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This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…

Probability · Mathematics 2021-09-29 Jim Pitman , Wenpin Tang

We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…

Probability · Mathematics 2015-06-16 Kamil Kaleta , Paweł Sztonyk

We show that the circle packing embedding in $\mathbb{R}^2$ of a one-ended, planar triangulation with polynomial growth is quasisymmetric if and only if the simple random walk on the graph satisfies sub-Gaussian heat kernel estimate with…

Probability · Mathematics 2018-10-02 Mathav Murugan

The paper presents two results. The first one provides separate conditions for the upper and lower estimate of the distribution of the exit time from balls of a random walk on a weighted graph. The main result of the paper is that the lower…

Probability · Mathematics 2008-01-29 Andras Telcs

In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…

Probability · Mathematics 2025-01-03 Bálint Tóth

In this paper, we are concerned with mean hitting time $\langle\mathcal{H}\rangle$ for random walks on recursive growth tree networks that are built based on an arbitrary tree as the seed via implementing various primitive graphic…

Combinatorics · Mathematics 2021-12-10 Fei Ma , Ping Wang

In this paper, we study purely discontinuous symmetric Markov processes on closed subsets of ${\mathbb R}^d$, $d\ge 1$, with jump kernels of the form $J(x,y)=|x-y|^{-d-\alpha}{\mathcal B}(x,y)$, $\alpha\in (0,2)$, where the function…

Probability · Mathematics 2026-01-01 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated…

Probability · Mathematics 2016-05-18 Zhang Zhongyang , Zhang Li-Xin

Bounds for the expected return probability of the delayed random walk on finite clusters of an invariant percolation on transitive unimodular graphs are derived. They are particularly suited for the case of critical Bernoulli percolation…

Probability · Mathematics 2017-06-20 Florian Sobieczky

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…

Statistical Mechanics · Physics 2024-05-06 Alessandro Vezzani , Raffaella Burioni

Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…

Statistical Mechanics · Physics 2019-05-01 Maike A. F. dos Santos

Foss and Zachary (2003) and Foss, Palmowski and Zachary (2005) studied the probability of achieving a receding boundary on a time interval of random length by a random walk with a heavy-tailed jump distribution. They have proposed and…

Probability · Mathematics 2021-10-22 Pavel Tesemnikov , Sergey Foss

In the present paper, we give the exact formula for the average hitting time (HT, as an abbreviation) of random walks from one vertex to any other vertex on the some weighted Cayley graphs.

Combinatorics · Mathematics 2024-10-15 Yuuho Tanaka

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

We study the inverse problem of determining a finite weighted graph $(X,E)$ from the source-to-solution map on a vertex subset $B\subset X$ for heat equations on graphs, where the time variable can be either discrete or continuous. We prove…

Spectral Theory · Mathematics 2023-01-05 Emilia Blåsten , Hiroshi Isozaki , Matti Lassas , Jinpeng Lu

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

Statistics Theory · Mathematics 2012-07-04 Michel Broniatowski , Zhansheng Cao

We establish conditions on sequences of graphs which ensure that the mixing times of the random walks on the graphs in the sequence converge. The main assumption is that the graphs, associated measures and heat kernels converge in a…

Probability · Mathematics 2012-10-24 David Croydon , Ben Hambly , Takashi Kumagai

With the constant flow of data from vast sources over the past decades, a plethora of advanced analytical techniques have been developed to extract relevant information from different data types ranging from labeled data, quasi-labeled…

Quantum Physics · Physics 2025-11-07 Andrew Vlasic , Anh Pham

This paper is concerned with adaptive kernel estimation of the L\'evy density N(x) for bounded-variation pure-jump L\'evy processes. The sample path is observed at n discrete instants in the "high frequency" context (\Delta = \Delta(n)…

Statistics Theory · Mathematics 2013-02-14 Mélina Bec , Claire Lacour

This paper investigates random walks and diffusion limits on a broad class of fractal graphs generated by Edge Iterated Graph Systems (EIGS). We prove that the rescaled simple random walks converge in the…

Probability · Mathematics 2026-05-18 Ziyu Neroli
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