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Using renewal times and Girsanov's transform, we prove that the speed of the excited random walk is infinitely differentiable with respect to the bias parameter in $(0,1)$ for the dimension $d\ge 2$. At the critical point $0$, using a…

Probability · Mathematics 2016-06-24 Cong Dan Pham

We consider a random walk with transition probabilities weakly dependent on an environment with a deterministic, but strongly chaotic, evolution. We prove that for almost all initial conditions of the environment the walk satisfies the CLT.

Probability · Mathematics 2008-04-23 Dmitry Dolgopyat , Carlangelo Liverani

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

Probability · Mathematics 2007-05-23 Francesco Caravenna

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

Probability · Mathematics 2018-06-05 Vadim Gorin , Leonid Petrov

We study the asymptotic behavior of the critical density of the activated random walk model as the sleep rate $\lambda$ tends to $0$ and $\infty$. For large $\lambda$, we prove new lower bounds in dimensions 1 and 2, showing that in one…

Probability · Mathematics 2025-12-02 Harley Kaufman , Josh Meisel

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

Probability · Mathematics 2012-07-11 Denis Denisov , Vitali Wachtel

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2013-04-10 Christophe Gallesco , Serguei Popov

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

Probability · Mathematics 2011-12-07 Ofer Zeitouni , Ming Fang

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

Dynamical Systems · Mathematics 2024-05-02 Roland Prohaska

We study a random walk that has a drift $\frac{\beta}{d}$ to the right when located at a previously unvisited vertex and a drift $\frac{\mu}{d}$ to the left otherwise. We prove that in high dimensions, for every $\mu$, the drift to the…

Probability · Mathematics 2009-01-29 Mark Holmes

We consider $d$ random walks $\big(S_n^{(j)}\big)_{n\in\mathbb{N}}$, $1\leq j \leq d$, in the same random environment $\omega$ in $\mathbb{Z}$, and a recurrent simple random walk $(Z_n)_{n\in\mathbb{N}}$ on $\mathbb{Z}$. We assume that,…

Probability · Mathematics 2025-04-23 Alexis Devulder

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

Probability · Mathematics 2007-05-23 I. Ya. Goldsheid

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…

Probability · Mathematics 2014-05-13 Mikael Falconnet , Dasha Loukianova , Arnaud Gloter

We study the asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on $\mathbb{Z}^d$. Standard conditions (and proofs) for ballisticity and the central limit theorem require ellipticity. We use oriented percolation…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

We study random walks in i.i.d. random environments on $\mathbb{Z}^d$ when there are two basic types of vertices, which we call "blue" and "red". Each color represents a different probability distribution on transition probability vectors.…

Probability · Mathematics 2025-01-03 Daniel J. Slonim

Let $G$ be a connected simple real Lie group, $\Lambda_{0}\subseteq G$ a lattice and $\Lambda \unlhd \Lambda_{0}$ a normal subgroup such that $\Lambda_{0}/\Lambda\simeq \mathbb{Z}^d$. We study the drift of a random walk on the…

Dynamical Systems · Mathematics 2021-12-21 Timothée Bénard

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

Statistical Mechanics · Physics 2009-11-11 Alain Comtet , Satya N. Majumdar

We consider a continuous-time random walk on the $d$-dimensional torus $\mathbb{T}^d_{N}=\mathbb{Z}^d/N \mathbb{Z}^d$, possibly with long-range, but finite, jumps. The law of the jumps is regulated by a random environment $\xi$ yielding a…

Probability · Mathematics 2025-12-18 Alessandra Faggionato , Michele Salvi

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

Probability · Mathematics 2015-09-08 Noam Berger , Ron Rosenthal
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