Related papers: Short walk adventures
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…
We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (MLE) of the parameter based on a single observation of the…
Many seemingly disparate Markov chains are unified when viewed as random walks on the set of chambers of a hyperplane arrangement. These include the Tsetlin library of theoretical computer science and various shuffling schemes. If only…
We introduce and study a new model consisting of a single classical random walker undergoing continuous monitoring at rate $\gamma$ on a discrete lattice. Although such a continuous measurement cannot affect physical observables, it has a…
We introduce a family of two-dimensional reflected random walks in the positive quadrant and study their Martin boundary. While the minimal boundary is systematically equal to a union of two points, the full Martin boundary exhibits an…
Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…
In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…
Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…
We study the Mahler measures of certain families of Laurent polynomials in two and three variables. Each of the known Mahler measure formulas for these families involves $L$-values of at most one newform and/or at most one quadratic…
We extend some properties of random walks on hyperbolic groups to random walks on convergence groups. In particular we prove that if a convergence group $G$ acts on a compact metrizable space $M$ with the convergence property then we can…
We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…
Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some…
Quantifying the contributions, or weights, of comparisons or single studies to the estimates in a network meta-analysis (NMA) is an active area of research. We extend this to the contributions of paths to NMA estimates. We present a general…
The co-evolution between network structure and functional performance is a fundamental and challenging problem whose complexity emerges from the intrinsic interdependent nature of structure and function. Within this context, we investigate…
Let $\Gamma$ act on a countable set V with only finitely many orbits. Given a $\Gamma$-invariant random environment for a Markov chain on V and a random scenery, we exhibit, under certain conditions, an equivalent stationary measure for the…
We discuss a complementary asymptotic analysis of the so called minimal random walk. More precisely, we present a version of the almost sure central limit theorem as well as a generalization of the recently proposed quadratic strong laws.…
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…