Related papers: Topics and problems on favorite sites of random wa…
We study arithmetic properties of short uniform random walks in arbitrary dimensions, with a focus on explicit (hypergeometric) evaluations of the moment functions and probability densities in the case of up to five steps. Somewhat to our…
There have been extensive studies of a random walk among a field of immobile traps (or obstacles), where one is interested in the probability of survival as well as the law of the random walk conditioned on its survival up to time $t$. In…
Recently, quantized versions of random walks have been explored as effective elements for quantum algorithms. In the simplest case of one dimension, the theory has remained divided into the discrete-time quantum walk and the continuous-time…
In the last two decades there was a lot of progress in understanding the geometry of smooth Gaussian fields. This survey aims to cover one particular line of research: the large scale behaviour of level and excursion sets and their…
We discuss random geometric structures obtained by percolation of Brownian loops, in relation to the Gaussian Free Field, and how their existence and properties depend on the dimension of the ambient space. We formulate a number of…
We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…
We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…
The goal of these notes is to fill some gaps in the literature about random walks in the Cauchy domain of attraction, which has been in many cases left aside because of its additional technical difficulties. We prove here several results in…
We develop a framework to determine the complete statistical behavior of a fundamental quantity in the theory of random walks, namely, the probability that $n_1$, $n_2$, $n_3$, . . . distinct sites are visited at times $t_1$, $t_2$, $t_3$,…
Massive and massless Gaussian free fields can be described as generalized Gaussian processes indexed by an appropriate space of functions. In this article we study various approaches to approximate these fields and look at the fractal…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…
Insight into a number of interesting questions in cosmology can be obtained from the first crossing distributions of physically motivated barriers by random walks with correlated steps. We write the first crossing distribution as a formal…
We consider two or more simple symmetric walks on some graphs, e.g. the real line, the plane or the two dimensional comb lattice, and investigate the properties of the distance among the walkers.
These notes cover one of the topics programmed for the St Petersburg School in Probability and Statistical Physics of June 2012. The aim is to review recent mathematical developments in the field of random walks in random environment. Our…
We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…
This is an expository paper on the asymptotic results concerning path behaviour of the anisotropic random walk on the two-dimensional square lattice Z^2. In recent years Mikl\'os and the authors of the present paper investigated the…
Random shapes arise naturally in many contexts. The topological and geometric structure of such objects is interesting for its own sake, and also for applications. In physics, for example, such objects arise naturally in quantum gravity, in…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…