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Recently, many streaming algorithms have utilized generalizations of the fact that the expected maximum distance of any $4$-wise independent random walk on a line over $n$ steps is $O(\sqrt{n})$. In this paper, we show that $4$-wise…

Probability · Mathematics 2020-09-04 Shyam Narayanan

In this paper, we study the asymptotic behavior of the number of rarely visited edges (i.e., edges that visited only once) of a simple symmetric random walk on $\mathbb{Z}$. Let $\alpha(n)$ be the number of rarely visited edges up to time…

Probability · Mathematics 2026-01-21 Ze-Chun Hu , Xue Peng , Renming Song , Yuan Tan

Motivated by random walks on subsets of the hypercube, we prove two discrete functional inequalities on the hypercube. First, we give a short, elementary proof of the Poincar\'e inequality on increasing subsets of the cube recently…

Combinatorics · Mathematics 2025-11-11 Fan Chang , Guowei Sun , Lei Yu

We provide asymptotics for the range R(n) of a random walk on the d-dimensional lattice indexed by a random tree with n vertices. Using Kingman's subadditive ergodic theorem, we prove under general assumptions that R(n)/n converges to a…

Probability · Mathematics 2013-07-22 Jean-François Le Gall , Shen Lin

A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…

Probability · Mathematics 2012-08-17 Peggy Cénac , Brigitte Chauvin , Samuel Herrmann , Pierre Vallois

Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…

Probability · Mathematics 2021-02-15 Jimmy He

It is shown that statistics of records for time series generated by random walks are independent of the details of the jump distribution, as long as the latter is continuous and symmetric. In N steps, the mean of the record distribution…

Statistical Mechanics · Physics 2008-08-04 Satya N. Majumdar , Robert M. Ziff

We study the persistence exponent for the first passage time of a random walk below the trajectory of another random walk. More precisely, let $\{B_n\}$ and $\{W_n\}$ be two centered, weakly dependent random walks. We establish that…

Probability · Mathematics 2019-05-21 Bastien Mallein , Piotr Miłoś

Let $L_n$ be the length of the longest common subsequence of two independent i.i.d. sequences of Bernoulli variables of length $n$. We prove that the order of the standard deviation of $L_n$ is $\sqrt{n}$, provided the parameter of the…

Probability · Mathematics 2009-07-30 Jüri Lember , Heinrich Matzinger

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Probability · Mathematics 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…

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

Let $(X_k)_{k\geq 1}$ and $(Y_k)_{k\geq 1}$ be two independent sequences of i.i.d. random variables, with values in a finite and totally ordered alphabet $\mathcal{A}_m:=\{1,\dots,m\}$, and having respective probability mass function…

Probability · Mathematics 2021-04-13 Clément Deslandes , Christian Houdré

Let $(X_n)_{n\ge 0}$ be an irreducible, aperiodic, and homogeneous binary Markov chain and let $LI_n$ be the length of the longest (weakly) increasing subsequence of $(X_k)_{1\le k \le n}$. Using combinatorial constructions and weak…

Probability · Mathematics 2012-08-27 Christian Houdré , Trevis J. Litherland

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

Probability · Mathematics 2026-01-14 Louis Chataignier , Lianghui Luo

In this paper we find an upper bound for the probability that a $3$ dimensional simple random walk covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball of radius $N$. For $d\ge 4$, it has been shown in…

Probability · Mathematics 2017-05-12 Eviatar B. Procaccia , Yuan Zhang

Let $X=(X_i)_{i\ge 1}$ and $Y=(Y_i)_{i\ge 1}$ be two sequences of independent and identically distributed (iid) random variables taking their values, uniformly, in a common totally ordered finite alphabet. Let LCI$_n$ be the length of the…

Probability · Mathematics 2018-08-27 Jean-Christophe Breton , Christian Houdré

The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these…

Statistical Mechanics · Physics 2022-11-23 E. Ben-Naim , P. L. Krapivsky

We study records generated by Brownian particles in one dimension. Specifically, we investigate an ordinary random walk and define the record as the maximal position of the walk. We compare the record of an individual random walk with the…

Statistical Mechanics · Physics 2014-06-13 E. Ben-Naim , P. L. Krapivsky

We study the length of the longest increasing and longest decreasing subsequences of random permutations drawn from the Mallows measure. Under this measure, the probability of a permutation pi in S_n is proportional to q^{inv(pi)} where q…

Probability · Mathematics 2017-03-14 Nayantara Bhatnagar , Ron Peled

The problem of the fluctuation of the Longest Common Subsequence (LCS) of two i.i.d. sequences of length $n>0$ has been open for decades. There exist contradicting conjectures on the topic. Chvatal and Sankoff conjectured in 1975 that…

Probability · Mathematics 2010-11-15 Heinrich Matzinger , Felipe Torres