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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

A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeulin's lemma play key roles.

Probability · Mathematics 2009-10-08 Ayako Matsumoto , Kouji Yano

We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…

Probability · Mathematics 2023-11-22 Weberson S. Arcanjo , Rangel Baldasso , Marcelo R. Hilário , Renato S. dos Santos

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

This paper presents the strong law of large numbers for a function of the local times of a transient random walk on groups, extending the research of Asymont and Korshunov for random walks on the integer lattice $\mathbb{Z}^d$. Under some…

Probability · Mathematics 2025-12-23 Yinshan Chang , Qinwei Chen , Qian Meng , Xue Peng

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…

Probability · Mathematics 2014-09-08 Michel Broniatowski , Virgile Caron

We prove a local limit theorem for nearest neighbours random walks in stationary random environment of conductances on Z without using any of both classic assumptions of uniform ellipticity and independence on the conductances. Besides the…

Probability · Mathematics 2014-09-16 Jean-Marc Derrien

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

Probability · Mathematics 2007-05-23 I. Ya. Goldsheid

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

Probability · Mathematics 2014-05-20 Christian Böinghoff

We consider $d$ random walks $\big(S_n^{(j)}\big)_{n\in\mathbb{N}}$, $1\leq j \leq d$, in the same random environment $\omega$ in $\mathbb{Z}$, and a recurrent simple random walk $(Z_n)_{n\in\mathbb{N}}$ on $\mathbb{Z}$. We assume that,…

Probability · Mathematics 2025-04-23 Alexis Devulder

In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…

Operator Algebras · Mathematics 2017-04-25 Jean Renault

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…

Probability · Mathematics 2020-10-09 Manuel González-Navarrete

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

Probability · Mathematics 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…

Probability · Mathematics 2024-11-21 Stein Andreas Bethuelsen , Florian Völlering

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Gilson F. Lima , Alexandre S. Martinez , Osame Kinouchi

The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…

Probability · Mathematics 2014-09-30 Syota Esaki

In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…

Probability · Mathematics 2009-07-17 D. Denisov , V. Wachtel

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Dynamical Systems · Mathematics 2015-08-17 Péter Pál Varjú