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We consider a transient Brownian motion reflected obliquely in a two-dimensional wedge. A precise asymptotic expansion of Green's functions is found in all directions. To this end, we first determine a kernel functional equation connecting…

Probability · Mathematics 2024-09-30 Sandro Franceschi , Irina Kourkova , Maxence Petit

We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on $Z^d \times Z_+$. In dimensions $d>6$, we obtain bounds on exit times, transition probabilities, and the range of the…

Probability · Mathematics 2007-09-01 Martin T. Barlow , Antal A. Jarai , Takashi Kumagai , Gordon Slade

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

We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…

Probability · Mathematics 2022-09-29 Xiaoqin Guo , Hung V. Tran

The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on $\Z^d$, $d \geq…

Probability · Mathematics 2013-05-07 Frank den Hollander , Harry Kesten , Vladas Sidoravicius

For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Probability · Mathematics 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.

Probability · Mathematics 2012-03-16 Basile de Loynes

We consider two models of one-dimensional random walks among biased i.i.d. random conductances: the first is the classical exponential tilt of the conductances, while the second comes from the effect of adding an external field to a random…

Probability · Mathematics 2017-11-15 Quentin Berger , Michele Salvi

We establish two-sided heat kernel estimates for random conductance models with non-uniformly elliptic (possibly degenerate) stable-like jumps on graphs. These are long range counterparts of well known two-sided Gaussian heat kernel…

Probability · Mathematics 2018-08-08 Xin Chen , Takashi Kumagai , Jian Wang

We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidian space. We find the asymptotics for the exit time from the cone and study weak convergence of the process…

Probability · Mathematics 2013-12-11 Jetlir Duraj

We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…

Statistical Mechanics · Physics 2015-06-23 Tadeusz Kosztolowicz

We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $\tau_x:=\min\{n>0: x_{1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics…

Probability · Mathematics 2022-10-11 Denis Denisov , Vitali Wachtel

In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of…

Probability · Mathematics 2015-09-01 Shirshendu Ganguly , Yuval Peres

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in…

Probability · Mathematics 2017-07-03 Katja Miller

In this paper we consider a random walk in random environment on a tree and focus on the boundary case for the underlying branching potential. We study the range $R\_n$ of this walk up to time $n$ and obtain its correct asymptotic in…

Probability · Mathematics 2016-06-24 Pierre Andreoletti , Xinxin Chen

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

Probability · Mathematics 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of $\rm{Sp}(4)$, which in addition satisfies the following property: for any $n\geq 3$, there is in this family a walk associated with a reflection…

Probability · Mathematics 2011-10-10 Kilian Raschel

Z^d-extensions of probability-preserving dynamical systems are themselves dynamical systems preserving an infinite measure, and generalize random walks. Using the method of moments, we prove a generalized central limit theorem for additive…

Dynamical Systems · Mathematics 2017-05-17 Francoise Pene , Damien Thomine