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We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.

Probability · Mathematics 2017-09-14 Dariusz Buraczewski , Mariusz Maslanka

The mixing time of a graph is an important metric, which is not only useful in analyzing connectivity and expansion properties of the network, but also serves as a key parameter in designing efficient algorithms. We introduce a new notion…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-09 Anisur Rahaman Molla , Gopal Pandurangan

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

Probability · Mathematics 2015-05-18 Fabio Zucca

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

Probability · Mathematics 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We show that random walk in uniformly elliptic i.i.d. environment in dimension $\geq5$ has at most one non zero limiting velocity. In particular this proves a law of large numbers in the distributionally symmetric case and establishes…

Probability · Mathematics 2009-09-29 Noam Berger

Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…

Probability · Mathematics 2015-11-17 Zhiqiang Gao , Quansheng Liu

We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate…

Probability · Mathematics 2015-05-14 Firas Rassoul-Agha , Timo Seppalainen

We prove a Central limit theorem for the capacity of the range of a symmetric random walk on $\mathbb Z^5$, under only a moment condition on the step distribution. The result is analogous to the central limit theorem for the size of the…

Probability · Mathematics 2020-06-29 Bruno Schapira

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Probability · Mathematics 2021-02-26 Tertuliano Franco , Luana A. Gurgel , Bernardo N. B. de Lima

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…

Probability · Mathematics 2019-06-27 Nina Gantert , Thomas Höfelsauer

We investigate active lattice walks: biased continuous time random walks which perform orientational diffusion between lattice directions in one and two spatial dimensions. We study the occupation probability of an arbitrary site on the…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose , Dipanjan Mandal , Mustansir Barma , Kabir Ramola

Previous work has shown the effectiveness of random walk hitting times as a measure of dissimilarity in a variety of graph-based learning problems such as collaborative filtering, query suggestion or finding paraphrases. However,…

Data Structures and Algorithms · Computer Science 2013-04-17 Joel Lang , James Henderson

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random…

Probability · Mathematics 2020-03-02 Antoine Jego

We study the large deviations performance, i.e., the exponential decay rate of the error probability, of distributed detection algorithms over random networks. At each time step $k$ each sensor: 1) averages its decision variable with the…

Information Theory · Computer Science 2010-12-22 Dragana Bajovic , Dusan Jakovetic , Joao Xavier , Bruno Sinopoli , Jose M. F. Moura

For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…

Data Structures and Algorithms · Computer Science 2021-02-16 Amartya Shankha Biswas , Edward Pyne , Ronitt Rubinfeld

We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…

Statistical Mechanics · Physics 2021-01-04 Hendrik Schawe , Alexander K. Hartmann

We first establish new local limit estimates for the probability that a nondecreasing integer-valued random walk lies at time $n$ at an arbitrary value, encompassing in particular large deviation regimes. This enables us to derive scaling…

Probability · Mathematics 2024-01-22 Igor Kortchemski , Cyril Marzouk