English
Related papers

Related papers: Random walks and induced Dirichlet forms on self-s…

200 papers

In this paper we consider a time-continuous random walk in $\mathbb{Z}^d$ in a dynamical random environment with symmetric jump rates to nearest neighbours. We assume that these random conductances are stationary and ergodic and, moreover,…

Probability · Mathematics 2025-10-08 Jean-Dominique Deuschel , Takashi Kumagai , Martin Slowik

We study asymptotic properties of the Green metric associated with transient random walks on countable groups. We prove that the rate of escape of the random walk computed in the Green metric equals its asymptotic entropy. The proof relies…

Probability · Mathematics 2009-09-29 Sébastien Blachère , Peter Haïssinsky , Pierre Mathieu

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…

Probability · Mathematics 2022-11-30 Guillaume Barraquand , Mark Rychnovsky

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 consider large deviations for nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$. There exist variational formulae for the quenched and averaged rate functions $I_q$ and $I_a$, obtained by…

Probability · Mathematics 2011-03-11 Atilla Yilmaz

Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…

Probability · Mathematics 2021-02-15 Jimmy He

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

Probability · Mathematics 2025-07-08 Viet Hung Hoang , Kilian Raschel

We consider random walks in dynamic random environments which arise naturally as spatial embeddings of ancestral lineages in spatial locally regulated population models. In particular, as the main result, we prove the quenched central limit…

Probability · Mathematics 2024-03-15 Matthias Birkner , Andrej Depperschmidt , Timo Schlüter

In this paper we study asymptotic properties of symmetric and non-degenerate random walks on transient hyperbolic groups. We prove a central limit theorem and a law of iterated logarithm for the drift of a random walk, extending previous…

Probability · Mathematics 2009-05-11 Michael Bjorklund

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability…

Probability · Mathematics 2022-03-15 Richard Aoun , Pierre Mathieu , Cagri Sert

We consider a quantized version of the Sinai-Derrida model for "random walk in random environment". The model is defined in terms of a Lindblad master equation. For a ring geometry (a chain with periodic boundary condition) it features a…

Quantum Physics · Physics 2023-11-09 Ben Avnit , Doron Cohen

Random paths are time continuous interpolations of random walks. By using Littelmann path model, we associate to each irreducible highest weight module of a Kac Moody algebra g a random path W. Under suitable hypotheses, we make explicit…

Combinatorics · Mathematics 2013-12-24 Cédric Lecouvey , Emmanuel Lesigne , Marc Peigné

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

We investigate the translation lengths of group elements that arise in random walks on the isometry groups of Gromov hyperbolic spaces. In particular, without any moment condition, we prove that non-elementary random walks exhibit at least…

Geometric Topology · Mathematics 2023-10-10 Hyungryul Baik , Inhyeok Choi , Dongryul M. Kim

We consider a discrete-time random motion, Markov chain on the Poincar\'{e} disk. In the basic variant of the model a particle moves along certain circular arcs within the disk, its location is determined by a composition of random…

Probability · Mathematics 2019-12-13 Charles McCarthy , Gavin Nop , Reza Rastegar , Alexander Roitershtein

We consider random walks among random conductances on $\mathbb{Z}^2$ and establish precise asymptotics for the associated potential kernel and the Green's function of the walk killed upon exiting balls. The result is proven for random walks…

Probability · Mathematics 2020-08-11 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik

In this article, we consider several models of random walks in one or several dimensions, additionally allowing, at any unit of time, a reset (or "catastrophe") of the walk with probability $q$. We establish the distribution of the final…

Discrete Mathematics · Computer Science 2023-11-23 Rafik Aguech , Asma Althagafi , Cyril Banderier

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

Probability · Mathematics 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez