English
Related papers

Related papers: Limit theorems for random walks with absorption

200 papers

We analyze the asymptotic scaling of persistence of unvisited sites for quantum walks on a line. In contrast to the classical random walk there is no connection between the behaviour of persistence and the scaling of variance. In…

Quantum Physics · Physics 2016-03-17 Martin Stefanak , Igor Jex

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

Probability · Mathematics 2025-04-10 Sebastian Andres

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

Probability · Mathematics 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

We consider a self-avoiding walk model of polymer adsorption where the adsorbed polymer can be desorbed by the application of a force. In this paper the force is applied normal to the surface at the last vertex of the walk. We prove that…

Mathematical Physics · Physics 2015-06-16 E. J. Janse van Rensburg , S. G. Whittington

Branching-stable processes have recently appeared as counterparts of stable subordinators, when addition of real variables is replaced by branching mechanism for point processes. Here, we are interested in their domains of attraction and…

Probability · Mathematics 2021-11-02 Jean Bertoin , Hairuo Yang

We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…

Probability · Mathematics 2015-09-08 Noam Berger , Ron Rosenthal

We prove strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. It is also shown that their local times are close enough to…

Probability · Mathematics 2008-02-07 Endre Csáki , Antónia Földes , Pál Révész

We consider a two-state quantum walk on a line where after the first step an absorbing sink is placed at the origin. The probability of finding the walker at position $j$, conditioned on that it has not returned to the origin, is…

Quantum Physics · Physics 2018-08-08 Mohamed Sabri , Etsuo Segawa , Martin Stefanak

In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(\xi\_k:=f(T^k(.)))\_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S\_n)\_n$ be a simple…

Dynamical Systems · Mathematics 2007-05-23 Francoise Pene

We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…

Probability · Mathematics 2011-05-24 Frank Aurzada , Christoph Baumgarten

We consider one-dimensional branching Brownian motion in which particles are absorbed at the origin. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a critical drift towards…

Probability · Mathematics 2021-07-23 Pascal Maillard , Jason Schweinsberg

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

Probability · Mathematics 2009-06-22 Marco Lenci

We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…

Probability · Mathematics 2007-12-06 Nobuo Yoshida

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

Probability · Mathematics 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

Mathematical Physics · Physics 2009-11-13 Jean Bricmont , Antti Kupiainen

Random walk is an explainable approach for modeling natural processes at the molecular level. The Random Permutation Set Theory (RPST) serves as a framework for uncertainty reasoning, extending the applicability of Dempster-Shafer Theory.…

Artificial Intelligence · Computer Science 2024-09-27 Jiefeng Zhou , Zhen Li , Yong Deng

Open Quantum Random Walks, as developed in \cite{APSS}, are a quantum generalization of Markov chains on finite graphs or on lattices. These random walks are typically quantum in their behavior, step by step, but they seem to show up a…

Probability · Mathematics 2013-12-20 Stephane Attal , Nadine Guillotin-Plantard , Christophe Sabot

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler