Related papers: On self-avoiding polygons and walks: the snake met…

We study point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the extremes of these random walks. We show convergence of the maximum random walk to the Gumbel distribution under the…

Let $X$ be the constrained random walk on ${\mathbb Z}_+^d$ representing the queue lengths of a stable Jackson network and $x$ its initial position. Let $\tau_n$ be the first time the sum of the components of $X$ equals $n$. $p_n \doteq…

Let $G=(V,E)$ be a $d$-regular graph on $n$ vertices and let $\mu_0$ be a probability measure on $V$. The act of moving to a randomly chosen neighbor leads to a sequence of probability measures supported on $V$ given by $\mu_{k+1} = A…

Given any $\gamma>0$ and for $\eta=\{\eta_v\}_{v\in \mathbb Z^2}$ denoting a sample of the two-dimensional discrete Gaussian free field on $\mathbb Z^2$ pinned at the origin, we consider the random walk on~$\mathbb Z^2$ among random…

We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…

A classical result for the simple symmetric random walk with $2n$ steps is that the number of steps above the origin, the time of the last visit to the origin, and the time of the maximum height all have exactly the same distribution and…

One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…

We derive upper bounds for probabilities of the form $P(g(\mathbf{X})\geq t)$ using the southwest boundary (recently introduced in our previous work) $\partial_{\mathrm{SW}} Q(g^{-1}[t,\infty))$, where $Q$ is a reflection to the first…

Let $b$ be an integer greater than 1 and let $W^{\ee}=(W^{\ee}_n; n\geq 0)$ be a random walk on the $b$-ary rooted tree $\U_b$, starting at the root, going up (resp. down) with probability $1/2+\epsilon$ (resp. $1/2 -\epsilon$), $\epsilon…

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

We solve an open problem of Diaconis that asks what are the largest orders of $p_n$ and $q_n$ such that $Z_n,$ the $p_n\times q_n$ upper left block of a random matrix $\boldsymbol{\Gamma}_n$ which is uniformly distributed on the orthogonal…

In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths,…

The Rademacher random walk associated with a deterministic sequence $(a_n)_{n \geq 1}$ is the walk which starts at zero and, at step $i$, independently steps either up or down by $a_i$ with equal probability. We continue the study begun by…

Let $S_n$ be a centered random walk with a finite variance, and define the new sequence $A_n:=\sum_{i=1}^n S_i$, which we call an integrated random walk. We are interested in the asymptotics of $$p_N:=P(\min_{1 \le k \le N} A_k \ge 0)$$ as…

We recently published [J. Phys A: Math. Theor. {\bf 45} 115202 (2012)] a new and more efficient implementation of a transfer-matrix algorithm for exact enumerations of self-avoiding polygons. Here we extend this work to the enumeration of…

A self-avoiding walk (SAW) is a path on a graph that visits each vertex at most once. The mean square displacement of an $n$-step SAW is the expected value of the square of the distance between the ending point and the starting point of an…

Let $\mathcal A$ be the adjacency matrix of a random $d$-regular graph on $N$ vertices, and we denote its eigenvalues by $\lambda_1\geq \lambda_2\cdots \geq \lambda_{N}$. For $N^{2/3}\ll d\leq N/2$, we prove optimal rigidity estimates of…

We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…

Given a family of hypergraphs $\mathcal{H}$, we say that a hypergraph $\Gamma$ is $\mathcal{H}$-universal if it contains every $H \in \mathcal{H}$ as a subgraph. For $D, r \in \mathbb{N}$, we construct an $r$-uniform hypergraph with…

We study here the so called subsequence pattern matching also known as hidden pattern matching in which one searches for a given pattern $w$ of length $m$ as a subsequence in a random text of length $n$. The quantity of interest is the…