Random Walks are Almost Closed


Loop Closure is Surprisingly Non-Destructive

Clayton Shonkwiler

Colorado State University




This talk!

Modern polymer physics is based on the analogy between a polymer chain and a random walk.

– Alexander Grosberg

Protonated P2VP


Clarkson University

Plasmid DNA

Alonso–Sarduy, Dietler Lab

EPF Lausanne

Random walks

Is it almost closed?

1QMG – Acetohydroxyacid isomeroreductase

Most random walks are almost closed(?)

Suppose \(e_1,\ldots , e_n\) are the edges of a random walk in \(\mathbb{R}^d\).

\mathbb{P}\left(\left\|\frac{1}{n}\sum_i e_i \right\| < r\right) \geq 1-2d e^{-\frac{nr^2}{2d}}
P(1niei&lt;r)12denr22d\mathbb{P}\left(\left\|\frac{1}{n}\sum_i e_i \right\| &lt; r\right) \geq 1-2d e^{-\frac{nr^2}{2d}}

By Chernoff’s inequality,

Fixing edgelengths is trickier

end-to-end distance: 16.99

distance to closed: 5.64

end-to-end distance: 17.76

distance to closed: 0.68

Distance to a closed equilateral polygon

Proposition. As \(n \to \infty\), distance to the closest polygon to a random walk in \(\mathbb{R}^d\) converges in distribution to a Nakagami\(\left(\frac{d}{2},\frac{d}{d-1}\right)\) distribution.

The geometric median


A geometric median (or Fermat-Weber point) of a collection \(X=\{x_1,\ldots , x_n\}\) of points in \(\mathbb{R}^d\) is any point closest to the \(x_i\):

\(\text{gm}(X)=\text{argmin}_y \sum \|x_i-y\|\)


A point cloud has a nice geometric median if:

  • \(\text{gm}(X)\) is unique (\(\Leftarrow X\) is not linear)
  • \(\text{gm}(X)\) is not one of the \(x_i\)

Geometric median of a triangle

Geometric median of a quadrilateral

Geometric median closure


If the edge cloud \(X\) of an equilateral arm has a nice geometric median, the geometric median closure \(\text{gmc}(X)\) recenters the edge cloud at the geometric median.

\(\text{gmc}(X)_i = \frac{x_i-\text{gm}(X)}{\|x_i - \text{gm}(X)\|}\)

Closing a 17-edge arm

The geometric median closure is closed

Proposition (with Cantarella, Chapman, and Reiter)

If it exists, the geometric median closure of an arm is a closed polygon.


\(\text{gm}(X)\) minimizes the average distance function

\(\mathrm{Ad}_X(y) = \frac{1}{n}\sum_i \|x_i - y\|\),

which is convex everywhere and smooth away from the \(x_i\), and

\(\nabla \mathrm{Ad}_X(y) = \frac{1}{n}\sum_i \frac{x_i-y}{\|x_i-y\|}\).

The geometric median closure is optimal


An arm or polygon \(X\) is given by \(n\) edge vectors \(x_i \in \mathbb{R}^d\), or a single point in \(\mathbb{R}^{dn}\). The distance between \(X\) and \(Y\) is the Euclidean distance between these points in \(\mathbb{R}^{dn}\).

Theorem (with Cantarella, Chapman, and Reiter)

If \(X\) is an equilateral arm in \(\mathbb{R}^d\) with a geometric median closure, then \(\text{gmc}(X)\) is the closest equilateral polygon to \(X\).

Some neat bounds

Suppose \(X=(x_1,\ldots , x_n)\) consists of the edges of an \(n\)-step random walk in \(\mathbb{R}^d\). Let \(\mu=\|\mathrm{gm}(X)\|\).

Lemma. \(d(X,\mathrm{Pol}(n,d))<\mu\sqrt{2}\sqrt{n}\)

In fact, \(d(X,\mathrm{Pol}(n,d)) \sim \mu\sqrt{\frac{d-1}{d}}\sqrt{n}\).

Lemma. If \(d_\mathrm{max-angular}(X,Y):=\max_i \angle(x_i,y_i)\), then

d_\mathrm{max-angular}(X,\mathrm{Pol}(n,d)) < \arcsin\mu
dmaxangular(X,Pol(n,d))&lt;arcsinμd_\mathrm{max-angular}(X,\mathrm{Pol}(n,d)) &lt; \arcsin\mu

Loop closure doesn’t change much!

Small knots in proteins persist


...whereas large knots often don’t


Closure mostly preserves small knots

Knotted core size vs. Knotted closure probability

Knotted core size likelihood

~70% of closures knotted

~15% of closures knotted

~15% of proteins

~70% of proteins

For all proteins in KnotProt as of July 2, 2018

Main Theorem

Theorem (with Cantarella, Chapman, and Reiter)

If \(X\) consists of the edges of a random walk in \(\mathbb{R}^3\) and \(\mu=\|\mathrm{gm}(X)\|\), then for any \(r<\frac{5}{1000}\),

\mathbb{P}(\mu < r) \geq 1-6e^{-n\frac{r^2}{9}}
P(μ&lt;r)16enr29\mathbb{P}(\mu &lt; r) \geq 1-6e^{-n\frac{r^2}{9}}


For any \(\alpha < \frac{5}{1000} \sqrt{\frac{n}{2}}\),

\mathbb{P}(d(X,\mathrm{Pol}(n,3)<\alpha)\geq 1-6 e^{-\frac{\alpha^2}{4}}
P(d(X,Pol(n,3)&lt;α)16eα24\mathbb{P}(d(X,\mathrm{Pol}(n,3)&lt;\alpha)\geq 1-6 e^{-\frac{\alpha^2}{4}}

Similar results hold in any dimension.

Provable vs. actual distance to closure

Provable: For \(n>\)1,280,000, \(\mathbb{P}(d(X,\mathrm{Pol}(n,3))<4)\geq 0.999\).

Actual: For \(n\geq10\), \(\mathbb{P}(d(X,\mathrm{Pol}(n,3))<3)\geq 0.999\).

Flow of the proof

Recall that \(\mathrm{gm}(X)\) is the unique minimizer of the convex function \(\mathrm{Ad}_X(y)\).

  1. The minimum eigenvalue of the Hessian of \(\mathrm{Ad}_X\) is very likely to be bounded below near the origin.
  2. \(\|\nabla \mathrm{Ad}_X(0)\|\) is very likely to be small.
  3. By Taylor’s theorem, the radial directional derivative must be positive outside some small ball, so the point where \(\nabla \mathrm{Ad}(y) = 0\)—namely, \(\mathrm{gm}(X)\)—must be inside this ball, and hence close to the origin.

Moral of the story

Closing a random walk is very unlikely to mess up the local structure of the walk.

Random walks are surprisingly close to closed polygons, for any \(n\), in any dimension, and for any fixed choice of edgelengths (not just equilateral!).

Thank you!


Open and closed random walks with fixed edgelengths in \(\mathbb{R}^d\)

Jason Cantarella, Kyle Chapman, Philipp Reiter, & Clayton Shonkwiler

arXiv: 1806.00079

Funding: Simons Foundation

Random Walks are Almost Closed

By Clayton Shonkwiler

Random Walks are Almost Closed

Loop closure is surprisingly non-destructive

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