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We consider a family X^{(n)}, n \in \bbN_+, of continuous-time nearest-neighbor random walks on the one dimensional lattice Z. We reduce the spectral analysis of the Markov generator of X^{(n)} with Dirichlet conditions outside (0,n) to the…

Probability · Mathematics 2012-02-27 A. Faggionato

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

Probability · Mathematics 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko

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 formulate and prove a general weak limit theorem for quantum random walks in one and more dimensions. With $X_n$ denoting position at time $n$, we show that $X_n/n$ converges weakly as $n \to \infty$ to a certain distribution which is…

Quantum Physics · Physics 2009-11-10 Geoffrey Grimmett , Svante Janson , Petra Scudo

Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

Probability · Mathematics 2013-05-24 Amaury Lambert , Florian Simatos

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

Probability · Mathematics 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

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

In this work we study a natural transition mechanism describing the passage from a quenched (almost sure) regime to an annealed (in average) one, for a symmetric simple random walk on random obstacles on sites having an identical and…

Probability · Mathematics 2016-08-16 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

The behaviour of random quantum walks is known to be diffusive. Here we study discrete time quantum walks in weak stochastic gauge fields. In the case of position and spin dependent gauge field, we observe a transition from ballistic to…

Quantum Physics · Physics 2024-06-21 Jan Wójcik

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

Probability · Mathematics 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

Probability · Mathematics 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

We consider a one-dimensional simple random walk killed by quenched soft obstacles. The position of the obstacles is drawn according to a renewal process with a power-law increment distribution. In a previous work, we computed the…

Probability · Mathematics 2024-04-17 Julien Poisat , Francois Simenhaus

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

Probability · Mathematics 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

Probability · Mathematics 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

Probability · Mathematics 2008-12-17 Atilla Yilmaz

We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…

Probability · Mathematics 2012-02-28 Luca Avena , Renato dos Santos , Florian Völlering

A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

Probability · Mathematics 2015-11-20 Martin Wendler

In this article, we merge celebrated results of Kesten and Spitzer [Z. Wahrsch. Verw. Gebiete 50 (1979) 5-25] and Kawazu and Kesten [J. Stat. Phys. 37 (1984) 561-575]. A random walk performs a motion in an i.i.d. environment and observes an…

Statistics Theory · Mathematics 2011-02-28 Brice Franke , Tatsuhiko Saigo

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

Probability · Mathematics 2019-04-16 Quentin Berger , Michele Salvi