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We consider the simple random walk on Z^d evolving in a potential of independent and identically distributed random variables taking values in [0, + \infty]. We give optimal conditions for the existence of the quenched point-to-point…

Probability · Mathematics 2012-03-27 Jean-Christophe Mourrat

We consider a state-dependent, time-dependent, discrete random walks $X_t^{\{a_n\}}$ defined on natural numbers $\mathbb{N}$ (bent to a "stair" in $\mathbb{N}^2$) where the random walk depends on input of a positive deterministic sequence…

Statistics Theory · Mathematics 2019-10-01 Yufan Li , Jeffery Rosenthal

We consider a discrete time biased random walk conditioned to avoid Bernoulli obstacles on ${\mathbb Z}^d$ ($d\geq 2$) up to time $N$. This model is known to undergo a phase transition: for a large bias, the walk is ballistic whereas for a…

Probability · Mathematics 2020-09-17 Jian Ding , Ryoki Fukushima , Rongfeng Sun , Changji Xu

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d.\ random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the…

Probability · Mathematics 2012-01-31 Nina Gantert , Serguei Popov , Marina Vachkovskaia

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…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

Probability · Mathematics 2018-06-11 Alessandra Faggionato , Michele Salvi

We calculate the large deviation function of the end-to-end distance and the corresponding extension-versus-force relation for (isotropic) random walks, on and off-lattice, with and without persistence, and in any spatial dimension. For…

Statistical Mechanics · Physics 2019-03-21 Karel Proesmans , Raul Toral , Christian Van den Broeck

We consider a random walk on the support of a stationary simple point process on $R^d$, $d\geq 2$ which satisfies a mixing condition w.r.t.the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the…

Mathematical Physics · Physics 2009-11-10 A. Faggionato , H. Schulz-Baldes , D. Spehner

Consider a supercritical branching random walk in a time-inhomogeneous random environment. We impose a selection (called barrier) on survival in the following way. The position of the barrier may depend on the generation and the…

Probability · Mathematics 2024-07-02 You Lv

We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…

Probability · Mathematics 2009-06-22 Yueyun Hu , Zhan Shi

We introduce an original way to estimate the memory parameter of the elephant random walk, a fascinating discrete time random walk on integers having a complete memory of its entire history. Our estimator is nothing more than a…

Probability · Mathematics 2021-12-21 Bernard Bercu , Lucile Laulin

In this paper, we obtain a local limit theorem for the Kemperman's model of oscillating random walk on $\mathbb{Z}$; it extends the existing results for classical random walks on $\mathbb Z$ or reflected random walks on $\mathbb N_0$. The…

Probability · Mathematics 2025-09-22 M. Peigné , C. Pham , T. D. Vo

This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

Probability · Mathematics 2021-09-29 Jim Pitman , Wenpin Tang

Consider the invariance principle for a random walk with random environment (denoted by $\mu$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz…

Probability · Mathematics 2023-03-14 You Lv , Wenming Hong

We study a one-dimensional sluggish random walk with space-dependent transition probabilities between nearest-neighbour lattice sites. Motivated by trap models of slow dynamics, we consider a model in which the trap depth increases…

Statistical Mechanics · Physics 2023-04-12 Aniket Zodage , Rosalind J. Allen , Martin R. Evans , Satya N. Majumdar

We consider a one-dimensional simple random walk killed by quenched soft obstacles. The position of the obstacles is drawn according to a renewal process with a power-law increment distribution. In a previous work, we computed the…

Probability · Mathematics 2024-04-17 Julien Poisat , Francois Simenhaus

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

Probability · Mathematics 2021-12-08 David A. Croydon , Daisuke Shiraishi

In this paper a class of Ornstein--Uhlenbeck processes driven by compound Poisson processes is considered. The jumps arrive with exponential waiting times and are allowed to be two-sided. The jumps are assumed to form an iid sequence with…

Probability · Mathematics 2016-09-01 Anders Rønn-Nielsen

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez