Related papers: Optimal bounds for self-intersection local times

Let $B^{\alpha_i}$ be an $(N_i,d)$-fractional Brownian motion with Hurst index ${\alpha_i}$ ($i=1,2$), and let $B^{\alpha_1}$ and $B^{\alpha_2}$ be independent. We prove that, if $\frac{N_1}{\alpha_1}+\frac{N_2}{\alpha_2}>d$, then the…

We consider d-dimensional random surface models which for d=1 are the standard (tied-down) random walks (considered as a random ``string''). In higher dimensions, the one-dimensional (discrete) time parameter of the random walk is replaced…

We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…

We prove a Large Deviations Principle for the number of intersections of two independent infinite-time ranges in dimension five and more, improving upon the moment bounds of Khanin, Mazel, Shlosman and Sina{\"i} [KMSS94]. This settles, in…

We consider a variant of self-repelling random walk on the integer lattice Z where the self-repellence is defined in terms of the local time on oriented edges. The long-time asymptotic scaling of this walk is surprisingly different from the…

Consider a random walk on a tree $G=(V,E)$. For $v,w \in V$, let the hitting time $H(v,w)$ denote the expected number of steps required for the random walk started at $v$ to reach $w$, and let $\pi_v = \mathrm{deg}(v)/2|E|$ denote the…

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$ and consider a simple symmetric random walk that is killed upon hitting one of the obstacles. For $d \geq 2$ and $p$ strictly above the critical…

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…

Let S_n=X_1+...+X_n be a sum of independent symmetric random variables such that |X_{i}|\leq 1. Denote by W_n=\epsilon_{1}+...+\epsilon_{n} a sum of independent random variables such that \prob{\eps_i = \pm 1} = 1/2. We prove that…

A survey is presented of known results concerning simple random walk on the class of distance-regular graphs. One of the highlights is that electric resistance and hitting times between points can be explicitly calculated and given strong…

We study random walks on the giant component of the Erd\H{o}s-R\'enyi random graph ${\cal G}(n,p)$ where $p=\lambda/n$ for $\lambda>1$ fixed. The mixing time from a worst starting point was shown by Fountoulakis and Reed, and independently…

We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…

We study the asymptotic behavior for large $N$ of the disconnection time $T_N$ of a simple random walk on the discrete cylinder $(\mathbb{Z}/N\mathbb{Z})^d\times\mathbb{Z}$, when $d\ge2$. We explore its connection with the model of random…

We consider a dynamic random graph on $n$ vertices that is obtained by starting from a random graph generated according to the configuration model with a prescribed degree sequence and at each unit of time randomly rewiring a fraction…

Consider a centred random walk in dimension one with a positive finite variance $\sigma^2$, and let $\tau_B$ be the hitting time for a bounded Borel set $B$ with a non-empty interior. We prove the asymptotic $P_x(\tau_B > n) \sim \sqrt{2 /…

Fix integers $d \geq 2$ and $k\geq d-1$. Consider a random walk $X_0, X_1, \ldots$ in $\mathbb{R}^d$ in which, given $X_0, X_1, \ldots, X_n$ ($n \geq k$), the next step $X_{n+1}$ is uniformly distributed on the unit ball centred at $X_n$,…

We prove two results on the delocalization of the endpoint of a uniform self-avoiding walk on Z^d for d>1. We show that the probability that a walk of length n ends at a point x tends to 0 as n tends to infinity, uniformly in x. Also, for…