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Related papers: Large Deviations for Intersections of Random Walks

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We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

Probability · Mathematics 2007-05-23 Amine Asselah , Fabienne Castell

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 derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

Probability · Mathematics 2013-08-22 Wolfgang König , Tilman Wolff

Consider an intersection measure $\ell_t ^{\mathrm{IS}}$ of $p$ independent (possibly different) $m$-symmetric Hunt processes up to time $t$ in a metric measure space $E$ with a Radon measure $m$. We derive a Donsker-Varadhan type large…

Probability · Mathematics 2018-05-22 Takahiro Mori

Consider a one-dimensional shift-invariant attractive spin-flip system in equilibrium, constituting a dynamic random environment, together with a nearest-neighbor random walk that on occupied sites has a local drift to the right but on…

Probability · Mathematics 2009-12-01 L. Avena , F. den Hollander , F. Redig

We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $\mathbb{Z}^d$, in dimension $d\ge 5$, both in the upward and downward directions. The results are analogous to those we obtained for…

Probability · Mathematics 2020-05-20 Amine Asselah , Bruno Schapira

We prove a Central limit theorem for the capacity of the range of a symmetric random walk on $\mathbb Z^5$, under only a moment condition on the step distribution. The result is analogous to the central limit theorem for the size of the…

Probability · Mathematics 2020-06-29 Bruno Schapira

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

Probability · Mathematics 2016-11-01 F. C. Klebaner , A. A. Mogulskii

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…

Probability · Mathematics 2007-05-23 Markus Flury

We consider random interlacements on Z^d, with d bigger or equal to 3, when their vacant set is in a strongly percolative regime. We derive an asymptotic upper bound on the probability that the random interlacements disconnect a box of…

Probability · Mathematics 2017-06-19 Alain-Sol Sznitman

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment…

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

Probability · Mathematics 2007-05-23 Rainer Siegmund-Schultze , Heinrich von Weizsaecker

We consider weighted geodesic random walks in a complete Riemannian manifold $(M,g)$. We show that for almost all sequences of weights (with respect to a suitable measure), these weighted geodesic random walks satisfy, when suitably scaled,…

Probability · Mathematics 2026-02-20 Rik Versendaal

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

Probability · Mathematics 2016-06-14 Jonathon Peterson

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…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

For a multivariate random walk with i.i.d. jumps satisfying the Cramer moment condition and having a mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant…

Probability · Mathematics 2019-05-09 Yuqing Pan , Konstantin Borovkov

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on $\mathbb Z^d$ ($d\geq 2$). The models under interest include classical Bernoulli bond and site percolation…

Probability · Mathematics 2022-10-19 Noam Berger , Chiranjib Mukherjee , Kazuki Okamura

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

We derive some large deviation bounds for events related to the "true self-repelling motion", a one-dimensional self-interacting process introduced by Toth and Werner, that has very different path properties than usual diffusion processes.…

Probability · Mathematics 2012-07-16 Laure Dumaz