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Related papers: Large Deviations for Intersections of Random Walks

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We first establish new local limit estimates for the probability that a nondecreasing integer-valued random walk lies at time $n$ at an arbitrary value, encompassing in particular large deviation regimes. This enables us to derive scaling…

Probability · Mathematics 2024-01-22 Igor Kortchemski , Cyril Marzouk

The dynamical discrete web (DDW), introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical parameter s. The evolution is by…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , C. M. Newman , K. Ravishankar , E. Schertzer

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 transient random walks on a strip in a random environment. The model was introduced by Bolthausen and Goldsheid [Comm. Math. Phys. 214 (2000) 429--447]. We derive a strong law of large numbers for the random walks in a general…

Probability · Mathematics 2009-01-22 Alexander Roitershtein

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

Probability · Mathematics 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

We consider self-avoiding walk on finite graphs with large girth. We study a few aspects of the model originally considered by Lawler, Schramm and Werner on finite balls in Z^d. The expected length of a random self avoiding path is…

Probability · Mathematics 2016-06-22 Ariel Yadin

Consider standard first-passage percolation on $\mathbb Z^d$. We study the lower-tail large deviations of the rescaled random metric $\widehat{\mathbf T}_n$ restricted to a box. If all exponential moments are finite, we prove that…

Probability · Mathematics 2024-12-05 Julien Verges

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

Probability · Mathematics 2007-05-23 Itai Benjamini , Robin Pemantle , Yuval Peres

Recently, many streaming algorithms have utilized generalizations of the fact that the expected maximum distance of any $4$-wise independent random walk on a line over $n$ steps is $O(\sqrt{n})$. In this paper, we show that $4$-wise…

Probability · Mathematics 2020-09-04 Shyam Narayanan

We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We…

Statistical Mechanics · Physics 2016-11-23 Timo Dewenter , Gunnar Claussen , Alexander K. Hartmann , Satya N. Majumdar

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

Probability · Mathematics 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

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…

Probability · Mathematics 2019-09-12 Rik Versendaal

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

Probability · Mathematics 2026-01-14 Louis Chataignier , Lianghui Luo

This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…

Probability · Mathematics 2025-05-07 Jie Jiang , Shuwen Lai

We establish a large deviation principle (LDP) for probability graphons, which are symmetric functions from the unit square into the space of probability measures. This notion extends classical graphons and provides a flexible framework for…

Probability · Mathematics 2025-09-18 Pierfrancesco Dionigi , Giulio Zucal

We address a long-standing debate regarding the finite-size scaling of the Ising model in high dimensions, by introducing a random-length random walk model, which we then study rigorously. We prove that this model exhibits the same…

Statistical Mechanics · Physics 2018-11-02 Zongzheng Zhou , Jens Grimm , Sheng Fang , Youjin Deng , Timothy M. Garoni

We consider one-dependent random walks on $\mathbb{Z}^d$ in random hypergeometric environment for $d\ge 3$. These are memory-one walks in a large class of environments parameterized by positive weights on directed edges and on pairs of…

Probability · Mathematics 2020-08-10 Tal Orenshtein , Christophe Sabot

We investigate rigidity-type problems on the real line and the circle in the non-generic setting. Specifically, we consider the problem of uniquely determining the positions of $n$ distinct points $V = {v_1, \ldots, v_n}$ given a set of…

Metric Geometry · Mathematics 2024-01-30 Itai Benjamini , Elad Tzalik

We investigate the number $V_p(n)$ of distinct sites visited by an $n$-step resetting random walker on a $d$-dimensional hypercubic lattice with resetting probability $p$. In the case $p=0$, we recover the well-known result that the average…

Statistical Mechanics · Physics 2022-06-08 Marco Biroli , Francesco Mori , Satya N. Majumdar

Let $(g_n)_{n\geq 1}$ be a sequence of independent and identically distributed elements of the general linear group $GL(d, \mathbb R)$. Consider the random walk $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish…

Probability · Mathematics 2020-10-02 Hui Xiao , Ion Grama , Quansheng Liu
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