Related papers: Discrete harmonic polynomials in multidimensional …
The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We investigate monotonicity properties of eigenvalues of the Dirichlet Laplacian in polyhedral layers of fixed width. We establish that eigenvalues below the essential spectrum threshold monotonically depend on geometric parameters defining…
Random walks conditioned to stay positive are a prominent topic in fluctuation theory. One way to construct them is as a random walk conditioned to stay positive up to time $n$, and let $n$ tend to infinity. A second method is conditioning…
Let W be a 2-dimensional right-angled Coxeter group. We characterise such W with linear and quadratic divergence, and construct right-angled Coxeter groups with divergence polynomial of arbitrary degree. Our proofs use the structure of…
We show that, in dimension three and higher, the space of harmonic functions vanishing on the cone defined by a generically chosen harmonic quadratic polynomial is two-dimensional. This phenomenon is surprisingly robust, generalizing to…
A mated-CRT map is a random planar map obtained as a discretized mating of correlated continuum random trees. Mated-CRT maps provide a coarse-grained approximation of many other natural random planar map models (e.g., uniform triangulations…
A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
In this note we prove a large deviation result for the intersection of the ranges of two independent random walks in dimension two. This complements the study of Phetpradap from 2011, where the intersection in dimension three and above was…
In this paper, we will study the behavior of the space of positive harmonic functions associated with the random walk on a discrete group under the change of probability measure by a randomized stopping time. We show that this space remains…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
We consider a simple dice game, which leads to an intriguing study of multinomial walks, with surprising and seemingly paradoxical properties. The winning and losing probabilities of a general version of the game are investigated via…
We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…
For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability assumption, which has been imposed in our previous paper…
This work is motivated by the study of some two-dimensional random walks in random environment (RWRE) with transition probabilities independent of one coordinate of the walk. These are non-reversible models and can not be treated by…
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…
This note continues paper of Denisov and Wachtel (2010), where we have constructed a $k$-dimensional random walk conditioned to stay in the Weyl chamber of type $A$. The construction was done under the assumption that the original random…
We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…
We study random walks in a random environment on a regular, rooted, coloured tree. The asymptotic behaviour of the walks is classified for ergodicity/transience in terms of the geometric properties of the matrix describing the random…
We give an explicit formula for the probability that the convex hull of an $n$-step random walk in $R^d$ does not contain the origin, under the assumption that the distribution of increments of the walk is centrally symmetric and puts no…