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We consider a class of continuous time Markov chains on a compact metric space that admit an invariant measure strictly positive on open sets together with absorbing states. We prove the joint large deviation principle for the empirical…

Probability · Mathematics 2015-12-04 Giada Basile , Lorenzo Bertini

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We derive asymptotic estimates for the velocity of random walks in random environments which are perturbations of the simple symmetric random walk but have a small local drift in a given direction. Our estimates complement previous results…

Probability · Mathematics 2017-01-24 Clément Laurent , Alejandro F. Ramírez , Christophe Sabot , Santiago Saglietti

We consider a discrete time biased random walk conditioned to avoid Bernoulli obstacles on ${\mathbb Z}^d$ ($d\geq 2$) up to time $N$. This model is known to undergo a phase transition: for a large bias, the walk is ballistic whereas for a…

Probability · Mathematics 2020-09-17 Jian Ding , Ryoki Fukushima , Rongfeng Sun , Changji Xu

Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…

Probability · Mathematics 2024-02-07 Shuxiong Zhang , Lianghui Luo

Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…

Probability · Mathematics 2026-05-01 A. A. Borovkov , K. A. Borovkov

We study the distribution of the number of (non-backtracking) periodic walks on large regular graphs. We propose a formula for the ratio between the variance of the number of $t$-periodic walks and its mean, when the cardinality of the…

Mathematical Physics · Physics 2015-03-19 Idan Oren , Uzy Smilansky

We study the biased random walk in positive random conductances on $\mathbb {Z}^d$. This walk is transient in the direction of the bias. Our main result is that the random walk is ballistic if, and only if, the conductances have finite…

Probability · Mathematics 2013-12-16 Alexander Fribergh

This work focuses on a slow-fast system perturbed by mixed fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. The integral with respect to fractional Brownian motion is the generalized Riemann-Stieltjes integral and the integral…

Probability · Mathematics 2024-10-21 Yuzuru Inahama , Yong Xu , Xiaoyu Yang

We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…

Probability · Mathematics 2023-11-22 Weberson S. Arcanjo , Rangel Baldasso , Marcelo R. Hilário , Renato S. dos Santos

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

Consider a random walk in an i.i.d. uniformly elliptic environment in dimensions larger than one. In 2002, Sznitman introduced for each $\gamma\in(0,1)$ the ballisticity condition $(T)_{\gamma}$ and the condition $(T')$ defined as the…

Probability · Mathematics 2012-04-04 Alexander Drewitz , Alejandro F. Ramírez

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Probability · Mathematics 2010-09-15 Rohini Kumar

We prove large deviation results for the position of the rightmost particle, denoted by $M_n$, in a one-dimensional branching random walk in a case when Cram\'er's condition is not satisfied. More precisely we consider step size…

Probability · Mathematics 2020-06-17 Piotr Dyszewski , Nina Gantert , Thomas Höfelsauer

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

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

Probability · Mathematics 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei

We consider the simple random walk on the Euclidean lattice, in three dimensions and higher, conditioned to visit fewer sites than expected, when the deviation from the mean scales like the mean. The associated large deviation principle was…

Probability · Mathematics 2023-09-07 Julien Poisat , Dirk Erhard

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…

Probability · Mathematics 2011-06-10 Mathias Becker , Wolfgang König

Depending on how the dynamical activity of a particle in a random environment is influenced by an external field $E$, its differential mobility at intermediate $E$ can turn negative. We discuss the case where for slowly changing random…

Statistical Mechanics · Physics 2014-06-13 Urna Basu , Christian Maes