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Random walks in random hypergeometric environment

المشي العشوائي في بيئة هندسية عشوائية
Authors: Orenshtein T.; Sabot C.;

Random walks in random hypergeometric environment

Abstract

Nous considérons les marches aléatoires à une dépendance sur Z d dans un environnement hypergéométrique aléatoire pour d ≥ 3. Il s'agit de marches à mémoire unique dans une grande classe d'environnements paramétrées par des poids positifs sur des bords dirigés et sur des paires de bords dirigés qui inclut la classe d'environnements Dirichlet comme un cas particulier. Nous montrons que la marche est a.s.transiente pour tout choix des paramètres, et de plus que le temps de retour a un moment positif fini. Nous donnons ensuite une caractérisation de l'existence d'une mesure invariante pour le processus du point de vue du marcheur qui est absolument continue par rapport à la distribution initiale sur l'environnement en termes de fonction κ des poids initiaux. Ces résultats généralisent [Sab11] et [Sab13] sur des portefeuilles aléatoires dans l'environnement Dirichlet. Il s'avère que κ coïncide avec le paramètre correspondant dans le cas Dirichlet, et donc en particulier l'existence de telles mesures invariantes est indépendante des poids sur des paires de bords dirigés, et déterminée uniquement par les poids sur les bords dirigés.

Consideramos que los paseos aleatorios dependientes de uno en Z d en un entorno hipergeométrico aleatorio para d ≥ 3. Estos son paseos de memoria en una gran clase de entornos parametrizados por pesos positivos en bordes dirigidos y en pares de bordes dirigidos que incluyen la clase de entornos de Dirichlet como un caso especial. Mostramos que el paseo es a.s.transitorio para cualquier elección de los parámetros y, además, que el tiempo de retorno tiene algún momento positivo finito. A continuación, damos una caracterización de la existencia de una medida invariante para el proceso desde el punto de vista del caminante que es absolutamente continua con respecto a la distribución inicial en el entorno en términos de una función κ de los pesos iniciales. Estos resultados generalizan [Sab11] y [Sab13] en las carteras aleatorias en el entorno de Dirichlet. Resulta que κ coincide con el parámetro correspondiente en el caso de Dirichlet y, en particular, la existencia de tales medidas invariantes es independiente de los pesos en pares de bordes dirigidos y determinada únicamente por los pesos en los bordes dirigidos.

We consider one-dependent random walks on Z d in random hypergeometric environment for d ≥ 3.These are memory-one walks in a large class of environments parameterized by positive weights on directed edges and on pairs of directed edges which includes the class of Dirichlet environments as a special case.We show that the walk is a.s.transient for any choice of the parameters, and moreover that the return time has some finite positive moment.We then give a characterization for the existence of an invariant measure for the process from the point of view of the walker which is absolutely continuous with respect to the initial distribution on the environment in terms of a function κ of the initial weights.These results generalize [Sab11] and [Sab13] on random walks in Dirichlet environment.It turns out that κ coincides with the corresponding parameter in the Dirichlet case, and so in particular the existence of such invariant measures is independent of the weights on pairs of directed edges, and determined solely by the weights on directed edges.

We consider one-dependent random walks on Z d in random hypergeometric environment for d ≥ 3.These are memory-one walks in a large class of environments parameterized by positive weights on directed edges and on pairs of directed edges which includes the class of Dirichlet environments as a special case.We show that the walk is a.s.transient for any choice of the parameters, and moreover that the return time has some finite positive moment.We then give a characterization for the existence of an invariant measure for the process from the point of view of the walker which is absolutely continuous with respect to the initial distribution on the environment in terms of a function κ of the initial weights.These results generalize [Sab11] and [Sab13] on random walks in Dirichlet environment.It turns out that κ coincides with the corresponding parameter in the Dirichlet case, and so in particular the existence of such invariant measures is independent of the weights on pairs of directed edges, and determined solely by the weights on directed edges.

نحن نعتبر المشي العشوائي المعتمد على واحد على Zd في بيئة هندسية عشوائية لـ d ≥ 3. هذه هي المشي في الذاكرة - يمشي المرء في فئة كبيرة من البيئات التي تحددها الأوزان الإيجابية على الحواف الموجهة وعلى أزواج من الحواف الموجهة التي تشمل فئة بيئات ديريتشليت كحالة خاصة. نظهر أن المشي هو a.stransient لأي اختيار من المعلمات، وعلاوة على ذلك أن وقت العودة له بعض اللحظات الإيجابية المحدودة. ثم نعطي توصيفًا لوجود مقياس ثابت للعملية من وجهة نظر المشاة وهو مستمر تمامًا فيما يتعلق بالتوزيع الأولي على البيئة من حيث وظيفة κ من الأوزان الأولية. هذه النتائج تعمم [Sab11] و [Sab13] على المشي العشوائي في بيئة ديريتشليت. اتضح أن κ يتزامن مع المعلمة المقابلة في حالة ديريتشليت، وبالتالي في وجود مثل هذه التدابير الثابتة مستقلة عن الأوزان على أزواج من الأوزان الموجهة، وتحددها الحواف فقط.

Countries
France, Germany, Italy
Keywords

Trajectory Data Mining and Analysis, Dirichlet Process, Random walks in random environment, Variational Inference, Random walk, Hypergeometric functions, Dirichlet environments; Hypergeometric environments; Hypergeometric functions; One-dependent Markov chains; Point of view of the particle; Random walks in random environment; Reversibility;, 510, Random Walks, reversibility, Reversibility, Artificial Intelligence, random walks in random environment -- point of view of the particle -- hypergeometric functions -- hypergeometric environments -- Dirichlet environments -- reversibility -- one-dependent Markov chains, Point of view of the particle, Dirichlet environments, FOS: Mathematics, Processes in random environments, Hypergeometric function, Hypergeometric environments, Mathematical Physics, ddc:510, random walks in random environment, hypergeometric environments, Scaling Limits of Interacting Particle Systems, Probability (math.PR), Statistics, article, Hypergeometric distribution, Pure mathematics, one-dependent Markov chains, Interacting random processes; statistical mechanics type models; percolation theory, One-dependent Markov chains, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], point of view of particle, point of view of the particle, 60K37, 60K35, Physical Sciences, Signal Processing, Computer Science, Model-Based Clustering with Mixture Models, Mathematics - Probability, Mathematics, hypergeometric functions

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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