Related papers: How Vertex reinforced jump process arises naturall…
We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…
We study Vertex-Reinforced-Random-Walk on the complete graph with weights of the form $w(n)=n^\alpha$, with $\alpha>1$. Unlike for the Edge-Reinforced-Random-Walk, which in this case localizes a.s. on 2 sites, here we observe various phase…
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 consider a random walk on the support of an ergodic simple point process on R^d, d>1, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a…
We show transience of the edge-reinforced random walk (ERRW) for small reinforcement in dimension d greater than 2. This proves the existence of a phase transition between recurrent and transient behavior, thus solving an open problem…
We study the Tree Builder Random Walk: a randomly growing tree, built by a walker as she is walking around the tree. Namely, at each time $n$, she adds a leaf to her current vertex with probability $p_n \asymp n^{-\gamma}$, $\gamma\in…
We prove some theorems about self-avoiding walks attached to an impenetrable surface (i.e. positive walks) and subject to a force. Specifically we show the force dependence of the free energy is identical when the force is applied at the…
We characterize non-decreasing weight functions for which the associated one-dimensional vertex reinforced random walk (VRRW) localizes on 4 sites. A phase transition appears for weights of order $n\log \log n$: for weights growing faster…
We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities forms a pyramid-like potential barrier. This barrier corresponds…
We consider a pure jump process $\{X_t\}_{t\ge 0}$ with values in a finite state space $S= \{1, \ldots, d\}$ for which the jump rates at time instant $t$ depend on the occupation measure $L_t \doteq t^{-1} \int_0^t \delta_{X_s}\,ds$. Such…
We investigate the first passage time beyond a barrier located at $b\geq0$ of a random walk with independent and identically distributed jumps, starting from $x_0=0$. The walk is subject to stochastic resetting, meaning that after each step…
We show that the "twisted" planar random walk - which results by summing up stationary increments rotated by multiples of a fixed angle - is recurrent under diverse assumptions on the increment process. For example, if the increment process…
We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…
Analyzing the mixing time of random walks is a well-studied problem with applications in random sampling and more recently in graph partitioning. In this work, we present new analysis of random walks and evolving sets using more…
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…
We consider specification and inference for the stochastic scale of discretely-observed pure-jump semimartingales with locally stable L\'{e}vy densities in the setting where both the time span of the data set increases, and the mesh of the…
The goal of this note is twofold: first, we explain the relation between the isomorphism theorems in the context of vertex reinforced jump process discovered in [BHS19, BHS21] and the standard Markovian isomorphism theorems for Markovian…
We consider a biased nearest-neighbor random walk on $\Z$ which at each step is trapped for some random time with random, site-dependent mean. We derive a simple formula for the speed function in terms of the model parameters.
In this short paper, we connect the procedure of constructing a totally inaccessible stopping time for a given process using the well-known Cox construction, dependent on an independent exponential random variable; with naturally occurring…
A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…