Related papers: A permuted random walk exits faster

An (upward) skip-free Markov chain with the set of nonnegative integers as state space is a chain for which upward jumps may be only of unit size; there is no restriction on downward jumps. In a 1987 paper, Brown and Shao determined, for an…

Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…

For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…

Using renewal times and Girsanov's transform, we prove that the speed of the excited random walk is infinitely differentiable with respect to the bias parameter in $(0,1)$ for the dimension $d\ge 2$. At the critical point $0$, using a…

We consider dynamical percolation on the $d$-dimensional discrete torus of side length $n$, $\mathbb{Z}_n^d$, where each edge refreshes its status at rate $\mu=\mu_n\le 1/2$ to be open with probability $p$. We study random walk on the…

First-passage properties of continuous stochastic processes confined in a 1--dimensional interval are well described. However, for jump processes (discrete random walks), the characterization of the corresponding observables remains…

Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…

Let $G=(V,E)$ be a $d$-regular graph on $n$ vertices and let $\mu_0$ be a probability measure on $V$. The act of moving to a randomly chosen neighbor leads to a sequence of probability measures supported on $V$ given by $\mu_{k+1} = A…

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to…

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

Let $\{A, B, C\}$ be a partition of a sample space $\Omega$. For a random walk $S_n = x + \sum_{j=1}^n X_j$ starting at $x \in A$, we find estimates for the Green's function $G_{A \cup B}(x,y)$ and the hitting time $E^x(T_C)$ for $x, y \in…

The mixing time of a random walk, with or without backtracking, on a random graph generated according to the configuration model on $n$ vertices, is known to be of order $\log n$. In this paper we investigate what happens when the random…

Consider $(1,2)$ random walk in random environment $\{X_n\}_{n\ge0}.$ In each step, the walk jumps at most a distance $2$ to the right or a distance $1$ to the left. For the walk transient to the right, it is proved that almost surely…

Consider the real Markov walk $S_n = X_1+ \dots+ X_n$ with increments $\left(X_n\right)_{n\geq 1}$ defined by a stochastic recursion starting at $X_0=x$. For a starting point $y>0$ denote by $\tau_y$ the exit time of the process $\left(…

Next to the shortest path distance, the second most popular distance function between vertices in a graph is the commute distance (resistance distance). For two vertices u and v, the hitting time H_{uv} is the expected time it takes a…

Many classical randomized algorithms (e.g., approximation algorithms for #P-complete problems) utilize the following random walk algorithm for {\em almost uniform sampling} from a state space $S$ of cardinality $N$: run a symmetric ergodic…

We propose local-biased random walks on general networks where a Markovian walker can choose between different types of biases in each node to define transitions to its neighbors depending on their degrees. For this ergodic dynamics, we…

We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a…