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Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

Probability · Mathematics 2022-10-19 Marco Bertenghi , Alejandro Rosales-Ortiz

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

Probability · Mathematics 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…

Probability · Mathematics 2020-08-10 Olga Lopusanschi , Tal Orenshtein

We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…

Probability · Mathematics 2015-03-19 Naoki Kubota

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

In this note, we prove a quenched functional central limit theorem for a biased random walk on a supercritical Galton-Watson tree with leaves. This extends a result of Peres and Zeitouni (2008) where the case without leaves is considered. A…

Probability · Mathematics 2017-01-17 Adam Bowditch

Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat , Renato Soares Dos Santos

We introduce a class of absorption mechanisms and study the behavior of real-valued centered random walks with finite variance that do not get absorbed. In particular, we prove persistence and scaling limit results, which, in many cases of…

Probability · Mathematics 2019-11-27 Micha Buck

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

Probability · Mathematics 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

Probability · Mathematics 2010-09-14 Rodolphe Garbit

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

Probability · Mathematics 2017-12-07 Oren Louidor , Eliad Tsairi

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Open Quantum Random Walks, as developed in \cite{APSS}, are a quantum generalization of Markov chains on finite graphs or on lattices. These random walks are typically quantum in their behavior, step by step, but they seem to show up a…

Probability · Mathematics 2013-12-20 Stephane Attal , Nadine Guillotin-Plantard , Christophe Sabot

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

Probability · Mathematics 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension $d \geq 2$.

Probability · Mathematics 2007-06-06 Jean Bérard , Alejandro Ramírez

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász
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