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We study the minimal random walk introduced by Kumar, Harbola and Lindenberg. It is a random process on $\{0, 1, \ldots \}$ with unbounded memory which exhibits subdiffusive, diffusive and superdiffusive regimes. We prove the law of large…

Probability · Mathematics 2019-09-04 Cristian F Coletti , Lucas R de Lima , Renato Gava

We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to…

Probability · Mathematics 2007-05-24 Nadine Guillotin-Plantard , Arnaud Le Ny

We consider a model of a random height function with long-range constraints on a discrete segment. This model was suggested by Benjamini, Yadin and Yehudayoff and is a generalization of simple random walk. The random function is uniformly…

Probability · Mathematics 2017-03-14 Ron Peled , Yinon Spinka

In this note, we establish a functional central limit theorem for the capacity of the range for a class of $\alpha$-stable random walks on the integer lattice $\mathbb{Z}^d$ with $d > 5\alpha/2$. Using similar methods, we also prove an…

Probability · Mathematics 2020-09-16 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

Probability · Mathematics 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

Probability · Mathematics 2009-06-22 Marco Lenci

We prove a central limit theorem for the Horvitz-Thompson estimator based on the Gram-Schmidt Walk (GSW) design, recently developed in Harshaw et al.(2022). In particular, we consider the version of the GSW design which uses randomized…

Statistics Theory · Mathematics 2023-06-06 Sabyasachi Chatterjee , Partha S. Dey , Subhajit Goswami

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…

Probability · Mathematics 2018-05-25 Oriane Blondel , Marcelo R. Hilario , Augusto Teixeira

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

Probability · Mathematics 2015-09-24 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

History and Overview · Mathematics 2018-08-27 Steven R. Finch

We prove a Central limit theorem for the capacity of the range of a symmetric random walk on $\mathbb Z^5$, under only a moment condition on the step distribution. The result is analogous to the central limit theorem for the size of the…

Probability · Mathematics 2020-06-29 Bruno Schapira

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Dynamical Systems · Mathematics 2015-08-17 Péter Pál Varjú

Let $(\xi_k)$ and $(\eta_k)$ be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk $\underset{0\leq k\leq n}{\max}\,(\xi_1+\ldots+\xi_k+\eta_{k+1})$ in a…

Probability · Mathematics 2014-02-20 Alexander Iksanov , Andrey Pilipenko

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger

We study once-reinforced random walk (ORRW) on $\mathbb Z$. For this model, we derive limit results on all moments of its range using Tauberian theory.

Probability · Mathematics 2019-03-14 Peter Pfaffelhuber , Jakob Stiefel

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

Probability · Mathematics 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.

Probability · Mathematics 2017-09-14 Dariusz Buraczewski , Mariusz Maslanka