English
Related papers

Related papers: Limit theorems for a minimal random walk model

200 papers

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

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

Open Quantum Random Walks, as developed in \cite{APSS}, are a quantum generalization of Markov chains on finite graphs or on lattices. These random walks are typically quantum in their behavior, step by step, but they seem to show up a…

Probability · Mathematics 2013-12-20 Stephane Attal , Nadine Guillotin-Plantard , Christophe Sabot

Let $\{S_n,n\geq 0\} $ be a random walk whose increments belong without centering to the domain of attraction of an $\alpha$-stable law $\{Y_t,t\geq 0\}$, i.e. $S_{nt}/a_n\Rightarrow Y_t,t\geq 0,$ for some scaling constants $a_n$. Assuming…

Probability · Mathematics 2023-03-15 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

Inspired by the study of edge statistics of random band matrices, we investigate random walks on large $d$-dimensional periodic lattices, whose transition matrices are determined by discretized density functions. Under certain moment…

Probability · Mathematics 2024-11-07 Yandong Gu , Dang-Zheng Liu

This investigation is motivated by a result we proved recently for the random transposition random walk: the distance from the starting point of the walk has a phase transition from a linear regime to a sublinear regime at time $n/2$. Here,…

Probability · Mathematics 2007-05-23 Nathanael Berestycki , Rick Durrett

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

Probability · Mathematics 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Information Theory · Computer Science 2012-04-13 Guangyue Han

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Probability · Mathematics 2010-03-04 C. R. E. Raja , R. Schott

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

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 nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…

Probability · Mathematics 2011-11-09 Jinho Baik , Toufic M. Suidan

Let $\{Z_{m},m\geq 0\}$ be a critical branching process in random environment and $\{S_{m},m\geq 0\}$ be its associated random walk. Assuming that the increments distribution of the associated random walk belongs without centering to the…

Probability · Mathematics 2025-12-30 Vladimir Vatutin , Elena Dyakonova

In this paper, we study the limiting behavior of the perimeter and diameter functionals of the convex hull spanned by the first $n$ steps of two planar random walks. As the main results, we obtain the strong law of large numbers and the…

Probability · Mathematics 2025-09-23 Daniela Ivanković , Tomislav Kralj , Nikola Sandrić , Stjepan Šebek

Let $S=(S_k)_{k\geq 0}$ be a random walk on $\mathbb{Z}$ and $\xi=(\xi_{i})_{i\in\mathbb{Z}}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of…

Probability · Mathematics 2008-07-23 Nadine Guillotin-Plantard , Clémentine Prieur

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

We consider a discrete-time 2-state quantum walk on the line. The state of the quantum walker evolves according to a rule which is determined by a coin-flip operator and a position-shift operator. In this paper we take a 3-periodic time…

Quantum Physics · Physics 2015-06-03 F. Alberto Grünbaum , Takuya Machida

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Probability · Mathematics 2019-03-08 Dariusz Buraczewski , Piotr Dyszewski , Alexander Iksanov , Alexander Marynych

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador