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The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…

Dynamical Systems · Mathematics 2007-09-18 Françoise Pène , Benoit Saussol

A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…

Probability · Mathematics 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…

Probability · Mathematics 2015-08-18 Andrea Collevecchio , Kais Hamza , Meng Shi

The paper is concerned with a new approach for the recurrence property of the oscillating process on $\mathbb{Z}$ in Kemperman's sense. In the case when the random walk is ascending on $\mathbb{Z}^-$ and descending on $\mathbb{Z}^+$, we…

Probability · Mathematics 2022-01-06 D Vo

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

Probability · Mathematics 2009-07-15 Olivier Raimond , Bruno Schapira

This thesis examines edge-reinforced random walks with some modifications to the standard definition. An overview of known results relating to the standard model is given and the proof of recurrence for the standard linearly edge-reinforced…

Probability · Mathematics 2023-09-07 Fabian Michel

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

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

Probability · Mathematics 2025-06-10 Vladislav Vysotsky

We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…

Probability · Mathematics 2008-05-27 Marco Lenci

We consider the edge-reinforced random walk with multiple (but finitely many) walkers which influence the edge weights together. The walker which moves at a given time step is chosen uniformly at random, or according to a fixed order.…

Probability · Mathematics 2023-11-16 Nina Gantert , Fabian Michel , Guilherme Reis

A random walk with counterbalanced steps is a process of partial sums $\check S(n)=\check X_1+ \cdots + \check X_n$ whose steps $\check X_n$ are given recursively as follows. For each $n\geq 2$, with a fixed probability $p$, $\check X_n$ is…

Probability · Mathematics 2022-07-05 Jean Bertoin

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

We show that the edges crossed by a random walk in a network form a recurrent graph a.s. In fact, the same is true when those edges are weighted by the number of crossings.

Probability · Mathematics 2009-09-29 Itai Benjamini , Ori Gurel-Gurevich , Russell Lyons

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

Probability · Mathematics 2019-06-04 Hoang-Long Ngo , Marc Peigne

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

Probability · Mathematics 2018-10-09 Ruojun Huang

We prove that in any recurrent reversible random rooted graph, two independent simple random walks started at the same vertex collide infinitely often almost surely. This applies to the Uniform Infinite Planar Triangulation and…

Probability · Mathematics 2018-05-01 Tom Hutchcroft , Yuval Peres

We prove that the edge-reinforced random walk on the ladder ${\mathbb{Z}\times\{1,2\}}$ with initial weights $a>3/4$ is recurrent. The proof uses a known representation of the edge-reinforced random walk on a finite piece of the ladder as a…

Probability · Mathematics 2007-05-23 Franz Merkl , Silke W. W. Rolles

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

Probability · Mathematics 2023-11-28 Zhishui Hu , Yiting Zhang
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