Related papers: Information recovery from observations by a random…
A step reinforced random walk is a discrete time process with memory such that at each time step, with fixed probability $p \in (0,1)$, it repeats a previously performed step chosen uniformly at random while with complementary probability…
In this paper, we consider a random walk and a random color scenery on Z. The increments of the walk and the colors of the scenery are assumed to be i.i.d. and to be independent of each other. We are interested in the random process of…
Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…
Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…
Suppose that the vertices of the Euclidean lattice Z^d are endowed with a random scenery, obtained by tossing a fair coin at each vertex. A random walker, starting from the origin, replaces the coins along its path by i.i.d. biased coins.…
In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…
We develop importance sampling based efficient simulation techniques for three commonly encountered rare event probabilities associated with random walks having i.i.d. regularly varying increments; namely, 1) the large deviation…
We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which…
We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…
Analyzing social graphs with limited data access is challenging for third-party researchers. To address this challenge, a number of algorithms that estimate structural properties via a random walk have been developed. However, most existing…
We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
We present a real space renormalization group scheme for the problem of random walks in a random environment on a strip, which includes one-dimensional random walk in random environment with bounded non-nearest-neighbor jumps. We show that…
This is a continuation of our earlier work [Stochastic Processes and their Applications, 129(1), pp.102--128, 2019] on the random walk in random scenery and in random layered conductance. We complete the picture of upper deviation of the…
Directed covers of finite graphs are also known as periodic trees or trees with finitely many cone types. We expand the existing theory of directed covers of finite graphs to those of infinite graphs. While the lower growth rate still…
As a strategy to complete games quickly, we investigate one-dimensional random walks where the step length increases deterministically upon each return to the origin. When the step length after the kth return equals k, the displacement of…
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…
In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a long-standing problem on change point detection for epidemic…
In the trace reconstruction problem, the goal is to reconstruct an unknown string $x$ of length $n$ from multiple traces obtained by passing $x$ through the deletion channel. In the relaxed problem of $approximate$ trace reconstruction, the…
We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…