English
Related papers

Related papers: Quenched limit for diffusive biased random walks i…

200 papers

We consider a standard binary branching Brownian motion on the real line. It is known that the maximal position $M_t$ among all particles alive at time $t$, shifted by $m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t$ converges in law to a…

Probability · Mathematics 2020-07-02 Xinxin Chen , Hui He , Bastien Mallein

We consider random walk on dynamical percolation on the discrete torus $\mathbb{Z}_n^d$. In previous work, mixing times of this process for $p<p_c(\mathbb{Z}^d)$ were obtained in the annealed setting where one averages over the dynamical…

Probability · Mathematics 2017-07-25 Yuval Peres , Perla Sousi , Jeffrey E. Steif

We prove an annealed weak limit of the trajectory of the random walks in cooling random environment (RWCRE) under both slow (polynomial) and fast (exponential) cooling. We identify the weak limit when the underlying static environment is…

Probability · Mathematics 2021-07-16 Yongjia Xie

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Probability · Mathematics 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…

Probability · Mathematics 2011-01-18 Jean-Francois Le Gall , Amandine Veber

We are interested in the branching capacity of the range of a random walk in $\mathbb Z^d$.Schapira [28] has recently obtained precise asymptotics in the case $d\ge 6$ and has demonstrated a transition at dimension $d=6$. We study the case…

Probability · Mathematics 2024-05-01 Tianyi Bai , Jean-François Delmas , Yueyun Hu

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

We study a continuous-time random walk, $X$, on $\mathbb{Z}^d$ in an environment of dynamic random conductances taking values in $(0, \infty)$. We assume that the law of the conductances is ergodic with respect to space-time shifts. We…

Probability · Mathematics 2019-05-31 Sebastian Andres , Alberto Chiarini , Jean-Dominique Deuschel , Martin Slowik

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

Probability · Mathematics 2025-10-03 Juan Carlos Arroyave , Eldon Barros , Eduardo Pimenta

We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…

Probability · Mathematics 2021-05-28 Sebastian Andres , Alberto Chiarini , Martin Slowik

The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We examine the conditions under which a $d$--dimensional simple random walk in a symmetric random media converges to a Brownian motion. For…

Mathematical Physics · Physics 2007-05-23 Domingos H. U. Marchetti , Roberto da Silva

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

Probability · Mathematics 2016-09-07 Alexander Fribergh , Daniel Kious

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

We consider a branching system of random walk in random environment (in location) in $\mathbb{N}$. We will give the exact limit value of $\frac{M_{n}}{n}$, where $M_{n}$ denotes the minimal position of branching random walk at time $n$. A…

Probability · Mathematics 2018-09-18 Wenming Hong , Wanting Hou , Xiaoyue Zhang

We study a continuous time random walk X in an environment of dynamic random conductances. We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We…

Probability · Mathematics 2014-03-31 Sebastian Andres

We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…

Probability · Mathematics 2008-12-17 Atilla Yilmaz

We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…

Probability · Mathematics 2015-10-29 Nicos Georgiou , Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We study here a detailed conjecture regarding one of the most important cases of anomalous diffusion, i.e the behavior of the "ant in the labyrinth". It is natural to conjecture (see [16] and [8]) that the scaling limit for random walks on…

Probability · Mathematics 2016-09-16 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…

Probability · Mathematics 2025-06-05 Xi Geng , Greg Markowsky

Consider a random walk in an i.i.d. uniformly elliptic environment in dimensions larger than one. In 2002, Sznitman introduced for each $\gamma\in(0,1)$ the ballisticity condition $(T)_{\gamma}$ and the condition $(T')$ defined as the…

Probability · Mathematics 2012-04-04 Alexander Drewitz , Alejandro F. Ramírez