Related papers: A martingale approach for the elephant random walk

We present a real space renormalization-group map for probabilities of random walks on a hierarchical lattice. From this, we study the asymptotic behavior of the end-to-end distance of a weakly self- avoiding random walk (SARW) that…

We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting…

We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments,…

We study discrete-time stochastic processes $(X_t)$ on $[0,\infty)$ with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at $x$ is about $c/x$. Our focus is the…

This thesis examines edge-reinforced random walks with some modifications to the standard definition. An overview of known results relating to the standard model is given and the proof of recurrence for the standard linearly edge-reinforced…

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

Reinforced random walks (RRWs), including vertex-reinforced random walks (VRRWs) and edge-reinforced random walks (ERRWs), model random walks where the transition probabilities evolve based on prior visitation history~\cite{mgr, fmk,…

In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…

Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…

The step-reinforced random walk (SRRW), where each step may replicate a randomly chosen past step, exhibits complex dependencies on the history. This paper introduces a generalized SRRW on groups, incorporating arbitrary transformations of…

We study the asymptotic behaviour of the martingale ($\psi$ n (o)) n$\in$N associated with the Vertex Reinforced Jump Process (VRJP). We show that it is bounded in L p for every p > 1 on trees and uniformly integrable on Z d in all the…

We analyze the differences between the horizontal and the vertical component of the simple random walk on the 2-dimensional comb. In particular we evaluate by combinatorial methods the asymptotic behaviour of the expected value of the…

We consider the survival probability $f(t)$ of a random walk with a constant hopping rate $w$ on a host lattice of fractal dimension $d$ and spectral dimension $d_s\le 2$, with spatially correlated traps. The traps form a sublattice with…

We study loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$, in two and three dimensions. We find that the fractal dimensions of LERW$_p$ is close to normal LERW in Euclidean lattice, for all…

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…

Active walker models have proved to be extremely effective in understanding the evolution of a large class of systems in biology like ant trail formation and pedestrian trails. We propose a simple model of a random walker which modifies its…

The scaling properties of a random walker subject to the global constraint that it needs to visit each site an even number of times are determined. Such walks are realized in the equilibrium state of one dimensional surfaces that are…

We focus on recurrent random walks in random environment (RWRE) on Galton-Watson trees. The range of these walks, that is the number of sites visited at some fixed time, has been studied in three different papers [AC18], [AdR17] and [dR16].…