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We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

Probability · Mathematics 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein

We establish two different, but related results for random walks in the domain of attraction of a stable law of index $\alpha$. The first result is a local large deviation upper bound, valid for $\alpha \in (0,1) \cup (1,2)$, which improves…

Probability · Mathematics 2019-07-03 Francesco Caravenna , Ron Doney

In this article we consider a natural class of random walks on free products of graphs, which arise as convex combinations of random walks on the single factors. From the works of Gilch [6,7] it is well-known that for these random walks the…

Probability · Mathematics 2025-10-21 Lorenz A. Gilch

For a symmetric random walk in $Z^2$ with $2+\delta$ moments, we represent $|\mathcal{R}(n)|$, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

Probability · Mathematics 2019-06-04 Hoang-Long Ngo , Marc Peigne

We consider random walks in a random environment of the type p_0+\gamma\xi_z, where p_0 denotes the transition probabilities of a stationary random walk on \BbbZ^d, to nearest neighbors, and \xi_z is an i.i.d. random perturbation. We give…

Probability · Mathematics 2007-05-23 Christophe Sabot

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 consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…

Probability · Mathematics 2026-02-03 Ayan Ghosh

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

Let $X$ be the constrained random walk on $\mathbb{Z}_+^d$ $d >2$, having increments $e_1$, $-e_i+e_{i+1}$ $i=1,2,3,...,d-1$ and $-e_d$ with probabilities $\lambda$, $\mu_1$, $\mu_2$,...,$\mu_d$, where $\{e_1,e_2,..,e_d\}$ are the standard…

Probability · Mathematics 2026-01-28 Ali Devin Sezer

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

Let $\xi$ n , n $\in$ N be a sequence of i.i.d. random variables with values in Z. The associated random walk on Z is S(n) = $\xi$ 1 + $\times$ $\times$ $\times$ + $\xi$ n+1 and the corresponding "reflected walk" on N 0 is the Markov chain…

Probability · Mathematics 2021-02-11 Hoang-Long Ngo , Marc Peigné

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

Probability · Mathematics 2021-09-29 Jim Pitman , Wenpin Tang

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

Probability · Mathematics 2015-09-24 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

We examine a class of random walks in random environments on $\mathbb{Z}$ with bounded jumps, a generalization of the classic one-dimensional model. The environments we study have i.i.d. transition probability vectors drawn from Dirichlet…

Probability · Mathematics 2021-05-14 Daniel J. Slonim

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…

Probability · Mathematics 2015-09-29 Yueyun Hu , Zhan Shi

We present a procedure that determines the law of a random walk in an iid random environment as a function of a single "typical" trajectory. We indicate when the trajectory characterizes the law of the environment, and we say how this law…

Probability · Mathematics 2007-05-23 Omer Adelman , Nathanaël Enriquez

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar