Related papers: Moderate deviations for the range of a transient r…

We consider weighted geodesic random walks in a complete Riemannian manifold $(M,g)$. We show that for almost all sequences of weights (with respect to a suitable measure), these weighted geodesic random walks satisfy, when suitably scaled,…

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…

Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its…

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

We obtain Gaussian upper and lower bounds on the transition density q_t(x,y) of the continuous time simple random walk on a supercritical percolation cluster C_{\infty} in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for…

We consider the randomly biased random walk on trees in the slow movement regime as in [HS16], whose potential is given by a branching random walk in the boundary case. We study the heavy range up to the $n$-th return to the root, i.e., the…

We study the capacity of the range of a transient simple random walk on $\mathbb{Z}^d$. Our main result is a central limit theorem for the capacity of the range for $d\ge 6$. We present a few open questions in lower dimensions.

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…

We analyze the differences between the horizontal and the vertical component of the simple random walk on the 2-dimensional comb. In particular we evaluate by combinatorial methods the asymptotic behaviour of the expected value of the…

We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We…

We introduce a Gibbs measure on nearest-neighbour paths of length $t$ in the Euclidean $d$-dimensional lattice, where each path is penalised by a factor proportional to the size of its boundary and an inverse temperature $\beta$. We prove…

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,…

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these…

We prove a Central limit theorem for the capacity of the range of a symmetric random walk on $\mathbb Z^5$, under only a moment condition on the step distribution. The result is analogous to the central limit theorem for the size of the…

We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We…