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We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Probability · Mathematics 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

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

The paper studies the Hausdorff dimension of harmonic measures on various boundaries of a relatively hyperbolic group which are associated with random walks driven by a probability measure with finite first moment. With respect to the Floyd…

Group Theory · Mathematics 2020-10-16 Matthieu Dussaule , Wenyuan Yang

The harmonic measure $\nu$ on the boundary of the group $Sol$ associated to a discrete random walk of law $\mu$ was described by Kaimanovich. We investigate when it is absolutely continuous or singular with respect to Lebesgue measure. By…

Probability · Mathematics 2015-12-10 Jérémie Brieussel , Ryokichi Tanaka

We write $R_n$ for the minimal position attained after time $n$ by a branching random walk in the boundary case. In this article, we prove that $R_n - \frac{1}{2} \log n$ converges in law toward a shifted Gumbel distribution.

Probability · Mathematics 2016-07-20 Bastien Mallein

We study some spectral properties of random walks on infinite countable amenable groups with an emphasis on locally finite groups, e.g. the infinite symmetric group. On locally finite groups, the random walks under consideration are driven…

Spectral Theory · Mathematics 2016-08-26 Alexander Bendikov , Barbara Bobikau , Christophe Pittet

We are interested in the Guivarc'h inequality for admissible random walks on finitely generated relatively hyperbolic groups, endowed with a word metric. We show that for random walks with finite super-exponential moment, if this inequality…

Group Theory · Mathematics 2019-08-06 Matthieu Dussaule , Ilya Gekhtman

Consider a branching random walk, where the branching mechanism is governed by a Galton-Watson process, and the migration by a finite range symmetric irreducible random walk on the integer lattice $\mathbb{Z}^d$. Let $Z_n(z)$ be the number…

Probability · Mathematics 2021-06-09 Zhi-qiang Gao

We prove a zero-one law for the stationary measure for algebraic sets generalizing the results of Furstenberg [13] and Guivarc'h and Le Page [20]. As an application, we establish a local limit theorem for the coefficients of random walks on…

Probability · Mathematics 2024-12-23 Ion Grama , Jean-François Quint , Hui Xiao

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

Probability · Mathematics 2023-11-14 Lucia Caramellino , Giacomo Giorgio , Maurizia Rossi

We establish the quenched local limit theorem for reversible random walk on $\Z^d$ (with $d\ge 2$) among stationary ergodic random conductances that permit jumps of arbitrary length. The proof is based on the weak parabolic Harnack…

Probability · Mathematics 2024-04-11 Xin Chen , Takashi Kumagai , Jian Wang

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

Statistical Mechanics · Physics 2009-11-11 Alain Comtet , Satya N. Majumdar

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

Probability · Mathematics 2025-01-31 Sandro Franceschi

We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…

Probability · Mathematics 2015-06-30 Omar Boukhadra , Takashi Kumagai , Pierre Mathieu

In this paper, we discuss asymptotic behavior of the capacity of the range of symmetric simple random walks on finitely generated groups. We show the corresponding strong law of large numbers and central limit theorem.

Probability · Mathematics 2021-11-19 Rudi Mrazović , Nikola Sandrić , Stjepan Šebek

This paper presents several versions of the Ancona inequality for finitely supported, irreducible random walks on non-amenable groups. We first study a class of Morse subsets with narrow points and prove the Ancona inequality around these…

Group Theory · Mathematics 2025-09-17 Kairui Liu , Wenyuan Yang

We prove a new inequality bounding the probability that the random walk on a group has small total displacement in terms of the spectral and isoperimetric profiles of the group. This inequality implies that if the random walk on the group…

Probability · Mathematics 2024-06-26 Tom Hutchcroft

We prove that random walks on Thompson's group $F$ driven by strictly non-degenerate finitely supported probability measures $\mu$ have a non-trivial Poisson boundary. The proof consists in an explicit construction of two different…

Group Theory · Mathematics 2016-03-23 Vadim A. Kaimanovich

This article aims to develop the uniformization and boundary theory of random infinite ideal hyperbolic polyhedra (abbr. IHP) and their dual 1-skeleton, i.e., ideal angled graphs (abbr. IAG) from multiple perspectives, including…

Probability · Mathematics 2026-01-22 Huabin Ge , Yangxiang Lu , Chuwen Wang , Tian Zhou

Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…

Dynamical Systems · Mathematics 2023-07-06 Roland Prohaska , Cagri Sert , Ronggang Shi