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Related papers: Random walks of infinite moment on free semigroups

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We derive a lower bound for the probability that a random walk with i.i.d.\ increments and small negative drift $\mu$ exceeds the value $x>0$ by time $N$. When the moment generating functions are bounded in an interval around the origin,…

Probability · Mathematics 2020-11-12 Ofer Busani , Timo Seppäläinen

We consider the Grover walk on infinite trees from the view point of spectral analysis. From the previous works, infinite regular trees provide localization. In this paper, we give the complete characterization of the eigenspace of this…

Quantum Physics · Physics 2018-02-14 Yusuke Higuchi , Etsuo Segawa

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov

We consider a random walk $S_k$ with i.i.d. steps on a compact group equipped with a bi-invariant metric. We prove quantitative ergodic theorems for the sum $\sum_{k=1}^N f(S_k)$ with H\"older continuous test functions $f$, including the…

Probability · Mathematics 2022-09-27 Bence Borda

Let $M_n$ be the number of steps of the loop-erasure of a simple random walk on $\mathbb{Z}^2$ from the origin to the circle of radius $n$. We relate the moments of $M_n$ to $Es(n)$, the probability that a random walk and an independent…

Probability · Mathematics 2010-12-14 Martin T. Barlow , Robert Masson

In arXiv:1609.05666v1 [math.PR] a functional limit theorem was proved. It states that symmetric processes associated with resistance metric measure spaces converge when the underlying spaces converge with respect to the…

Probability · Mathematics 2025-09-30 George Andriopoulos

We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…

Probability · Mathematics 2015-02-26 Yanting Chen , Richard J. Boucherie , Jasper Goseling

For any pseudo-Anosov diffeomorphism on a closed orientable surface $S$ of genus greater than one, it is known by the work of Bers and Thurston that the topological entropy agrees with the translation distance on the Teichm\"uller space…

Geometric Topology · Mathematics 2017-01-30 Hidetoshi Masai

In the book [FIM], original methods were proposed to determine the invariant measure of random walks in the quarter plane with small jumps, the general solution being obtained via reduction to boundary value problems. Among other things, an…

Probability · Mathematics 2014-11-11 Guy Fayolle , Roudolf Iasnogorodski

In this article we consider transient random walks on free products of graphs. We prove that the asymptotic range of these random walks exists and is strictly positive. In particular, we show that the range varies real-analytically in terms…

Probability · Mathematics 2022-12-05 Lorenz A. Gilch

We study random walks on metric spaces with contracting isometries. In this first article of the series, we establish sharp deviation inequalities by adapting Gou\"ezel's pivotal time construction. As an application, we establish the…

Probability · Mathematics 2025-10-28 Inhyeok Choi

Consider the invariance principle for a random walk with random environment (denoted by $\mu$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz…

Probability · Mathematics 2023-03-14 You Lv , Wenming Hong

In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…

Probability · Mathematics 2009-07-17 D. Denisov , V. Wachtel

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

We obtain various new limit theorems for random walks on SL_2(C) under low moment conditions. For non-elementary measures with a finite second moment, we prove a Local Limit Theorem for the norm cocycle, yielding the optimal version of a…

Probability · Mathematics 2023-02-07 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

Probability · Mathematics 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

Our objective is to explore random walks on the general linear group, constrained to a specific domain, with a primary focus on establishing the conditioned local limit theorem. This paper marks the initial stride toward achieving this…

Probability · Mathematics 2024-10-10 Ion Grama , Jean-François Quint , Hui Xiao

In this article, we establish solid foundations for the study of Maximal Entropy Random Walks (MERWs) on infinite graphs. We introduce a generalized definition that extends the original concept, along with rigorous tools for handling this…

Probability · Mathematics 2025-09-24 Duboux Thibaut , Offret Yoann

A variety of behaviors of entropy functions of random walks on finitely generated groups is presented, showing that for any $\frac{1}{2}\leq \alpha\leq\beta\leq1$, there is a group $\Gamma$ with measure $\mu$ equidistributed on a finite…

Group Theory · Mathematics 2013-12-17 Jérémie Brieussel