Related papers: Affine random walks on the torus

Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for process which encompass the fractionally integrated random walk as well as some FARIMA processes, when the innovations are in the domain of…

Let $G$ be a connected linear algebraic group over a number field $K$, let $\Gamma$ be a finitely generated Zariski dense subgroup of $G(K)$ and let $Z\subseteq G(K)$ be a thin set, in the sense of Serre. We prove that, if…

Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…

We extend results of Y. Benoist and J.-F. Quint concerning random walks on homogeneous spaces of simple Lie groups to the case where the measure defining the random walk generates a semigroup which is not necessarily Zariski dense, but…

We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

A quantum walk is the quantum analogue of a random walk. While it is relatively well understood how quantum walks can speed up random walk hitting times, it is a long-standing open question to what extent quantum walks can speed up the…

We define matrix groups $FG_n(P)$ for each natural number $n$ and finite set of primes $P$, such that every rational-valued upper triangular matrix group is a (possibly distorted) subgroup. Brofferio and Schapira [Brofferio2011poisson],…

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

We prove that for suitable random walks on isometry groups of $CAT(-1)$ spaces, typical sample paths eventually land on loxodromic elements which equidistribute with respect to a flow invariant measure on the unit tangent bundle of the…

In this paper, we study random walks $g_n=f_{n-1}\cdots f_0$ on the group $\mathrm{Homeo}(S^1)$ of the homeomorphisms of the circle, where the homeomorphisms $f_k$ are chosen randomly, independently, with respect to a same probability…

We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…

A smooth variety is called uniformly rational if every point admits a Zariski open neighborhood isomorphic to a Zariski open subset of the affine space. In this note we show that every smooth and rational affine variety endowed with an…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

In this paper we study a random walk on an affine building of type $\tilde{A}_r$, whose radial part, when suitably normalized, converges to the Brownian motion of the Weyl chamber. This gives a new discrete approximation of this process,…

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

Let $\mathcal G$ be an infinite graph -- not necessarily one-ended -- on which the simple random walk is transient. We define a variant of the continuous-time random walk on $\mathcal G$ which reaches $\infty$ in finite time and "reflects…

We consider a random walk among a Poisson cloud of moving traps on ${\mathbb Z}^d$, where the walk is killed at a rate proportional to the number of traps occupying the same position. In dimension $d=1$, we have previously shown that under…

We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…

For the simple random walk in Z^2 we study those points which are visited an unusually large number of times, and provide a new proof of the Erdos-Taylor conjecture describing the number of visits to the most visited point.