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We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

Quantum walks with long-range steps $R^{-\gamma}$ ($R$ being the distance between sites) on a discrete line behave in similar ways for all $\gamma\geq2$. This is in contrast to classical random walks, which for $\gamma >3$ belong to a…

Quantum Physics · Physics 2009-11-13 Oliver Muelken , Volker Pernice , Alexander Blumen

We establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified…

Probability · Mathematics 2026-04-17 Johannes Bäumler , Noam Berger , Tal Orenshtein , Martin Slowik

We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Ofer Zeitouni

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

We study L\'evy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent…

Statistical Mechanics · Physics 2015-05-18 R. Burioni , L. Caniparoli , A. Vezzani

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…

Probability · Mathematics 2007-05-23 Amine Asselah

This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

Probability · Mathematics 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

Probability · Mathematics 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We study continuous time random walks on $\mathbb{Z}^d$ (with $d \geq 2$) among random conductances $\{ \omega(\{x,y\}) : x,y \in \mathbb{Z}^d\}$ that permit jumps of arbitrary length. The law of the random variables $\omega(\{x,y\})$,…

Probability · Mathematics 2023-11-21 Sebastian Andres , Martin Slowik

We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…

Probability · Mathematics 2008-09-03 Mathew Joseph

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

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Random walks in random environments (RWRE) model transport in quenched disorder, incorporating spatial heterogeneity, trapping, random drift, and random geometry. This paper summarizes discrete and continuous time formulations, identifies…

Statistical Mechanics · Physics 2026-05-14 Hazel Brookfield , Wei Zhou , Ian Weatherby

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

Probability · Mathematics 2007-05-23 F. Rassoul-Agha , T. Seppalainen

We show that random walk in uniformly elliptic i.i.d. environment in dimension $\geq5$ has at most one non zero limiting velocity. In particular this proves a law of large numbers in the distributionally symmetric case and establishes…

Probability · Mathematics 2009-09-29 Noam Berger

It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…

Probability · Mathematics 2017-01-30 Harald Bernhard , Bikramjit Das

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

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
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