Related papers: Analytic approach for reflected Brownian motion in…
We obtain the convergence in law of a sequence of excited (also called cookies) random walks toward an excited Brownian motion. This last process is a continuous semi-martingale whose drift is a function, say $\phi$, of its local time. It…
We introduce a Multifractal Random Walk (MRW) defined as a stochastic integral of an infinitely divisible noise with respect to a dependent fractional Brownian motion. Using the techniques of the Malliavin calculus, we study the existence…
We consider planar lattice walks that start from (0,0), remain inthe first quadrant i, j >= 0, and are made of three types of steps: North-East, West and South. These walks are known to have remarkable enumerative and probabilistic…
A quantum walk is the quantum analogue of a random walk. While it is relatively well understood how quantum walks can speed up random walk hitting times, it is a long-standing open question to what extent quantum walks can speed up the…
We discuss a complementary asymptotic analysis of the so called minimal random walk. More precisely, we present a version of the almost sure central limit theorem as well as a generalization of the recently proposed quadratic strong laws.…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…
We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…
We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…
We consider the use of random walks as an approach to obtain connection coefficients for higher-order Bernoulli and Euler polynomials. In particular, we consider the cases of a $1$-dimensional linear reflected Brownian motion and of a…
We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to…
We consider (random) walks in a multidimensional orthant. Using the idea of universality in probability theory, one can associate a unique polyhedral domain to any given walk model. We use this connection to prove two sets of new results.…
It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…
In this article, we study the enumeration by length of several walk models on the square lattice. We obtain bijections between walks in the upper half-plane returning to the $x$-axis and walks in the quarter plane. A recent work by Bostan,…
An analytic formulation of memory-possessing random walks introduced recently [Cressoni et al., Phys. Rev. Lett. 98, 070603 (2007) and Sch\"utz and Trimper, Phys. Rev. E 70, 045101 (2004)] for Alzheimer behavior and related phenomena is…
Random walks are a series of up, down, and level steps that enumerate distinct paths from $(0,0)$ to $(2n,0)$, where $n$ is the semi-length of the path. We used these paths to analyze Catalan, Schr\"{o}der, and Motzkin number sequences…
The paper focuses on the Vasicek model driven by a tempered fractional Brownian motion. We derive the asymptotic distributions of the least-squares estimators (based on continuous-time observations) for the unknown drift parameters. This…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…