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Related papers: Asymptotic results for random flights

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We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptotic travel time described in terms of a fractional Brownian…

Probability · Mathematics 2011-01-04 Renaud Marty , Knut Sølna

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

Probability · Mathematics 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.

Probability · Mathematics 2017-09-14 Dariusz Buraczewski , Mariusz Maslanka

Elephant random walk is a special type of random walk that incorporates the memory of the past to determine its future steps. The probability of this walk taking a particular step (+1 or -1) at a time point, conditioned on the entire…

Probability · Mathematics 2026-05-19 Krishanu Maulik , Parthanil Roy , Tamojit Sadhukhan

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

The spreading of evolutionary novelties across populations is the central element of adaptation. Unless population are well-mixed (like bacteria in a shaken test tube), the spreading dynamics not only depends on fitness differences but also…

Populations and Evolution · Quantitative Biology 2015-06-19 Oskar Hallatschek , Daniel S. Fisher

In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.

Statistics Theory · Mathematics 2020-11-12 Dimbihery Rabenoro

Branching random flights are key to describing the evolution of many physical and biological systems, ranging from neutron multiplication to gene mutations. When their paths evolve in bounded regions, we establish a relation between the…

Statistical Mechanics · Physics 2012-12-17 Andrea Zoia , Eric Dumonteil , Alain Mazzolo

Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…

Methodology · Statistics 2017-09-20 Silvano Fiorin

In this paper, we obtain a large and moderate deviation principle for the law of the maximum of a random Dyck path. Our result extend the results of Chung, Kennedy, Kaigh and Khorunzhiy and Marckert.

Probability · Mathematics 2011-07-19 Termeh Kousha

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

Probability · Mathematics 2016-06-14 Jonathon Peterson

In this paper we consider random walks on Galton-Watson trees with random conductances. On these trees, the distance of the walker to the root satisfies a law of large numbers with limit the effective velocity, or speed of the walk. We…

Probability · Mathematics 2020-11-23 Tabea Glatzel , Jan Nagel

We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…

Probability · Mathematics 2011-03-16 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

Probability · Mathematics 2014-12-12 Tzu-Wei Yang , Lingjiong Zhu

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

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 study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…

Statistical Mechanics · Physics 2023-11-15 Upendra Harbola

We are interested in modeling Darwinian evolution resulting from the interplay of phenotypic variation and natural selection through ecological interactions. The population is modeled as a stochastic point process whose generator captures…

Probability · Mathematics 2011-02-01 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski
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