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Let $\Gamma$ be a countable discrete group, $H$ a lcsc totally disconnected group and $\rho : \Gamma \rightarrow H$ a homomorphism with dense image. We develop a general and explicit technique which provides, for every compact open subgroup…

Dynamical Systems · Mathematics 2020-06-30 Michael Björklund , Yair Hartman , Hanna Oppelmayer

We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a…

Classical Analysis and ODEs · Mathematics 2015-02-11 Margit Rösler , Michael Voit

In this article, we consider several models of random walks in one or several dimensions, additionally allowing, at any unit of time, a reset (or "catastrophe") of the walk with probability $q$. We establish the distribution of the final…

Discrete Mathematics · Computer Science 2023-11-23 Rafik Aguech , Asma Althagafi , Cyril Banderier

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

Probability · Mathematics 2015-09-10 James R. Lee , Yuval Peres , Charles K. Smart

We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we…

Probability · Mathematics 2021-10-26 Emilio Corso

We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…

Probability · Mathematics 2015-06-16 Alessandro De Gregorio

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

Probability · Mathematics 2016-12-28 Erich Baur

In the present paper, we treat random matrix products on the general linear group $\textrm{GL}(V)$, where $V$ is a vector space defined on any local field, when the top Lyapunov exponent is simple, without irreducibility assumption. In…

Dynamical Systems · Mathematics 2020-06-17 Richard Aoun , Yves Guivarc'h

The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…

Probability · Mathematics 2010-08-10 Balazs Szekely , Tamas Szabados

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

Let $K$ be a self-similar set satisfying the open set condition. Following Kaimanovich's elegant idea, it has been proved that on the symbolic space $X$ of $K$ a natural augmented tree structure ${\mathfrak E}$ exists; it is hyperbolic, and…

Probability · Mathematics 2017-10-23 Shi-Lei Kong , Ka-Sing Lau , Ting-Kam Leonard Wong

We study simple random walk on the class of random planar maps which can be encoded by a two-dimensional random walk with i.i.d. increments or a two-dimensional Brownian motion via a "mating-of-trees" type bijection. This class includes the…

Probability · Mathematics 2020-08-27 Ewain Gwynne , Jason Miller

We consider a nonlinear random walk which, in each time step, is free to choose its own transition probability within a neighborhood (w.r.t. Wasserstein distance) of the transition probability of a fixed L\'evy process. In analogy to the…

Probability · Mathematics 2021-04-28 Daniel Bartl , Stephan Eckstein , Michael Kupper

Let $G$ be a locally compact group and $E$ be a $G$-space. An irreducible probability measure $\mu$ on $G$ is said to have Liouville property on $E$ if $G$-invariant functions on $E$ are the only continuous bounded functions on $E$ that…

Dynamical Systems · Mathematics 2013-12-31 C. R. E. Raja

Random walks on regular bounded degree expander graphs have numerous applications. A key property of these walks is that they converge rapidly to the uniform distribution on the vertices. The recent study of expansion of high dimensional…

Computational Complexity · Computer Science 2016-06-07 Tali Kaufman , David Mass

We consider weighted graphs satisfying sub-Gaussian estimate for the natural random walk. On such graphs, we study symmetric Markov chains with heavy tailed jumps. We establish a threshold behavior of such Markov chains when the index…

Probability · Mathematics 2015-09-03 Mathav Murugan , Laurent Saloff-Coste

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…

Probability · Mathematics 2013-03-07 Mikko Stenlund

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

We construct a new type of quantum walks on simplicial complexes as a natural extension of the well-known Szegedy walk on graphs. One can numerically observe that our proposing quantum walks possess linear spreading and localization as in…

Mathematical Physics · Physics 2015-08-05 Kaname Matsue , Osamu Ogurisu , Etsuo Segawa

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Gilson F. Lima , Alexandre S. Martinez , Osame Kinouchi