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Let $\{X_n\}_{n\in\mathbb{N}}$ be a sequence of i.i.d. random variables in $\mathbb{Z}^d$. Let $S_k=X_1+...+X_k$ and $Y_n(t)$ be the continuous process on $[0,1]$ for which $Y_n(k/n)=S_k/\sqrt{n}$ $k=1,...,n$ and which is linearly…

Probability · Mathematics 2010-09-06 Zsolt Pajor-Gyulai , Domokos Szász

We define the model of two-dimensional random interlacements using simple random walk trajectories conditioned on never hitting the origin, and then obtain some properties of this model. Also, for random walk on a large torus conditioned on…

Probability · Mathematics 2019-05-28 Francis Comets , Serguei Popov , Marina Vachkovskaia

Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…

Statistical Mechanics · Physics 2009-10-02 Ingo Lohmar , Joachim Krug

We introduce a Gibbs measure on nearest-neighbour paths of length $t$ in the Euclidean $d$-dimensional lattice, where each path is penalised by a factor proportional to the size of its boundary and an inverse temperature $\beta$. We prove…

Probability · Mathematics 2018-03-28 Nathanael Berestycki , Ariel Yadin

We study a continuous time random walk on the $d$-dimensional lattice, subject to a drift and an attraction to large clusters of a subcritical Bernoulli site percolation. We find two distinct regimes: a ballistic one, and a subballistic one…

Probability · Mathematics 2007-10-12 Francis Comets , Francois Simenhaus

We consider the the vacant set $\mathcal{V}^u$ of random interlacements on $\mathbb{Z}^d$ in dimensions $d \ge 3$. For varying intensity $u > 0$, the connectivity properties of $\mathcal V^u$ undergo a percolation phase transition across a…

Probability · Mathematics 2025-10-21 Subhajit Goswami , Pierre-François Rodriguez , Yuriy Shulzhenko

We study exceptional sets of the local time of the continuous-time simple random walk in scaled-up (by $N$) versions $D_N\subseteq \mathbb Z^2$ of bounded open domains $D\subseteq \mathbb R^2$. Upon exit from $D_N$, the walk lands on a…

Probability · Mathematics 2023-10-05 Yoshihiro Abe , Marek Biskup

We prove a shape theorem for the internal (graph) distance on the interlacement set $\mathcal{I}^u$ of the random interlacement model on $\mathbb Z^d$, $d\ge 3$. We provide large deviation estimates for the internal distance of distant…

Probability · Mathematics 2015-03-19 Jiří Černý , Serguei Popov

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. Antal , S. Redner

We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…

Probability · Mathematics 2025-11-04 Sungwon Ahn , Matthew Junge , Hanbaek Lyu , Lily Reeves , Jacob Richey , David Sivakoff

In this paper we present a study of the mixing time of a random walk on the largest component of a supercritical random graph, also known as the giant component. We identify local obstructions that slow down the random walk, when the…

Combinatorics · Mathematics 2007-05-23 Nikolaos Fountoulakis , Bruce Reed

We consider a discrete time biased random walk conditioned to avoid Bernoulli obstacles on ${\mathbb Z}^d$ ($d\geq 2$) up to time $N$. This model is known to undergo a phase transition: for a large bias, the walk is ballistic whereas for a…

Probability · Mathematics 2020-09-17 Jian Ding , Ryoki Fukushima , Rongfeng Sun , Changji Xu

Activated Random Walks, on $\mathbb{Z}^d$ for any $d\geqslant 1$, is an interacting particle system, where particles can be in either of two states: active or frozen. Each active particle performs a continuous-time simple random walk during…

Probability · Mathematics 2024-09-04 Amine Asselah , Nicolas Forien , Alexandre Gaudillière

The territory explored by a random walk is a key property that may be quantified by the number of distinct sites that the random walk visits up to a given time. The extent of this spatial exploration characterizes many important physical,…

Statistical Mechanics · Physics 2023-02-21 Léo Régnier , Maxim Dolgushev , S. Redner , Olivier Bénichou

We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

Probability · Mathematics 2007-05-23 Amine Asselah , Fabienne Castell

We introduce a model of branching interlacements for general critical offspring distributions. It consists of a countable collection of infinite tree-indexed random walk trajectories on $Z^d,d\geq5$. We show that this model turns out to be…

Probability · Mathematics 2019-12-03 Qingsan Zhu

We consider the model of Branching Interlacements, introduced by Zhu, which is a natural analogue of Sznitman's Random Interlacements model, where the random walk trajectories are replaced by ranges of some suitable tree-indexed random…

Probability · Mathematics 2025-04-11 Bruno Schapira

We consider continuous-time random interlacements on Z^d, d greater or equal to 3, and investigate the percolation model where a site x of Z^d is occupied if the total amount of time spent at x by all the trajectories of the interlacement…

Probability · Mathematics 2014-03-28 Pierre-François Rodriguez

We consider the Brownian interlacements model in Euclidean space, introduced by A.S. Sznitman in \cite{sznitman2013scaling}. We give estimates for the asymptotics of the visibility in the vacant set. We also consider visibility inside the…

Probability · Mathematics 2017-09-27 Olof Elias , Johan Tykesson

We extend the theory of discrete capacity to critical branching random walk. We introduce branching capacity for any finite subset of $\Z^d, d\geq5$. Analogous to the regular discrete capacity, branching capacity is closely related to the…

Probability · Mathematics 2017-02-01 Qingsan Zhu
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