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Inference and hypothesis testing are typically constructed on the basis that a specific model holds for the data. To determine the veracity of conclusions drawn from such data analyses, one must be able to identify the presence of the…

Signal Processing · Electrical Eng. & Systems 2022-08-30 S. E. Abramson , W. Moran , R. J. Evans , A. Melatos

In a step reinforced random walk, at each integer time and with a fixed probability p $\in$ (0, 1), the walker repeats one of his previous steps chosen uniformly at random, and with complementary probability 1 -- p, the walker makes an…

Probability · Mathematics 2018-10-22 Jean Bertoin

We consider random walks on a non-elementary hyperbolic group endowed with a word distance. To a probability measure on the group are associated two numerical quantities, the rate of escape and the entropy. On the set of admissible…

Probability · Mathematics 2017-05-08 Sébastien Gouëzel

Given a Gaussian random walk (or a Wiener process), possibly with drift, observed through noise, we consider the problem of estimating its first-passage time $\tau_\ell$ of a given level $\ell$ with a stopping time $\eta$ defined over the…

Statistics Theory · Mathematics 2015-03-17 Marat Burnashev , Aslan Tchamkerten

A step reinforced random walk is a discrete time process with memory such that at each time step, with fixed probability $p \in (0,1)$, it repeats a previously performed step chosen uniformly at random while with complementary probability…

Probability · Mathematics 2022-10-04 Alejandro Rosales-Ortiz

The harmonic measure $\nu$ on the boundary of the group $Sol$ associated to a discrete random walk of law $\mu$ was described by Kaimanovich. We investigate when it is absolutely continuous or singular with respect to Lebesgue measure. By…

Probability · Mathematics 2015-12-10 Jérémie Brieussel , Ryokichi Tanaka

We consider random walks on finitely or countably generated free semigroups, and identify their Poisson boundaries for classes of measures which fail to meet the classical entropy criteria. In particular, we introduce the notion of…

Dynamical Systems · Mathematics 2019-08-13 Behrang Forghani , Giulio Tiozzo

We consider random walks and L\'evy processes in a homogeneous group $G$. For all $p > 0$, we completely characterise (almost) all $G$-valued L\'evy processes whose sample paths have finite $p$-variation, and give sufficient conditions…

Probability · Mathematics 2018-06-18 Ilya Chevyrev

In the present paper we find necessary and sufficient conditions for recurrence of random walks on arbitrary subgroups of the group of rational numbers $\mathbb{Q}$.

Probability · Mathematics 2014-11-27 Margaryta Myronyuk

We show that the asymptotic entropy of a random walk on a nonelementary hyperbolic group, with symmetric and bounded increments, is differentiable and we identify its derivative as a correlation. We also prove similar results for the rate…

Probability · Mathematics 2015-01-12 P. Mathieu

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

Random walks have been intensively studied on regular and complex networks, which are used to represent pairwise interactions. Nonetheless, recent works have demonstrated that many real-world processes are better captured by higher-order…

Physics and Society · Physics 2023-06-19 Pietro Traversa , Guilherme Ferraz de Arruda , Yamir Moreno

The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…

Probability · Mathematics 2015-01-22 Sébastien Gouëzel , Frédéric Mathéus , François Maucourant

Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…

Physics and Society · Physics 2020-04-13 Naoki Masuda , Mason A. Porter , Renaud Lambiotte

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

Probability · Mathematics 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…

Probability · Mathematics 2012-02-28 Luca Avena , Renato dos Santos , Florian Völlering

On a locally compact group $E$ with countable base, we consider a random walk $X$ that has a unique (up to a positive factor) $r$-invariant measure for some $r>0$. Under some weak conditions on the measure, there is a unique continuous…

Probability · Mathematics 2015-11-10 M. G. Shur

A variety of behaviors of entropy functions of random walks on finitely generated groups is presented, showing that for any $\frac{1}{2}\leq \alpha\leq\beta\leq1$, there is a group $\Gamma$ with measure $\mu$ equidistributed on a finite…

Group Theory · Mathematics 2013-12-17 Jérémie Brieussel

We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which…

Probability · Mathematics 2007-05-23 Martin P. W. Zerner

Given a random walk on a free group, we study the random walks it induces on the group's quotients. We show that the spectrum of asymptotic entropies of the induced random walks has no isolated points, except perhaps its maximum.

Group Theory · Mathematics 2023-10-05 Omer Tamuz , Tianyi Zheng