English
Related papers

Related papers: Second order cubic corrections of large deviations…

200 papers

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

Probability · Mathematics 2008-02-04 Piotr Milos

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0<beta<1, uniform…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…

Probability · Mathematics 2026-01-14 Adam Bowditch

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

Probability · Mathematics 2016-06-20 Jonathon Peterson

We prove universality of Tracy-Widom GUE fluctuations for directed polymers in $1+1$ dimensions in the intermediate disorder regime. Building on the Lindeberg replacement method of arXiv:2304.04871, we refine estimates for the measure of…

Probability · Mathematics 2025-09-29 Pranay Agarwal

We consider random walks in Dirichlet environment (RWDE) on $\Z ^d$, for $ d \geq 3 $, in the sub-ballistic case. We associate to any parameter $ (\alpha_1, ..., \alpha_{2d}) $ of the Dirichlet law a time-change to accelerate the walk. We…

Probability · Mathematics 2012-05-28 Élodie Bouchet

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 investigate fluctuation phenomena for the graph distance and the number of cut points associated with random media arising from the range of a random walk. Our results demonstrate a sequence of dimension-dependent phase transitions in…

Probability · Mathematics 2026-03-18 Arka Adhikari , Izumi Okada

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Probability · Mathematics 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…

Probability · Mathematics 2013-09-20 Christophe Sabot , Laurent Tournier

We consider a model of random walk in ${\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with non constant iid probability to stay on these lines. We prove the transience of the walk for any fixed…

Probability · Mathematics 2012-11-27 Alexis Devulder , Francoise Pene

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Probability · Mathematics 2022-06-08 Raffaella Carbone , Federico Girotti , Anderson Melchor Hernandez

Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…

Statistical Mechanics · Physics 2015-03-24 Gerard Le Caer

This article is devoted to the study of the behaviour of a (1+1)-dimensional model of random walk conditioned to enclose an area of order $N^2$. Such a conditioning enforces a globally concave trajectory. We study the local deviations of…

Probability · Mathematics 2023-11-22 Lucas D'Alimonte , Romain Panis

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment…

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

Probability · Mathematics 2018-08-17 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

Probability · Mathematics 2024-11-22 Alexander Drewitz , Alejandro F. Ramírez , Santiago Saglietti , Zhicheng Zheng

We introduce the notion of \emph{localization at the boundary} for conditioned random walks in i.i.d. and uniformly elliptic random environment on $\mathbb{Z}^d$, in dimensions two and higher. Informally, this means that the walk spends a…

Probability · Mathematics 2020-10-29 Rodrigo Bazaes

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen