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We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

Probability · Mathematics 2008-12-17 Atilla Yilmaz

We prove a central limit theorem for random walks with finite variance on linear groups.

Probability · Mathematics 2016-05-25 Yves Benoist , Jean-François Quint

We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…

Dynamical Systems · Mathematics 2026-04-08 Davor Dragičević , Juho Leppänen

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…

Probability · Mathematics 2011-10-27 Ron Rosenthal

We study the so-called elephant random walk (ERW) which is a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large…

Statistical Mechanics · Physics 2017-06-07 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove…

Probability · Mathematics 2019-10-04 Chak Hei Lo , Andrew R. Wade

We prove a quenched invariance principle for a class of random walks in random environment on $\mathbb{Z}^d$, where the walker alters its own environment. The environment consists of an outgoing edge from each vertex. The walker updates the…

Probability · Mathematics 2021-07-02 Swee Hong Chan , Lila Greco , Lionel Levine , Peter Li

In this work we study a natural transition mechanism describing the passage from a quenched (almost sure) regime to an annealed (in average) one, for a symmetric simple random walk on random obstacles on sites having an identical and…

Probability · Mathematics 2016-08-16 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…

Probability · Mathematics 2007-05-23 Markus Flury

We consider the nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of i.i.d. random nearest-neighbor conductances $\omega_{xy}\in[0,1]$. Apart from the requirement that the bonds with positive conductances percolate,…

Probability · Mathematics 2007-10-30 Marek Biskup , Timothy M. Prescott

We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…

Probability · Mathematics 2024-01-26 Piotr Dyszewski , Nina Gantert

We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…

Probability · Mathematics 2012-02-28 Luca Avena , Renato dos Santos , Florian Völlering

The one-dimensional elephant random walk is a typical model of discrete-time random walk with step-reinforcement, and is introduced by Sch\"{u}tz and Trimper (2004). It has a parameter $\alpha \in (-1,1)$: The case $\alpha=0$ corresponds to…

Probability · Mathematics 2023-03-01 Masafumi Hayashi , So Oshiro , Masato Takei

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

We consider random walks in a balanced random environment in $\mathbb{Z}^d$, $d\geq 2$. We first prove an invariance principle (for $d\ge2$) and the transience of the random walks when $d\ge 3$ (recurrence when $d=2$) in an ergodic…

Probability · Mathematics 2011-08-30 Xiaoqin Guo , Ofer Zeitouni

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

Probability · Mathematics 2016-11-01 Zhi-Qiang Gao , Quansheng Liu

We consider a random walk with a negative drift and with a jump distribution which under Cram\'er's change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably…

Probability · Mathematics 2012-08-20 Sergey G. Foss , Anatolii A. Puhalskii

We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

Probability · Mathematics 2019-06-04 Hoang-Long Ngo , Marc Peigne

We consider random walk on dynamical percolation on the discrete torus $\mathbb{Z}_n^d$. In previous work, mixing times of this process for $p<p_c(\mathbb{Z}^d)$ were obtained in the annealed setting where one averages over the dynamical…

Probability · Mathematics 2017-07-25 Yuval Peres , Perla Sousi , Jeffrey E. Steif

We consider the branching random walks in $d$-dimensional integer lattice with time--space i.i.d. offspring distributions. Then the normalization of the total population is a nonnegative martingale and it almost surely converges to a…

Probability · Mathematics 2011-01-07 Makoto Nakashima