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We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

Probability · Mathematics 2021-01-12 Wai-Tong Louis Fan

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

The nearest neighbor contacts between the two halves of an N-site lattice self-avoiding walk offer an unusual example of scaling random geometry: for N going to infinity they are strictly finite in number but their radius of gyration Rc is…

Statistical Mechanics · Physics 2007-05-23 Marco Baiesi , Enzo Orlandini , Attilio L. Stella

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

Probability · Mathematics 2026-05-26 Xinyi Li , Yushu Zheng

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

Probability · Mathematics 2019-04-16 Quentin Berger , Michele Salvi

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Probability · Mathematics 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the…

Probability · Mathematics 2016-03-25 Péter Nándori

We prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random…

Probability · Mathematics 2014-04-11 Luca Avena , Erwin Bolthausen , Christine Ritzmann

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

Probability · Mathematics 2007-07-06 Endre Csáki , Antónia Földes , Pál Révész

We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…

Probability · Mathematics 2021-05-19 Sergey Foss , Alexander Sakhanenko

We introduce a new type of random walk where the definition of edge reinforcement is very different from the one in the reinforced random walk models studied so far, and investigate its basic properties, such as null/positive recurrence,…

Probability · Mathematics 2017-12-13 Janos Englander , Stanislav Volkov

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

Probability · Mathematics 2015-09-08 Noam Berger , Ron Rosenthal

Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These…

Disordered Systems and Neural Networks · Physics 2009-11-10 E. Almaas , R. V. Kulkarni , D. Stroud

We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually…

Probability · Mathematics 2018-03-29 Volker Betz , Lorenzo Taggi

We study a discrete time self interacting random process on graphs, which we call Greedy Random Walk. The walker is located initially at some vertex. As time evolves, each vertex maintains the set of adjacent edges touching it that have not…

Probability · Mathematics 2019-02-20 Tal Orenshtein , Igor Shinkar

We prove a quenched invariance principle for a class of random walks in random environment on $\mathbb{Z}^d$, where the walker alters its own environment. The environment consists of an outgoing edge from each vertex. The walker updates the…

Probability · Mathematics 2021-07-02 Swee Hong Chan , Lila Greco , Lionel Levine , Peter Li

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

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

Probability · Mathematics 2026-05-18 Xinyi Li , Yushu Zheng

In this paper we show that the random degree constrained process (a time-evolving random graph model with degree constraints) has a local weak limit, provided that the underlying host graphs are high degree almost regular. We, moreover,…

Probability · Mathematics 2025-12-12 Balázs Ráth , Márton Szőke , Lutz Warnke

We study the existence and charaterization of self-trapping phenomena in discrete-time quantum walks. By considering a Kerr-like nonlinearity, we associate an acquisition of the intensity-dependent phase to the walker while it propagates on…

Quantum Physics · Physics 2020-02-12 A. R. C. Buarque , W. S. Dias