Related papers: Random walk with heavy tail and negative drift con…
Consider a random walk $S_n=\sum_{i=0}^n X_i$ with negative drift. This paper deals with upper bounds for the maximum $M=\max_{n\ge 1}S_n$ of this random walk in different settings of power moment existences. As it is usual for deriving…
Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…
Consider a transient near-critical (1,2) random walk on the positive half line. We give a criteria for the finiteness of the number of the skipped points (the points never visited) by the random walk. This result generalizes (partially) the…
We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…
This article studies asymptotic approximations of ruin probabilities of multivariate random walks with heavy-tailed increments. Under our assumptions, the distributions of the increments are closely connected to multivariate…
We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…
We revisit an old minor topic in algorithms, the deterministic walk on a finite graph which always moves toward the nearest unvisited vertex until every vertex is visited. There is an elementary connection between this cover time and…
We study random walks on large random graphs that are biased towards a randomly chosen but fixed target node. We show that a critical bias strength b_c exists such that most walks find the target within a finite time when b>b_c. For b<b_c,…
We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…
We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $\alpha$-stable distribution with $\alpha\in(0,1]$. We establish sharp…
We analyze the dynamics of random walks in which the jumping probabilities are periodic {\it time-dependent} functions. In particular, we determine the survival probability of biased walkers who are drifted towards an absorbing boundary.…
We study a simple run-and-tumble random walk whose switching frequency from run mode to tumble mode and the reverse depend on a stochastic signal. We consider a particularly sharp, step-like dependence, where the run to tumble switching…
We define the model of two-dimensional random interlacements using simple random walk trajectories conditioned on never hitting the origin, and then obtain some properties of this model. Also, for random walk on a large torus conditioned on…
The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…
We study the problem of random search in finite networks with a tree topology, where it is expected that the distribution of the first-passage time F(t) decays exponentially. We show that the slope of the exponential tail is independent of…
Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…
We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0…
We establish the one-to one bilateral interrelations between an asymptotic behavior for the tail of distributions for random variables and its great moments evaluation. Our results generalize the famous Richter's ones.
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…
Directed covers of finite graphs are also known as periodic trees or trees with finitely many cone types. We expand the existing theory of directed covers of finite graphs to those of infinite graphs. While the lower growth rate still…