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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

We give a "direct" coupling proof of strict monotonicity of the speed for 1-dimensional multi-excited random walks with positive speed. This reproves (and extends) a recent result of Peterson without using branching processes.

Probability · Mathematics 2015-02-26 Mark Holmes

We study biased variable-speed random walks in dynamical random conductances. Assuming that the conductances are upper-bounded, we prove that the walk has strictly positive speed for every bias $\lambda>0$. We then give an explicit…

Probability · Mathematics 2025-12-24 Eszter Couillard

We prove that the drift $\theta(d,\beta)$ for excited random walk in dimension $d$ is monotone in the excitement parameter $\beta \in[0, 1]$, when $d\ge 9$.

Probability · Mathematics 2008-04-03 Remco van der Hofstad , Mark Holmes

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Probability · Mathematics 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

We consider random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. In a companion paper, we have shown that if the random walk is pulled to the right by a positive bias $\lambda > 0$, then…

Probability · Mathematics 2019-06-26 Nina Gantert , Matthias Meiners , Sebastian Müller

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…

Probability · Mathematics 2012-10-30 Noam Berger , Eviatar B. Procaccia

An excited random walk is a non-Markovian extension of the simple random walk, in which the walk's behavior at time $n$ is impacted by the path it has taken up to time $n$. The properties of an excited random walk are more difficult to…

Probability · Mathematics 2017-09-05 Mike Cinkoske , Joe Jackson , Claire Plunkett

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

We consider biased random walk among iid, uniformly elliptic conductances on $\mathbb{Z}^d$, and investigate the monotonicity of the velocity as a function of the bias. It is not hard to see that if the bias is large enough, the velocity is…

Probability · Mathematics 2017-05-01 Noam Berger , Nina Gantert , Jan Nagel

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

Probability · Mathematics 2016-06-14 Jonathon Peterson

In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…

Probability · Mathematics 2025-06-05 Xi Geng , Greg Markowsky

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

Probability · Mathematics 2020-05-18 Amine Asselah , Bruno Schapira

Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The…

Probability · Mathematics 2007-05-23 Nina Gantert , Wolfgang König , Zhan Shi

We consider a random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice. The walk starts at the origin and is conditioned to hit a remote location y on the lattice. We prove that the expected time under the…

Probability · Mathematics 2012-01-04 Elena Kosygina , Thomas Mountford

We define a dynamical simple symmetric random walk in one dimension, and show that there almost surely exist exceptional times at which the walk tends to infinity. This is in contrast to the usual dynamical simple symmetric random walk in…

Probability · Mathematics 2019-11-19 Martin Prigent , Matthew I. Roberts

We study a model of multi-excited random walk with non-nearest neighbour steps on $\mathbb Z$, in which the walk can jump from a vertex $x$ to either $x+1$ or $x-i$ with $i\in \{1,2,\dots,L\}$, $L\ge 1$. We first point out the multi-type…

Probability · Mathematics 2022-05-12 Tuan-Minh Nguyen

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 consider a random walk in dimension $d\geq 1$ in a dynamic random environment evolving as an interchange process with rate $\gamma>0$. We only assume that the annealed drift is non-zero. We prove that the empirical velocity of the walker…

Probability · Mathematics 2018-04-18 M. Salvi , F. Simenhaus
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