Related papers: Record statistics for random walk bridges
Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…
We consider the range of random walks up to time n, R_n, on graphs satisfying a uniform condition. This condition is characterized by potential theory. Not only all vertex transitive graphs but also many non-regular graphs satisfy the…
Convex records have an appealing purely geometric definition. In a sequence of $d$-dimensional data points, the $n$-th point is a convex record if it lies outside the convex hull of all preceding points. We specifically focus on the…
Consider a random walk $S_n=\sum_{i=0}^n X_i$ with negative drift. This paper deals with upper bounds for the maximum $M=\max_{n\ge 1}S_n$ of this random walk in different settings of power moment existences. As it is usual for deriving…
We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…
Let $X$ be an infinite, locally finite, connected, quasi-transitive graph without loops or multiple edges. A graph height function on $X$ is a map adapted to the graph structure, assigning to every vertex an integer, called height. Bridges…
We study the phenomenon of weak ergodicity breaking for a class of globally correlated random walk dynamics defined over a finite set of states. The persistence in a given state or the transition to another one depends on the whole previous…
We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…
The step-reinforced random walk (SRRW), where each step may replicate a randomly chosen past step, exhibits complex dependencies on the history. This paper introduces a generalized SRRW on groups, incorporating arbitrary transformations of…
We provide an explicit algorithm for sampling a uniform simple connected random graph with a given degree sequence. By products of this central result include: (i) continuum scaling limits of uniform simple connected graphs with given…
We pose a new and intriguing question motivated by distributed computing regarding random walks on graphs: How long does it take for several independent random walks, starting from the same vertex, to cover an entire graph? We study the…
Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…
We study a random walk on $\mathbb{Z}$ which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, $p$ and $q$. $R$ consecutive right jumps from a site in the $q$-mode are required…
We consider weighted graphs satisfying sub-Gaussian estimate for the natural random walk. On such graphs, we study symmetric Markov chains with heavy tailed jumps. We establish a threshold behavior of such Markov chains when the index…
We study decentralized learning over networks where data are distributed across nodes without a central coordinator. Random walk learning is a token-based approach in which a single model is propagated across the network and updated at each…
In this paper we investigate the behavior of the bridges of a Markov counting process in several directions. We first characterize convexity(concavity) in time of the mean value in terms of lower (upper) bounds on the so called…
We revisit the problem of influencing the sex ratio of a population by subjecting reproduction of each family to some stopping rule. As an easy consequence of the strong law of large numbers, no such modification is possible in the sense…
A classical result for the simple symmetric random walk with $2n$ steps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the maximum height all have exactly the same distribution and…
The prediction and control of rare events is an important task in disciplines that range from physics and biology, to economics and social science. The Big Jump principle deals with a peculiar aspect of the mechanism that drives rare…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…