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In this work we study a natural transition mechanism describing the passage from a quenched (almost sure) regime to an annealed (in average) one, for a symmetric simple random walk on random obstacles on sites having an identical and…

Probability · Mathematics 2016-08-16 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

Probability · Mathematics 2007-05-23 Klaus Fleischmann , Peter Morters , Vitali Wachtel

We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…

Probability · Mathematics 2015-06-11 David A. Croydon

We consider a nearest-neighbor, one dimensional random walk $\{X_n\}_{n\geq0}$ in a random i.i.d. environment, in the regime where the walk is transient but with zero speed, so that $X_n$ is of order $n^s$ for some $s<1$. Under the quenched…

Probability · Mathematics 2011-02-24 Jonathon Peterson , Ofer Zeitouni

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time $n$ the particle is typically at a distance of order $O(n^\kappa)$…

Probability · Mathematics 2012-01-31 Alexander Fribergh , Nina Gantert , Serguei Popov

We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show…

Probability · Mathematics 2023-01-03 Dariusz Buraczewski , Piotr Dyszewski , Alicja Kołodziejska

We consider a model, introduced by Boldrighini, Minlos and Pellegrinotti, of random walks in dynamical random environments on the integer lattice Z^d with d>=1. In this model, the environment changes over time in a Markovian manner,…

Probability · Mathematics 2007-05-23 Antar Bandyopadhyay , Ofer Zeitouni

We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a square lattice of arbitrary dimension and with an arbitrary finite set…

Probability · Mathematics 2020-06-22 Christopher Janjigian , Sergazy Nurbavliyev , Firas Rassoul-Agha

We study random walks on $\mathbb Z^d$ among random conductances $\{C_{xy}\colon x,y\in\mathbb Z^d\}$ that permit jumps of arbitrary length. Apart from joint ergodicity with respect to spatial shifts, we assume only that the…

Probability · Mathematics 2014-12-12 Marek Biskup , Takashi Kumagai

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

We consider discrete non-divergence form difference operators in a random environment and the corresponding process--the random walk in a balanced random environment in $\mathbb{Z}^d$ with a finite range of dependence. We first quantify the…

Probability · Mathematics 2022-09-30 Xiaoqin Guo , Jonathon Peterson , Hung V. Tran

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Probability · Mathematics 2022-06-08 Raffaella Carbone , Federico Girotti , Anderson Melchor Hernandez

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

We consider the standard first passage percolation model on $\mathbb Z^d$ with bounded and bounded away from zero weights. We show that the rescaled passage time $\widetilde{\mathbf T}_{n,X}$ restricted to a compact set $X$ satisfies a…

Probability · Mathematics 2024-04-16 Julien Verges

We consider random walks in a balanced random environment in $\mathbb{Z}^d$, $d\geq 2$. We first prove an invariance principle (for $d\ge2$) and the transience of the random walks when $d\ge 3$ (recurrence when $d=2$) in an ergodic…

Probability · Mathematics 2011-08-30 Xiaoqin Guo , Ofer Zeitouni

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

Probability · Mathematics 2019-02-18 Peter Bella , Mathias Schäffner

Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat , Renato Soares Dos Santos

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…

Probability · Mathematics 2017-04-12 Sung Won Ahn , Jonathon Peterson

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

Probability · Mathematics 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan
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