Skip to main content

Selected Topics in Random Walks in Random Environment

  • Conference paper
  • First Online:
Book cover Topics in Percolative and Disordered Systems

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 69))

Abstract

Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been introduced in a series of papers as a model of DNA chain replication and crystal growth (see Chernov [10] and Temkin [51, 52]), and also as a model of turbulent behavior in fluids through a Lorentz gas description (Sinai 1982 [42]). It is a simple but powerful model for a variety of complex large-scale disordered phenomena arising from fields such as physics, biology, and engineering. While the one-dimensional model is well-understood in the multidimensional setting, fundamental questions about the RWRE model have resisted repeated and persistent attempts to answer them. Two major complications in this context stem from the loss of the Markov property under the averaged measure as well as the fact that in dimensions larger than one, the RWRE is not reversible anymore. In these notes we present a general overview of the model, with an emphasis on the multidimensional setting and a more detailed description of recent progress around ballisticity questions.

A. F. Ramírez was partially supported by Fondo Nacional de Desarrollo Científico y Tecnológico grant 1100298 and by Iniciativia Científica Milenio grant number NC130062.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    Note that, while the condition \({(\mathcal P)}_M\) of Definition 11 also is effective in the sense that it can be checked on finite boxes, the proof that it implies \((T')\) takes advantage of the effective criterion (cf. Definition 11 and Theorem 20)—we therefore do introduce this criterion here.

References

  1. Alili, S.: Asymptotic behavior for random walks in random environments. J. Appl. Prob. 36, 334–349 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  2. Berger, N.: Limiting velocity of high-dimensional random walk in random environment. Ann. Probab. 36(2), 728–738 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  3. Berger, N.: Slowdown estimates for ballistic random walk in random environment. J. Eur. Math. Soc. (JEMS). 14(1), 127–173 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  4. Berger, N., Deuschel, J.D.: A quenched invariance principle for non-elliptic random walk in i.i.d. balanced random environment. Probab. Theory Relat. Fields. arXiv:1108.3995 [math.PR]

    Google Scholar 

  5. Berger, N., Drewitz, A., Ramírez, A.F.: Effective polynomial ballisticity condition for random walk in random environment in all dimensions. Comm. Pure Appl. Math. arXiv:1206.6377v2 [math.PR]

    Google Scholar 

  6. Bolthausen, E., Sznitman, A.-S.: Ten Lectures on Random Media. DMV Seminar, vol. 32. Birkhäuser Verlag, Basel (2002)

    Google Scholar 

  7. Bolthausen, E., Sznitman, A.-S.: On the static and dynamic points of view for certain random walks in random environment. Methods Appl. Anal. (Special issue dedicated to Daniel W. Stroock and Srinivasa S. R. Varadhan on the occasion of their 60th birthday). 9(3), 345–375 (2002)

    MATH  MathSciNet  Google Scholar 

  8. Campos, D., Ramírez, A.F.: Ellipticity criteria for ballistic behavior of random walks in random environment. Probab. Theory Relat. Fields. arXiv:1212.4020v2 [math.PR]

    Google Scholar 

  9. Campos, D., Drewitz, A., Rassoul-Agha, F., Ramírez, A.F., Seppäläinen, T.: Level 1 quenched large deviation principle for random walk in dynamic random environment. Bull. Inst. Math. Acad. Sin. (N.S.) (In honor of the 70th birthday of S.R.S Varadhan). 8(1), 1–29 (2013)

    MATH  MathSciNet  Google Scholar 

  10. Chernov, A.A.: Replication of a multicomponent chain by the “lightning mechanism”. Biophys. 12(2), 336–341 (1967)

    MathSciNet  Google Scholar 

  11. Comets, F., Menshikov, M., Popov, S.: Lyapunov functions for random walks and strings in random environment. Ann. Probab. 26(4), 1433–1445 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  12. Comets, F., Gantert, N., Zeitouni, O.: Quenched, annealed and functional large deviations for one-dimensional random walk in random environment. Probab. Theory Relat. Fields. 118(1), 65–114 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  13. Conze, J.-P., Guivarc’h, Y.: Marches en milieu aléatoire et mesures quasi-invariantes pour un système dynamique. Colloq. Math. 84/85(2), 457–480 (2000)

    MathSciNet  Google Scholar 

  14. Drewitz, A., Ramírez, A.F.: Asymptotic direction in random walks in random environment revisited. Braz. J. Probab. Stat. 24(2), 212–225 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  15. Drewitz, A., Ramírez, A.F.: Ballisticity conditions for random walk in random environment. Probab. Theory Relat. Fields. 150(1–2), 61–75 (2011)

