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In this article, we study the maximal displacement of critical branching random walk in random environment. Let $M_n$ be the maximal displacement of a particle in generation $n$, and $Z_n$ be the total population in generation $n$, $M$ be…

Probability · Mathematics 2025-03-21 Wenxin Fu , Wenming Hong

We consider Ewens random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$ and to study the asymptotic behaviour as $n\to\infty$. We obtain very precise information on the joint distribution of…

Probability · Mathematics 2020-04-22 Volker Betz , Julian Mühlbauer , Helge Schäfer , Dirk Zeindler

We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to…

Probability · Mathematics 2008-02-07 Endre Csáki , Antónia Földes , Pál Révész

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 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…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We consider a random walk X_n in non-i.i.d. environment and show that the ratio of log X_n to log n converges in probability to a positive constant.

Probability · Mathematics 2007-05-23 Alexander Roitershtein

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…

Probability · Mathematics 2018-12-27 James McRedmond , Andrew R. Wade

Let $W_{\infty}(\beta)$ be the limit of the Biggins martingale $W_n(\beta)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the…

Probability · Mathematics 2015-05-12 Rudolf Grübel , Zakhar Kabluchko

We study the variable-length ensemble of self-avoiding walks on the complete graph. We obtain the leading order asymptotics of the mean and variance of the walk length, as the number of vertices goes to infinity. Central limit theorems for…

Mathematical Physics · Physics 2019-11-26 Youjin Deng , Timothy M Garoni , Jens Grimm , Abrahim Nasrawi , Zongzheng Zhou

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…

Probability · Mathematics 2017-04-12 Sung Won Ahn , Jonathon Peterson

Consider a branching random walk $(G_u)_{u\in \mathbb T}$ on the general linear group $\textrm{GL}(V)$ of a finite dimensional space $V$, where $\mathbb T$ is the associated genealogical tree with nodes $u$. For any starting point $v \in V…

Probability · Mathematics 2024-12-11 Ion Grama , Sebastian Mentemeier , Hui Xiao

For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…

Data Structures and Algorithms · Computer Science 2021-02-16 Amartya Shankha Biswas , Edward Pyne , Ronitt Rubinfeld

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

Probability · Mathematics 2011-10-18 Lasse Leskelä , Mikko Stenlund

We discuss the relationship between the capacity and the geometry for the range of the random walk for $d=3$. In particular, we consider how efficiently the random walk moves or what shape it forms in order to maximize its capacity. In one…

Probability · Mathematics 2026-01-13 Arka Adhikari , Izumi Okada

We introduce a new method for proving central limit theorems for random walk on nilpotent groups. The method is illustrated in a local central limit theorem on the Heisenberg group, weakening the necessary conditions on the driving measure.…

Probability · Mathematics 2018-11-14 Persi Diaconis , Bob Hough

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

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…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and light-tailed increments. We determine the asymptotics for local probabilities for the area and prove a local…

Probability · Mathematics 2017-08-22 Elena Perfilev , Vitali Wachtel

We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , O. Benichou

We consider a random walk $S_{\tau}$ which is obtained from the simple random walk $S$ by a discrete time version of Bochner's subordination. We prove that under certain conditions on the subordinator $\tau$ appropriately scaled random walk…

Probability · Mathematics 2017-02-22 Alexander Bendikov , Wojciech Cygan , Bartosz Trojan