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We prove the limit theorem for paths of random walks with $n$ steps in $\mathbb{R}^d$ as $n$ and $d$ both go to infinity. For this, the paths are viewed as finite metric spaces equipped with the $\ell_p$-metric for $p\in[1,\infty)$. Under…

Probability · Mathematics 2025-12-15 Bochen Jin

We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…

Probability · Mathematics 2025-09-23 Wojciech Cygan , Tomislav Kralj , Nikola Sandrić , Stjepan Šebek , Andrew Wade , Mo Dick Wong

The spatial coverage produced by a single discrete-time random walk, with asymmetric jump probability $p\neq 1/2$ and non-uniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented…

Statistical Mechanics · Physics 2009-11-13 C. Anteneodo , W. A. M. Morgado

We consider a family of one-dimensional self interacting walks whose dynamics characterized by a monotone weight function $w$ on $\mathbb{N}\cup \{0\}$. The weight function takes the form $w(n) = (1 + 2^p Bn^{-p} + O(n^{-1-\kappa}))^{-1}$,…

Probability · Mathematics 2025-04-01 Xiaoyu Liu , Zhe Wang

We identify the local scaling limit of the Uniform Infinite Planar Quadrangulation (UIPQ) and of critical Boltzmann quadrangulations, when one simultaneously rescales the distances and reroot them far away from the root of a distinguished…

Probability · Mathematics 2025-11-21 Mathieu Mourichoux

We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…

Probability · Mathematics 2025-10-08 William Fleurat

Several kinds of walks on complex networks are currently used to analyze search and navigation in different systems. Many analytical and computational results are known for random walks on such networks. Self-avoiding walks (SAWs) are…

Disordered Systems and Neural Networks · Physics 2009-11-10 Carlos P. Herrero

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…

Probability · Mathematics 2025-03-04 Alessandra Bianchi , Marco Lenci , Françoise Pène

We prove a central limit theorem for the Horvitz-Thompson estimator based on the Gram-Schmidt Walk (GSW) design, recently developed in Harshaw et al.(2022). In particular, we consider the version of the GSW design which uses randomized…

Statistics Theory · Mathematics 2023-06-06 Sabyasachi Chatterjee , Partha S. Dey , Subhajit Goswami

We develop an approach for performing scaling analysis of $N$-step Random Walks (RWs). The mean square end-to-end distance, $\langle\vec{R}_{N}^{2}\rangle$, is written in terms of inner persistence lengths (IPLs), which we define by the…

Statistical Mechanics · Physics 2016-05-18 C. R. F. Granzotti , A. S. Martinez , M. A. A. da Silva

We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…

Probability · Mathematics 2015-12-16 Artem Sapozhnikov , Daisuke Shiraishi

This article is dedicated to the study of the 2-dimensional interacting prudent self-avoiding walk (referred to by the acronym IPSAW) and in particular to its collapse transition. The interaction intensity is denoted by $\beta>0$ and the…

Probability · Mathematics 2016-10-25 Nicolas Pétrélis , Niccolo Torri

This work extends Roberts et al. (1997) by considering limits of Random Walk Metropolis (RWM) applied to block IID target distributions, with corresponding block-independent proposals. The extension verifies the robustness of the optimal…

Probability · Mathematics 2019-02-19 Jeffrey Negrea

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

Probability · Mathematics 2021-12-08 David A. Croydon , Daisuke Shiraishi

We study here a detailed conjecture regarding one of the most important cases of anomalous diffusion, i.e the behavior of the "ant in the labyrinth". It is natural to conjecture (see [16] and [8]) that the scaling limit for random walks on…

Probability · Mathematics 2016-09-16 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

Internal Diffusion Limited Aggregation is an interacting particle system that describes the growth of a random cluster governed by the boundary harmonic measure seen from an internal point. Our paper studies IDLA in $\mathbb{Z}^d$ driven by…

Probability · Mathematics 2025-10-16 Amine Asselah , Vittoria Silvestri , Lorenzo Taggi

We study simple random walk on the class of random planar maps which can be encoded by a two-dimensional random walk with i.i.d. increments or a two-dimensional Brownian motion via a "mating-of-trees" type bijection. This class includes the…

Probability · Mathematics 2020-08-27 Ewain Gwynne , Jason Miller

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

This paper analyzes a random walk model for the level lines appearing in the entropic repulsion phenomena of three-dimensional discrete random interfaces above a hard wall; we are particularly motivated by the low-temperature (2+1)D…

Probability · Mathematics 2025-02-17 Milind Hegde , Yujin H. Kim , Christian Serio

We prove that a uniform infinite quadrangulation of the half-plane decorated by a self-avoiding walk (SAW) converges in the scaling limit to the metric gluing of two independent Brownian half-planes identified along their positive boundary…

Probability · Mathematics 2019-10-18 Ewain Gwynne , Jason Miller