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We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Probability · Mathematics 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

Probability · Mathematics 2007-05-23 Christian Benes

A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…

Combinatorics · Mathematics 2007-05-23 P. J. Forrester

We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…

Probability · Mathematics 2023-04-19 Nina Gantert , Achim Klenke

In this paper, we study random walks evolving with a directional bias in a two-dimensional random environment with correlations that vanish polynomially. Using renormalization methods first employed for one-dimensional dynamic environments…

Probability · Mathematics 2024-06-14 Julien Allasia

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting…

Probability · Mathematics 2007-11-16 Mikhail Menshikov , Stanislav Volkov

Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sign is changed, and the process continues from that modified…

Probability · Mathematics 2017-04-21 Judith Kloas , Wolfgang Woess

We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…

Probability · Mathematics 2015-06-16 Alessandro De Gregorio

We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…

Probability · Mathematics 2025-09-19 Krzysztof Kowalski

We establish spectral theorems for random walks on mapping class groups of connected, closed, oriented, hyperbolic surfaces, and on $\text{Out}(F_N)$. In both cases, we relate the asymptotics of the stretching factor of the…

Group Theory · Mathematics 2020-07-20 François Dahmani , Camille Horbez

This paper deals with a new class of random flights $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ characterized by non-uniform probability distributions on the multidimensional sphere. These random motions…

Probability · Mathematics 2015-05-30 Alessandro De Gregorio

The variance in the winding number of various random fractal curves, including the self-avoiding walk, the loop-erased random walk, contours of FK clusters, and stochastic Loewner evolution, have been studied by numerous researchers.…

Statistical Mechanics · Physics 2010-10-27 Benjamin Wieland , David B. Wilson

We study random walks on metric spaces with contracting isometries. In this first article of the series, we establish sharp deviation inequalities by adapting Gou\"ezel's pivotal time construction. As an application, we establish the…

Probability · Mathematics 2025-10-28 Inhyeok Choi

Random walks on graphs can be slow. To speed them up, imagine that at each step instead of choosing the neighbor at random, there is a small probability $\varepsilon>0$ that we can choose it. We show that in this case, at least for graphs…

Probability · Mathematics 2026-05-19 Boris Bukh , Quentin Dubroff

We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

Statistical Mechanics · Physics 2009-11-10 Francesca Colaiori , Andrea Baldassarri , Claudio Castellano

We introduce a novel operator to describe a random walk process on a simplicial complex. Walkers are allowed to wonder across simplices of various dimensions, bridging nodes to edges, and edges to triangles, via a nested organization that…

Statistical Mechanics · Physics 2026-05-21 Diego Febbe , Duccio Fanelli , Timoteo Carletti

We study certain self-interacting walks on the set of integers, that choose to jump to the right or to the left randomly but influenced by the number of times they have previously jumped along the edges in the finite neighbourhood of their…

Probability · Mathematics 2017-07-18 Anna Erschler , Balint Toth , Wendelin Werner

The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…

Statistical Mechanics · Physics 2025-09-03 Claude Godrèche , Jean-Marc Luck

In this note, we consider random walks in the quarter plane with arbitrary big jumps. We announce the extension to that class of models of the analytic approach of [G. Fayolle, R. Iasnogorodski, and V. Malyshev, Random walks in the quarter…

Probability · Mathematics 2015-01-23 Guy Fayolle , Kilian Raschel