Related papers: Large deviation principles for non-elementary rand…
Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…
We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…
We study the asymptotic behaviour of the most likely trajectories of a planar random walk that result in large deviations of the area of their convex hull. If the Laplace transform of the increments is finite on $R^2$, such a scaled limit…
We are interested in the Guivarc'h inequality for admissible random walks on finitely generated relatively hyperbolic groups, endowed with a word metric. We show that for random walks with finite super-exponential moment, if this inequality…
In this article we establish a large deviation principle for the family {\nu_{\epsilon}:\epsilon \in (0,1)} of distributions of the scaled stochastic processes {P_{-\log\sqrt{\epsilon}}Z_t}_{t\leq 1}, where (Z_t)_{t\in \lbrack 0,1]} is a…
We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…
Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…
In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…
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 $\alpha>0$.…
This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…
The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this…
This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…
We study large deviations for random walks on Lie groups defined by $\sigma_n^n = \exp(\frac1nX_1)\cdots\exp(\frac1nX_n)$, where $\{X_n\}_{n\geq1}$ is an i.i.d sequence of bounded random variables in the Lie algebra $\mathfrak{g}$. We…
Consider a supercritical branching random walk on the real line. The consistent maximal displacement is the smallest of the distances between the trajectories followed by individuals at the $n$th generation and the boundary of the process.…
We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…
We study exit laws from large balls in $\mathbb{Z}^d$, $d\geq3$, of random walks in an i.i.d. random environment that is a small perturbation of the environment corresponding to simple random walk. Under a centering condition on the measure…
In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…
We prove large deviation results for the position of the rightmost particle, denoted by $M_n$, in a one-dimensional branching random walk in a case when Cram\'er's condition is not satisfied. More precisely we consider step size…
We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov…
We study simple random walk on the class of random planar maps which can be encoded by a two-dimensional random walk with i.i.d. increments or a two-dimensional Brownian motion via a "mating-of-trees" type bijection. This class includes the…