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In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

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

We analyse the mixing profile of a random walk on a dynamic random permutation, focusing on the regime where the walk evolves much faster than the permutation. Two types of dynamics generated by random transpositions are considered: one…

Probability · Mathematics 2025-04-28 Luca Avena , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

A simple way to sample a uniform triangulation of the sphere with a fixed number $n$ of vertices is a Monte-Carlo method: we start from an arbitrary triangulation and flip repeatedly a uniformly chosen edge. We give a lower bound in…

Probability · Mathematics 2018-06-28 Thomas Budzinski

We study the mixing time of a non-Markovian process, the step-reinforced random walk (SRRW) on a finite group. This process differs from a classical random walk in that at each integer time, with probability $\alpha$ the next step is chosen…

Probability · Mathematics 2026-04-29 Yuval Peres , Shuo Qin

Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…

Probability · Mathematics 2021-02-15 Jimmy He

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

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

Given a finite graph G, a vertex of the lamplighter graph consists of a zero-one labeling of the vertices of G, and a marked vertex of G. For transitive graphs G, we show that, up to constants, the relaxation time for simple random walk in…

Probability · Mathematics 2007-05-23 Yuval Peres , David Revelle

Given a sequence $(\mathfrak{X}_i, \mathscr{K}_i)_{i=1}^\infty$ of Markov chains, the cut-off phenomenon describes a period of transition to stationarity which is asymptotically lower order than the mixing time. We study mixing times and…

Number Theory · Mathematics 2021-05-25 Bob Hough

For a discrete time quantum walk (QW) on the $N$-cycle, allowing for decoherence on the coin, we derive a number of new results, including an explicit formula for the position probability distribution. For a QW of this type, we show that…

Quantum Physics · Physics 2015-05-13 Chaobin Liu , Nelson Petulante

We study the behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and refresh their status at rate \mu\ while at the same time a random walker moves on G at rate 1 but only along…

Probability · Mathematics 2013-08-29 Yuval Peres , Alexandre Stauffer , Jeffrey E. Steif

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

In this paper we present a study of the mixing time of a random walk on the largest component of a supercritical random graph, also known as the giant component. We identify local obstructions that slow down the random walk, when the…

Combinatorics · Mathematics 2007-05-23 Nikolaos Fountoulakis , Bruce Reed

A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…

Probability · Mathematics 2012-02-28 Mohammed Abdullah

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

Probability · Mathematics 2009-07-15 Olivier Raimond , Bruno Schapira

We introduce a new method for proving central limit theorems for random walk on nilpotent groups. The method is illustrated in a local central limit theorem on the Heisenberg group, weakening the necessary conditions on the driving measure.…

Probability · Mathematics 2018-11-14 Persi Diaconis , Bob Hough

This paper is concerned with random walks on a family of dyadic-valued solvable matrix groups. A description of the Poisson boundary of these groups for probability measures of finite first moment and non-zero displacements (or drifts) is…

Group Theory · Mathematics 2017-04-27 John J. Harrison

We consider two random walks evolving synchronously on a random out-regular graph of $n$ vertices with bounded out-degree $r\ge 2$, also known as a random Deterministic Finite Automaton (DFA). We show that, with high probability with…

Probability · Mathematics 2023-11-30 Matteo Quattropani , Federico Sau

We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…

Probability · Mathematics 2022-03-14 Laurent Saloff-Coste , Yuwen Wang