Related papers: Anomalous threshold behavior of long range random …
This paper studies the on- and off-diagonal upper estimate and the two-sided transition probability estimate of random walks on weighted graphs.
We consider the sample average of a centered random walk in $\mathbb{R}^d$ with regularly varying step size distribution. For the first exit time from a compact convex set $A$ not containing the origin, we show that its tail is of lognormal…
We consider the problem of estimating the expected time to find a maximum degree node on a graph using a (parameterized) biased random walk. For assortative graphs the positive degree correlation serves as a local gradient for which a bias…
We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…
Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…
The big jump principle explains the emergence of extreme events for physical quantities modelled by a sum of independent and identically distributed random variables which are heavy-tailed. Extreme events are large values of the sum and…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
Consider the time T_oz when the random walk on a weighted graph started at the vertex o first hits the vertex set z. We present lower bounds for T_oz in terms of the volume of z and the graph distance between o and z. The bounds are for…
Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…
In this note, we try to analyze and clarify the intriguing interplay between some counting problems related to specific thermalized weighted graphs and random walks consistent with such graphs.
We show through intensive simulations that the paradigmatic features of anomalous diffusion are indeed the features of a (continuous-time) random walk driven by two different Markovian hopping-trap mechanisms. If $p \in (0,1/2)$ and $1-p$…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
Motivated by a derandomization of Markov chain Monte Carlo (MCMC), this paper investigates deterministic random walks, which is a deterministic process analogous to a random walk. While there are several progresses on the analysis of the…
We study how to sample paths of a random walk up to the first time it crosses a fixed barrier, in the setting where the step sizes are iid with negative mean and have a regularly varying right tail. We introduce a desirable property for a…
We investigate the hitting times of random walks on graphs, where a hitting time is defined as the number of steps required for a random walker to move from one node to another. While much of the existing literature focuses on calculating…
We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…
The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…
This paper addresses the advancement of probability tail bound analysis, a crucial statistical tool for assessing the probability of large deviations of random variables from their expected values. Traditional tail bounds, such as Markov's,…