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Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

In this paper, we are interested in the asymptotic behaviour of the sequence of processes $(W_n(s,t))_{s,t\in[0,1]}$ with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(1_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where…

Probability · Mathematics 2019-12-17 Nadine Guillotin-Plantard , Francoise Pene , Martin Wendler

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

Probability · Mathematics 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

Probability · Mathematics 2017-07-05 Gideon Amir , Itai Benjamini , Ori Gurel-Gurevich , Gady Kozma

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where basically $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that $X_1$ is…

Probability · Mathematics 2012-02-16 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène , Bruno Schapira

A random walk with counterbalanced steps is a process of partial sums $\check S(n)=\check X_1+ \cdots + \check X_n$ whose steps $\check X_n$ are given recursively as follows. For each $n\geq 2$, with a fixed probability $p$, $\check X_n$ is…

Probability · Mathematics 2022-07-05 Jean Bertoin

Let $G$ be an infinite connected graph with vertex set $V$. Let $\{S_n: n \in \mathbb N_0 \}$ be the simple random walk on $G$ and let $\{ \xi(v) : v \in V \}$ be a collection of i.i.d. random variables which are independent of the random…

Probability · Mathematics 2021-03-11 Tal Peretz

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…

Probability · Mathematics 2016-08-08 Bojan Basrak , Drago Špoljarić

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…

Probability · Mathematics 2015-11-20 Martin Wendler

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

Probability · Mathematics 2007-05-23 Yueyun Hu , Zhan Shi

Let $(Y_n)$ be a sequence of i.i.d. $\mathbb Z$-valued random variables with law $\mu$. The reflected random walk $(X_n)$ is defined recursively by $X_0=x \in \mathbb N_0, X_{n+1}=|X_n+Y_{n+1}|$. Under mild hypotheses on the law $\mu$, it…

Probability · Mathematics 2012-07-02 Rim Essifi , Marc Peigné

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…

Probability · Mathematics 2018-08-07 Kohei Uchiyama

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

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…

Probability · Mathematics 2015-08-18 Andrea Collevecchio , Kais Hamza , Meng Shi

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

Probability · Mathematics 2019-06-04 Hoang-Long Ngo , Marc Peigne

Let $(Y_n)$ be a sequence of i.i.d. real valued random variables. Reflected random walk $(X_n)$ is defined recursively by $X_0=x \ge 0$, $X_{n+1} = |X_n - Y_{n+1}|$. In this note, we study recurrence of this process, extending a previous…

Probability · Mathematics 2007-05-23 Marc Peigné , Wolfgang Woess

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky
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