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Non-trivial linear bounds are obtained for the displacement of a random walk in a dynamic random environment given by a one-dimensional simple symmetric exclusion process in equilibrium. The proof uses an adaptation of multiscale…

Probability · Mathematics 2013-08-14 Renato Soares dos Santos

We consider random walk $(X_n)_{n\geq0}$ on $\mathbb{Z}^d$ in a space--time product environment $\omega\in\Omega$. We take the point of view of the particle and focus on the environment Markov chain $(T_{n,X_n}\omega)_{n\geq0}$ where $T$…

Probability · Mathematics 2011-03-08 Atilla Yilmaz

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

Let $X_1,X_2,...$ be independent random variables with zero means and finite variances, and let $S_n=\sum_{i=1}^nX_i$ and $V^2_n=\sum_{i=1}^nX^2_i$. A Cram\'{e}r type moderate deviation for the maximum of the self-normalized sums…

Statistics Theory · Mathematics 2013-07-24 Weidong Liu , Qi-Man Shao , Qiying Wang

Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. non-degenerate real-valued random variables with $\mathbb{E}X^{2} < \infty$. Let $S_{n} = \sum_{i=1}^{n} X_{i}$, $n \geq 1$. Let $g(\cdot): ~[0, \infty) \rightarrow [0, \infty)$ be a…

Probability · Mathematics 2025-05-02 Deli Li , Yu Miao , Yongcheng Qi

This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

Probability · Mathematics 2018-10-09 Ruojun Huang

We consider the sums $T_N=\sum_{n=1}^N F(S_n)$ where $S_n$ is a random walk on $\mathbb Z^d$ and $F:\mathbb Z^d\to \mathbb R$ is a global observable, that is, a bounded function which admits an average value when averaged over large cubes.…

Probability · Mathematics 2021-02-04 Dmitry Dolgopyat , Marco Lenci , Péter Nándori

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

Probability · Mathematics 2007-05-23 Arvind Singh

Rare event statistics for random walks on complex networks are investigated using the large deviations formalism. Within this formalism, rare events are realized as typical events in a suitably deformed path-ensemble, and their statistics…

Statistical Mechanics · Physics 2015-06-30 Caterina De Bacco , Alberto Guggiola , Reimer Kühn , Pierre Paga

A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…

Probability · Mathematics 2012-02-28 Mohammed Abdullah

In the present paper, we determine the full spectrum of the simple random walk on finite, complete $d$-ary trees. We also find an eigenbasis for the transition matrix. As an application, we apply our results to get a lower bound for the…

Probability · Mathematics 2019-12-17 Evita Nestoridi , Oanh Nguyen

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

Consider $n$ points distributed uniformly in $[0,1]^d$. Form a graph by connecting two points if their mutual distance is no greater than $r(n)$. This gives a random geometric graph, $\gnrn$, which is connected for appropriate $r(n)$. We…

Probability · Mathematics 2007-05-23 Sanatan Rai

We study various classes of random processes defined on the regular tree $T_d$ that are invariant under the automorphism group of $T_d$. Most important ones are factor of i.i.d. processes (randomized local algorithms), branching Markov…

Probability · Mathematics 2015-07-28 Ágnes Backhausz , Balázs Szegedy

We consider a model of a random height function with long-range constraints on a discrete segment. This model was suggested by Benjamini, Yadin and Yehudayoff and is a generalization of simple random walk. The random function is uniformly…

Probability · Mathematics 2017-03-14 Ron Peled , Yinon Spinka

We consider random walk and self-avoiding walk whose 1-step distribution is given by $D$, and oriented percolation whose bond-occupation probability is proportional to $D$. Suppose that $D(x)$ decays as $|x|^{-d-\alpha}$ with $\alpha>0$.…

Probability · Mathematics 2011-03-15 Lung-Chi Chen , Akira Sakai

We are interested in the biased random walk on a supercritical Galton--Watson tree in the sense of Lyons, Pemantle and Peres, and study a phenomenon of slow movement. In order to observe such a slow movement, the bias needs to be random;…

Probability · Mathematics 2015-03-13 Gabriel Faraud , Yueyun Hu , Zhan Shi

In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$ with $d\geq1$, and gives a…

Probability · Mathematics 2009-08-12 Atilla Yilmaz