Related papers: Strong Self-Concordance and Sampling

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

This paper analyzes a random walk model for the level lines appearing in the entropic repulsion phenomena of three-dimensional discrete random interfaces above a hard wall; we are particularly motivated by the low-temperature (2+1)D…

We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…

We use the recently conjectured exact $S$-matrix of the massive ${\rm O}(n)$ model to derive its form factors and ground state energy. This information is then used in the limit $n\to0$ to obtain quantitative results for various universal…

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

We perform a global renormalization group study of O(N) symmetric Wess-Zumino theories and their phases in three euclidean dimensions. At infinite N the theory is solved exactly. The phases and phase transitions are worked out for finite…

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Euclidean invariant Klein-Gordon, Dirac and massive Chern-Simons field theories are constructed in terms of a random walk with a spin factor on a three dimensional lattice. We exactly calculate the free energy and the correlation functions…

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

We prove the existence of a successful coupling for $n$ particles in the symmetric inclusion process. As a consequence we characterize the ergodic measures with finite moments, and obtain sufficient conditions for a measure to converge in…

In this article we consider importance sampling (IS) and sequential Monte Carlo (SMC) methods in the context of 1-dimensional random walks with absorbing barriers. In particular, we develop a very precise variance analysis for several IS…

A comprehensive framework for detection and characterization of overlapping intrinsic symmetry over 3D shapes is proposed. To identify prominent symmetric regions which overlap in space and vary in form, the proposed framework is decoupled…

Let a simple random walk run inside a torus of dimension three or higher for a number of steps which is a constant proportion of the volume. We examine geometric properties of the range, the random subgraph induced by the set of vertices…

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

A proof is provided of a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof is based on a coupling argument that traces the…

The paper combines two topics belonging to the general theme of the spontaneous symmetry breaking (SSB) in systems including two basic competing ingredients: the self-focusing cubic nonlinearity and a double-well-potential (DWP) structure.…

We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods.…

We consider an ensemble of $N$ discrete nonintersecting paths starting from equidistant points and ending at consecutive integers. Our first result is an explicit formula for the correlation kernel that allows us to analyze the process as…

We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural random walk on a symmetric space $M$ of non-compact type and rank one. This class of spaces, which includes the complex and quaternionic…