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For a zero-delayed random walk on the real line, let $\tau(x)$, $N(x)$ and $\rho(x)$ denote the first passage time into the interval $(x,\infty)$, the number of visits to the interval $(-\infty,x]$ and the last exit time from $(-\infty,x]$,…

Probability · Mathematics 2011-12-12 Alexander Iksanov , Matthias Meiners

We consider an irreducible finite range random walk on the $d$-dimensional integer lattice and study asymptotic behaviour of its transition function $p(n; x)$. In particular, for simple random walk our asymptotic formula is valid as long as…

Probability · Mathematics 2015-12-31 Bartosz Trojan

We consider a branching random walk on $\mathbb{R}$ with a killing barrier at zero. At criticality, the process becomes eventually extinct, and the total progeny $Z$ is therefore finite. We show that the tail distribution of $Z$ displays a…

Probability · Mathematics 2011-02-02 Elie Aidekon

We consider a multi-type branching random walk with displacements that have either regularly varying or semi-exponential tails. We investigate the asymptotic behavior of the rightmost particle in irreducible and reducible regimes and…

Probability · Mathematics 2025-09-19 Krzysztof Kowalski

We study the asymptotic behavior of zero-drift random walks confined to multidimensional convex cones, when the endpoint is close to the boundary. We derive a local limit theorem in the fluctuation regime.

Probability · Mathematics 2020-03-06 Kilian Raschel , Pierre Tarrago

This paper considers the question: how many times does a simple random walk revisit the most frequently visited site among the inner boundary points? It is known that in ${\mathbb{Z}}^2$, the number of visits to the most frequently visited…

Probability · Mathematics 2016-02-19 Izumi Okada

We consider the possible visits to visible points of a random walker moving up and right in the integer lattice (with probability $\alpha$ and $1-\alpha$, respectively) and starting from the origin. We show that, almost surely, the…

Number Theory · Mathematics 2015-12-16 Javier Cilleruelo , José L. Fernández , Pablo Fernández

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

Statistical Mechanics · Physics 2007-05-23 Naoki Masuda , Norio Konno

We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…

Probability · Mathematics 2016-11-03 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

Random walks, and in particular, their first passage times, are ubiquitous in nature. Using direct enumeration of paths, we find the first return time distribution of a 1D random walker, which is a heavy-tailed distribution with infinite…

Statistical Mechanics · Physics 2016-02-10 Sarah Kostinski , Ariel Amir

Directed covers of finite graphs are also known as periodic trees or trees with finitely many cone types. We expand the existing theory of directed covers of finite graphs to those of infinite graphs. While the lower growth rate still…

Probability · Mathematics 2009-10-05 Lorenz A. Gilch , Sebastian Müller

Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw} and \cite{rad} we study the local behaviour of…

Probability · Mathematics 2011-07-25 Ronald Doney , Victor Rivero

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

Probability · Mathematics 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

Probability · Mathematics 2019-04-24 Kohei Uchiyama

Consider a branching random walk on the real line with a killing barrier at zero: starting from a nonnegative point, particles reproduce and move independently, but are killed when they touch the negative half-line. The population of the…

Probability · Mathematics 2013-12-13 Elie Aïdékon , Yueyun Hu , Olivier Zindy

Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…

Probability · Mathematics 2009-02-18 Kilian Raschel

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

The investigation of random walks is central to a variety of stochastic processes in physics, chemistry, and biology. To describe a transport phenomenon, we study a variant of the one-dimensional persistent random walk, which we call a…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Seung Ki Baek , Hawoong Jeong , Seung-Woo Son , Beom Jun Kim

Consider a transient near-critical (1,2) random walk on the positive half line. We give a criteria for the finiteness of the number of the skipped points (the points never visited) by the random walk. This result generalizes (partially) the…

Probability · Mathematics 2017-07-21 Hua-Ming Wang

A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…

Biological Physics · Physics 2024-04-26 James MacLaurin , Jay M. Newby
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