Related papers: Excited random walks with non-nearest neighbor ste…
A parametric family of two-dimensional random walks $\mathbf{S}_t(a)$ $=\big(S_t^{(1)}(a),$ $S_t^{(2)}(a)\big)$ in the main quarter plane is studied. The components $S_t^{(1)}(a)$ and $S_t^{(2)}(a)$ are assumed to be correlated in the way…
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-…
We analyze random walk in the upper half of a three dimensional lattice which goes down whenever it encounters a new vertex, a.k.a. excited random walk. We show that it is recurrent with an expected number of returns of square-root log n.
We study the behaviour of a sequence of biased random walks X(i), i>=0 on a sequence of random graphs, where the initial graph is Zd and otherwise the graph for the i-th walk is the trace of the (i - 1)-st walk. The sequence of bias vectors…
We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…
We present the first rigorous quantitative analysis of once-reinforced random walks (ORRW) on general graphs, based on a novel change of measure formula.~This enables us to prove large deviations estimates for the range of the walk to have…
We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…
We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two…
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…
We consider random walks, say $W_n=(M_0, M_1,\dots, M_n)$, of length $n$ starting at 0 and based on the martingale sequence $M_k$ with differences $X_m=M_m-M_{m-1}$. Assuming that the differences are bounded, $|X_m|\leq 1$, we solve the…
We study once-excited random walks on general trees, modeled by placing a single "cookie" at each vertex. Each cookie acts as a metaphorical reward that is consumed upon the first visit to the vertex where the cookie is placed. On that…
We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…
We consider a variation of the Generalized Excited Random Walk (GERW) in dimension $d\ge 2$ where the lower bound on the drift for excited jumps is time-dependent and decays to zero. We show that if the lower bound decays slower that…
A previous paper (hep-lat/9311011) proposed a new kind of random walk on a spherically-symmetric lattice in arbitrary noninteger dimension $D$. Such a lattice avoids the problems associated with a hypercubic lattice in noninteger dimension.…
We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…
We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…
We study linearly edge-reinforced random walks on $\mathbb{Z}_+$, where each edge $\{x,x+1\}$ has the initial weight $x^{\alpha} \vee 1$, and each time an edge is traversed, its weight is increased by $\Delta$. It is known that the walk is…
In [3] the radius of convergence of the generating function of the collision local time of two independent copies of an irreducible, symmetric and transient random walk on Zd, d \geq 1, was studied. Two versions were considered: z1, the…
We study the order statistics of a random walk (RW) of $n$ steps whose jumps are distributed according to symmetric Erlang densities $f_p(\eta)\sim |\eta|^p \,e^{-|\eta|}$, parametrized by a non-negative integer $p$. Our main focus is on…
Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…