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There are many classical random walk in random environment results that apply to ergodic random planar environments. We extend some of these results to random environments in which the length scale varies from place to place, so that the…

Probability · Mathematics 2021-06-11 Ewain Gwynne , Jason Miller , Scott Sheffield

In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…

Computational Physics · Physics 2018-08-20 Gurtek Gill , Peter Straka

We consider Activated Random Walk (ARW), a particle system with mass conservation, on the cycle $\mathbb{Z}/n\mathbb{Z}$. One starts with a mass density $\mu>0$ of initially active particles, each of which performs a simple symmetric random…

Probability · Mathematics 2018-04-09 Riddhipratim Basu , Shirshendu Ganguly , Christopher Hoffman , Jacob Richey

We present a simple model of a random walk with partial memory, which we call the \emph{random memory walk}. We introduce this model motivated by the belief that it mimics the behavior of the once-reinforced random walk in high dimensions…

Probability · Mathematics 2020-04-23 Alexander Fribergh , Daniel Kious , Vladas Sidoravicius , Alexandre Stauffer

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…

Probability · Mathematics 2011-09-02 Gabriel Faraud

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

Probability · Mathematics 2019-05-21 Nicholas Georgiou , Aleksandar Mijatović , Andrew R. Wade

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

We describe scaling limits of recurrent excited random walks (ERWs) on integers in i.i.d. cookie environments with a bounded number of cookies per site. We allow both positive and negative excitations. It is known that ERW is recurrent if…

Probability · Mathematics 2013-05-15 Dmitry Dolgopyat , Elena Kosygina

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

Probability · Mathematics 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity…

Probability · Mathematics 2016-09-06 Jean-Dominique Deuschel , Xiaoqin Guo , Alejandro F. Ramirez

Excited random walks (ERWs) are a self-interacting non-Markovian random walk in which the future behavior of the walk is influenced by the number of times the walk has previously visited its current site. We study the speed of the walk,…

Probability · Mathematics 2018-06-06 Erin Bossen , Brian Kidd , Owen Levin , Jonathon Peterson , Jacob Smith , Kevin Stangl

We consider a minimal model of one-dimensional discrete-time random walk with step-reinforcement, introduced by Harbola, Kumar, and Lindenberg (2014): The walker can move forward (never backward), or remain at rest. For each $n=1,2,\cdots$,…

Probability · Mathematics 2020-07-13 Tatsuya Miyazaki , Masato Takei

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

Probability · Mathematics 2012-10-08 Xiaoqin Guo

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes

In this note we study dynamical random walks (DRW) with internal states. We consider a particle which performs a dynamical random walk on $\mathbb{Z}$ and whose local dynamics is given by expanding maps. We provide sufficient conditions for…

Dynamical Systems · Mathematics 2021-10-07 D. Dolgopyat , D. Karagulyan

The goal of this paper is to investigate the asymptotic behavior of the multidimensional elephant random walk with stops (MERWS). In contrast with the standard elephant random walk, the elephant is allowed to stay on his own position. We…

Probability · Mathematics 2025-01-27 Bernard Bercu

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