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We consider random walks in random Dirichlet environment (RWDE) which is a special type of random walks in random environment where the exit probabilities at each site are i.i.d. Dirichlet random variables. On $\Z^d$, RWDE are parameterized…

Probability · Mathematics 2013-09-20 Christophe Sabot

Under the assumption that sequences of graphs equipped with resistances, associated measures, walks and local times converge in a suitable Gromov-Hausdorff topology, we establish asymptotic bounds on the distribution of the…

Probability · Mathematics 2025-09-30 George Andriopoulos

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

Probability · Mathematics 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

We present some exact results on the behavior of Branching and Annihilating Random Walks, both in the Directed Percolation and Parity Conserving universality classes. Contrary to usual perturbation theory, we perform an expansion in the…

Statistical Mechanics · Physics 2013-05-29 Federico Benitez , Nicolas Wschebor

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 develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…

Probability · Mathematics 2009-11-03 Andrea Collevecchio , Tom Schmitz

We consider random walks in a uniformly elliptic, balanced, i.i.d. random environment in the integer lattice $Z^d$ for $d\geq 2$ and the corresponding problem of stochastic homogenization of non-divergence form difference operators. We…

Probability · Mathematics 2025-12-08 Xiaoqin Guo , Hung V. Tran

We consider the branching random walk in random environment with a random absorption wall. When we add this barrier, we discuss some topics related to the survival probability. We assume that the random environment is i.i.d., $S_i$ is a…

Probability · Mathematics 2019-05-09 You Lv

This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…

Probability · Mathematics 2007-05-23 Nathanaël Enriquez , Christophe Sabot

We prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random…

Probability · Mathematics 2014-04-11 Luca Avena , Erwin Bolthausen , Christine Ritzmann

This thesis examines linearly edge-reinforced random walks on infinite trees. In particular, recurrence and transience of such random walks on general (fixed) trees as well as on Galton-Watson trees (i.e. random trees) is characterized, and…

Probability · Mathematics 2023-09-01 Fabian Michel

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

Probability · Mathematics 2019-12-02 Johann Gehringer , Xue-Mei Li

We consider a random walk in dimension $d\geq 1$ in a dynamic random environment evolving as an interchange process with rate $\gamma>0$. We only assume that the annealed drift is non-zero. We prove that the empirical velocity of the walker…

Probability · Mathematics 2018-04-18 M. Salvi , F. Simenhaus

The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this…

Probability · Mathematics 2021-12-23 Bastien Mallein , Piotr Miłoś

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path…

Probability · Mathematics 2024-03-13 Carlo Bellingeri , Peter K. Friz , Máté Gerencsér

In 2003, Varadhan [V03] developed a robust method for proving quenched and averaged large deviations for random walks in a uniformly elliptic and i.i.d. environment (RWRE) on $\mathbb Z^d$. One fundamental question which remained open was…

Probability · Mathematics 2021-08-26 Rodrigo Bazaes , Chiranjib Mukherjee , Alejandro Ramirez , Santiago Saglietti

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a 2d-random walk in different situations: when the r.f. is iid with a second order moment (random sceneries), or when it is…

Probability · Mathematics 2019-08-13 Guy Cohen , Jean-Pierre Conze

We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural random walk on a symmetric space $M$ of non-compact type and rank one. This class of spaces, which includes the complex and quaternionic…

Probability · Mathematics 2025-12-05 Fedor Gnetov , Valentin Konakov

The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use…

Probability · Mathematics 2018-06-18 Laure Coutin , Laurent Decreusefond