English
Related papers

Related papers: Differing averaged and quenched large deviations f…

200 papers

We construct a two-dimensional counterexample of a random walk in random environment (RWRE). The environment is stationary, mixing and perturbative, and the corresponding RWRE has non-trivial probability to wander off to the upper right.…

Probability · Mathematics 2012-03-15 Hadrian Heil

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $\kappa>0$ that determines the fluctuations of the process.…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d.\ random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the…

Probability · Mathematics 2012-01-31 Nina Gantert , Serguei Popov , Marina Vachkovskaia

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

Probability · Mathematics 2026-05-27 Jan-Luka Fatras

We investigate the free energy of nearest-neighbor random walks on $\mathbb{Z}^d$, endowed with a drift along the first axis and evolving in a nonnegative random potential given by i.i.d. random variables. Our main result concerns the…

Probability · Mathematics 2008-08-28 Markus Flury

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…

Probability · Mathematics 2023-07-12 Erion-Stelios Boci , Cécile Mailler

We study a continuous-time random walk, $X$, on $\mathbb{Z}^d$ in an environment of dynamic random conductances taking values in $(0, \infty)$. We assume that the law of the conductances is ergodic with respect to space-time shifts. We…

Probability · Mathematics 2019-05-31 Sebastian Andres , Alberto Chiarini , Jean-Dominique Deuschel , Martin Slowik

We consider, in the continuous time version, $\gamma$ independent random walks on $\mathbb{Z_+}$ in random environment in the Sinai's regime. Let $T_\gam$ be the first meeting time of one pair of the $\gamma$ random walks starting at…

Probability · Mathematics 2012-10-09 Christophe Gallesco

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…

Probability · Mathematics 2017-09-12 Ofer Busani

We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…

Statistical Mechanics · Physics 2017-02-15 Felix Thiel , Igor M. Sokolov

We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

Probability · Mathematics 2007-05-23 Amine Asselah , Fabienne Castell

We study a discrete-time quantum walk in presence of a detector at $x_D$ initially. The detector here is repeatedly removed after a span of $t_R$, the removal time, and reinserted at random locations. Two relocation rules are considered…

Quantum Physics · Physics 2026-04-07 Md Aquib Molla , Sanchari Goswami

It is shown that statistics of records for time series generated by random walks are independent of the details of the jump distribution, as long as the latter is continuous and symmetric. In N steps, the mean of the record distribution…

Statistical Mechanics · Physics 2008-08-04 Satya N. Majumdar , Robert M. Ziff

The discrete-time quantum walk (QW) is a quantum version of the random walk (RW) and has been widely investigated for the last two decades. Some remarkable properties of QW are well known. For example, QW has a ballistic spreading, i.e., QW…

Quantum Physics · Physics 2019-04-05 Yusuke Ide , Norio Konno , Daichi Nakayama

We prove a law of large numbers for certain random walks on certain attractive dynamic random environments when initialised from all sites equal to the same state. This result applies to random walks on $\mathbb{Z}^d$ with $d\geq1$. We…

Probability · Mathematics 2018-01-11 Stein Andreas Bethuelsen , Markus Heydenreich

We study behavior in space and time of random walks in an i.i.d. random environment on Z^d, d>=3. It is assumed that the measure governing the environment is isotropic and concentrated on environments that are small perturbations of the…

Probability · Mathematics 2013-10-29 Erich Baur

Suppose that $X$ is a simple random walk on $\Z_n^d$ for $d \geq 3$ and, for each $t$, we let $\U(t)$ consist of those $x \in \Z_n^d$ which have not been visited by $X$ by time $t$. Let $\tcov$ be the expected amount of time that it takes…

Probability · Mathematics 2013-09-13 Jason Miller , Perla Sousi

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.

Probability · Mathematics 2008-12-30 Amine Asselah