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Related papers: Large deviations of random walks on random graphs

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We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…

Probability · Mathematics 2025-02-04 Lianghui Luo

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…

Probability · Mathematics 2007-05-23 Markus Flury

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

Probability · Mathematics 2016-07-26 Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We study random walks on the giant component of the Erd\H{o}s-R\'enyi random graph ${\cal G}(n,p)$ where $p=\lambda/n$ for $\lambda>1$ fixed. The mixing time from a worst starting point was shown by Fountoulakis and Reed, and independently…

Probability · Mathematics 2016-10-21 Nathanael Berestycki , Eyal Lubetzky , Yuval Peres , Allan Sly

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

Two fundamental theorems by Spitzer/Erickson and Kesten/Maller on the fluctuation type (positive divergence, negative divergence or oscillation) of a real-valued random walk $(S_{n})_{n\ge 0}$ with iid increments $X_{1},X_{2},\ldots$ and…

Probability · Mathematics 2017-06-13 Gerold Alsmeyer , Fabian Buckmann

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

Probability · Mathematics 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number…

Probability · Mathematics 2016-08-16 Kwabena Doku-Amponsah , Peter Mörters

In this article we show that the empirical measure of certain continuous time random walks satisfies a strong large deviation principle with respect to a topology introduced in~\cite{MV2016} by Mukherjee and Varadhan. This topology is…

Probability · Mathematics 2024-09-04 Dirk Erhard , Tertuliano Franco , Joedson de Jesus Santana

We study the variable-length ensemble of self-avoiding walks on the complete graph. We obtain the leading order asymptotics of the mean and variance of the walk length, as the number of vertices goes to infinity. Central limit theorems for…

Mathematical Physics · Physics 2019-11-26 Youjin Deng , Timothy M Garoni , Jens Grimm , Abrahim Nasrawi , Zongzheng Zhou

We propose a picture of the fluctuations in branching random walks, which leads to predictions for the distribution of a random variable that characterizes the position of the bulk of the particles. We also interpret the $1/\sqrt{t}$…

Disordered Systems and Neural Networks · Physics 2014-11-05 A. H. Mueller , S. Munier

We study large fluctuations of the area $\mathcal{A}$ under a Brownian excursion $x(t)$ on the time interval $|t|\leq T$, constrained to stay away from a moving wall $x_0(t)$ such that $x_0(-T)=x_0(T)=0$ and $x_0(|t|<T)>0$. We focus on wall…

Statistical Mechanics · Physics 2019-02-28 Baruch Meerson

The study of dynamical large deviations allows for a characterization of stationary states of lattice gas models out of equilibrium conditioned on averages of dynamical observables. The application of this framework to the two-dimensional…

Statistical Mechanics · Physics 2021-11-05 Ricardo Gutiérrez , Carlos Pérez-Espigares

This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…

Statistical Mechanics · Physics 2023-10-24 Benjamin De Bruyne

This paper concerns the long-term behaviour of a system of interacting random walks labeled by vertices of a finite graph. The model is reversible which allows to use the method of electric networks in the study. In addition, examples of…

Probability · Mathematics 2019-02-20 Svante Janson , Vadim Shcherbakov , Stanislav Volkov

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…

Probability · Mathematics 2020-07-07 Shankar Bhamidi , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…

Analysis of PDEs · Mathematics 2026-04-13 Giovanni Covi , Matti Lassas

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini