Related papers: Large and moderate deviations of weak record numbe…

The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations…

In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to $\sigma$--record…

The characterization of record events is considered for a discrete-time random walk model with long-term memory arising from correlations between successive steps. An important feature is that the correlations are strong enough to give rise…

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…

We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…

A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…

The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

In this brief note, we study the strong law of large numbers for random walks in random scenery. Under the assumptions that the random scenery is non-stationary and satisfies weakly dependent condition with an appropriate rate, we establish…

We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a random jump of length \eta drawn from a continuous…

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.

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

It is shown that statistics of records for time series generated by random walks are independent of the details of the jump distribution, as long as the latter is continuous and symmetric. In N steps, the mean of the record distribution…