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Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

Quantum Physics · Physics 2015-06-03 Jarek Duda

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

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…

We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations…

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

History and Overview · Mathematics 2018-08-27 Steven R. Finch

We consider a random walk on the support of an ergodic simple point process on R^d, d>1, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a…

Mathematical Physics · Physics 2007-05-23 A. Faggionato , P. Mathieu

We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

Probability · Mathematics 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

We study a random walk in a random environment (RWRE) on $\Z^d$, $1 \leq d < +\infty$. The main assumptions are that conditionned on the environment the random walk is reversible. Moreover we construct our environment in such a way that the…

Probability · Mathematics 2009-03-17 Pierre Andreoletti

This thesis concerns the study of random walks in random environments (RWRE). Since there are two levels of randomness for random walks in random environments, there are two different distributions for the random walk that can be studied.…

Probability · Mathematics 2008-10-02 Jonathon Peterson

Motivated by the random Lorentz gas, we study deterministic walks in random environment and show that (in simple, yet relevant, cases) they can be reduced to a class of random walks in random environment where the jump probability depends…

Probability · Mathematics 2020-01-23 Romain Aimino , Carlangelo Liverani

We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

Probability · Mathematics 2008-12-17 Atilla Yilmaz

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

Probability · Mathematics 2011-12-07 Ofer Zeitouni , Ming Fang

We are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of…

Probability · Mathematics 2015-09-29 Yueyun Hu , Zhan Shi

We prove a quenched almost sure invariance principle for certain classes of random distance expanding dynamical systems which do not necessarily exhibit uniform decay of correlations.

Dynamical Systems · Mathematics 2020-09-14 Davor Dragicevic , Yeor Hafouta

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Probability · Mathematics 2021-10-26 Shuwen Lou

Random walks in random environments (RWRE) model transport in quenched disorder, incorporating spatial heterogeneity, trapping, random drift, and random geometry. This paper summarizes discrete and continuous time formulations, identifies…

Statistical Mechanics · Physics 2026-05-14 Hazel Brookfield , Wei Zhou , Ian Weatherby

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

In this paper, we establish the invariance principle and the large deviation for the biased random walk $RW_{\lambda}$ with $\lambda \in [0,1)$ on $\mathbb{Z}^d, d\geq 1$.

Probability · Mathematics 2018-11-12 Yuelin Liu , Vladas Sidoravicius , Longmin Wang , Kainan Xiang

We review various features of the statistics of random paths on graphs. The relationship between path statistics and Quantum Mechanics (QM) leads to two canonical ways of defining random walk on a graph, which have different statistics and…

Statistical Mechanics · Physics 2010-08-04 Z. Burda , J. Duda , J. M. Luck , B. Waclaw

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.

Probability · Mathematics 2007-05-23 S R S Varadhan
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