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Given a finite-range random walk on a finitely generated free group , what is the asymptotic behaviour, as the number of steps goes to infinity, of the sequence of probabilities that the random walk is at a given element of the group? In…

Probability · Mathematics 2025-07-22 Guillaume Chevalier

Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…

Probability · Mathematics 2012-01-31 Serguei Popov , Marina Vachkovskaia

We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form $H_{pq} = \overline{H}_{qp} = \pm i$, that are either independently distributed or exhibit global correlations imposed by the…

Probability · Mathematics 2017-11-07 Christopher H. Joyner , Uzy Smilansky

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

Probability · Mathematics 2019-04-24 Kohei Uchiyama

We present an affine-invariant random walk for drawing uniform random samples from a convex body $\mathcal{K} \subset \mathbb{R}^n$ that uses maximum volume inscribed ellipsoids, known as John's ellipsoids, for the proposal distribution.…

Machine Learning · Statistics 2020-07-24 Adam Gustafson , Hariharan Narayanan

Given integers $d \geq 2, n \geq 1$, we consider affine random walks on torii $(\mathbb{Z} / n \mathbb{Z})^{d}$ defined as $X_{t+1} = A X_{t} + B_{t} \mod n$, where $A \in \mathrm{GL}_{d}(\mathbb{Z})$ is an invertible matrix with integer…

Probability · Mathematics 2022-04-04 Bastien Dubail , Laurent Massoulié

We prove sharp limit theorems on random walks on graphs with values in finite groups. We then apply these results (together with some elementary algebraic geometry, number theory, and representation theory) to finite quotients of lattices…

Number Theory · Mathematics 2007-05-23 Igor Rivin

For a semisimple real Lie group $G$ with an irreducible representation $\rho$ on a finite-dimensional real vector space $V$, we give a sufficient criterion on $\rho$ for existence of a group of affine transformations of $V$ whose linear…

Group Theory · Mathematics 2018-10-01 Ilia Smilga

The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…

Probability · Mathematics 2010-04-08 Alexander E. Holroyd , James Propp

We consider a simple random walk on a discrete torus (Z/NZ)^d with dimension d at least 3 and large side length N. For a fixed constant u > 0, we study the percolative properties of the vacant set, consisting of the set of vertices not…

Probability · Mathematics 2013-08-05 Augusto Teixeira , David Windisch

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidian space. We find the asymptotics for the exit time from the cone and study weak convergence of the process…

Probability · Mathematics 2013-12-11 Jetlir Duraj

Random walks cannot, in general, be pushed forward by quasi-isometries. Tame Markov chains were introduced as a `quasi-isometry invariant' are a generalization of random walks. In this paper, we construct several examples of tame Markov…

Group Theory · Mathematics 2023-09-27 Antoine Goldsborough , Stefanie Zbinden

Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…

Probability · Mathematics 2023-07-26 Theo van Uem

We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…

Probability · Mathematics 2019-12-25 Vincent Beffara , Cong Bang Huynh

In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…

Probability · Mathematics 2024-09-30 Wojciech Cygan , Denis Denisov , Zbigniew Palmowski , Vitali Wachtel

We establish a novel type of connection between random walks and analytic number theory. Working with a random walk on the circle group $\mathbb{R}/\mathbb{Z}$ in which each step is a random integer multiple of a given quadratic irrational…

Probability · Mathematics 2025-12-04 Bence Borda

When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…

Statistical Mechanics · Physics 2015-06-17 Sergey Matveenko , Stephane Ouvry

We point out a connection between fusion coefficients and random walks in a fixed level alcove associated to the root system of an affine Lie algebra and use this connection to solve completely the Dirichlet problem on such an alcove for a…

Probability · Mathematics 2013-07-16 Manon Defosseux