Related papers: Extreme slowdowns for one-dimensional excited rand…

We consider a one-dimensional transient cookie random walk. It is known from a previous paper that a cookie random walk $(X_n)$ has positive or zero speed according to some positive parameter $\alpha >1$ or $\le 1$. In this article, we give…

We study the excited random walk, in which a walk that is at a site that contains cookies eats one cookie and then hops to the right with probability p and to the left with probability q=1-p. If the walk hops onto an empty site, there is no…

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

We study asymptotic behavior, for large time $n$, of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset $A$. We show that it behaves like $4 \tilde u_A(x) \tilde u_{-A}(-y) (\lg…

We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

Let S_0=0,{S_n, n>0} be a random walk generated by a sequence of i.i.d. random variables X_1,X_2,... and let \tau^{-} be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an…

A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…

Suppose that $\{S_n,\ n\geq0\}$ is an asymptotically stable random walk. Let $g$ be a positive function and $T_g$ be the first time when $S_n$ leaves $[-g(n),\infty)$. In this paper we study asymptotic behaviour of $T_g$. We provide…

We consider a biased random walk $X_n$ on a Galton-Watson tree with leaves in the sub-ballistic regime. We prove that there exists an explicit constant $\gamma= \gamma(\beta) \in (0,1)$, depending on the bias $\beta$, such that $X_n$ is of…

Consider a subcritical branching random walk $\{Z_k\}_{k\geq 0}$ with offspring distribution $\{p_k\}_{k\geq 0}$ and step size $X$. Let $M_n$ denote the rightmost position reached by $\{Z_k\}_{k\geq 0}$ up to generation $n$, and define $M…

Let $\{X(t),t\ge0\}$ be a centered Gaussian process and let $\gamma$ be a non-negative constant. In this paper we study the asymptotics of $P\{\underset{t\in [0,\mathcal{T}/u^\gamma]}\sup X(t)>u\}$ as $u\to\infty$, with $\mathcal{T}$ an…

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…

We are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of…

We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…

We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+\epsilon\xi(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$,…