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The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

Probability · Mathematics 2017-12-11 Peggy Cénac , Basile De Loynes , Yoann Offret , Arnaud Rousselle

We study the nature and mechanisms of broken ergodicity (BE) in specific random walk models corresponding to diffusion on random potential surfaces, in both one and high dimension. Using both rigorous results and nonrigorous methods, we…

adap-org · Physics 2008-02-03 D. L. Stein , C. M. Newman

We study the behaviour of the rescaled minimal subtree containing the origin and K random vertices selected from a random critical (sufficiently spread-out, and in dimensions d > 8) lattice tree conditioned to survive until time ns, in the…

Probability · Mathematics 2025-03-30 Manuel Cabezas , Alexander Fribergh , Mark Holmes , Edwin Perkins

We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…

Probability · Mathematics 2016-11-03 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

This is the second of a series of two papers dealing with local limit theorems in relatively hyperbolic groups. In this second paper, we restrict our attention to non-spectrally degenerate random walks and we prove precise asymptotics of…

Dynamical Systems · Mathematics 2020-04-30 Matthieu Dussaule

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

We prove the trichotomy between transience to the right, transience to the left and recurrence of one-dimensional nearest-neighbour random walks in dynamic random environments under fairly general assumptions, namely: stationarity under…

Probability · Mathematics 2018-04-06 Tal Orenshtein , Renato Soares dos Santos

We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…

Probability · Mathematics 2023-11-30 Michael Herrmann , Pit Neumann , Simon Schwarz , Anja Sturm , Max Wardetzky

Strong approximations of uniform transport processes to the standard Brownian motion rely on the Skorokhod embedding of random walk with centered double exponential increments. In this note we make such an embedding explicit by means of a…

Probability · Mathematics 2020-02-04 Giang T. Nguyen , Oscar Peralta

We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on {0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results…

Probability · Mathematics 2011-10-18 M. V. Menshikov , Andrew R. Wade

There are many classical random walk in random environment results that apply to ergodic random planar environments. We extend some of these results to random environments in which the length scale varies from place to place, so that the…

Probability · Mathematics 2021-06-11 Ewain Gwynne , Jason Miller , Scott Sheffield

We show transience of the edge-reinforced random walk (ERRW) for small reinforcement in dimension d greater than 2. This proves the existence of a phase transition between recurrent and transient behavior, thus solving an open problem…

Probability · Mathematics 2014-09-02 Margherita Disertori , Christophe Sabot , Pierre Tarrès

In this expository note, we study several families of periodic graphs which satisfy a sufficient condition for the ergodicity of the associated continuous-time quantum walk. For these graphs, we compute the limiting distribution of the walk…

Mathematical Physics · Physics 2025-03-12 Anne Boutet de Monvel , Kiran Kumar A. S. , Mostafa Sabri

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

In arXiv:1609.05666v1 [math.PR] a functional limit theorem was proved. It states that symmetric processes associated with resistance metric measure spaces converge when the underlying spaces converge with respect to the…

Probability · Mathematics 2025-09-30 George Andriopoulos

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 introduce a method for studying monotonicity of the speed of excited random walks in high dimensions, based on a formula for the speed obtained via cut-times and Girsanov's transform. While the method gives rise to similar results as…

Probability · Mathematics 2015-09-01 Cong-Dan Pham

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

The loop-erased random walk (LERW) in $\mathbb{Z}^4$ is the process obtained by erasing loops chronologically for simple random walk. We prove that the escape probability of the LERW renormalized by $(\log n)^{\frac{1}{3}}$ converges almost…

Probability · Mathematics 2018-09-05 Gregory F. Lawler , Xin Sun , Wei Wu

We study here a detailed conjecture regarding one of the most important cases of anomalous diffusion, i.e the behavior of the "ant in the labyrinth". It is natural to conjecture (see [16] and [8]) that the scaling limit for random walks on…

Probability · Mathematics 2016-09-16 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh