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Recurrent character of biased random walk on regular lattices

Recurrent character of biased random walk on regular lattices. Hyun Keun Lee (KIAS→SKKU) Nonequilibrium Statistical Physics of Complex Systems KIAS, July 1~4 (2008) in collaboration with Hyunggyu Park. Return-to-the-origin problem. May a random walker return to the origin, eventually?

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Recurrent character of biased random walk on regular lattices

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  1. Recurrent character of biased random walk on regular lattices Hyun Keun Lee (KIAS→SKKU) Nonequilibrium Statistical Physics of Complex Systems KIAS, July 1~4 (2008) in collaboration with Hyunggyu Park

  2. Return-to-the-origin problem • May a random walker return to the origin, eventually? • For (pure) random walk on regular lattice, • d : dimension • Renewal of stochastic system

  3. -1 0 -1 2b+3 +1 0 Biased random walk • Nearest-neighbor stochastic hopping biased to the origin • Probability: • b(>=1): bias strength • ? b c above which the walk becomes recurrent

  4. What already known in tree • For a tree T, b c = br(T) • If T is random, b c = br(T) = <branch#> • More or less, it is intuitive. • Is this applicable to the walk on regular lattice where various kinds of loops exist? • the answer is “yes”. How? * regular lattice = lattice covered by a repeating block

  5. Decomposition of walk on regular lattices • lattice walk = patched walks on trees ..,T1|T2,T2,T2|T1,T1|T2|.. T1T2 • lattice origin = the root of each tree • all lattice points appear in each tree • distance to the origin = distance to the root • every edge between two lattice points showing different distances to the origin appears in the trees at least once

  6. Useful (in)equalities • For each Ti, it holds that1≤ • : # of points at the nth level from the root • Thus, the walk on each Ti is recurrent as long as b>1 . • Therefore, the lattice walk (series of the patched walks on Ti s) remains recurrent.

  7. Generalization I • In case of cubic lattice • z-axis and x-y planes • Similar ones for x- and y-axis • Then, T1,…,T6 trees • Note that ⇒br(Ti)=1 for all i • For d-dim hypercube lattice • xd-axis and x1-x2…-xd-1planes • Consider all combinations⇒T1,…,Td ! trees • still holds.

  8. Generalization II • Independence of lattice detail • |di-dj |= 0 or 1 for nearest neighbors i and j=> It is always possible to construct the tree set which holds the four conditions. • ..,Ti|Tj,Tj,Tj|na,na|Tj|Tk,Tk|.. • nas just cause time-delay • still holds in any case.

  9. Conclusion • Random walk biased to the origin on regular lattices is always recurrent irrespective of bias strength, lattice detail, and dimension. • as long as b>1 • No sufficient room in any type of regular lattice, that can drive the biased random walker out of the origin.

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