English
Related papers

Related papers: Martingale defocusing and transience of a self-int…

200 papers

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

Probability · Mathematics 2007-05-23 Robin Pemantle , Russell Lyons

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

Probability · Mathematics 2007-05-23 Itai Benjamini , Robin Pemantle , Yuval Peres

We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…

Probability · Mathematics 2016-05-24 Giuseppe Genovese , Renato Lucà

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

This investigation is motivated by a result we proved recently for the random transposition random walk: the distance from the starting point of the walk has a phase transition from a linear regime to a sublinear regime at time $n/2$. Here,…

Probability · Mathematics 2007-05-23 Nathanael Berestycki , Rick Durrett

We consider a discrete time particle model for kinetic transport on the two dimensional integer lattice. The particle can move due to advection in the $x$-direction and due to dispersion. This happens when the particle is free, but it can…

Probability · Mathematics 2015-08-04 Michel Dekking , Derong Kong , Annegreet van Opbroek

We consider the proportion of generalized visible lattice points in the plane visited by random walkers. Our work concerns the visible lattice points in random walks in three aspects: (1) generalized visibility along curves; (2) one random…

Number Theory · Mathematics 2020-09-09 Kui Liu , Xianchang Meng

A particle moves among the vertices of an $(m+1)$-gon which are labeled clockwise as $0,1,...,m$. The particle starts at 0 and thereafter at each step it moves to the adjacent vertex, going clockwise with a known probability $p$, or…

Probability · Mathematics 2007-06-13 Jyotirmoy Sarkar

Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…

Probability · Mathematics 2012-10-30 Noam Berger , Eviatar B. Procaccia

A celebrated result in probability theory is that a simple symmetric random walk on the $d$-dimensional lattice $\mathbb{Z}^d$ is recurrent for $d=1,2$ and transient for $d\geq 3$. In this note, we derive a closed-form expression, in terms…

Probability · Mathematics 2024-03-07 Robert E. Gaunt , Saralees Nadarajah , Tibor K. Pogány

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

Statistical Mechanics · Physics 2018-12-17 Mucong Ding , Kwok Yip Szeto

For the random walk among random conductances, we prove that the environment viewed by the particle converges to equilibrium polynomially fast in the variance sense, our main hypothesis being that the conductances are bounded away from…

Probability · Mathematics 2010-04-29 Jean-Christophe Mourrat

We study dynamic random conductance models on $\mathbb{Z}^2$ in which the environment evolves as a reversible Markov process that is stationary under space-time shifts. We prove under a second moment assumption that two conditionally…

Probability · Mathematics 2020-09-30 Noah Halberstam , Tom Hutchcroft

Let $(X_n, Y_n)$ be a two-dimensional diagonal random walk on the lattice $\mathbb{Z}^2$, with transition probabilities depending only on the position of $Y_n$. In this paper, we study its first passage locations $X(\tau_a)$, where $\tau_a$…

Probability · Mathematics 2025-01-27 Jacek Wszoła

We consider connectivity properties of certain i.i.d. random environments on $\Z^d$, where at each location some steps may not be available. Site percolation and oriented percolation can be viewed as special cases of the models we consider.…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…

Probability · Mathematics 2023-07-26 Theo van Uem

In this note we present a simplified proof of the zero-one law by Merkl and Zerner (2001) for directional transience of random walks in i.i.d. random environments (RWRE) on the square lattice. Also, we indicate how to construct a…

Probability · Mathematics 2007-06-07 Martin P. W. Zerner

In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random walks with non-identically distributed increments" was…

Probability · Mathematics 2021-01-01 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

In this paper we study the recurrence and transience of the $\mathbb{Z}^d$-valued branching random walk in random environment indexed by a critical Bienaym\'e-Galton-Watson tree, conditioned to survive. The environment is made either of…

Probability · Mathematics 2025-01-03 Alexandre Legrand , Christophe Sabot , Bruno Schapira
‹ Prev 1 4 5 6 7 8 10 Next ›