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We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

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

We consider a random walk in a fixed Z environment composed of two point types: (q,1-q) and (p,1-p) for 1/2<q<p. We study the expected hitting time at N for a given number k of p-drifts in the interval [1,N-1], and find that this time is…

Probability · Mathematics 2017-06-19 Amichai Lampert , Assaf Shapira

We study random walks on $\mathbb Z^d$ (with $d\ge 2$) among stationary ergodic random conductances $\{C_{x,y}\colon x,y\in\mathbb Z^d\}$ that permit jumps of arbitrary length. Our focus is on the Quenched Invariance Principle (QIP) which…

Probability · Mathematics 2023-10-05 Marek Biskup , Xin Chen , Takashi Kumagai , Jian Wang

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…

Probability · Mathematics 2011-06-14 Michel Broniatowski , Virgile Caron

In this paper we consider a random walk in random environment on a tree and focus on the boundary case for the underlying branching potential. We study the range $R\_n$ of this walk up to time $n$ and obtain its correct asymptotic in…

Probability · Mathematics 2016-06-24 Pierre Andreoletti , Xinxin Chen

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We prove that every random walk in i.i.d. environment in dimension greater than or equal to 2 that has an almost sure positive speed in a certain direction, an annealed invariance principle and some mild integrability condition for…

Probability · Mathematics 2008-01-05 Noam Berger , Ofer Zeitouni

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

Probability · Mathematics 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We consider random walks in a balanced random environment in $\mathbb{Z}^d$, $d\geq 2$. We first prove an invariance principle (for $d\ge2$) and the transience of the random walks when $d\ge 3$ (recurrence when $d=2$) in an ergodic…

Probability · Mathematics 2011-08-30 Xiaoqin Guo , Ofer Zeitouni

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…

Probability · Mathematics 2015-03-19 Naoki Kubota

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

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…

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

Probability · Mathematics 2008-12-30 Amine Asselah

We prove that the Beta random walk has second order cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values $\upalpha>0$ and $\upbeta>0$ of the parameters of the Beta distribution, removing…

Probability · Mathematics 2022-04-15 Giancarlos Oviedo , Gonzalo Panizo , Alejandro F. Ramírez

Random walks in random environments (RWRE's) have been a source of surprising phenomena and challenging problems since they began to be studied in the 70's. Hitting times and, more recently, certain regeneration structures, have played a…

Probability · Mathematics 2007-05-23 Ofer Zeitouni

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

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