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In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of…

Probability · Mathematics 2016-12-12 Gundelinde Wiegel

In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…

Probability · Mathematics 2024-09-30 Wojciech Cygan , Denis Denisov , Zbigniew Palmowski , Vitali Wachtel

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

In this paper, we provide a review on the kernel method, which is one of the options for characterizing so-called exact tail asymptotic properties in stationary probabilities of two-dimensional random walks, discrete or continuous (or…

Probability · Mathematics 2021-01-29 Yiqiang Q. Zhao

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

We consider a process of noncolliding $q$-exchangeable random walks on $\mathbb{Z}$ making steps $0$ (straight) and $-1$ (down). A single random walk is called $q$-exchangeable if under an elementary transposition of the neighboring steps…

Probability · Mathematics 2023-03-07 Leonid Petrov , Mikhail Tikhonov

We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…

Probability · Mathematics 2013-03-19 Ronen Eldan

We study intersection properties of two or more independent tree-like random graphs. Our setting encompasses critical, possibly long range, Bernoulli percolation clusters, incipient infinite clusters, as well as critical branching random…

Probability · Mathematics 2024-12-02 Amine Asselah , Bruno Schapira

Lawler, Schramm and Werner showed that the scaling limit of the loop-erased random walk on $\mathbb{Z}^2$ is $\mathrm{SLE}_2$. We consider scaling limits of the loop-erasure of random walks on other planar graphs (graphs embedded into…

Probability · Mathematics 2012-11-16 Ariel Yadin , Amir Yehudayoff

We establish heat kernel upper bounds for a continuous-time random walk under unbounded conductances satisfying an integrability assumption, where we correct and extend recent results by the authors to a general class of speed measures. The…

Probability · Mathematics 2019-01-17 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

In this paper we prove that, under the assumption of quasi-transitivity, if a branching random walk on ${{\mathbb{Z}}^d}$ survives locally (at arbitrarily large times there are individuals alive at the origin), then so does the same process…

Probability · Mathematics 2015-06-22 Daniela Bertacchi , Fabio Zucca

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We study some spectral properties of random walks on infinite countable amenable groups with an emphasis on locally finite groups, e.g. the infinite symmetric group. On locally finite groups, the random walks under consideration are driven…

Spectral Theory · Mathematics 2016-08-26 Alexander Bendikov , Barbara Bobikau , Christophe Pittet

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…

Mathematical Physics · Physics 2013-07-25 Mark Adler , Patrik L. Ferrari , Pierre van Moerbeke

In this paper, we propose a kernel method for exact tail asymptotics of a random walk to neighborhoods in the quarter plane. This is a two-dimensional method, which does not require a determination of the unknown generating function(s).…

Probability · Mathematics 2015-05-19 Hui Li , Yiqiang Q. Zhao

For parabolic spatially discrete equations, we consider Green's functions, also known as heat kernels on lattices. We obtain their asymptotic expansions with respect to powers of time variable $t$ up to an arbitrary order and estimate the…

Analysis of PDEs · Mathematics 2016-06-30 Pavel Gurevich

We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this…

Probability · Mathematics 2008-10-15 Martin Barlow , Ben Hambly

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…

Probability · Mathematics 2022-09-27 Irina Ignatiouk-Robert , Irina Kourkova , Kilian Raschel