English
Related papers

Related papers: Localization for controlled random walks and marti…

200 papers

Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…

Statistical Mechanics · Physics 2020-02-18 Eli Barkai , Stanislav Burov

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

Probability · Mathematics 2018-06-05 Vadim Gorin , Leonid Petrov

The involution walk is the random walk on $S_n$ generated by involutions with a binomially distributed with parameter $1-p$ number of $2$-cycles. This is a parallelization of the transposition walk. The involution walk is shown in this…

Combinatorics · Mathematics 2016-07-05 Megan Bernstein

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

Probability · Mathematics 2021-12-08 David A. Croydon , Daisuke Shiraishi

We study $\lambda$-biased branching random walks on Bienaym\'e--Galton--Watson trees in discrete time. We consider the maximal displacement at time $n$, $\max_{\vert u \vert =n} \vert X(u) \vert$, and show that it almost surely grows at a…

Probability · Mathematics 2026-03-02 Julien Berestycki , Nina Gantert , David Geldbach , Quan Shi

We are interested in the biased random walk on a supercritical Galton--Watson tree in the sense of Lyons, Pemantle and Peres, and study a phenomenon of slow movement. In order to observe such a slow movement, the bias needs to be random;…

Probability · Mathematics 2015-03-13 Gabriel Faraud , Yueyun Hu , Zhan Shi

We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…

Probability · Mathematics 2019-12-25 Vincent Beffara , Cong Bang Huynh

In this paper, we present a complete proof of the construction of graphs with bounded valency such that the simple random walk has a return probability at time $n$ at the origin of order $exp(-n^{\alpha}),$ for fixed $\alpha \in [0,1[$ and…

Probability · Mathematics 2007-05-23 Clement Rau

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

In this paper we construct uniformly expanding random walks on smooth manifolds. In higher dimensions, our definition of uniform expansion measures the growth of subspaces rather than single vectors. Potrie showed that given any open set…

Dynamical Systems · Mathematics 2022-11-22 Rosemary Elliott Smith

We consider a one dimensional random walk in a random environment (RWRE) with a positive speed $\lim_{n\to\infty}\frac{X_n}{n}=v_\alpha>0$. Gantert and Zeitouni showed that if the environment has both positive and negative local drifts then…

Probability · Mathematics 2015-09-02 Sung Won Ahn , Jonathon Peterson

In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths,…

Probability · Mathematics 2017-04-26 Eviatar B. Procaccia , Yuan Zhang

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

Statistical Mechanics · Physics 2007-05-23 M. Wilkinson , B. Mehlig

We consider a discrete time biased random walk conditioned to avoid Bernoulli obstacles on ${\mathbb Z}^d$ ($d\geq 2$) up to time $N$. This model is known to undergo a phase transition: for a large bias, the walk is ballistic whereas for a…

Probability · Mathematics 2020-09-17 Jian Ding , Ryoki Fukushima , Rongfeng Sun , Changji Xu

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

We consider branching random walks with a spine in the domain of attraction of an $\alpha$-stable L\'evy process. For this process, the classical derivative martingale in general degenerates in the limit. We first determine the quantity…

Probability · Mathematics 2020-04-08 Pierre Boutaud , Pascal Maillard

We consider a generalization of the classical pinning problem for integer-valued random walks conditioned to stay non-negative. More specifically, we take pinning potentials of the form $\sum_{j\geq 0}\epsilon_j N_j$, where $N_j$ is the…

Probability · Mathematics 2015-11-30 Pietro Caputo , Fabio Martinelli , Fabio Lucio Toninelli