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We study a $d$-dimensional random walk with exponentially distributed increments conditioned so that the components stay ordered (in the sense of Doob). We find explicitly a positive harmonic function $h$ for the killed process and then…

Probability · Mathematics 2023-09-06 Denis Denisov , Will FitzGerald

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to -infinity and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we…

Probability · Mathematics 2017-11-29 Sergey Foss , Takis Konstantopoulos , Stan Zachary

In a step reinforced random walk, at each integer time and with a fixed probability p $\in$ (0, 1), the walker repeats one of his previous steps chosen uniformly at random, and with complementary probability 1 -- p, the walker makes an…

Probability · Mathematics 2018-10-22 Jean Bertoin

We consider the random walk on a simple point process on $\Bbb{R}^d$, $d\geq2$, whose jump rates decay exponentially in the $\alpha$-power of jump length. The case $\alpha =1$ corresponds to the phonon-induced variable-range hopping in…

Probability · Mathematics 2009-09-29 Pietro Caputo , Alessandra Faggionato

We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $\mu^X_n(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $\sup_{x\in…

Probability · Mathematics 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész , Jay Rosen , Zhan Shi

The study of matter fields on an ensemble of random geometries is a difficult problem still in need of new methods and ideas. We will follow a point of view inspired by probability theory techniques that relies on an expansion of the two…

Statistical Mechanics · Physics 2024-04-22 Nicolas Delporte , Saswato Sen , Reiko Toriumi

For a given one-dimensional random walk $\{S_n\}$ with a subexponential step-size distribution, we present a unifying theory to study the sequences $\{x_n\}$ for which $\mathsf{P}\{S_n>x\}\sim n\mathsf{P}\{S_1>x\}$ as $n\to\infty$ uniformly…

Probability · Mathematics 2009-09-29 D. Denisov , A. B. Dieker , V. Shneer

We consider simple random walk on a discrete cylinder with base a large d-dimensional torus of side-length N, when d is two or more. We develop a stochastic domination control on the local picture left by the random walk in boxes of…

Probability · Mathematics 2009-12-29 Alain-Sol Sznitman

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

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

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…

Probability · Mathematics 2026-02-02 Jinjiong Yu

In this article, we first give a comprehensive description of random walk (RW) problem focusing on self-similarity, dynamic scaling and its connection to diffusion phenomena. One of the main goals of our work is to check how robust the RW…

Statistical Mechanics · Physics 2021-03-17 Tushar Mitra , Tomal Hossain , Santo Banerjee , Md. Kamrul Hassan

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

Probability · Mathematics 2007-05-23 Jason Fulman

We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the…

Probability · Mathematics 2018-01-08 Dariusz Buraczewski , Piotr Dyszewski

We consider the tree-reduced path of symmetric random walk on $\ZZ^{d}$. It is interesting to ask about the number of turns $T_n$ in the reduced path after $n$ steps. This question arises from inverting signature for lattice paths. We show…

Probability · Mathematics 2011-09-27 Yunjiang Jiang , Weijun Xu

We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually…

Probability · Mathematics 2018-03-29 Volker Betz , Lorenzo Taggi

We consider trap models on Z^d, namely continuous time Markov jump process on Z^d with embedded chain given by a generic discrete time random walk, and whose mean waiting time at x is given by tau_x, with tau = (tau_x, x in Z^d) a family of…

Probability · Mathematics 2017-05-17 Luiz Renato Fontes , Pierre Mathieu

We consider so-called discrete snakes obtained from size-conditioned critical Bienaym\'e-Galton-Watson trees by assigning to each node a random spatial position in such a way that the increments along each edge are i.i.d. When the offspring…

Probability · Mathematics 2021-03-26 Cyril Marzouk

We consider discrete-time branching random walks with a radially symmetric distribution. Independently of each other individuals generate offspring whose relative locations are given by a copy of a radially symmetric point process…

Probability · Mathematics 2025-08-11 Viktor Bezborodov , Nina Gantert

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner
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