Related papers: Random walk with barycentric self-interaction

For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove…

In this paper, we are interested in the asymptotic behaviour of the sequence of processes $(W_n(s,t))_{s,t\in[0,1]}$ with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(1_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where…

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 $\alpha$…

Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to…

We explain a unified approach to a study of ballistic phase for a large family of self-interacting random walks with a drift and self-interacting polymers with an external stretching force. The approach is based on a recent version of the…

We study the asymptotic behaviour of Markov chains $(X_n,\eta_n)$ on $\mathbb{Z}_+ \times S$, where $\mathbb{Z}_+$ is the non-negative integers and $S$ is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound…

In this article we study a \emph{non-directed} polymer model in dimension $d\ge 2$: we consider a simple symmetric random walk on $\mathbb{Z}^d$ which interacts with a random environment, represented by i.i.d. random variables…

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

We investigate a model of continuous-time simple random walk paths in $\mathbb{Z}^d$ undergoing two competing interactions: an attractive one towards the large values of a random potential, and a self-repellent one in the spirit of the…

We consider a random walk X_n in Z_+, starting at X_0=x>= 0, with transition probabilities P(X_{n+1}=X_n+1|X_n=y>=1)=1/2-\delta/(4y+2\delta) P(X_{n+1}=X_n+1|X_n=y>=1)=1/2+\delta/(4y+2\delta) and X_{n+1}=1 whenever X_n=0. We prove that the…

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 study the asymptotic behavior of ``true" self-avoiding random walks on general infinite locally finite trees. In this model, the walk starts at the root and, at each step, from its current vertex chooses a neighboring edge to traverse…

We consider a transient random walk $(X_n)$ in random environment on a Galton--Watson tree. Under fairly general assumptions, we give a sharp and explicit criterion for the asymptotic speed to be positive. As a consequence, situations with…

We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…

The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case…

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 $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…

We study discrete-time stochastic processes $(X_t)$ on $[0,\infty)$ with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at $x$ is about $c/x$. Our focus is the…

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…