Related papers: Arithmetic properties of multiplicative integer-va…
Let $(\xi_1,\eta_1),(\xi_2,\eta_2),...$ be a sequence of i.i.d.\ copies of a random vector $(\xi,\eta)$ taking values in $\R^2$, and let $S_n := \xi_1+...+\xi_n$. The sequence $(S_{n-1} + \eta_n)_{n \geq 1}$ is then called perturbed random…
Let $(\xi_k, \eta_k)_{k\geq 1}$be independent identically distributed random vectors with arbitrarily dependent positive components and $T_k:=\xi_1+\ldots+\xi_{k-1}+\eta_k$for $k\in\mathbb{N}$. We call the random sequence {T_k, k=1,2...} a…
Let $(\xi_k)$ and $(\eta_k)$ be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk $\underset{0\leq k\leq n}{\max}\,(\xi_1+\ldots+\xi_k+\eta_{k+1})$ in a…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We suppose that the distributions of…
Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $T:=(T_k)_{k\in\mathbb{N}}$ defined by…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…
We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…
We characterise the class of distributions of random stochastic matrices $X$ with the property that the products $X(n)X(n-1) ... X(1)$ of i.i.d. copies $X(k)$ of $X$ converge a.s. as $n \rightarrow \infty$ and the limit is Dirichlet…
We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…
We study properties of a non-Markovian random walk $X^{(n)}_l$, $l =0,1,2, >...,n$, evolving in discrete time $l$ on a one-dimensional lattice of integers, whose moves to the right or to the left are prescribed by the…
Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $(T_k)_{k\in\mathbb{N}}$ defined by…
This article provides tools for the study of the Dirichlet random walk in $\mathbb{R}^d$. By this we mean the random variable $W=X_1\Theta_1+\cdots+X_n\Theta_n$ where $X=(X_1,\ldots,X_n) \sim \mathcal{D}(q_1,\ldots,q_n)$ is Dirichlet…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…
Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent copies of an $\mathbb{R}^2$-valued random vector $(\xi, \eta)$ with arbitrarily dependent components. Put $T_n:= \xi_1+\ldots+\xi_{n-1} + \eta_n $ for $n\in\mathbb{N}$ and…
This paper studies long range random walks on ${\mathbb{Z}_q}^d$. $X_{t+1} = X_t + Z_t \mod q$, with $(Z_t)$ independent and identically distributed. Multiple entries of $Z_t$ can be non-zero in a transition. An emphasis is on finding the…
Discrete-time quantum walks are considered a counterpart of random walks and the study for them has been getting attention since around 2000. In this paper, we focus on a quantum walk which generates a probability distribution splitting to…
In this paper, we are interested in the asymptotic behaviour of the sequence of processes $(W_n(s,t))_{s,t\in[0,1]}$ with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(1_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where…
The Pelikan random trajectories $x_t \in [0,1[$ are generated by choosing the chaotic doubling map $x_{t+1}=2 x_t [mod 1]$ with probability $p$ and the non-chaotic half-contracting map $x_{t+1}=\frac{x_t}{2}$ with probability $(1-p)$. We…
We apply results from Baryshnikov, Brady, Bressler and Pemantle (2008) to compute limiting probability profiles for various quantum random walks in one and two dimensions. Using analytic machinery we show some features of the limit…
We consider random walks, say $W_n=(M_0, M_1,\dots, M_n)$, of length $n$ starting at 0 and based on the martingale sequence $M_k$ with differences $X_m=M_m-M_{m-1}$. Assuming that the differences are bounded, $|X_m|\leq 1$, we solve the…