    Article  MATH  Google Scholar 

  16. Drewitz, A., Ramírez, A.F.: Quenched exit estimates and ballisticity conditions for higher-dimensional random walk in random environment Ann. Probab. 40(2), 459–534 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  17. Dunford, N., Schwartz, J.T.: Linear Operators. Part I. John Wiley & Sons Inc., New York (1988)

    MATH  Google Scholar 

  18. Fayolle, G., Malyshev, V.A., Menshikov, M.V.: Topics in the Constructive Theory of Countable Markov Chains. Cambridge University Press, Cambridge (1995)

    Book  MATH  Google Scholar 

  19. Goergen, L.: Limit velocity and zero-one laws for diffusions in random environment. Ann. Appl. Probab. 16(3), 1086–1123 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  20. Greven, A., den Hollander, F.: Large deviations for a random walk in random environment. Ann. Probab. 22(3), 1381–1428 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  21. Guo, X., Zeitouni, O.: Quenched invariance principle for random walks in balanced random environment. Probab. Theory Relat. Fields. 152, 207–230 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  22. Kalikow, S.A.: Generalized random walk in a random environment. Ann. Probab. 9(5), 753–768 (1981)

    Article  MathSciNet  Google Scholar 

  23. Kesten, H.: Sums of stationary sequences cannot grow slower than linearly. Proc. Am. Math. Soc. 49, 205–211 (1975)

    Article  MATH  MathSciNet  Google Scholar 

  24. Kesten, H., Kozlov, M.V., Spitzer, F.: A limit law for random walk in a random environment. Compos. Math. 30, 145–168, (1975)

    MATH  MathSciNet  Google Scholar 

  25. Kosygina, E., Zerner, M.P.W.: Excursions of excited random walks on integers. arXiv:1307.6830v1 (2013)

    Google Scholar 

  26. Kosygina, E., Rezakhanlou, F., Varadhan, S.R.S.: Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Comm. Pure Appl. Math. 59(10), 1489–1521 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  27. Kozlov, S.M.: The averaging method and walks in inhomogeneous environments. Russ. Math. Surv. 40(2), 73–145 (1985)

    Article  MATH  Google Scholar 

  28. Kuo, H.J., Trudinger, N.S.: Linear elliptic difference inequalities with random coefficients. Math. Comput. 55(191), 37–58 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  29. Lawler, G.: Weak convergence of a random walk in a random environment. Comm. Math. Phys. 87(1), 81–87 (1982)

    Article  MATH  MathSciNet  Google Scholar 

  30. Lenci, M.: Random walks in random environments without ellipticity. Stochastic Process. Appl. 123(5), 1750–1764 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  31. Liggett, T.: An improved subadditive ergodic theorem. Ann. Probab. 13(4), 1279–1285 (1985)

    Article  MATH  MathSciNet  Google Scholar 

  32. Rassoul-Agha, F.: The point of view of the particle on the law of large numbers for random walks in a mixing random environment. Ann. Probab. 31(3), 1441–1463 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  33. Rassoul-Agha, F., Seppäläinen, T.: Process-level quenched large deviations for random walk in random environment. Ann. Inst. Henri Poincaré Probab. Stat. 47(1), 214–242 (2011)

    Article  MATH  Google Scholar 

  34. Rezakhanlou, F.: A prelude to the theory of random walks in random environments. Bull. Iranian Math. Soc. 37(2), 5–20 (2011)

    MATH  MathSciNet  Google Scholar 

  35. Rosenbluth, J.: Quenched large deviations for multidimensional random walk in random environment: a variational formula. Thesis (Ph.D.), New York University (2006)

    Google Scholar 

  36. Sabot, C.: Random walks in random Dirichlet environment are transient in dimension \(d\ge 3\). Probab. Theory Relat. Fields. 151(1–2), 297–317 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  37. Sabot, C.: Random Dirichlet environment viewed from the particle in dimension \(d\ge 3\). Ann. Probab. 41(2), 722–743 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  38. Sabot, C., Tournier, L.: Reversed Dirichlet environment and directional transience of random walks in Dirichlet random environment. Ann. Inst. H. Poincaré. 47(1), 1–8 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  39. Simenhaus, F.: Asymptotic direction for random walks in random environments. Ann. Inst. H. Poincaré. 43(6), 751–761 (2007)

