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We derive asymptotic estimates for the velocity of random walks in random environments which are perturbations of the simple symmetric random walk but have a small local drift in a given direction. Our estimates complement previous results…

Probability · Mathematics 2017-01-24 Clément Laurent , Alejandro F. Ramírez , Christophe Sabot , Santiago Saglietti

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

Probability · Mathematics 2008-09-09 Atilla Yilmaz

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

Probability · Mathematics 2015-09-08 Noam Berger , Ron Rosenthal

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…

Probability · Mathematics 2020-08-10 Olga Lopusanschi , Tal Orenshtein

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

Probability · Mathematics 2018-06-11 Alessandra Faggionato , Michele Salvi

We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a weak mixing field in the sense of…

Probability · Mathematics 2007-05-23 Francis Comets , Ofer Zeitouni

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…

Probability · Mathematics 2019-04-30 Andrea Collevecchio , Kais Hamza , Laurent Tournier

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

Modelling the propagation of a pulse in a dense {\em milieu} poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the…

Statistical Mechanics · Physics 2015-06-16 Marta Galanti , Duccio Fanelli , Francesco Piazza

We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizs\"{a}cker in \cite{drw}. Our main result is a stable limit theorem for the position of the…

Probability · Mathematics 2011-11-08 Arka Ghosh , Reza Rasxtegar , Alexander Roitershtein

Quantum random walks, - coined, lattice ones, - exhibit ballistic behavior with fascinating asymptotic patterns of the amplitudes. We show that averaging over the coins (using the Haar measure), these patterns blend into a spline. Also, we…

Mathematical Physics · Physics 2021-08-11 Yuliy Baryshnikov

We develop a criterion for transience for a general model of branching Markov chains. In the case of multi-dimensional branching random walk in random environment (BRWRE) this criterion becomes explicit. In particular, we show that…

Probability · Mathematics 2008-11-12 Sebastian Müller

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 give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This…

Probability · Mathematics 2008-11-12 Sebastian Müller

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables with conditions of type $D(u_n)$ and $D'(u_n)$. Let $\{S_n, n \in \mathbb{N} \}$ be a transient random walk in the domain of attraction of a stable law. We…

Probability · Mathematics 2019-10-11 Nicolas Chenavier , Ahmad Darwiche

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

Mathematical Physics · Physics 2009-11-13 Jean Bricmont , Antti Kupiainen

We consider a recurrent random walk (RW) in random environment (RE) on a strip. We prove that if the RE is i. i. d. and its distribution is not supported by an algebraic subsurface in the space of parameters defining the RE then the RW…

Probability · Mathematics 2009-11-13 Erwin Bolthausen , Ilya Goldsheid

We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…

Disordered Systems and Neural Networks · Physics 2009-11-13 Denis Boyer

We discuss conditions for unique ergodicity of a collective random walk on a continuous circle. Individual particles in this collective motion perform independent (and different in general) random walks conditioned by the assumption that…

Dynamical Systems · Mathematics 2015-06-18 Michael Blank