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We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni

We establish the quenched local limit theorem for reversible random walk on $\Z^d$ (with $d\ge 2$) among stationary ergodic random conductances that permit jumps of arbitrary length. The proof is based on the weak parabolic Harnack…

Probability · Mathematics 2024-04-11 Xin Chen , Takashi Kumagai , Jian Wang

We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…

Probability · Mathematics 2015-06-11 David A. Croydon

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

We prove the trichotomy between transience to the right, transience to the left and recurrence of one-dimensional nearest-neighbour random walks in dynamic random environments under fairly general assumptions, namely: stationarity under…

Probability · Mathematics 2018-04-06 Tal Orenshtein , Renato Soares dos Santos

We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…

Probability · Mathematics 2007-05-23 Francis Comets , Ofer Zeitouni

We study the frog model on $\mathbb{Z}^d$ with drift in dimension $d \geq 2$ and establish the existence of transient and recurrent regimes depending on the transition probabilities. We focus on a model in which the particles perform…

Probability · Mathematics 2021-04-27 Christian Döbler , Nina Gantert , Thomas Höfelsauer , Serguei Popov , Felizitas Weidner

We consider transient random walks in random environment on $\z$ with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level $n$ converges in law, after a proper normalization,…

Probability · Mathematics 2009-04-09 Nathanaël Enriquez , Christophe Sabot , Olivier Zindy

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 study the entropy of the set traced by an $n$-step random walk on $\Z^d$. We show that for $d \geq 3$, the entropy is of order $n$. For $d = 2$, the entropy is of order $n/\log^2 n$. These values are essentially governed by the size of…

Probability · Mathematics 2015-05-13 Itai Benjamini , Gady Kozma , Ariel Yadin , Amir Yehudayoff

We consider random walks in dynamic random environments which arise naturally as spatial embeddings of ancestral lineages in spatial locally regulated population models. In particular, as the main result, we prove the quenched central limit…

Probability · Mathematics 2024-03-15 Matthias Birkner , Andrej Depperschmidt , Timo Schlüter

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+\epsilon\xi(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$,…

Probability · Mathematics 2017-01-31 Alejandro F. Ramirez

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We present a multiscale analysis for the exit measures from large balls in Z^d, d\geq 3, of random walks in certain i.i.d. random environments which are small perturbations of the fixed environment corresponding to simple random walk. Our…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Ofer Zeitouni

We study the range of a planar random walk on a randomly oriented lattice, already known to be transient. We prove that the expectation of the range grows linearly, in both the quenched (for a.e. orientation) and annealed ("averaged")…

Probability · Mathematics 2011-11-04 Arnaud Le Ny

We study dynamic random conductance models on $\mathbb{Z}^2$ in which the environment evolves as a reversible Markov process that is stationary under space-time shifts. We prove under a second moment assumption that two conditionally…

Probability · Mathematics 2020-09-30 Noah Halberstam , Tom Hutchcroft

Let $\{S_n\}$ be a random walk in the domain of attraction of a stable law $\mathcal{Y}$, i.e. there exists a sequence of positive real numbers $(a_n)$ such that $S_n/a_n$ converges in law to $\mathcal{Y}$. Our main result is that the…

Probability · Mathematics 2009-09-29 Francesco Caravenna , Loïc Chaumont

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

This paper enhances the result of the work [G. Kozma, B. T\'oth, Ann. Probab. vol. 45 (2017) 4307-4347] . We prove the central limit theorem (in probability w.r.t. the environment) for the displacement of a random walker in divergence-free…

Probability · Mathematics 2026-02-19 Bálint Tóth