Related papers: A strong invariance principle for the elephant ran…
Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…
A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…
We study the minimal random walk introduced by Kumar, Harbola and Lindenberg. It is a random process on $\{0, 1, \ldots \}$ with unbounded memory which exhibits subdiffusive, diffusive and superdiffusive regimes. We prove the law of large…
Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…
The Central Limit Theorem (CLT) for additive functionals of Markov chains is a well known result with a long history. In this paper we present applications to two finite-memory versions of the Elephant Random Walk, solving a problem from…
We study a variant of the Generalized Excited Random Walk (GERW) on $\mathbb{Z}^d$ introduced by Menshikov, Popov, Ram\'irez and Vachkovskaia in [Ann. Probab. 40 (5), 2012]. It consists of a particular version of the model studied in [arXiv…
Consider a generalized Elephant Random Walk in which the step is chosen by selecting $k$ previous steps with $k$ odd and then going in the majority direction with a probability $p$ and in the opposite direction otherwise. In the $k=1$ case…
We give a short proof of Theorem 2.1 from [MR07], stating that the linearly edge reinforced random walk (ERRW) on a locally finite graph is recurrent if and only if it returns to its starting point almost surely. This result was proved in…
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…
Gut and Stadm\"{u}ller (2021, 2022) initiated the study of the elephant random walk with limited memory. Aguech and El Machkouri (2024) published a paper in which they discuss an extension of results by Gut and Stadtm\"{u}ller (2022) for an…
We consider the long-range random conductance model on $\mathbb{Z}^d$ at the critical exponent: the jump rate between sites $x$ and $y$ decays as $\mathbf{a}(x,y) |x-y|^{-(d+2)}$, where $\mathbf{a}(x,y)$ are i.i.d. uniformly elliptic…
We consider a branching random walk (BRW) taking its values in the $\mathtt{b}$-ary rooted tree $\mathbb W_{ \mathtt{b}}$ (i.e. the set of finite words written in the alphabet $\{ 1, \ldots, \mathtt{b} \}$, with $\mathtt{b}\! \geq \! 2$).…
We consider activated random walk (ARW), an interacting particle system and prototypical model of self-organized criticality in a setting which combines mean-field behavior with the geometry of an arbitrary graph, which we call the village…
We study a random walk driven by a particle system from a generic class, and establish a law of large numbers for the walk for almost all densities of the environment. To do so, we exploit the finite-ranged approximations of the environment…
We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…
The Takagi-van der Waerden functions are a well-known class of continuous but nowhere differentiable functions. In this paper, we study their weighted versions, the Takagi-van der Waerden class functions $f_{r,a}(x)$, from a probabilistic…
We study the capacity of loop-erased random walk (LERW) on $\mathbb{Z}^d$. For $d\geq4$, we prove a strong law of large numbers and give explicit expressions for the limit in terms of the non-intersection probabilities of a simple random…
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…
We study a branching random walk (BRW) taking its values in a random tree $\bT$ (seen as a family tree) with an infinite line of ancestors that is a variant of a supercritical Galton--Watson (GW) tree with offspring distribution $\nu$. The…
The monkey walk is a stochastic process defined as the trajectory of a walker that moves on $\mathbb R^d$ according to a Markovian generator, except at some random "relocation" times at which it jumps back to its position at a time sampled…