Related papers: Small-ball estimates for random walks on groups
Let $S_n$ be a random walk with i.i.d. increments which have zero mean and finite variance. For every $x\ge0$ we define the stopping time $\tau_x:=\inf\{n\ge1:x+S_n\le0\}$ and consider the probabilities $\mathbb{P}(x+S_n\ge y,\tau_x>n)$. We…
We study the entropy of the distribution of the set R_n of vertices visited by a simple random walk on a graph with bounded degrees in its first n steps. It is shown that this quantity grows linearly in the expected size of R_n if the graph…
We study the neighborhoods of a typical point $Z_n$ visited at $n$-th step of a random walk, determined by the condition that the transition probabilities stay close to $\mu^{*n}(Z_n)$. If such neighborhood contains a ball of radius $C…
We study exit laws from large balls in $\mathbb{Z}^d$, $d\geq3$, of random walks in an i.i.d. random environment that is a small perturbation of the environment corresponding to simple random walk. Under a centering condition on the measure…
We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…
We show that for each $\lambda \in [\frac{1}{2}, 1]$, there exists a solvable group and a finitely supported measure such that the associated random walk has upper speed exponent $\lambda$.
We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…
We study random walks on groups with the feature that, roughly speaking, successive positions of the walk tend to be "aligned". We formalize and quantify this property by means of the notion of deviation inequalities. We show that deviation…
We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
We prove new mixing rate estimates for the random walks on homogeneous spaces determined by a probability distribution on a finite group $G$. We introduce the switched random walk determined by a finite set of probability distributions on…
Let $S=\Gamma\backslash \mathbb{H}$ be a hyperbolic surface of finite topological type, such that the Fuchsian group $\Gamma \le \operatorname{PSL}_2(\mathbb{R})$ is non-elementary, and consider any generating set $\mathfrak S$ of $\Gamma$.…
We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is a non-compact simple Lie group and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense subgroup.…
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…
We extend the pseudorandomness of random walks on expander graphs using the sticky random walk. Building on prior works, it was recently shown that expander random walks can fool all symmetric functions in total variation distance (TVD)…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
We study small-ball probabilities for the stochastic heat equation with multiplicative noise in the moderate-deviations regime. We prove the existence of a small-ball constant and related it to other known quantities in the literature.…
Aldous' spectral gap conjecture, proven by Caputo, Liggett and Richthammer, states the following: for any set of transpositions in the symmetric group $\mathrm{Sym}(n)$, the spectral gap of the corresponding random walk on the group -- an…