Related papers: Pruitt's Estimates in Banach Space

Quantum walks are quantum counterparts of random walks and their probability distributions are different from each other. A quantum walker distributes on a Hilbert space and it is observed at a location with a probability. The finding…

We apply results from Baryshnikov, Brady, Bressler and Pemantle (2008) to compute limiting probability profiles for various quantum random walks in one and two dimensions. Using analytic machinery we show some features of the limit…

We study a critical branching random walk on $\mathbb Z^d$. We focus on the tail of the time spent in a ball, and our study, in dimension four and higher, sheds new light on the recent result of Angel, Hutchcroft and Jarai, in particular on…

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided…

We obtain expected number of arrivals, absorption probabilities and expected time before absorption for a discrete random walk on the integers with an infinite set of equidistant multiple function barriers

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…

The paper presents two results. The first one provides separate conditions for the upper and lower estimate of the distribution of the exit time from balls of a random walk on a weighted graph. The main result of the paper is that the lower…

We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…

A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

We consider estimating the shared mean of a sequence of heavy-tailed random variables taking values in a Banach space. In particular, we revisit and extend a simple truncation-based mean estimator first proposed by Catoni and Giulini. While…

We study the dispersive properties of the Schr\"odinger equation. Precisely, we look for estimates which give a control of the local regularity and decay at infinity {\it separately}. The Banach spaces that allow such a treatment are the…

We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…

We obtain the leading orders of the maximum and the minimum of local times for the simple random walk on the two-dimensional torus at time proportional to the cover time. We also estimate the number of points with large (or small) values of…

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…