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Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…

Astrophysics · Physics 2009-11-13 Jun Zhang , Lam Hui

Deterministic walk in an excited random environment is a non-Markov integer-valued process $(X_n)_{n=0}^{\infty}$, whose jump at time $n$ depends on the number of visits to the site $X_n$. The environment can be understood as stacks of…

Probability · Mathematics 2014-10-21 Ivan Matic , David Sivakoff

We examine a class of random walks in random environments on $\mathbb{Z}$ with bounded jumps, a generalization of the classic one-dimensional model. The environments we study have i.i.d. transition probability vectors drawn from Dirichlet…

Probability · Mathematics 2021-05-14 Daniel J. Slonim

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massive Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this…

Data Structures and Algorithms · Computer Science 2019-11-07 Jakub Łącki , Slobodan Mitrović , Krzysztof Onak , Piotr Sankowski

We study random walks in i.i.d. random environments on $\mathbb{Z}^d$ when there are two basic types of vertices, which we call "blue" and "red". Each color represents a different probability distribution on transition probability vectors.…

Probability · Mathematics 2025-01-03 Daniel J. Slonim

Let $X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables with mean zero, and consider the scaled random walk of the form $Y^N_{k+1} = Y^N_{k} + a_N(Y^N_k) X_{k+1}$, where $a_N: \mathbb R \to \mathbb R_+$. We show, under…

Probability · Mathematics 2015-09-24 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

Probability · Mathematics 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Dynamical Systems · Mathematics 2015-08-17 Péter Pál Varjú

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

Consider a branching random walk $(G_u)_{u\in \mathbb T}$ on the general linear group $\textrm{GL}(V)$ of a finite dimensional space $V$, where $\mathbb T$ is the associated genealogical tree with nodes $u$. For any starting point $v \in V…

Probability · Mathematics 2024-12-11 Ion Grama , Sebastian Mentemeier , Hui Xiao

We prove new results on lazy random walks on finite graphs. To start, we obtain new estimates on return probabilities $P^t(x,x)$ and the maximum expected hitting time $t_{\rm hit}$, both in terms of the relaxation time. We also prove a…

Probability · Mathematics 2018-07-19 Roberto I. Oliveira , Yuval Peres

We prove that on any transitive graph $G$ with infinitely many ends, a self-avoiding walk of length $n$ is ballistic with extremely high probability, in the sense that there exist constants $c,t>0$ such that $\mathbb{P}_n(d_G(w_0,w_n)\geq…

Combinatorics · Mathematics 2026-01-14 Florian Lehner , Christian Lindorfer , Christoforos Panagiotis

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

Probability · Mathematics 2018-08-07 Kohei Uchiyama

We derive a lower bound for the probability that a random walk with i.i.d.\ increments and small negative drift $\mu$ exceeds the value $x>0$ by time $N$. When the moment generating functions are bounded in an interval around the origin,…

Probability · Mathematics 2020-11-12 Ofer Busani , Timo Seppäläinen

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

In this work we investigate a class of random walks that interacts with its environment called Tree Builder Random Walk (TBRW). In our settings, at each step, the walker adds a random number of vertices to its position sampled according to…

Probability · Mathematics 2026-03-31 Caio Alves , Rodrigo Ribeiro