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This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

Probability · Mathematics 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Probability · Mathematics 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

We define a random walk on the set of primitive points of $\mathbb{Z}^d$. We prove that for walks generated by measures satisfying mild conditions these walks are recurrent in a strong sense. That is, we show that the associated Markov…

Probability · Mathematics 2017-11-03 Oliver Sargent

A cyclic random walk is a random walk whose transition probabilities/rates can be written as a superposition of the empirical measures of a family of finite cycles. This identifies a convex set of models. We discuss the problem of…

Probability · Mathematics 2012-04-20 Davide Gabrielli , Carla Valente

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

Probability · Mathematics 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…

Probability · Mathematics 2015-12-14 Lorenz A. Gilch , François Ledrappier

We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…

Statistical Mechanics · Physics 2007-12-19 E. Agliari , R. Burioni , D. Cassi , F. M. Neri

We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…

Probability · Mathematics 2008-05-27 Marco Lenci

In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(\xi\_k:=f(T^k(.)))\_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S\_n)\_n$ be a simple…

Dynamical Systems · Mathematics 2007-05-23 Francoise Pene

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

Spatially homogeneous random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero jump probabilities at distance at most 1, with non-zero drift in the interior of the quadrant and absorbed when reaching the axes are studied. Absorption…

Probability · Mathematics 2012-05-16 Irina Kurkova , Kilian Raschel

We consider random walks X_n in Z+, obeying a detailed balance condition, with a weak drift towards the origin when X_n tends to infinity. We reconsider the equivalence in law between a random walk bridge and a 1+1 dimensional…

Probability · Mathematics 2015-05-13 Joel De Coninck , Francois Dunlop , Thierry Huillet

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…

Statistical Mechanics · Physics 2015-03-24 Gerard Le Caer

Benjamini, Haggstrom, Peres and Steif introduced the concept of a dynamical random walk. This is a continuous family of random walks, {S_n(t)}. Benjamini et. al. proved that if d=3 or d=4 then there is an exceptional set of t such that…

Probability · Mathematics 2007-05-23 Christopher Hoffman

We study a simple random walk on Z^2 with constraints on the axis. Motivation comes from physics when particles (a gas for example, see [Dal88]) are submitted to a local field. In our case we assume that the particle evolves freely in the…

Probability · Mathematics 2023-01-09 Pierre Andreoletti , Pierre Debs

This work is motivated by the study of some two-dimensional random walks in random environment (RWRE) with transition probabilities independent of one coordinate of the walk. These are non-reversible models and can not be treated by…

Probability · Mathematics 2014-04-16 Nina Gantert , Michael Kochler , Francoise Pene

We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…

Probability · Mathematics 2011-04-19 Ron Doney , Dmitry Korshunov

We consider a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $\xi$. For almost each realization of $\xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random…

Probability · Mathematics 2022-11-29 Wenming Hong , Shengli Liang

Let $(S_n)_{n \geq 0}$ be a transient random walk in the domain of attraction of a stable law and let $(\xi(s))_{s \in \mathbb{Z}}$ be a stationary sequence of random variables. In a previous work, under conditions of type $D(u_n)$ and…

Probability · Mathematics 2022-10-11 Nicolas Chenavier , Ahmad Darwiche
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