Related papers: Quenched invariance principle for simple random wa…

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

Consider a random walk among random conductances on $\mathbb{Z}^d$ with $d\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the…

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…

This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Consider a sequence of i.i.d. random variables $X_n$ where each random variable is refreshed independently according to a Poisson clock. At any fixed time $t$ the law of the sequence is the same as for the sequence at time 0 but at random…

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…

It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove…

We consider the minimum of a super-critical branching random walk. Addario-Berry and Reed [Ann. Probab. 37 (2009) 1044-1079] proved the tightness of the minimum centered around its mean value. We show that a convergence in law holds, giving…

We consider empirical processes generated by strictly stationary sequences of associated random variables. S. Louhichi established an invariance principle for such processes, assuming that the covariance function decays rapidly enough. We…

Following similar analysis to that in Lacoin (PTRF 159, 777-808, 2014), we can show that the quenched critical point for self-avoiding walk on random conductors on the d-dimensional integer lattice is almost surely a constant, which does…

Quantum random walks have been much studied recently, largely due to their highly nonclassical behavior. In this paper, we study one possible route to classical behavior for the discrete quantum random walk on the line: the use of multiple…

Random walks on general graphs play an important role in the understanding of the general theory of stochastic processes. Beyond their fundamental interest in probability theory, they arise also as simple models of physical systems. A brief…

We prove results for random walks in dynamic random environments which do not require the strong uniform mixing assumptions present in the literature. We focus on the "environment seen from the walker"-process and in particular its…

We consider a time-continuous branching random walk on a one-dimensional lattice on which there is one center (lattice point) of particle generation, called branching source. The generation of particles in the branching source is described…