Extinction time for a random walk in a random environment

DOI10.3150/14-BEJ627MaRDI QIDQ2515518zbMATH OpenOpenAlexFDO

Authors Anna De Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Eulalia Vares

Publication date 5 August 2015

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.0622, https://projecteuclid.org/euclid.bj/1432732038

zbMATH Keywords

couplingsrandom environmentrandom walkstirring processsurvival probabilitytime-inhomogeneous Markov process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37)

Abstract: We consider a random walk with death in $[-N,N]$ moving in a time dependent environment. The environment is a system of particles which describes a current flux from $N$ to $-N$. Its evolution is influenced by the presence of the random walk and in turn it affects the jump rates of the random walk in a neighborhood of the endpoints, determining also the rate for the random walk to die. We prove an upper bound (uniform in $N$) for the survival probability up to time $t$ which goes as $cexp-b{N}^{-2}t$, with $c$ and $b$ positive constants.

Review text

The paper under review studies the upper bound of the survival probability up to time \(t\) of a random walk with death in \([-N, N]\) moving in a time-dependent environment. A random walk is alive if it is in the prescribed interval \([-N, N]\), and is dead otherwise. The walk on \(\{\pm N, \pm (N-1)\}\) besides moving may die, and this corresponds to the jump and death rates depending on the environment. The main result (Theorem 2.1) of this paper states that the survival probability of the random walk decreases exponentially in time, being bounded above by \(c\exp (-b N^{-2}t)\) for \(c>0\) and \(b>0\) independent of \(t\) and \(N\). The model and the evolution Markov process are given in Section 2 for all possible cases by giving the generators. Section 3 constructs a time-inhomogeneous Markov process whose jump intensities at time are obtained by averaging those of the original process over the environment. The auxiliary process reduces the proof of Theorem 2.1 to two estimates, one is the lower bound (3.8) of the exponent in the survival probability (3.7) and the other one is the upper bound in the exponential decay for the survival probability (3.9). Sections 4 and 5 are devoted to the proofs of (3.8) and (3.9). The techniques are related to the unit rate symmetric simple random walk on integers and the local central limit theorem is used for the proof of (3.9). The lower bound (3.8) is related to three bounds (5.4)--(5.6) by using probability under the stirring process and the law of the stirring process, the time reverting probability, the transition probabilities for the simple random walk in the Appendix as well as in [\textit{I. Karatzas} and \textit{S. E. Shreve}, Brownian motion and stochastic calculus. New York: Springer (1991; Zbl 0734.60060), Chapter 2], and the DPTV introduced in [\textit{A. De Masi} et al., J. Stat. Phys. 144, No. 6, 1151--1170 (2011; Zbl 1229.82128)]. Section 6 adds another estimate required in (3.8). It would be interesting to see how the symmetric simple random walk can be understood to be an asymmetric simple random walk in \([-M, N]\) for \(M\neq N\).

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Cites work

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Cited in

(10)

• Survival time of random walk in random environment among soft obstacles
• Exponential decay rate of survival probability in a disastrous random environment
• Fick law and sticky Brownian motions
• On the approximation of extinction time for the discrete-time birth-death circuit chains in random environments
• Exponential rate of convergence in current reservoirs
• Calculating extinction probabilities for generalized random walks in random environments
• The estimation of the boundary for the survival probability of the voter model in a binary random environment
• Survival time of a heterogeneous random walk in a quadrant
• On the survival probability of a random walk in random environment with killing
• On the Expected Extinction Time for the Adjoint Circuit Chains Associated with a Random Walk with Jumps in Random Environments

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