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Recently, the complete left tail asymptotic for the density of the {\it martingale limit} of the classical Galton-Watson process has been derived. The derivation is based on the properties of a special function (whose inverse Fourier…

Probability · Mathematics 2025-06-24 Anton A Kutsenko

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale…

Probability · Mathematics 2025-05-19 Go Tokumitsu , Kouji Yano

We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…

Statistical Mechanics · Physics 2026-02-27 Silvio Kalaj , Enzo Marinari , Gleb Oshanin , Luca Peliti

We investigate the asymptotic behaviour of a class of self-interacting nearest neighbour random walks on the one-dimensional integer lattice which are pushed by a particular linear combination of their own local time on edges in the…

Probability · Mathematics 2017-07-18 Anna Erschler , Balint Toth , Wendelin Werner

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 consider the Kardar-Parisi-Zhang (KPZ) fixed point $\mathrm{H}(x,\tau)$ with the narrow-wedge initial condition and investigate the distribution of $\mathrm{H}(x,\tau)$ conditioned on a large height at an earlier space-time point…

Probability · Mathematics 2025-02-28 Ron Nissim , Ruixuan Zhang

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

Probability · Mathematics 2025-11-13 Sébastien Ott , Yvan Velenik

We study the asymptotic behavior of the principal eigenvector and eigenvalue of the random conductance Laplacian in a large domain of $\mathbb{Z}^d$ ($d\geq 2$) with zero Dirichlet condition. We assume that the conductances $w$ are positive…

Probability · Mathematics 2018-01-19 Franziska Flegel

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

Probability · Mathematics 2015-02-05 F. Götze , A. Reshetenko

Let $F$ be a distribution function on the line in the domain of attraction of a stable law with exponent $\alpha\in(0,1/2]$. We establish the strong renewal theorem for a random walk $S_1,S_2,\ldots$ with step distribution $F$, by extending…

Probability · Mathematics 2015-05-29 Zhiyi Chi

Understanding the distributions of spectral estimators in low-rank random matrix models, also known as signal-plus-noise matrix models, is fundamentally important in various statistical learning problems, including network analysis, matrix…

Statistics Theory · Mathematics 2024-03-15 Fangzheng Xie , Yichi Zhang

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

Probability · Mathematics 2007-05-23 Christine Ritzmann

We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…

Statistical Mechanics · Physics 2008-07-15 Seung Ki Baek , Su Do Yi , Beom Jun Kim

We focus on recurrent random walks in random environment (RWRE) on Galton-Watson trees. The range of these walks, that is the number of sites visited at some fixed time, has been studied in three different papers [AC18], [AdR17] and [dR16].…

Probability · Mathematics 2018-12-21 Pierre Andreoletti , Roland Diel

We consider branching random walks with a spine in the domain of attraction of an $\alpha$-stable L\'evy process. For this process, the classical derivative martingale in general degenerates in the limit. We first determine the quantity…

Probability · Mathematics 2020-04-08 Pierre Boutaud , Pascal Maillard

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying…

Statistical Mechanics · Physics 2009-11-13 H. Eduardo Roman , Markus Porto

We study non-expanding random walks on the space of affine lattices and establish a new classification theorem for stationary measures. Further, we prove a theorem that relates the genericity with respect to these random walks to Birkhoff…

Dynamical Systems · Mathematics 2025-05-06 Gaurav Aggarwal , Anish Ghosh

We perform a detailed numerical study of the conductance $G$ through one-dimensional (1D) tight-binding wires with on-site disorder. The random configurations of the on-site energies $\epsilon$ of the tight-binding Hamiltonian are…

Disordered Systems and Neural Networks · Physics 2016-04-05 J. A. Mendez-Bermudez , A. J. Martinez-Mendoza , V. A. Gopar , I. Varga

We study the evolution of the graph distance and weighted distance between two fixed vertices in dynamically growing random graph models. More precisely, we consider preferential attachment models with power-law exponent $\tau\in(2,3)$,…

Probability · Mathematics 2023-08-15 Joost Jorritsma , Júlia Komjáthy