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In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

Probability · Mathematics 2023-10-20 Paul Marriott , Weinan Qi , Yi Shen

These lecture notes offer a gentle introduction to the two-dimensional Discrete Gaussian Free Field with particular attention paid to the scaling limits of the level sets at heights proportional to the absolute maximum. The bulk of the text…

Probability · Mathematics 2020-01-06 Marek Biskup

We consider continuous time random interlacements on $\mathbb{Z}^d$, $d \ge 3$, and characterize the distribution of the corresponding stationary random field of occupation times. When d = 3, we relate this random field to the…

Probability · Mathematics 2012-10-30 Alain-Sol Sznitman

We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…

Probability · Mathematics 2020-03-25 Thomas Doehrman , Sunder Sethuraman , Shankar C. Venkataramani

Lecture notes of a master course given at Orsay between 2019-2024. Topics covered include Part I: One-dimensional random walks, cycle lemma and Bienaym\'e--Galton--Watson random trees. Part II: Erd\"os--R\'enyi random graphs, three proofs…

Probability · Mathematics 2024-12-30 Nicolas Curien

This paper is second in the series, following Pranav et al. (2019), focused on the characterization of geometric and topological properties of 3D Gaussian random fields. We focus on the formalism of persistent homology, the mainstay of…

Cosmology and Nongalactic Astrophysics · Physics 2021-09-21 Pratyush Pranav

For a one-dimensional simple random walk $(S_t)$, for each time $t$ we say a site $x$ is a favorite site if it has the maximal local time. In this paper, we show that with probability 1 three favorite sites occurs infinitely often. Our work…

Probability · Mathematics 2017-10-26 Jian Ding , Jianfei Shen

A number of papers have examined various aspects of "random random" walks on finite groups; the purpose of this article is to provide a survey of this work and to show, bring together, and discuss some of the arguments and results in this…

Probability · Mathematics 2007-05-23 Martin Hildebrand

We consider the slow movement of randomly biased random walk $(X_n)$ on a supercritical Galton--Watson tree, and are interested in the sites on the tree that are most visited by the biased random walk. Our main result implies tightness of…

Probability · Mathematics 2015-02-11 Yueyun Hu , Zhan Shi

Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…

Probability · Mathematics 2021-08-18 Vladimir I. Piterbarg

We introduce a novel operator to describe a random walk process on a simplicial complex. Walkers are allowed to wonder across simplices of various dimensions, bridging nodes to edges, and edges to triangles, via a nested organization that…

Statistical Mechanics · Physics 2026-05-21 Diego Febbe , Duccio Fanelli , Timoteo Carletti

We construct a continuous-time non-commutative random walk on $U(\mathfrak{gl}_N)$ with dilation maps $U(\mathfrak{gl}_N)\rightarrow L^2(U(N))^{\otimes\infty}$. This is an analog of a continuous-time non-commutative random walk on the group…

Representation Theory · Mathematics 2016-12-20 Jeffrey Kuan

We explore some of the connections between the local picture left by the trace of simple random walk on a discrete cylinder with base a d-dimensional torus, d at least 2, of side-length N running for times of order N^{2d} and the model of…

Probability · Mathematics 2009-07-06 Alain-Sol Sznitman

In this note, we design a discrete random walk on the real line which takes steps $0, \pm 1$ (and one with steps in $\{\pm 1, 2\}$) where at least $96\%$ of the signs are $\pm 1$ in expectation, and which has $\mathcal{N}(0,1)$ as a…

Data Structures and Algorithms · Computer Science 2021-04-15 Yang P. Liu , Ashwin Sah , Mehtaab Sawhney

We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…

Statistical Mechanics · Physics 2026-02-27 Silvio Kalaj , Enzo Marinari , Gleb Oshanin , Luca Peliti

We calculate the average number of critical points of a Gaussian field on a high-dimensional space as a function of their energy and their index. Our results give a complete picture of the organization of critical points and are of…

Disordered Systems and Neural Networks · Physics 2013-05-29 Alan J. Bray , David S. Dean

We consider transient nearest neighbor random walks on the positive part of the real line. We give criteria for the finiteness of the number of cutpoints and strong cutpoints. Examples and open problems are presented.

Probability · Mathematics 2008-12-17 Endre Csáki , Antónia Földes , Pál Révész

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

A survey is presented of known results concerning simple random walk on the class of distance-regular graphs. One of the highlights is that electric resistance and hitting times between points can be explicitly calculated and given strong…

Probability · Mathematics 2013-01-29 Greg Markowsky

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade