Related papers: The height and range of watermelons without wall
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
We study the asymptotics of the $p$-mapping model of random mappings on $[n]$ as $n$ gets large, under a large class of asymptotic regimes for the underlying distribution $p$. We encode these random mappings in random walks which are shown…
We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided…
Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
The central limit theorem is one of the most fundamental results in probability and has been successfully extended to locally dependent data and strongly-mixing random fields. In this paper, we establish its rate of convergence for…
We study arithmetic properties of short uniform random walks in arbitrary dimensions, with a focus on explicit (hypergeometric) evaluations of the moment functions and probability densities in the case of up to five steps. Somewhat to our…
We prove distributional limit theorems for the length of the largest convex minorant of a one-dimensional random walk with independent identically distributed increments. Depending on the increment law, there are several regimes with…
Let $S_n =X_1+\cdots +X_n$ be an irreducible random walk (r.w.) on the one dimensional integer lattice with zero mean, infinite variance and i.i.d. increments $X_n$. We obtain an upper and lower bounds of the potential function, $a(x)$, of…
We consider a continuous-time branching random walk in the inhomogeneous breeding potential $\beta|.|^p$, where $\beta > 0$, $p \geq 0$. We prove that the population almost surely explodes in finite time if $p > 1$ and doesn't explode if $p…
In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.
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…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…
We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…
We analyze the statistics of water droplet avalanches in a continuously driven system. Distributions are obtained for avalanche size, lifetime, and time between successive avalanches, along with power spectra and return maps. For low flow…
We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq…
We study a variant of poly-nuclear growth where the level boundaries perform continuous-time, discrete-space random walks, and study how its asymptotic behavior is affected by the presence of a columnar defect on the line. We prove that…
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…
Under the assumption that sequences of graphs equipped with resistances, associated measures, walks and local times converge in a suitable Gromov-Hausdorff topology, we establish asymptotic bounds on the distribution of the…
We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables…