Skip to main content

Survival Probability of a Random Walk Among a Poisson System of Moving Traps

  • Conference paper
  • First Online:
Probability in Complex Physical Systems

Part of the book series: Springer Proceedings in Mathematics ((PROM,volume 11))

Abstract

We review some old and prove some new results on the survival probability of a random walk among a Poisson system of moving traps on \({\mathbb{Z}}^{d}\), which can also be interpreted as the solution of a parabolic Anderson model with a random time-dependent potential. We show that the annealed survival probability decays asymptotically as e\({}^{-{\lambda }_{1}\sqrt{t}}\) for d = 1, as e\({}^{-{\lambda }_{2}t/\log t}\) for d = 2, and as e\({}^{-{\lambda }_{d}t}\) for d ≥ 3, where λ1 and λ2 can be identified explicitly. In addition, we show that the quenched survival probability decays asymptotically as e\({}^{-\tilde{{\lambda }}_{d}t}\), with \(\tilde{{\lambda }}_{d} > 0\) for all d ≥ 1. A key ingredient in bounding the annealed survival probability is what is known in the physics literature as the Pascal principle, which asserts that the annealed survival probability is maximized if the random walk stays at a fixed position. A corollary of independent interest is that the expected cardinality of the range of a continuous time symmetric random walk increases under perturbation by a deterministic path.

AMS 2010 subject classification: 60K37, 60K35, 82C22.

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 149.00
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 this is where the proof fails for the γ < 0 case.

References

  1. Antal, P.: Trapping problem for the simple random walk. Dissertation ETH, No 10759 (1994)

    Google Scholar 

  2. Antal, P.: Enlargement of obstacles for the simple random walk. Ann. Probab. 23, 1061–1101 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  3. Biskup, M., König, W.: Long-time tails in the parabolic Anderson model with bounded potential. Ann. Probab. 29, 636–682 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bolthausen, E.: Localization of a two-dimensional random walk with an attractive path interaction. Ann. Probab. 22, 875–918 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bramson, M., Lebowitz, J.: Asymptotic behavior of densities for two-particle annihilating random walks. J. Statist. Phys. 62, 297–372 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  6. Cox, T., Griffeath, D.: Large deviations for Poisson systems of independent random walks. Z. Wahrsch. Verw. Gebiete 66, 543–558 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  7. Donsker, M., Varadhan, S.R.S.: Asymptotics for the Wiener sausage. Comm. Pure Appl. Math. 28, 525–565 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  8. Donsker, M., Varadhan, S.R.S.: On the number of distinct sites visited by a random walk. Comm. Pure Appl. Math. 32, 721–747 (1979)

    Article  MathSciNet  MATH  Google Scholar 

  9. Evans, L.C.: Partial differential equations, 2nd edn. Graduate Studies in Mathematicsm, vol. 19. American Mathematical Society, Providence, RI (2010)

    Google Scholar 

  10. Feller, W.: An introduction to probability theory and its applications, vol. II. Wiley, New York (1966)

    MATH  Google Scholar 

  11. Gärtner, J., den Hollander, F.: Intermittency in a catalytic random medium. Ann. Probab. 34, 2219–2287 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  12. Gärtner, J., König, W.: The parabolic Anderson model. Interacting Stochastic Systems, pp. 153–179. Springer, Berlin (2005)

    Google Scholar 

  13. Gärtner, J., den Hollander, F., Maillard, G.: Intermittency on catalysts. Trends in Stochastic Analysis, pp. 235–248, London Math. Soc. Lecture Note Ser., vol. 353. Cambridge University Press, Cambridge (2009)

    Google Scholar 

  14. Gärtner, J., den Hollander, F., Maillard, G.: Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environment. In: Probability in Complex Physical Systems. Springer, Heidelberg, pp. 159–193 (2012)

    Google Scholar 

  15. Kesten, H., Sidoravicius, V.: Branching random walks with catalysts. Electron. J. Probab. 8, 1–51 (2003)

    Article  MathSciNet  Google Scholar 

  16. Kesten, H., Sidoravicius, V.: The spread of a rumor or infection in a moving population. Ann. Probab. 33, 2402–2462 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  17. Lawler, G.F.: Intersections of Random Walks. Birkhäuser Boston (1996)

    Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  19. Moreau, M., Oshanin, G., Bénichou, O., Coppey, M.: Pascal principle for diffusion-controlled trapping reactions. Phys. Rev. E 67, 045104(R) (2003)

    Google Scholar 

  20. Moreau, M., Oshanin, G., Bénichou, O., Coppey, M.: Lattice theory of trapping reactions with mobile species. Phys. Rev. E 69, 046101 (2004)

    Article  Google Scholar 

  21. Peres, Y., Sinclair, A., Sousi, P., Stauffer, A.: Mobile geometric graphs: Detection, coverage and percolation. Proceedings of the 22nd ACM-SIAM Symposium on Discrete Algorithms (50DA), 412–428 (2011)

    Google Scholar 

  22. Redig, F.: An exponential upper bound for the survival probability in a dynamic random trap model. J. Stat. Phys. 74, 815–827 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  23. Spitzer, F.: Principles of Random Walk, 2nd edn. Springer, Berlin (1976)

    Book  MATH  Google Scholar 

  24. Sznitman, A.S.: Brownian Motion, Obstacles and Random Media. Springer, Berlin (1998)

    MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

We thank Frank den Hollander for bringing [22] to our attention, Alain-Sol Sznitman for suggesting that we prove a shape theorem for the quenched survival probability, and Vladas Sidoravicius for explaining to us [16, Prop. 8], which we use to prove the positivity of the quenched Lyapunov exponent. A.F. Ramírez was partially supported by Fondo Nacional de Desarrollo Científico y Tecnológico grant 1100298. J. Gärtner, R. Sun, and partially A.F. Ramírez were supported by the DFG Forschergruppe 718 Analysis and Stochastics in Complex Physical Systems.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Rongfeng Sun .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Drewitz, A., Gärtner, J., Ramírez, A.F., Sun, R. (2012). Survival Probability of a Random Walk Among a Poisson System of Moving Traps. In: Deuschel, JD., Gentz, B., König, W., von Renesse, M., Scheutzow, M., Schmock, U. (eds) Probability in Complex Physical Systems. Springer Proceedings in Mathematics, vol 11. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-23811-6_6

Download citation

Publish with us

Policies and ethics