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Let $S=(S_k)_{k\geq 0}$ be a random walk on $\mathbb{Z}$ and $\xi=(\xi_{i})_{i\in\mathbb{Z}}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of…

Probability · Mathematics 2008-07-23 Nadine Guillotin-Plantard , Clémentine Prieur

We consider the limit behavior of an excited random walk (ERW), i.e., a random walk whose transition probabilities depend on the number of times the walk has visited to the current state. We prove that an ERW being naturally scaled…

Probability · Mathematics 2016-11-10 Andrey Pilipenko

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…

Probability · Mathematics 2007-05-23 Yuval Peres , Ofer Zeitouni

Let $\{S_n,n\geq 0\} $ be a random walk whose increments belong without centering to the domain of attraction of an $\alpha$-stable law $\{Y_t,t\geq 0\}$, i.e. $S_{nt}/a_n\Rightarrow Y_t,t\geq 0,$ for some scaling constants $a_n$. Assuming…

Probability · Mathematics 2023-03-15 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

In this paper we prove a rate of escape theorem and a central limit theorem for isotropic random walks on Fuchsian buildings, giving formulae for the speed and asymptotic variance. In particular, these results apply to random walks induced…

Probability · Mathematics 2014-12-01 L. A. Gilch , S. Mueller , J. Parkinson

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Probability · Mathematics 2022-06-08 Raffaella Carbone , Federico Girotti , Anderson Melchor Hernandez

We consider a special case of random walk in random environment (RWRE) on Z^d where the environment is periodic (RWPE). Under natural conditions, we show that law of large numbers and central limit theorem holds. In the ballistic nearest…

Probability · Mathematics 2010-10-21 Istvan Redl , Balint Veto

We give new criteria for ballistic behavior of random walks in random environment which are perturbations of the simple symmetric random walk on $\mathbb Z^d$ in dimensions $d\ge 4$. Our results extend those of Sznitman [Ann. Probab. 31,…

Probability · Mathematics 2021-03-05 Ryoki Fukushima , Alejandro F. Ramírez

We prove a local limit theorem for nearest neighbours random walks in stationary random environment of conductances on Z without using any of both classic assumptions of uniform ellipticity and independence on the conductances. Besides the…

Probability · Mathematics 2014-09-16 Jean-Marc Derrien

We prove a quenched invariance principle for a class of random walks in random environment on $\mathbb{Z}^d$, where the walker alters its own environment. The environment consists of an outgoing edge from each vertex. The walker updates the…

Probability · Mathematics 2021-07-02 Swee Hong Chan , Lila Greco , Lionel Levine , Peter Li

We consider the nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of i.i.d. random nearest-neighbor conductances $\omega_{xy}\in[0,1]$. Apart from the requirement that the bonds with positive conductances percolate,…

Probability · Mathematics 2007-10-30 Marek Biskup , Timothy M. Prescott

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale…

Probability · Mathematics 2025-05-19 Go Tokumitsu , Kouji Yano

We consider point-to-point directed paths in a random environment on the two-dimensional integer lattice. For a general independent environment under mild assumptions we show that the quenched energy of a typical path satisfies a central…

Probability · Mathematics 2023-11-30 H. Christian Gromoll , Mark W. Meckes , Leonid Petrov

Let $G$ be a real Lie group, $\Lambda\leq G$ a lattice, and $\Omega=G/\Lambda$. We study the equidistribution properties of the left random walk on $\Omega$ induced by a probability measure $\mu$ on $G$. It is assumed that $\mu$ has a…

Dynamical Systems · Mathematics 2022-05-26 Timothée Bénard , Nicolas de Saxcé

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

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 investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

Probability · Mathematics 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

In 2003, Varadhan [V03] developed a robust method for proving quenched and averaged large deviations for random walks in a uniformly elliptic and i.i.d. environment (RWRE) on $\mathbb Z^d$. One fundamental question which remained open was…

Probability · Mathematics 2021-08-26 Rodrigo Bazaes , Chiranjib Mukherjee , Alejandro Ramirez , Santiago Saglietti

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

Probability · Mathematics 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène