Related papers: Intersection exponents for biased random walks on …
Let $H$ be a permutation group on a set $\Lambda$, which is permutationally isomorphic to a finite alternating or symmetric group $A_n$ or $S_n$ acting on the $k$-element subsets of points from $\{1,\ldots,n\}$, for some arbitrary but fixed…
We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…
We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…
Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…
We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
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 $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…
In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model and apply the results to the specific random walk.
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…
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…
We evaluate the configuration exponents of various ensembles of Hamiltonian paths drawn on random planar bicubic maps. These exponents are estimated from the extrapolations of exact enumeration results for finite sizes and compared with…
Let $L_n^{X}(x)$ denote the number of visits to $x \in {\bf Z}^2$ of the simple planar random walk $X$, up till step $n$. Let $X'$ be another simple planar random walk independent of $X$. We show that for any $0<b<1/(2 \pi)$, there are…
We consider extremal processes and random walks generated by heavy-tailed random vectors taking values in $\mathbb{R}^d$ endowed with the $\ell_p$ metric. We establish limit theorems for the associated paths in the triangular array setting…
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…
We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.
We consider Kac's random walk on $n$-dimensional rotation matrices, where each step is a random rotation in the plane generated by two randomly picked coordinates. We show that this process converges to the Haar measure on $\mathit{SO}(n)$…
We discuss aspects of the quantum Lyapunov exponent $\lambda_L$ in theories with an exactly marginal SYK-like random interaction, where $\lambda_L$ can be computed as a continuous function of the interaction strength $\mathcal{J}$. In $1d$,…
The model of self-avoiding lattice walks and the asymptotic analysis of power-series have been two of the major research themes of Tony Guttmann. In this paper we bring the two together and perform a new analysis of the generating functions…
Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…
We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…