Related papers: Extrema of log-correlated random variables: Princi…
Infinite sums of i.i.d. random variables discounted by a multiplicative random walk are called perpetuities and have been studied by many authors. The present paper provides a log-type moment result for such random variables under minimal…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…
The purpose of this paper is to provide an exact formula for the second moment of the empirical correlation of two independent Gaussian random walks as well as implicit formulas for higher moments. The proofs are based on a symbolically…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…
In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The…
We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…
We study point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the extremes of these random walks. We show convergence of the maximum random walk to the Gumbel distribution under the…
We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random…
Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…
When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…
Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…
The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this…
We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…
We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…
We study a continuous time branching process where an individual splits into two daughters with rate b and dies with rate a, starting from a single individual at t=0. We show that the model can be mapped exactly to a random walk problem…
We study persistence probabilities for random walks in correlated Gaussian random environment first studied by Oshanin, Rosso and Schehr. From the persistence results, we can deduce properties of critical branching processes with offspring…
In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…
We study intersection properties of two or more independent tree-like random graphs. Our setting encompasses critical, possibly long range, Bernoulli percolation clusters, incipient infinite clusters, as well as critical branching random…
In this paper we study extreme events for random walks on homogeneous spaces. We consider the following three cases. On the torus we study closest returns of a random walk to a fixed point in the space. For a random walk on the space of…