Related papers: The hitting distribution of a line segment for two…
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…
Properties of the probability distribution generated by a discrete-time quantum walk, such as the number of peaks it contains, depend strongly on the choice of the initial condition. In the present paper we discuss from this point of view…
We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…
Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…
We consider a collection of independent standard Brownian particles (or random walks), starting from a configuration where at least one particle is positive, and study the first time they all become negative. This is clearly equivalent to…
We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose…
For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…
This paper studies the on- and off-diagonal upper estimate and the two-sided transition probability estimate of random walks on weighted graphs.
In this article it is shown that the Brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete $n$-vertex ordered graph trees whose search-depth functions converge to the Brownian…
We consider a class of biased random walks on infinite graphs and present several general results on the spectral radius of biased random walk.
We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…
The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…
We consider a random walk $\tilde S$ which has different increment distributions in positive and negative half-planes. In the upper half-plane the increments are mean-zero i.i.d. with finite variance. In the lower half-plane we consider two…
The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…
We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…
We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non-existence of moments for first-passage and last-exit times. In our…
The discrete time quantum walk which is a quantum counterpart of random walk plays important roles in the theory of quantum information theory. In the present paper, we focus on discrete time quantum walks viewed as quantization of random…
We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
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…