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It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

To what extent is the underlying distribution of a finitely supported unbiased random walk on $\mathbb{Z}$ determined by the sequence of times at which the walk returns to the origin? The main result of this paper is that, in various…

Probability · Mathematics 2025-12-02 Michael J. Larsen

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

Probability · Mathematics 2007-05-23 Christine Ritzmann

We give the random environment version of Mogul'ski\v{\i} estimation in quenched sense.Assume that $\{\mu\}_{n\in\bfN}$ (called environment) is a sequence of i.i.d. random probability measures on $\bfR.$~ Let $\{X_n\}_{n\in\bfN}$ be a…

Probability · Mathematics 2018-09-27 You Lv

In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…

Probability · Mathematics 2011-09-02 Gabriel Faraud

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

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

Probability · Mathematics 2007-05-23 Itai Benjamini , Robin Pemantle , Yuval Peres

Let $\{S_n\}$ be a random walk in the domain of attraction of a stable law $\mathcal{Y}$, i.e. there exists a sequence of positive real numbers $(a_n)$ such that $S_n/a_n$ converges in law to $\mathcal{Y}$. Our main result is that the…

Probability · Mathematics 2009-09-29 Francesco Caravenna , Loïc Chaumont

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Probability · Mathematics 2010-03-04 C. R. E. Raja , R. Schott

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 an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…

Probability · Mathematics 2008-09-03 Mathew Joseph

Let $Z_{n,}n=0,1,...,$ be a branching process evolving in the random environment generated by a sequence of iid generating functions $% f_{0}(s),f_{1}(s),...,$ and let $S_{0}=0,S_{k}=X_{1}+...+X_{k},k\geq 1,$ be the associated random walk…

Probability · Mathematics 2008-04-09 V. Vatutin , A. E. Kyprianou

We prove that the law of a random walk $X_n$ is determined by the one-dimensional distributions of $\max(X_n, 0)$ for $n = 1, 2, \ldots$, as conjectured recently by Lo\"ic Chaumont and Ron Doney. Equivalently, the law of $X_n$ is determined…

Probability · Mathematics 2019-02-25 Mateusz Kwaśnicki

Take a centered random walk S_n and consider the sequence of its partial sums A_n = S_1 + ... + S_n. Suppose S_1 is in the domain of normal attraction of an \alpha-stable law with 1 < \alpha <= 2. Assuming that S_1 is either…

Probability · Mathematics 2012-03-19 Vladislav Vysotsky

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…

Probability · Mathematics 2024-03-25 Steffen Dereich

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

Probability · Mathematics 2021-09-29 Jim Pitman , Wenpin Tang

A necessary and sufficient condition for a random walk in a finite directed graph subject to a road coloring to be measurable with respect to the driving random road colors is proved to be that the road coloring is synchronizing. For this,…

Probability · Mathematics 2015-03-17 Kouji Yano

We study the limit behaviour of a class of random walk models taking values in the $d$-dimensional unit standard simplex, $d\ge 1$, defined as follows. From an interior point $z$, the process chooses one of the $d+1$ vertices of the…

Probability · Mathematics 2020-07-21 Tuan-Minh Nguyen , Stanislav Volkov

A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the…

Probability · Mathematics 2013-03-27 Frank den Hollander , Renato dos Santos

We study the random walk on the symmetric group $S_n$ generated by the conjugacy class of cycles of length $k$. We show that the convergence to uniform measure of this walk has a cut-off in total variation distance after $\frac{n}{k} log n$…

Probability · Mathematics 2016-05-04 Bob Hough
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