English
Related papers

Related papers: Generalized Many-Dimensional Excited Random Walk i…

200 papers

We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizs\"{a}cker in \cite{drw}. Our main result is a stable limit theorem for the position of the…

Probability · Mathematics 2011-11-08 Arka Ghosh , Reza Rasxtegar , Alexander Roitershtein

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…

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We describe scaling limits of recurrent excited random walks (ERWs) on integers in i.i.d. cookie environments with a bounded number of cookies per site. We allow both positive and negative excitations. It is known that ERW is recurrent if…

Probability · Mathematics 2013-05-15 Dmitry Dolgopyat , Elena Kosygina

We introduce a new exponential family of probability distributions, which can be viewed as a multivariate generalization of the Inverse Gaussian distribution. Considered as the potential of a random Schr\"odinger operator, this exponential…

Probability · Mathematics 2016-01-25 Christophe Sabot , Pierre Tarrès , Xiaolin Zeng

Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…

Probability · Mathematics 2016-02-01 Christophe Sabot , Laurent Tournier

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form $H_{pq} = \overline{H}_{qp} = \pm i$, that are either independently distributed or exhibit global correlations imposed by the…

Probability · Mathematics 2017-11-07 Christopher H. Joyner , Uzy Smilansky

We study the so-called elephant random walk (ERW) which is a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large…

Statistical Mechanics · Physics 2017-06-07 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which…

Probability · Mathematics 2015-04-28 Dmitry Dolgopyat , Elena Kosygina

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

We give new criteria for ballistic behavior of random walks in random environment which are perturbations of the simple symmetric random walk on $\mathbb Z^d$ in dimensions $d\ge 4$. Our results extend those of Sznitman [Ann. Probab. 31,…

Probability · Mathematics 2021-03-05 Ryoki Fukushima , Alejandro F. Ramírez

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability…

Probability · Mathematics 2022-03-15 Richard Aoun , Pierre Mathieu , Cagri Sert

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

Probability · Mathematics 2019-06-10 L. V. Bogachev

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

We introduce and develop the concept of Maximal Entropy Random Walks (MERWs) on Weighted Bratteli Diagrams (WBDs), maximizing entropy production along paths as a natural criterion for choosing random walks on networks. Initially defined for…

Combinatorics · Mathematics 2025-03-12 Yoann Offret , Sergey Dovgal

This paper is devoted to the asymptotic analysis of the reinforced elephant random walk (RERW) using a martingale approach. In the diffusive and critical regimes, we establish the almost sure convergence, the law of iterated logarithm and…

Probability · Mathematics 2021-06-30 Lucile Laulin

We consider a model, introduced by Boldrighini, Minlos and Pellegrinotti, of random walks in dynamical random environments on the integer lattice Z^d with d>=1. In this model, the environment changes over time in a Markovian manner,…

Probability · Mathematics 2007-05-23 Antar Bandyopadhyay , Ofer Zeitouni

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni