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We consider a random walk on a multidimensional integer lattice with random bounds on local times, conditioned on the event that it hits a high level before its death. We introduce an auxiliary "core" process that has a regenerative…

Probability · Mathematics 2021-05-19 Sergey Foss , Alexander Sakhanenko

We prove that an integrated simple random walk, where random walk and integrated random walk are conditioned to return to zero, has asymptotic probability $n^{-1/2}$ to stay positive. This question is motivated by so-called random polymer…

Probability · Mathematics 2015-02-24 Frank Aurzada , Steffen Dereich , Mikhail Lifshits

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…

Probability · Mathematics 2018-12-27 James McRedmond , Andrew R. Wade

We study the problem of a random walk on a lattice in which bonds connecting nearest neighbor sites open and close randomly in time, a situation often encountered in fluctuating media. We present a simple renormalization group technique to…

adap-org · Physics 2009-10-22 C. D. Levermore , W. Nadler , D. L. Stein

We study the path behavior of the anisotropic random walk on the two-dimensional lattice Z^2. Simultaneous strong approximations of its components are given.

Probability · Mathematics 2022-07-07 Endre Csaki , Antonia Foldes

Randomly breaking connections in a graph alters its transport properties, a model used to describe percolation. In the case of quantum walks, dynamic percolation graphs represent a special type of imperfections, where the connections appear…

Quantum Physics · Physics 2014-06-03 Bálint Kollár , Jaroslav Novotný , Tamás Kiss , Igor Jex

The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.

Probability · Mathematics 2010-09-22 Siva Athreya , Sunder Sethuraman , Balint Toth

Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…

Probability · Mathematics 2015-12-14 Lorenz A. Gilch , François Ledrappier

The special limit of the totally asymmetric zero range process of the low-dimensional non-equilibrium statistical mechanics described by the non-Hermitian Hamiltonian is considered. The calculation of the conditional probabilities of the…

Statistical Mechanics · Physics 2017-07-25 Nicolay M. Bogoliubov , Cyril Malyshev

We study the annihilating random walk with long-range interaction in one dimension. Each particle performs random walks on a one-dimensional ring in such a way that the probability of hopping toward the nearest particle is $W= [1 - \epsilon…

Statistical Mechanics · Physics 2020-10-13 Su-Chan Park

We study a continuous time random walk on the $d$-dimensional lattice, subject to a drift and an attraction to large clusters of a subcritical Bernoulli site percolation. We find two distinct regimes: a ballistic one, and a subballistic one…

Probability · Mathematics 2007-10-12 Francis Comets , Francois Simenhaus

We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $\tau_x:=\min\{n>0: x_{1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics…

Probability · Mathematics 2022-10-11 Denis Denisov , Vitali Wachtel

We investigate active lattice walks: biased continuous time random walks which perform orientational diffusion between lattice directions in one and two spatial dimensions. We study the occupation probability of an arbitrary site on the…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose , Dipanjan Mandal , Mustansir Barma , Kabir Ramola

We first study a model, introduced recently in \cite{ES}, of a critical branching random walk in an IID random environment on the $d$-dimensional integer lattice. The walker performs critical (0-2) branching at a lattice point if and only…

Probability · Mathematics 2017-03-30 Janos Englander , Yuval Peres

In this paper, we deal with the inner boundary of random walk range, that is, the set of those points in a random walk range which have at least one neighbor site outside the range. If $L_n$ be the number of the inner boundary points of…

Probability · Mathematics 2014-12-25 Izumi Okada

We study the range of a planar random walk on a randomly oriented lattice, already known to be transient. We prove that the expectation of the range grows linearly, in both the quenched (for a.e. orientation) and annealed ("averaged")…

Probability · Mathematics 2011-11-04 Arnaud Le Ny

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

A celebrated result in probability theory is that a simple symmetric random walk on the $d$-dimensional lattice $\mathbb{Z}^d$ is recurrent for $d=1,2$ and transient for $d\geq 3$. In this note, we derive a closed-form expression, in terms…

Probability · Mathematics 2024-03-07 Robert E. Gaunt , Saralees Nadarajah , Tibor K. Pogány

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

Probability · Mathematics 2007-05-23 Jason Fulman

We study the distributions of the continuous-time quantum walk on a one-dimensional lattice. In particular we will consider walks on unbounded lattices, walks with one and two boundaries and Dirichlet boundary conditions, and walks with…

Quantum Physics · Physics 2007-05-23 Arvid J. Bessen
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