion ◽  
Random Walks ◽  
Continuous Time ◽  
Scaling Limit ◽  
Scaling Limits ◽  
Particle Movement ◽  
Multiple Particles ◽  
Continuous Time Random Walks ◽  
Multiple Particle ◽  
Number Of Particles

Scaling limits of continuous-time random walks are used in physics to model anomalous diffusion in which particles spread at a different rate than the classical Brownian motion. In this paper, we characterize the scaling limit of the average of multiple particles, independently moving as a continuous-time random walk. The limit is taken by increasing the number of particles and scaling from microscopic to macroscopic view. We show that the limit is independent of the order of these limiting procedures and can also be taken simultaneously in both procedures. Whereas the scaling limit of a single-particle movement has quite an obscure behavior, the multiple-particle analogue has much nicer properties.

scholarly journals On the csáki-vincze transformation

2013 ◽  
Vol 50 (2) ◽  
pp. 266-279
Author(s):  
Hatem Hajri
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Asymptotic Properties ◽  
Scaling Limit ◽  
Simple Random Walk ◽  
Precise Description ◽  
Discrete Transformation

Csáki and Vincze have defined in 1961 a discrete transformation T which applies to simple random walks and is measure preserving. In this paper, we are interested in ergodic and asymptotic properties of T. We prove that T is exact: ∩k≧1σ(Tk(S)) is trivial for each simple random walk S and give a precise description of the lost information at each step k. We then show that, in a suitable scaling limit, all iterations of T “converge” to the corresponding iterations of the continuous Lévy transform of Brownian motion.

Lattice trees and super-Brownian motion

1997 ◽  
Vol 40 (1) ◽  
pp. 19-38 ◽  
Author(s):  
Eric Derbez ◽  
Gordon Slade
Keyword(s):  
Brownian Motion ◽  
Mean Field Theory ◽  
Scaling Limit ◽  
Mean Field ◽  
High Dimensional ◽  
High Dimensions ◽  
Lace Expansion ◽  
Brownian Excursion ◽  
Lattice Trees ◽  
Super Brownian Motion

AbstractThis article discusses our recent proof that above eight dimensions the scaling limit of sufficiently spread-out lattice trees is the variant of super-Brownian motion calledintegrated super-Brownian excursion(ISE), as conjectured by Aldous. The same is true for nearest-neighbour lattice trees in sufficiently high dimensions. The proof, whose details will appear elsewhere, uses the lace expansion. Here, a related but simpler analysis is applied to show that the scaling limit of a mean-field theory is ISE, in all dimensions. A connection is drawn between ISE and certain generating functions and critical exponents, which may be useful for the study of high-dimensional percolation models at the critical point.

On the range of the transient frog model on ℤ

2017 ◽  
Vol 49 (2) ◽  
pp. 327-343 ◽  
Author(s):  
Arka Ghosh ◽  
Steven Noren ◽  
Alexander Roitershtein
Keyword(s):  
Random Walk ◽  
Lower Bound ◽  
Random Walks ◽  
Explicit Formula ◽  
Infinite System ◽  
Scaling Limits ◽  
Interacting Random Walks ◽  
Degenerate Distribution ◽  
Frog Model ◽  
Asymptotic Scaling

Abstract We observe the frog model, an infinite system of interacting random walks, on ℤ with an asymmetric underlying random walk. For certain initial frog distributions we construct an explicit formula for the moments of the leftmost visited site, as well as their asymptotic scaling limits as the drift of the underlying random walk vanishes. We also provide conditions in which the lower bound can be scaled to converge in probability to the degenerate distribution at 1 as the drift vanishes.

scholarly journals Clustered continuous-time random walks: diffusion and relaxation consequences

2012 ◽  
Vol 468 (2142) ◽  
pp. 1615-1628 ◽  
Author(s):  
Karina Weron ◽  
Aleksander Stanislavsky ◽  
Agnieszka Jurlewicz ◽  
Mark M. Meerschaert ◽  
Hans-Peter Scheffler
Keyword(s):  
Random Walks ◽  
Power Law ◽  
Continuous Time ◽  
Waiting Times ◽  
Scaling Limit ◽  
Fractional Diffusion ◽  
Diffusion Equations ◽  
The Novel ◽  
Fractional Diffusion Equations ◽  
Continuous Time Random Walks

We present a class of continuous-time random walks (CTRWs), in which random jumps are separated by random waiting times. The novel feature of these CTRWs is that the jumps are clustered. This introduces a coupled effect, with longer waiting times separating larger jump clusters. We show that the CTRW scaling limits are time-changed processes. Their densities solve two different fractional diffusion equations, depending on whether the waiting time is coupled to the preceding jump, or the following one. These fractional diffusion equations can be used to model all types of experimentally observed two power-law relaxation patterns. The parameters of the scaling limit process determine the power-law exponents and loss peak frequencies.

scholarly journals Geodesic Random Walks, Diffusion Processes and Brownian Motion on Finsler Manifolds

2021 ◽  
Author(s):  
Tianyu Ma ◽  
Vladimir S. Matveev ◽  
Ilya Pavlyukevich
Keyword(s):  
Brownian Motion ◽  
Diffusion Process ◽  
Random Walks ◽  
Diffusion Processes ◽  
Riemannian Metric ◽  
Finsler Manifold ◽  
Finsler Manifolds ◽  
Bounded Geometry ◽  
And Brownian Motion

AbstractWe show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.

Sign in / Sign up

Export Citation Format

Share Document