English
Related papers

Related papers: Functional central limit theorem for random walks …

200 papers

In the present paper, as a continuation of our preceding paper [10], we study another kind of central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a viewpoint of discrete geometric analysis…

Probability · Mathematics 2021-08-17 Satoshi Ishiwata , Hiroshi Kawabi , Ryuya Namba

We prove central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary divergence-free random drift field, under the ${\mathcal H}_{-1}$-condition imposed on the drift field. The…

Probability · Mathematics 2014-11-18 Gady Kozma , Bálint Tóth

We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…

Probability · Mathematics 2024-11-21 Stein Andreas Bethuelsen , Florian Völlering

We consider the random walk in an \emph{i.i.d.} random environment on the infinite $d$-regular tree for $d \geq 3$. We consider the tree as a Cayley graph of free product of finitely many copies of $\Zbold$ and $\Zbold_2$ and define the…

Probability · Mathematics 2014-04-30 Siva Athreya , Antar Bandyopadhyay , Amites Dasgupta

We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…

Probability · Mathematics 2023-04-19 Nina Gantert , Achim Klenke

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

Probability · Mathematics 2007-07-06 Endre Csáki , Antónia Földes , Pál Révész

Continuous Time Random Walk(CTRW) is a model where particle's jumps in space are coupled with waiting times before each jump. A Continuous Time Random Walk Limit(CTRWL) is obtained by a limit procedure on a CTRW and can be used to model…

Probability · Mathematics 2016-02-12 Ofer Busani

We consider a continuous-time random walk on a regular tree of finite depth and study its favorite points among the leaf vertices. For the walk started from a leaf vertex and stopped upon hitting the root we prove that, in the limit as as…

Probability · Mathematics 2024-06-27 Marek Biskup , Oren Louidor

We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta…

Probability · Mathematics 2021-05-19 Guillaume Barraquand , Ivan Corwin

We prove an averaged CLT for a random walk in a dynamical environment where the states of the environment at different sites are independent Markov chains.

Probability · Mathematics 2008-12-17 Dmitry Dolgopyat , Carlangelo Liverani

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 develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…

Probability · Mathematics 2009-11-03 Andrea Collevecchio , Tom Schmitz

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

Probability · Mathematics 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We analyze a random walk strategy on undirected regular networks involving power matrix functions of the type $L^{\frac{\alpha}{2}}$ where $L$ indicates a `simple' Laplacian matrix. We refer such walks to as `Fractional Random Walks' with…

Statistical Mechanics · Physics 2017-12-22 T. M. Michelitsch , B. A. Collet , A. P. Riascos , A. F. Nowakowski , F. C. G. A. Nicolleau

We consider the limit behavior of an excited random walk (ERW), i.e., a random walk whose transition probabilities depend on the number of times the walk has visited to the current state. We prove that an ERW being naturally scaled…

Probability · Mathematics 2016-11-10 Andrey Pilipenko

A Random Walk in Changing Environment (RWCE) is a weighted random walk on a locally finite, connected graph $G$ with random, time-dependent edge-weights. This includes self-interacting random walks, where the edge-weights depend on the…

Probability · Mathematics 2024-06-24 Bryan Park , Souvik Ray

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

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
‹ Prev 1 4 5 6 7 8 10 Next ›