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We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave…

Probability · Mathematics 2011-07-05 Josh Abramson , Jim Pitman

We consider multidimensional random walks in pyramidal cones (or multidimensional orthants), which are intersections of a finite number of half-spaces. We explore the connection between the existence of (positive) discrete harmonic…

Probability · Mathematics 2025-05-27 Emmanuel Humbert , Kilian Raschel

A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.

Combinatorics · Mathematics 2021-12-22 Vsevolod Chernyshev , Anton Tolchennikov

In this note, we consider random walks in the quarter plane with arbitrary big jumps. We announce the extension to that class of models of the analytic approach of [G. Fayolle, R. Iasnogorodski, and V. Malyshev, Random walks in the quarter…

Probability · Mathematics 2015-01-23 Guy Fayolle , Kilian Raschel

Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting…

Probability · Mathematics 2007-05-23 R. A. Doney

We interpret walks in the first quadrant with steps {(1,1),(1,0),(-1,0), (-1,-1)} as a generalization of Dyck words with two sets of letters. Using this language, we give a formal expression for the number of walks in the steps above…

Combinatorics · Mathematics 2011-04-20 Arvind Ayyer

A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…

Probability · Mathematics 2007-05-23 Jean-Maxime Labarbe , Jean-François Marckert

We consider random walks in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. The criterion involves the…

Probability · Mathematics 2024-09-20 Julien Allasia , Rangel Baldasso , Oriane Blondel , Augusto Teixeira

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

Probability · Mathematics 2009-07-15 Olivier Raimond , Bruno Schapira

We investigate the directed random walk on hierarchic trees. Two cases are investigated: random variables on deterministic trees with a continuous branching, and random variables on the trees constructed trough the random branching process.…

Statistical Mechanics · Physics 2015-06-12 David B. Saakian

We compute the limiting distribution of height of a random discrete excursion with step sets consisting of one positive step 1 and arbitrary finite set of non-positive integers. The limit law is the supremum of a Brownian excursion. This is…

Combinatorics · Mathematics 2012-08-14 Uwe Schwerdtfeger

The notion of symmetric and asymmetric peaks in Dyck paths was introduced by Fl\'orez and Rodr\'{\i}guez, who counted the total number of such peaks over all Dyck paths of a given length. In this paper we generalize their results by giving…

Combinatorics · Mathematics 2020-08-14 Sergi Elizalde

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…

Probability · Mathematics 2018-10-09 Ruojun Huang

We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…

Statistical Mechanics · Physics 2009-11-11 G. Oshanin , R. Voituriez , S. Nechaev , O. Vasilyev , F. Hivert

Recently, quantized versions of random walks have been explored as effective elements for quantum algorithms. In the simplest case of one dimension, the theory has remained divided into the discrete-time quantum walk and the continuous-time…

Quantum Physics · Physics 2009-11-13 Frederick W. Strauch

This paper introduces nondeterministic walks, a new variant of one-dimensional discrete walks. At each step, a nondeterministic walk draws a random set of steps from a predefined set of sets and explores all possible extensions in parallel.…

Combinatorics · Mathematics 2018-12-18 Elie De Panafieu , Mohamed Lamine Lamali , Michael Wallner

We study the path behavior of the simple symmetric walk on some comb-type subsets of Z^2 which are obtained from Z^2 by removing all horizontal edges belonging to certain sets of values on the y-axis. We obtain some strong approximation…

Probability · Mathematics 2019-08-07 Endre Csaki , Antonia Foldes

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

Probability · Mathematics 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

The number of down-steps between pairs of up-steps in $k_t$-Dyck paths, a generalization of Dyck paths consisting of steps $\{(1, k), (1, -1)\}$ such that the path stays (weakly) above the line $y=-t$, is studied. Results are proved…

Combinatorics · Mathematics 2023-06-22 Andrei Asinowski , Benjamin Hackl , Sarah J. Selkirk