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We study the gambler's ruin problem for the Elephant Random Walk, focusing on escape time from a symmetric interval of the form $\{-N, \ldots, N\}$. As our main result, we derive tight exponential bounds for the tail of this escape time. We…

Probability · Mathematics 2026-02-24 Morgan André , Leonel Zuaznábar

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We consider the multi-time correlation and covariance structure of a random surface growth with a wall introduced in arXiv:0904.2607. It is shown that the correlation functions associated with the model along space-like paths have…

Probability · Mathematics 2022-03-31 Zhengye Zhou

We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…

Probability · Mathematics 2007-12-06 Nobuo Yoshida

A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the…

Probability · Mathematics 2013-03-27 Frank den Hollander , Renato dos Santos

We study the elephant random walk in arbitrary dimension $d\geq 1$. Our main focus is the limiting random variable appearing in the superdiffusive regime. Building on a link between the elephant random walk and P\'olya-type urn models, we…

Probability · Mathematics 2024-04-18 Hélène Guérin , Lucile Laulin , Kilian Raschel

Random walk spaces are a general framework for the study of PDEs. They include as particular cases locally finite weighted connected graphs and nonlocal settings involving symmetric integrable kernels on $\mathbb{R}^N$. We are interested in…

Analysis of PDEs · Mathematics 2025-03-18 W. Górny , J. M. Mazón , J. Toledo

We study the dynamics of random walks hopping on homogeneous hyper-cubic lattices and multiplying at a fertile site. In one and two dimensions, the total number $\mathcal{N}(t)$ of walkers grows exponentially at a Malthusian rate depending…

Statistical Mechanics · Physics 2021-02-17 Michel Bauer , P. L. Krapivsky , Kirone Mallick

We consider a one-dimensional directed polymer in a random potential which is characterized by the Gaussian statistics with the finite size local correlations. It is shown that the well-known Kardar's solution obtained originally for a…

Statistical Mechanics · Physics 2009-10-30 S. E. Korshunov , Vik. S. Dotsenko

In this paper, we introduce a variation of the elephant random walk whose steps are polynomially decaying. At each time $k$, the walker's step size is $k^{-\gamma}$ with $\gamma>0$. We investigate effects of the step size exponent $\gamma$…

Probability · Mathematics 2025-05-02 Yuzaburo Nakano

In probability theory, reinforced walks are random walks on a lattice (or more generally a graph) that preferentially revisit neighboring `locations' (sites or bonds) that have been visited before. In this paper, we consider walks with…

Statistical Mechanics · Physics 2009-11-13 Jacob G. Foster , Peter Grassberger , Maya Paczuski

We establish both the $\limsup$ and the $\liminf$ law of the iterated logarithm (LIL), for the capacity of the range of a simple random walk in any dimension $d\ge 3$. While for $d \ge 4$, the order of growth in $n$ of such LIL at dimension…

Probability · Mathematics 2024-03-05 Amir Dembo , Izumi Okada

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 study asymptotic properties of the Green metric associated with transient random walks on countable groups. We prove that the rate of escape of the random walk computed in the Green metric equals its asymptotic entropy. The proof relies…

Probability · Mathematics 2009-09-29 Sébastien Blachère , Peter Haïssinsky , Pierre Mathieu

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

Probability · Mathematics 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

Probability · Mathematics 2026-05-26 Xinyi Li , Yushu Zheng

For certain dimensionally-regulated massive two- and three-loop propagator-type diagrams the higher order epsilon-expansion is constructed.

High Energy Physics - Phenomenology · Physics 2010-04-05 M. Yu. Kalmykov

We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the…

Probability · Mathematics 2007-05-23 Franz Merkl , Silke W. W. Rolles

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…

Probability · Mathematics 2015-06-11 David A. Croydon

In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.

Probability · Mathematics 2026-02-26 Serguei Popov , Quirin Vogel
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