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Related papers: Limit theorem for perturbed random walks

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We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius.…

Probability · Mathematics 2009-05-15 Michael J. Kozdron , Gregory F. Lawler

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

An estimate of Beurling states that if K is a curve from 0 to the unit circle in the complex plane, then the probability that a Brownian motion starting at -eps reaches the unit circle without hitting the curve is bounded above by c…

Probability · Mathematics 2007-05-23 Gregory F. Lawler , Vlada Limic

Techniques of `dynamic renormalization', developed earlier for undirected percolation and the contact model, are adapted to the setting of directed percolation, thereby obtaining solutions of several problems for directed percolation on…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett , Philipp Hiemer

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

Probability · Mathematics 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…

Probability · Mathematics 2016-05-02 A. D. Barbour , A. Collevecchio

We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…

Probability · Mathematics 2024-03-04 Rami Atar , Amarjit Budhiraja

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

Probability · Mathematics 2025-06-10 Vladislav Vysotsky

We study biased random walks on dynamical percolation in $\mathbb{Z}^d$, which were recently introduced by Andres et al. We provide a second order expansion for the asymptotic speed and show for $d \ge 2$ that the speed of the biased random…

Probability · Mathematics 2025-02-13 Assylbek Olzhabayev , Dominik Schmid

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…

Probability · Mathematics 2008-09-03 Mathew Joseph

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

Probability · Mathematics 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota

We describe scaling limits of recurrent excited random walks (ERWs) on integers in i.i.d. cookie environments with a bounded number of cookies per site. We allow both positive and negative excitations. It is known that ERW is recurrent if…

Probability · Mathematics 2013-05-15 Dmitry Dolgopyat , Elena Kosygina

A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…

Probability · Mathematics 2007-05-23 Jean-Maxime Labarbe , Jean-François Marckert

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

Probability · Mathematics 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…

Probability · Mathematics 2025-03-04 Alessandra Bianchi , Marco Lenci , Françoise Pène

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

We study the behavior of Random Walk in Random Environment (RWRE) on trees in the critical case left open in previous work. Representing the random walk by an electrical network, we assume that the ratios of resistances of neighboring edges…

Probability · Mathematics 2007-05-23 Robin Pemantle , Yuval Peres

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Probability · Mathematics 2015-04-21 Hermine Biermé , Olivier Durieu , Yizao Wang
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