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This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

In this article we consider transient random walks on free products of graphs. We prove that the asymptotic range of these random walks exists and is strictly positive. In particular, we show that the range varies real-analytically in terms…

Probability · Mathematics 2022-12-05 Lorenz A. Gilch

We introduce a generalisation of Sch\"{u}tz and Trimper's elephant random walk to finitely generated groups. We focus on the simplest non-abelian setting, i.e. groups whose Cayley graphs are homogeneous trees of degree $d \ge 3$. We show…

Probability · Mathematics 2026-04-15 Soumendu Sundar Mukherjee

We study randomly stopped sums via their asymptotic scales. First, finiteness of moments is considered. To generalise this study, asymptotic scales applicable to the class of all heavy-tailed random variables are used. The stopping is…

Probability · Mathematics 2014-05-12 Jaakko Lehtomaa

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

Probability · Mathematics 2018-11-20 Julien Brémont

We introduce asymptotic R\'enyi entropies as a parameterized family of invariants for random walks on groups. These invariants interpolate between various well-studied properties of the random walk, including the growth rate of the group,…

Probability · Mathematics 2024-06-11 Kimberly Golubeva , Minghao Pan , Omer Tamuz

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

This note is devoted to the study of the maximum of the excursion of a random walk with negative drift and light-tailed increments. More precisely, we determine the local asymptotics of the joint distribution of the length, maximum and the…

Probability · Mathematics 2019-07-08 Elena Perfilev , Vitali Wachtel

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

Probability · Mathematics 2020-10-28 Marcelo R. Hilário , Daniel Kious , Augusto Teixeira

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 $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the…

Statistical Mechanics · Physics 2009-11-07 Satya N. Majumdar , Alain Comtet

In this paper we study the number of returns to the coordinate hyperplanes for multidimensional nearest-neighbour random walks. While one-dimensional results on returns are classical, much less is known in higher dimensions. We analyse the…

Probability · Mathematics 2025-12-24 Rodolphe Garbit , Kilian Raschel

We give an expression of the speed of the biased random walk on a Galton--Watson tree. In the particular case of the simple random walk, we recover the result of Lyons, Pemantle and Peres \cite{LyPePe95}. The proof uses a description of the…

Probability · Mathematics 2015-03-19 Elie Aidekon

Suppose we are given the free product V of a finite family of finite or countable sets. We consider a transient random walk on the free product arising naturally from a convex combination of random walks on the free factors. We prove the…

Probability · Mathematics 2015-03-17 Lorenz A. Gilch

We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…

Dynamical Systems · Mathematics 2021-01-05 Françoise Pene

We study a simple random walk on Z^2 with constraints on the axis. Motivation comes from physics when particles (a gas for example, see [Dal88]) are submitted to a local field. In our case we assume that the particle evolves freely in the…

Probability · Mathematics 2023-01-09 Pierre Andreoletti , Pierre Debs

Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$, and run a simple random walk until hitting one of the obstacles. For $d\geq 2$ and $p$ strictly above the critical threshold for site percolation, we…

Probability · Mathematics 2018-11-06 Jian Ding , Changji Xu

We consider the random walk in an independent and identically distributed (i.i.d.) random environment on a Cayley graph of a finite free product of copies of $\mathbb{Z}$ and $\mathbb{Z}_2$. Such a Cayley graph is readily seen to be a…

Probability · Mathematics 2020-01-28 Siva Athreya , Antar Bandyopadhyay , Amites Dasgupta , Neeraja Sahasrabudhe

We study random walks in i.i.d. random environments on $\mathbb{Z}^d$ when there are two basic types of vertices, which we call "blue" and "red". Each color represents a different probability distribution on transition probability vectors.…

Probability · Mathematics 2025-01-03 Daniel J. Slonim

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

Dynamical Systems · Mathematics 2024-05-02 Roland Prohaska
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