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A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

Probability · Mathematics 2015-11-20 Martin Wendler

Let $\Gamma_{g}$ be the fundamental group of a closed connected orientable surface of genus $g\geq2$. We develop a new method for integrating over the representation space $\mathbb{X}_{g,n}=\mathrm{Hom}(\Gamma_{g},S_{n})$ where $S_{n}$ is…

Group Theory · Mathematics 2023-11-07 Michael Magee , Doron Puder

We study the isoperimetric and spectral profiles of certain families of finitely generated groups defined via actions on labelled Schreier graphs and simple {\em gluing} of such. In one of our simplest constructions---the {\em…

Probability · Mathematics 2020-09-01 Laurent Saloff-Coste-Costeb , Tianyi Zheng

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

The analysis of strings of $n$ random variables with geometric distribution has recently attracted renewed interest: Archibald et al. consider the number of distinct adjacent pairs in geometrically distributed words. They obtain the…

Probability · Mathematics 2024-02-14 Guy Louchard , Werner Schachinger , Mark Daniel Ward

In this paper we present closed-form expressions for the wave function that governs the evolution of the discrete-time quantum walk on a line when the coin operator is arbitrary. The formulas were derived assuming that the walker can either…

Quantum Physics · Physics 2015-02-18 Miquel Montero

By developing the entropy theory of random walks on equivalence relations and analyzing the asymptotic geometry of horospheric products we describe the Poisson boundary for random walks on random horospheric products of trees.

Probability · Mathematics 2012-01-04 Vadim A. Kaimanovich , Florian Sobieczky

We study the transition probability, say $p_A^n(x,y)$, of a one-dimensional random walk on the integer lattice killed when entering into a non-empty finite set $A$. The random walk is assumed to be irreducible and have zero mean and a…

Probability · Mathematics 2017-01-24 Kohei Uchiyama

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

History and Overview · Mathematics 2018-02-14 Steven R. Finch

Statistics of molecular random walks in a fluid is considered with the help of the Bogolyubov equation for generating functional of distribution functions. An invariance group of solutions to this equation as functions of the fluid density…

Statistical Mechanics · Physics 2015-05-13 Yuriy E. Kuzovlev

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

Probability · Mathematics 2007-05-23 Francesco Caravenna

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…

Probability · Mathematics 2020-10-09 Manuel González-Navarrete

We outline basic properties of a symmetric random walk in one dimension, in which the length of the nth step equals lambda^n, with lambda<1. As the number of steps N-->oo, the probability that the endpoint is at x, P_{lambda}(x;N),…

Physics Education · Physics 2009-11-10 P. L. Krapivsky , S. Redner

The range, local times, and periodicity of symmetric, weakly asymmetric and asymmetric random walks at the time of exit from a strip with $N$ locations are considered. Several results on asymptotic distributions are obtained.

Probability · Mathematics 2010-09-22 Siva Athreya , Sunder Sethuraman , Balint Toth

Let $G$ be a connected semisimple real Lie group with finite center, and $\mu$ a probability measure on $G$ whose support generates a Zariski-dense subgroup of $G$. We consider the right $\mu$-random walk on $G$ and show that each random…

Dynamical Systems · Mathematics 2022-10-18 Timothée Bénard

In this paper, we study the problem of sampling from distributions of the form p(x) \propto e^{-\beta f(x)} for some function f whose values and gradients we can query. This mode of access to f is natural in the scenarios in which such…

Probability · Mathematics 2020-09-22 Ankur Moitra , Andrej Risteski

We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…

Probability · Mathematics 2016-12-21 Fedor Nazarov , Mikhail Sodin

We study an unbiased, discrete time random walk on the nonnegative integers, with the origin absorbing. The process has a history-dependent step length: the walker takes steps of length v while in a region which has been visited before, and…

Statistical Mechanics · Physics 2012-08-27 Ronald Dickman , Francisco Fontenele Araujo, , Daniel ben-Avraham

We study the decay of convolution powers of a large family $\mu_{S,a}$ of measures on finitely generated nilpotent groups. Here, $S=(s_1,...,s_k)$ is a generating $k$-tuple of group elements and $a= (\alpha_1,...,\alpha_k)$ is a $k$-tuple…

Probability · Mathematics 2012-11-14 Laurent Saloff-Coste , Tianyi Zheng