Related papers: The hitting distribution of a line segment for two…

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 investigate the probability distribution of Conley-Zehnder indices associated with Brownian random paths on Sp(2n, R) that start at the identity. In the case of n = 1, we prove that the distribution has the same moment asymptotics as the…

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…

Using the results obtained by the non commutative geometry techniques applied to the Harper equation, we derive the areas distribution of random walks of length $ N $ on a two-dimensional square lattice for large $ N $, taking into account…

We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…

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…

We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line $ (- \infty,0] \times {0}$ before time $n$. Let $X^{(1)}=(X_{1},X_{2})$ be the increment of the two-dimensional random…

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

We study random walks on $\mathbb{Z}$ which have a linear (or almost linear) drift towards 0 in a range around 0. This drift leads to a metastable Gaussian distribution centered at zero. We give specific, fast growing, time windows where we…

One-parameter family of discrete-time quantum-walk models on the square lattice, which includes the Grover-walk model as a special case, is analytically studied. Convergence in the long-time limit $t \to \infty$ of all joint moments of two…

The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A…

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…

We consider the branching random walk on the real line where the underlying motion is of a simple random walk and branching is at least binary and at most decaying exponentially in law. It is well known that the normalized empirical measure…

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…