English
Related papers

Related papers: Optimal bounds for self-intersection local times

200 papers

We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…

Probability · Mathematics 2016-11-03 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

In this paper we consider the simple random walk on $\mathbb{Z}^d$, $d \geq 3$, conditioned to stay in a large domain $D_N$ of typical diameter $N$. Considering the range up to time $t_N \geq N^{2+\delta}$ for some $\delta > 0$, we…

Probability · Mathematics 2025-05-22 Nicolas Bouchot

We study the random walk $X$ on the range of a simple random walk on $\mathbb{Z}^d$ in dimensions $d\geq 4$. When $d\geq 5$ we establish quenched and annealed scaling limits for the process $X$, which show that the intersections of the…

Probability · Mathematics 2015-06-11 David A. Croydon

We show a remarkable similarity between strategies to realize a large intersection or self-intersection local times in dimension five or more. This leads to the same rate functional for large deviation principles for the two objects…

Probability · Mathematics 2008-01-28 Amine Asselah

Let $X$ be a random walk on the torus of side length $N$ in dimension $d\geq 3$ with uniform starting point, and $t_{\text{cov}}$ be the expected value of its cover time, which is the first time that $X$ has visited every vertex of the…

Probability · Mathematics 2023-09-07 Alexis Prévost , Pierre-François Rodriguez , Perla Sousi

We consider the dynamical properties of Quantum Walks defined on the d-dimensional cubic lattice, or the homogeneous tree of coordination number 2d, with site dependent random phases, further characterised by transition probabilities…

Mathematical Physics · Physics 2019-05-22 Joachim Asch , Alain Joye

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

We study the mixing time of random walks on small-world networks modelled as follows: starting with the 2-dimensional periodic grid, each pair of vertices $\{u,v\}$ with distance $d>1$ is added as a "long-range" edge with probability…

Discrete Mathematics · Computer Science 2020-02-27 Martin E. Dyer , Andreas Galanis , Leslie Ann Goldberg , Mark Jerrum , Eric Vigoda

Let B_n be the number of self-intersections of a symmetric random walk with finite second moments in the integer planar lattice. We obtain moderate deviation estimates for B_n - E B_n and E B_n- B_n, which are given in terms of the best…

Probability · Mathematics 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

We consider $d$ random walks $\big(S_n^{(j)}\big)_{n\in\mathbb{N}}$, $1\leq j \leq d$, in the same random environment $\omega$ in $\mathbb{Z}$, and a recurrent simple random walk $(Z_n)_{n\in\mathbb{N}}$ on $\mathbb{Z}$. We assume that,…

Probability · Mathematics 2025-04-23 Alexis Devulder

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

Probability · Mathematics 2016-08-04 Darcy Camargo , Serguei Popov

We consider a discrete time simple symmetric random walk among Bernoulli obstacles on $\mathbb{Z}^d$, $d\geq 2$, where the walk is killed when it hits an obstacle. It is known that conditioned on survival up to time $N$, the random walk…

Probability · Mathematics 2020-05-19 Jian Ding , Ryoki Fukushima , Rongfeng Sun , Changji Xu

In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths,…

Probability · Mathematics 2017-04-26 Eviatar B. Procaccia , Yuan Zhang

We consider simple random walk on a discrete cylinder with base a large d-dimensional torus of side-length N, when d is two or more. We develop a stochastic domination control on the local picture left by the random walk in boxes of…

Probability · Mathematics 2009-12-29 Alain-Sol Sznitman

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Probability · Mathematics 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

In this article, we consider the number of collisions of three independent simple random walks on a subgraph of the two-dimensional square lattice obtained by removing all horizontal edges with vertical coordinate not equal to 0 and then,…

Probability · Mathematics 2024-10-08 David A. Croydon , Umberto De Ambroggio

The Erd\"os-Taylor theorem [Acta Math. Acad. Sci. Hungar, 1960] states that if $\mathsf{L}_N$ is the local time at zero, up to time $2N$, of a two-dimensional simple, symmetric random walk, then $\tfrac{\pi}{\log N} \,\mathsf{L}_N$…

Probability · Mathematics 2024-02-12 Dimitris Lygkonis , Nikos Zygouras

We study certain self-interacting walks on the set of integers, that choose to jump to the right or to the left randomly but influenced by the number of times they have previously jumped along the edges in the finite neighbourhood of their…

Probability · Mathematics 2017-07-18 Anna Erschler , Balint Toth , Wendelin Werner

The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…

Probability · Mathematics 2010-08-10 Balazs Szekely , Tamas Szabados

We consider the Random Walk Pinning Model studied in [3,2]: this is a random walk X on Z^d, whose law is modified by the exponential of \beta times L_N(X,Y), the collision local time up to time N with the (quenched) trajectory Y of another…

Probability · Mathematics 2010-07-22 Q. Berger , F. Toninelli