Related papers: Extreme order statistics of random walks

This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…

This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.

A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…

In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…

We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…

In this paper we study extreme events for random walks on homogeneous spaces. We consider the following three cases. On the torus we study closest returns of a random walk to a fixed point in the space. For a random walk on the space of…

We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…

We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the…

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

The extremal process of a branching random walk is the point measure recording the position of particles alive at time $n$, shifted around the expected position of the minimal position. Madaule proved that this point measure converges, as…

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…

In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…

We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

These notes were written for the mini-course "Extrema of log-correlated random variables: Principles and Examples" at the Introductory School held in January 2015 at the Centre International de Rencontres Math\'ematiques in Marseille. There…

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…

In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The…