Related papers: Convex Hulls of Random Walks in Higher Dimensions:…
We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…
A computational strategy based on large deviation theory (LDT) is used to study the anomalous statistical features of turbulent surface waves propagating past an abrupt depth change created via a step in the bottom topography. The dynamics…
The choice of the increment distribution is crucial for the random-walk Metropolis-Hastings (RWM) algorithm. In this paper we study the optimal choice in high-dimension setting among all possible increment distributions. The conclusion is…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
A simple way of obtaining robust estimates of the "center" (or the "location") and of the "scatter" of a dataset is to use the maximum likelihood estimate with a class of heavy-tailed distributions, regardless of the "true" distribution…
We show that in the loop-erased random walk problem, the exponent characterizing probability distribution of areas of erased loops is superuniversal. In d-dimensions, the probability that the erased loop has an area A varies as A^{-2} for…
We prove an exponential deviation inequality for the convex hull of a finite sample of i.i.d. random points with a density supported on an arbitrary convex body in $\R^d$, $d\geq 2$. When the density is uniform, our result yields rate…
Building upon the knowledge of the distribution of the first positive position reached by a random walker starting from the origin, one can derive new results on the statistics of the gap between the largest and second-largest positions of…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
We consider a discrete time quantum walker in one dimension, where at each step, the step length $\ell$ is chosen from a distribution $P(\ell) \propto \ell^{-\delta -1}$ with $\ell \leq \ell_{max}$. We evaluate the probability $f(x,t)$ that…
We study the set of directions asymptotically explored by a spatially homogeneous random walk in $d$-dimensional Euclidean space. We survey some pertinent results of Kesten and Erickson, make some further observations, and present some…
We consider the motion of a discrete random surface interacting by exclusion with a random wall. The heights of the wall at the sites of $\Z^d$ are i.i.d.\ random variables. Fixed the wall configuration, the dynamics is given by the serial…
We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…
A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard $n$-dimensional…
This paper deals with random walks on isometry groups of Gromov hyperbolic spaces, and more precisely with the dimension of the harmonic measure $\nu$ associated with such a random walk. We first establish a link of the form $\dim \nu \leq…
In two dimensions polymer collapse has been shown to be complex with multiple low temperature states and multi-critical points. Recently, strong numerical evidence has been provided for a long-standing prediction of universal scaling of…
Given a probability measure $\mu$ on a set $\mathcal{X}$ and a vector-valued function $\varphi$, a common problem is to construct a discrete probability measure on $\mathcal{X}$ such that the push-forward of these two probability measures…
Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…
We consider one or more independent random walks on the $d\ge 3$ dimensional discrete torus. The walks start from vertices chosen independently and uniformly at random. We analyze the fluctuation behavior of the size of some random sets…
We show existence of the weak large deviation principle, with a convex rate function, for the renormalized distance from the starting point of irreducible random walks on relatively hyperbolic groups. Under the assumption of finiteness of…