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We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these…

Probability · Mathematics 2024-08-16 Maria Gordina , Tai Melcher , Dan Mikulincer , Jing Wang

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

Probability · Mathematics 2008-12-30 Amine Asselah

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

Probability · Mathematics 2016-09-07 Alexander Fribergh , Daniel Kious

We calculate the large deviation function of the end-to-end distance and the corresponding extension-versus-force relation for (isotropic) random walks, on and off-lattice, with and without persistence, and in any spatial dimension. For…

Statistical Mechanics · Physics 2019-03-21 Karel Proesmans , Raul Toral , Christian Van den Broeck

In this paper, we find a natural four dimensional analog of the moderate deviation results for the capacity of the random walk, which corresponds to Bass, Chen and Rosen \cite{BCR} concerning the volume of the random walk range for $d=2$.…

Probability · Mathematics 2024-09-17 Arka Adhikari , Izumi Okada

In this paper, we rigorously establish the Gumbel-distributed fluctuations of the cover time, normalized by the mean first passage time, for finite-range, symmetric, irreducible random walks on a torus of dimension three or higher. This has…

Probability · Mathematics 2023-08-02 Hao Ge , Xiao Han , Yuan Zhang

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

Probability · Mathematics 2014-08-11 M. Magdziarz , H. P. Scheffler , P. Straka , P. Zebrowski

We provide a new definition of a local walk dimension $\beta$ that depends only on the metric and not on the existence of a particular regular Dirichlet form or heat kernel asymptotics. Moreover, we study the local Hausdorff dimension…

Metric Geometry · Mathematics 2018-06-13 John Dever

Temporal fluctuations in the Hadamard walk on circles are studied. A temporal standard deviation of probability that a quantum random walker is positive at a given site is introduced to manifest striking differences between quantum and…

Quantum Physics · Physics 2007-05-23 Norio Inui , Yoshinao Konishi , Norio Konno , Takahiro Soshi

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

Probability · Mathematics 2015-06-16 Deng Zhang

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

Probability · Mathematics 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

In this article, we prove a lower bound for the fluctuations of symmetric random walks on dynamic random environments in dimension $1 + 1$ in the perturbative regime where the walker is weakly influenced by the environment. We suppose that…

Probability · Mathematics 2023-04-13 Rangel Baldasso , Marcelo R. Hilario , Daniel Kious , Augusto Teixeira

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

Probability · Mathematics 2012-05-03 Alan Hammond

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…

Probability · Mathematics 2007-05-23 Franz Merkl , Silke W. W. Rolles

Through second order in perturbative general relativity, a small compact object in an external vacuum spacetime obeys a generalized equivalence principle: although it is accelerated with respect to the external background geometry, it is in…

General Relativity and Quantum Cosmology · Physics 2015-09-08 Adam Pound

In this paper we generalize the result of directional transience from [SabotTournier10]. This enables us, by means of [Simenhaus07], [ZernerMerkl01] and [Bouchet12] to conclude that, on Z^d (for any dimension d), random walks in i.i.d.…

Probability · Mathematics 2012-11-19 Laurent Tournier

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We investigate active lattice walks: biased continuous time random walks which perform orientational diffusion between lattice directions in one and two spatial dimensions. We study the occupation probability of an arbitrary site on the…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose , Dipanjan Mandal , Mustansir Barma , Kabir Ramola

The following question is the subject of our work: could a two-dimensional random path pushed by some constraints to an improbable "large deviation regime", possess extreme statistics with one-dimensional Kardar-Parisi-Zhang (KPZ)…

Statistical Mechanics · Physics 2019-01-18 Sergei Nechaev , Kirill Polovnikov , Senya Shlosman , Alexander Valov , Alexander Vladimirov
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