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This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

History and Overview · Mathematics 2018-02-14 Steven R. Finch

In this article we refine well-known results concerning the fluctuations of one-dimensional random walks. More precisely, if $(S_n)_{n \geq 0}$ is a random walk starting from 0 and $r\geq 0$, we obtain the precise asymptotic behavior as…

Probability · Mathematics 2013-12-06 Rim Essifi , Marc Peigné , Kilian Raschel

We prove new mixing rate estimates for the random walks on homogeneous spaces determined by a probability distribution on a finite group $G$. We introduce the switched random walk determined by a finite set of probability distributions on…

Probability · Mathematics 2021-10-20 Elvira Moreno , Mauricio Velasco

A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…

Probability · Mathematics 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

Probability · Mathematics 2015-11-20 Martin Wendler

Let $(Y_n)$ be a sequence of i.i.d. $\mathbb Z$-valued random variables with law $\mu$. The reflected random walk $(X_n)$ is defined recursively by $X_0=x \in \mathbb N_0, X_{n+1}=|X_n+Y_{n+1}|$. Under mild hypotheses on the law $\mu$, it…

Probability · Mathematics 2012-07-02 Rim Essifi , Marc Peigné

We studied simple random-walk models with asymmetric time delays. Stochastic simulations were performed for hyperbolic-tangent fitness functions and to obtain analytical results we approximated them by step functions. A novel behavior has…

Statistical Mechanics · Physics 2025-05-30 Kamil Łopuszański , Jacek Miękisz

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

Our objective is to explore random walks on the general linear group, constrained to a specific domain, with a primary focus on establishing the conditioned local limit theorem. This paper marks the initial stride toward achieving this…

Probability · Mathematics 2024-10-10 Ion Grama , Jean-François Quint , Hui Xiao

In a recent paper we proposed a non-Markovian random walk model with memory of the maximum distance ever reached from the starting point (home). The behavior of the walker is at variance with respect to the simple symmetric random walk…

Mathematical Physics · Physics 2015-06-22 Maurizio Serva

The quantum walk is a counterpart of the random walk. The 2-state quantum walk in one dimension can be determined by a measure on the unit circle in the complex plane. As for the singular continuous measure, results on the corresponding…

Quantum Physics · Physics 2021-03-16 Ryota Hanaoka , Norio Konno

A comparison technique for finite random walks on finite graphs is introduced, using the well-known interlacing method. It yields improved return probability bounds. A key feature is the incorporation of parts of the spectrum of the…

Probability · Mathematics 2010-06-04 Florian Sobieczky

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

In this paper, we study random walks $g_n=f_{n-1}\cdots f_0$ on the group $\mathrm{Homeo}(S^1)$ of the homeomorphisms of the circle, where the homeomorphisms $f_k$ are chosen randomly, independently, with respect to a same probability…

Dynamical Systems · Mathematics 2017-05-09 Dominique Malicet

In this paper we continue our study of a multidimensional random walk with zero mean and finite variance killed on leaving a cone. We suggest a new approach that allows one to construct a positive harmonic function in Lipschitz cones under…

Probability · Mathematics 2021-12-21 Denis Denisov , Vitali Wachtel

We consider one-dependent random walks on $\mathbb{Z}^d$ in random hypergeometric environment for $d\ge 3$. These are memory-one walks in a large class of environments parameterized by positive weights on directed edges and on pairs of…

Probability · Mathematics 2020-08-10 Tal Orenshtein , Christophe Sabot

We consider random walks on finitely or countably generated free semigroups, and identify their Poisson boundaries for classes of measures which fail to meet the classical entropy criteria. In particular, we introduce the notion of…

Dynamical Systems · Mathematics 2019-08-13 Behrang Forghani , Giulio Tiozzo

Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained.…

Combinatorics · Mathematics 2007-09-12 Patricia Hersh , Samuel K. Hsiao

Let $G$ be a real Lie group, $\Lambda\subseteq G$ a lattice, and $X=G/\Lambda$. We fix a probability measure $\mu$ on $G$ and consider the left random walk induced on $X$. It is assumed that $\mu$ is aperiodic, has a finite first moment,…

Probability · Mathematics 2021-12-14 Timothée Bénard

Although quantum walks exhibit peculiar properties that distinguish them from random walks, classical behavior can be recovered in the asymptotic limit by destroying the coherence of the pure state associated to the quantum system. Here I…

Quantum Physics · Physics 2016-06-16 Miquel Montero