Related papers: Bounded Discrete Bridges
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…
We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…
We study, on a $d$ dimensional hypercubic lattice, a random walk which is homogeneous except for one site. Instead of visiting this site, the walker hops over it with arbitrary rates. The probability distribution of this walk and the…
Quantum walk search may exhibit phenomena beyond the intuition from a conventional random walk theory. One of such examples is exceptional configuration phenomenon -- it appears that it may be much harder to find any of two or more marked…
We introduce a simple technique for proving the transience of certain processes defined on the random tree $\mathcal{G}$ generated by a supercritical branching process. We prove the transience for once-reinforced random walks on…
We consider the slow movement of randomly biased random walk $(X_n)$ on a supercritical Galton--Watson tree, and are interested in the sites on the tree that are most visited by the biased random walk. Our main result implies tightness of…
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…
In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…
Benjamini and Schramm introduced the notion of distributional limit of a sequence of graphs with uniformly bounded valence and studied such limits in the case that the involved graphs are planar. We investigate distributional limits of…
We introduce and study the planted directed polymer, in which the path of a random walker is inferred from noisy 'images' accumulated at each timestep. Formulated as a nonlinear problem of Bayesian inference for a hidden Markov model, this…
A sufficient condition for the uniqueness of multinomial sequential unbiased estimators is provided generalizing a classical result for binomial samples. Unbiased estimators are applied to infer the parameters of multidimensional or…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
In this article we consider a natural class of random walks on free products of graphs, which arise as convex combinations of random walks on the single factors. From the works of Gilch [6,7] it is well-known that for these random walks the…
We show that the squared maximal height of the top path among $N$ non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This…
Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to…
We prove the existence of a limiting distribution for the appropriately rescaled diameters of random undirected Cayley graphs of finite nilpotent groups of bounded rank and nilpotency class, thus extending a result of Shapira and Zuck which…
We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…
We consider asymptotic behaviour of a Hadamard walk on a cycle. For a walk which starts with a state in which all the probability is concentrated on one node, we find the explicit formula for the limiting distribution and discuss its…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
In this expository note, we study several families of periodic graphs which satisfy a sufficient condition for the ergodicity of the associated continuous-time quantum walk. For these graphs, we compute the limiting distribution of the walk…