Related papers: Heavy-traffic analysis of the maximum of an asympt…

Consider a random walk whose (light-tailed) increments have positive mean. Lower and upper bounds are provided for the expected maximal value of the random walk until it experiences a given drawdown d. These bounds, related to the Calmar…

Random walks on graphs are an essential primitive for many randomised algorithms and stochastic processes. It is natural to ask how much can be gained by running $k$ multiple random walks independently and in parallel. Although the cover…

We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

Consider a branching random walk $(G_u)_{u\in \mathbb T}$ on the general linear group $\textrm{GL}(V)$ of a finite dimensional space $V$, where $\mathbb T$ is the associated genealogical tree with nodes $u$. For any starting point $v \in V…

We study a model of multi-excited random walk on a regular tree which generalizes the models of the once excited random walk and the digging random walk introduced by Volkov (2003). We show the existence of a phase transition of the…

The parametric maximum likelihood estimation problem is addressed in the context of quantum walk theory for quantum walks on the lattice of integers. A coin action is presented, with the real parameter $\theta$ to be estimated identified…

We study nearest neighbor random walks on fixed environments of $\mathbb{Z}$ composed of two point types : $(1/2,1/2)$ and $(p,1-p)$ for $p>1/2$. We show that for every environment with density of $p$ drifts bounded by $\lambda$ we have…

We are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of…

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

We consider the randomly biased random walk on trees in the slow movement regime as in [HS16], whose potential is given by a branching random walk in the boundary case. We study the heavy range up to the $n$-th return to the root, i.e., the…

Given a graph $G$ and a bijection $f : E(G)\rightarrow \{1, 2, \ldots,e(G)\}$, we say that a trail/path in $G$ is $f$-\emph{increasing} if the labels of consecutive edges of this trail/path form an increasing sequence. More than 40 years…

In this paper we study the asymptotic behavior of a random uniform parking function $\pi_n$ of size $n$. We show that the first $k_n$ places $\pi_n(1),\dots,\pi_n(k_n)$ of $\pi_n$ are asymptotically i.i.d. and uniform on $\{1,2,\dots,n\}$,…

In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$ with $d\geq1$, and gives a…

There is an extensive literature concerning self-avoiding walk on infinite graphs, but the subject is relatively undeveloped on finite graphs. The purpose of this paper is to elucidate the phase transition for self-avoiding walk on the…

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…

We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…