    Article  MATH  Google Scholar 

  40. Simenhaus, F.: Marches Aléatoires en Milieux Aléatoires–Étude de quelques Modèles Multidimensionnels. PhD thesis, Université Paris 7—Denis Diderot (2008)

    Google Scholar 

  41. Sinai, Y.: The limiting behavior of a one-dimensional random walk in a random medium. Theory Prob. Appl. 27, 256–268 (1982)

    Google Scholar 

  42. Sinai, Y.: Lorentz gas and random walks. Math. Probl. Theor. Phys., Lect. Notes Phys. 153, 12–14 (1982)

    Article  Google Scholar 

  43. Smith, W.L., Wilkinson, W.E.: On branching processes in random environments. Ann. Math. Statist. 40, 814–827 (1969)

    Article  MATH  MathSciNet  Google Scholar 

  44. Solomon, F.: Random walks in random environment. Ann. Probab. 3, 1–31 (1975)

    Article  MATH  Google Scholar 

  45. Sznitman, A.-S.: Slowdown estimates and central limit for random walks in random environment. J. Eur. Math. Soc. (JEMS). 2(2), 93–143 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  46. Sznitman, A.-S.: On a class of transient random walks in random environment. Ann. Probab. 29(2), 724–765 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  47. Sznitman, A.-S.: An effective criterion for ballistic behavior of random walks in random environment. Probab. Theory Relat. Fields. 122(4), 509–544 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  48. Sznitman, A.-S.: Topics in random walks in random environment. Sch. Conf. Probab. Theory, ICTP Lect. Notes. XVII, 203–266 (2004).

    MathSciNet  Google Scholar 

  49. Sznitman, A.-S., Zerner, M.: A law of large numbers for random walks in random environment. Ann. Probab. 27(4), 1851–1869 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  50. Tavaré, S., Zeitouni, O.: Lectures on probability theory and statistics, vol. 1837 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 2004. Lectures from the 31st Summer School on Probability Theory held in Saint-Flour, July 8-25, 2001, edited by Jean Picard

    Google Scholar 

  51. Temkin, D.E.: The theory of diffusionless crystal growth. J. Cryst. Growth. 5(3), 193–202 (1969)

    Article  Google Scholar 

  52. Temkin, D.E.: One-dimensional random walks in a two-component chain. Dokl. Akad. Nauk SSSR. 206, 27–30 (1972)

    MathSciNet  Google Scholar 

  53. Tournier, L.: Integrability of exit times and ballisticity for random walks in Dirichlet environment. Electron. J. Probab. 14(16), 431–451 (2009)

    MATH  MathSciNet  Google Scholar 

  54. Varadhan, S.R.S.: Large deviations for random walks in a random environment. Comm. Pure Appl. Math. 56(8), 1222–1245 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  55. Yilmaz, A.: Quenched large deviations for random walk in a random environment. Comm. Pure Appl. Math. 62(8), 1033–1075 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  56. Zeitouni, O.: Random walks in random environment. XXXI Summer school in Probability, St. Flour (2001). Lecture Notes in Math., vol. 1837, 193–312. Springer, Berlin (2004)

    Google Scholar 

  57. Zerner, M.P.W.: Lyapounov exponents and quenched large deviations for multidimensional random walk in random environment. Ann. Probab. 26(4), 1446–1476 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  58. Zerner, M.P.W.: A non-ballistic law of large numbers for random walks in i.i.d. random environment. Electron. Comm. Probab. 7, 191–197 (electronic) (2002)

    Article  MathSciNet  Google Scholar 

  59. Zerner, M.P.W.: The zero-one law for planar random walks in i.i.d random environments revisited. Electron. Comm. Probab. 12, 326–335 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  60. Zerner, M.P.W., Merkl, F.: A zero-one law for planar random walks in random environment. Ann. Probab. 29(4), 1716–1732 (2001)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgement

The final version has benefitted from careful refereeing. We would also like to thank Gregorio Moreno for useful comments on the first draft of this text.

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer Science+Business Media New York

About this paper

Cite this paper

Drewitz, A., Ramírez, A. (2014). Selected Topics in Random Walks in Random Environment. In: Ramírez, A., Ben Arous, G., Ferrari, P., Newman, C., Sidoravicius, V., Vares, M. (eds) Topics in Percolative and Disordered Systems. Springer Proceedings in Mathematics & Statistics, vol 69. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-0339-9_3

Download citation

Publish with us

Policies and ethics