Related papers: Tournaments and random walks
A simple symmetric random walk in the space $\mathbb{Z}^2$ is considered. The asymptotic behavior as the number of jumps tends to infinity of the probability that a fixed edge of the random walk lies in the polygon that forms the boundary…
We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…
Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…
This is a preprint of Chapter 2 in the following work: Marta Lewicka, A Course on Tug-of-War Games with Random Noise, 2020, Springer, reproduced with permission of Springer Nature Switzerland AG. We present the basic relation between the…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
A random walk-like model is considered to discuss statistical aspects of tournaments. The model is applied to soccer leagues with emphasis on the scores. This competitive system was computationally simulated and the results are compared…
Take a centered random walk S_n and consider the sequence of its partial sums A_n = S_1 + ... + S_n. Suppose S_1 is in the domain of normal attraction of an \alpha-stable law with 1 < \alpha <= 2. Assuming that S_1 is either…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where basically $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that $X_1$ is…
Given a countably infinite group $G$ acting on some space $X$, an increasing family of finite subsets $G_n$ and $x\in X$, a natural question to ask is what asymptotical distribution the sets $G_nx$ form. More formally, we define for a…
The random billiard walk is a stochastic process $(L_t)_{t\geq 0}$ in which a laser moves through the Coxeter arrangement of an affine Weyl group in $\mathbb{R}^d$, reflecting at each hyperplane with probability $p\in (0, 1)$ and…
For many stochastic processes, the probability $S(t)$ of not-having reached a target in unbounded space up to time $t$ follows a slow algebraic decay at long times, $S(t)\sim S_0/t^\theta$. This is typically the case of symmetric compact…
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…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the…
We study the number of distinct sites S_N(t) and common sites W_N(t) visited by N independent one dimensional random walkers, all starting at the origin, after t time steps. We show that these two random variables can be mapped onto extreme…
Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…
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…
We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…
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.…
We study simple random walk on the class of random planar maps which can be encoded by a two-dimensional random walk with i.i.d. increments or a two-dimensional Brownian motion via a "mating-of-trees" type bijection. This class includes the…