Related papers: On outer fluctuations for internal DLA

Motivated by discrete kinetic models for non-cooperative molecular motors on periodic tracks, we consider random walks (also not Markov) on quasi one dimensional (1d) lattices, obtained by gluing several copies of a fundamental graph in a…

We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Elephant random walk is a kind of one-dimensional discrete-time random walk with infinite memory: For each step, with probability $\alpha$ the walker adopts one of his/her previous steps uniformly chosen at random, and otherwise he/she…

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…

Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…

We study biased random walk on the infinite connected component of supercritical percolation on the integer lattice $\mathbb{Z}^d$ for $d\geq 2$. For this model, Fribergh and Hammond showed the existence of an exponent $\gamma$ such that:…

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…

In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to…

We introduce planar random walk conditioned to avoid its past convex hull, and we show that it escapes at a positive limsup speed. Experimental results show that fluctuations from a limiting direction are on the order of n^(3/4). This…

We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…

Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…

In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…

We derive expressions for the dispersion for two classes of random variables in Markov processes. Random variables like current and activity pertain to the first class, which is composed by random variables that change whenever a jump in…

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Financial price changes obey two universal properties: they follow a power law and they tend to be clustered in time. The second regularity, known as volatility clustering, entails some predictability in the price changes: while their sign…

A promising new method for measuring intramolecular distances in solution uses small-angle X-ray scattering interference between gold nanocrystal labels (Mathew-Fenn et al, Science, 322, 446 (2008)). When applied to double stranded DNA, it…

Internal diffusion-limited aggregation is a growth model based on random walk in Z^d. We study how the shape of the aggregate depends on the law of the underlying walk, focusing on a family of walks in Z^2 for which the limiting shape is a…

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…