Related papers: Alternative constructions of a harmonic function f…

A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the…

We study the winding behavior of random walks on two oriented square lattices. One common feature of these walks is that they are bound to revolve clockwise. We also obtain quantitative results of transience/recurrence for each walk.

The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the…

In dealing with thermal transport in composite systems, high contrast materials pose a special problem for numerical simulation: the time scale or step size in the high conductivity material must be much smaller than in the low conductivity…

We construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-transform. Furthermore, we prove functional limit theorems…

In this paper, we penalised the standard random walk by several functions of its maximum. The aim is to show that in spite of very close penalisation functions, under the new probabilities, the canonical process behaves very differently.

Fix integers $d \geq 2$ and $k\geq d-1$. Consider a random walk $X_0, X_1, \ldots$ in $\mathbb{R}^d$ in which, given $X_0, X_1, \ldots, X_n$ ($n \geq k$), the next step $X_{n+1}$ is uniformly distributed on the unit ball centred at $X_n$,…

For polyhedral convex cones in ${\mathbb R}^d$, we give a proof for the conic kinematic formula for conic curvature measures, which avoids the use of characterization theorems. For the random cones defined as typical cones of an isotropic…

We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…

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…

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

We consider one dimensional random walks in random environment where every time the process stays at a location, it dies with a fixed probability. Under some mild assumptions it is easy to show that the survival probability goes to zero as…

We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…

In this article we consider a natural class of random walks on free products of graphs, which arise as convex combinations of random walks on the single factors. From the works of Gilch [6,7] it is well-known that for these random walks the…

We consider shock measures in a class of conserving stochastic particle systems on Z. These shock measures have a product structure with a step-like density profile and include a second class particle at the shock position. We show for the…

Random walks on graphs are widely used in all sciences to describe a great variety of phenomena where dynamical random processes are affected by topology. In recent years, relevant mathematical results have been obtained in this field, and…

Consider a graph whose edges have been colored red and blue. Assign a nonnegative real weight to every edge so that at every vertex, the sum of the weights of the incident red edges equals the sum of the weights of the incident blue edges.…

We look at two possible routes to classical behavior for the discrete quantum random walk on the line: decoherence in the quantum ``coin'' which drives the walk, or the use of higher-dimensional coins to dilute the effects of interference.…