English
Related papers

Related papers: Maximum and minimum of local times for two-dimensi…

200 papers

In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…

Probability · Mathematics 2008-10-29 Rohini Kumar

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

Probability · Mathematics 2007-05-23 Christine Ritzmann

Let $\mathcal{T}_n$ be the cover time of two-dimensional discrete torus $\mathbb{Z}^2_n=\mathbb{Z}^2/n\mathbb{Z}^2$. We prove that $\mathbb{P}[\mathcal{T}_n\leq \frac{4}{\pi}\gamma n^2\ln^2 n]=\exp(-n^{2(1-\sqrt{\gamma})+o(1)})$ for…

Probability · Mathematics 2013-11-08 Francis Comets , Christophe Gallesco , Serguei Popov , Marina Vachkovskaia

Node connectivity plays a central role in temporal network analysis. We provide a comprehensive study of various concepts of walks in temporal graphs, that is, graphs with fixed vertex sets but edge sets changing over time. Taking into…

Data Structures and Algorithms · Computer Science 2020-03-12 Anne-Sophie Himmel , Matthias Bentert , André Nichterlein , Rolf Niedermeier

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

We introduce a method for studying monotonicity of the speed of excited random walks in high dimensions, based on a formula for the speed obtained via cut-times and Girsanov's transform. While the method gives rise to similar results as…

Probability · Mathematics 2015-09-01 Cong-Dan Pham

Hitting times provide a fundamental measure of distance in random processes, quantifying the expected number of steps for a random walk starting at node $u$ to reach node $v$. They have broad applications across domains such as network…

Data Structures and Algorithms · Computer Science 2025-11-07 Themistoklis Haris , Fabian Spaeh , Spyros Dragazis , Charalampos Tsourakakis

We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

Probability · Mathematics 2007-05-23 Amine Asselah , Fabienne Castell

Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…

Probability · Mathematics 2012-05-23 Fabienne Castell , Clément Laurent , Clothilde Mélot

In a recent paper, K. Raschel and R. Garbit proved that the exponential decreasing rate of the probability that a random walk (with all exponential moments) stays in a $d$-dimensional orthant is given by the minimum on this orthant of the…

Probability · Mathematics 2015-09-14 Rodolphe Garbit

The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.

Probability · Mathematics 2010-09-22 Siva Athreya , Sunder Sethuraman , Balint Toth

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

Statistical Mechanics · Physics 2009-11-11 S Condamin , O. Benichou , M. Moreau

We focus on two models of nearest-neighbour random walks on d-dimensional regular hyper-cubic lattices that are usually assumed to be identical - the discrete-time Polya walk, in which the walker steps at each integer moment of time, and…

Statistical Mechanics · Physics 2015-06-15 O. Benichou , K. Lindenberg , G. Oshanin

We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…

Probability · Mathematics 2013-12-12 Vincent Bansaye , Vladimir Vatutin

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

Statistical Mechanics · Physics 2010-06-18 L. Turban

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Probability · Mathematics 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We consider a two-speed branching random walk, which consists of two macroscopic stages with different reproduction laws. We prove that the centered maximum converges in law to a Gumbel variable with a random shift and the extremal process…

Probability · Mathematics 2025-03-11 Lianghui Luo

We analyze several families of two-dimensional quantum random walks. The feasible region (the region where probabilities do not decay exponentially with time) grows linearly with time, as is the case with one-dimensional QRW. The limiting…

Combinatorics · Mathematics 2010-09-15 Yuliy Baryshnikov , Wil Brady , Andrew Bressler , Robin Pemantle

In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $(t,x)$. The rate of convergence is $n^{\frac14} (\log…

Probability · Mathematics 2010-08-11 Tamas Szabados , Balazs Szekely