Related papers: Controlled random walk with a target site

In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…

In this note, we design a discrete random walk on the real line which takes steps $0, \pm 1$ (and one with steps in $\{\pm 1, 2\}$) where at least $96\%$ of the signs are $\pm 1$ in expectation, and which has $\mathcal{N}(0,1)$ as a…

In this paper we prove that under certain assumptions the transient random walk in random environment with bounded jumps (in $\mathbb{Z}$) grows much slower than the speed $n$. Precisely, there is $0<s<1$, such that although $X_n\rto$ we…

Fix integers $d \geq 2$ and $k\geq d-1$. Consider a random walk $X_0, X_1, \ldots$ in $\mathbb{R}^d$ in which, given $X_0, X_1, \ldots, X_n$ ($n \geq k$), the next step $X_{n+1}$ is uniformly distributed on the unit ball centred at $X_n$,…

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…

We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent proposals. The extension verifies the robustness of the optimal…

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

We study the high-dimensional uniform prudent self-avoiding walk, which assigns equal probability to all nearest-neighbor self-avoiding paths of a fixed length that respect the prudent condition, namely, the path cannot take any step in the…

Consider a branching random walk evolving in a macroscopic time-inhomogeneous environment, that scales with the length $n$ of the process under study. We compute the first two terms of the asymptotic of the maximal displacement at time $n$.…

We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the…

There are two ways of speeding up MCMC algorithms: (1) construct more complex samplers that use gradient and higher order information about the target and (2) design a control variate to reduce the asymptotic variance. While the efficiency…

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

We consider a one-dimensional simple random walk killed by quenched soft obstacles. The position of the obstacles is drawn according to a renewal process with a power-law increment distribution. In a previous work, we computed the…

We introduce planar random walk conditioned to avoid its past convex hull, and we show that it escapes at a positive limsup speed. Experimental results show that fluctuations from a limiting direction are on the order of n^(3/4). This…

A bijection is given between fixed point free involutions of $\{1,2,...,2N\}$ with maximum decreasing subsequence size $2p$ and two classes of vicious (non-intersecting) random walker configurations confined to the half line lattice points…

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

We study the Activated Random Walk model on the one-dimensional ring, in the high density regime. We develop a toppling procedure that gradually builds an environment that can be used to show that activity will be sustained for a long time.…