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In this paper, we study the upper tail large deviation for the one-dimensional frog model. In this model, sleeping and active frogs are assigned to vertices on $\mathbb Z$. While sleeping frogs do not move, the active ones move as…

Probability · Mathematics 2023-12-06 Van Hao Can , Naoki Kubota , Shuta Nakajima

We consider a class of self-interacting random walks in deterministic or random environments, known as excited random walks or cookie walks, on the d-dimensional integer lattice. The main purpose of this paper is two-fold: to give a survey…

Probability · Mathematics 2013-05-15 Elena Kosygina , Martin P. W. Zerner

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

An excited random walk is a non-Markovian extension of the simple random walk, in which the walk's behavior at time $n$ is impacted by the path it has taken up to time $n$. The properties of an excited random walk are more difficult to…

Probability · Mathematics 2017-09-05 Mike Cinkoske , Joe Jackson , Claire Plunkett

In this paper, we give a detailed construction of an example of excited random walk with speed zero in an ergodic random environment that have an infinite average number of cookies in each site. This example confirms that a result of…

Probability · Mathematics 2019-09-10 Rafael Santos

We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…

Probability · Mathematics 2023-11-22 Weberson S. Arcanjo , Rangel Baldasso , Marcelo R. Hilário , Renato S. dos Santos

We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these…

Probability · Mathematics 2024-08-16 Maria Gordina , Tai Melcher , Dan Mikulincer , Jing Wang

In this paper, the large deviations on trajectory level for ergodic Markov processes are studied. These processes take values in the non-negative quadrant of the two dimension lattice and are concentrated on step-wise functions. The rates…

Probability · Mathematics 2013-10-22 A. Mogulskii , E. Pechersky , A. Yambartsev

We study a model of stochastic evolutionary game dynamics in which the probabilities that agents choose suboptimal actions are dependent on payoff consequences. We prove a sample path large deviation principle, characterizing the rate of…

Probability · Mathematics 2017-08-10 William H. Sandholm , Mathias Staudigl

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

Probability · Mathematics 2012-07-11 Denis Denisov , Vitali Wachtel

Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…

Probability · Mathematics 2012-10-30 Noam Berger , Eviatar B. Procaccia

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

We consider a one dimensional random walk in a random environment (RWRE) with a positive speed $\lim_{n\to\infty}\frac{X_n}{n}=v_\alpha>0$. Gantert and Zeitouni showed that if the environment has both positive and negative local drifts then…

Probability · Mathematics 2015-09-02 Sung Won Ahn , Jonathon Peterson

We consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment. It is easy to see that the quenched and the averaged rate functions are not identically equal. When the dimension is at least four and…

Probability · Mathematics 2010-04-09 Atilla Yilmaz

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

We analyse the mixing profile of a random walk on a dynamic random permutation, focusing on the regime where the walk evolves much faster than the permutation. Two types of dynamics generated by random transpositions are considered: one…

Probability · Mathematics 2025-04-28 Luca Avena , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

We consider random walk and self-avoiding walk whose 1-step distribution is given by $D$, and oriented percolation whose bond-occupation probability is proportional to $D$. Suppose that $D(x)$ decays as $|x|^{-d-\alpha}$ with $\alpha>0$.…

Probability · Mathematics 2011-03-15 Lung-Chi Chen , Akira Sakai

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

Probability · Mathematics 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein

It is known that simulation of the mean position of a Reflected Random Walk (RRW) $\{W_n\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for…

Probability · Mathematics 2010-11-01 Ken R. Duffy , Sean P. Meyn