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Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…

Probability · Mathematics 2012-01-31 Serguei Popov , Marina Vachkovskaia

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

Probability · Mathematics 2015-04-28 Alexander Iksanov , Andrey Pilipenko

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0<beta<1, uniform…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We provide a random walk in random scenery representation of a new class of stable self-similar processes with stationary increments introduced recently by Jung, Owada and Samorodnitsky. In the functional limit theorem they provided, only a…

Probability · Mathematics 2018-02-27 Łukasz Treszczotko

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

Probability · Mathematics 2014-08-11 M. Magdziarz , H. P. Scheffler , P. Straka , P. Zebrowski

Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…

In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…

Probability · Mathematics 2024-09-30 Wojciech Cygan , Denis Denisov , Zbigniew Palmowski , Vitali Wachtel

We consider one or more independent random walks on the $d\ge 3$ dimensional discrete torus. The walks start from vertices chosen independently and uniformly at random. We analyze the fluctuation behavior of the size of some random sets…

Probability · Mathematics 2021-08-17 Partha Dey , Daesung Kim

In this paper we prove a rate of escape theorem and a central limit theorem for isotropic random walks on Fuchsian buildings, giving formulae for the speed and asymptotic variance. In particular, these results apply to random walks induced…

Probability · Mathematics 2014-12-01 L. A. Gilch , S. Mueller , J. Parkinson

We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…

Probability · Mathematics 2023-11-14 Irina Ignatiouk-Robert

We consider a class of self-interacting random walks in deterministic or random environments, known as excited random walks or cookie walks, on the d-dimensional integer lattice. The main purpose of this paper is two-fold: to give a survey…

Probability · Mathematics 2013-05-15 Elena Kosygina , Martin P. W. Zerner

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…

Probability · Mathematics 2022-11-30 Guillaume Barraquand , Mark Rychnovsky

A recent theorem giving the initial behavior of very short-time fluctuations of particle displacements in classical many-body systems is discussed. It has applications to equilibrium and non-equilibrium systems, one of which is a series…

Statistical Mechanics · Physics 2007-07-31 Ramses van Zon , S. S. Ashwin , E. G. D. Cohen

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

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to L{\'e}vy processes in the Skorokhod space…

Probability · Mathematics 2016-06-29 V. Yu. Korolev , A. V. Chertok , A. Yu. Korchagin , E. V. Kossova , A. I. Zeifman

We establish a functional limit theorem for the joint-law of occupations near and away from indifferent fixed points of interval maps, and of waits for the occupations away from these points, in the sense of strong distributional…

Probability · Mathematics 2019-05-07 Toru Sera

Quantum work fluctuation theorems are known to hold when the work is defined as the difference between the outcomes of projective measurements carried out on the Hamiltonian of the system at the initial and the final time instants of the…

Statistical Mechanics · Physics 2023-07-20 Sourabh Lahiri , Subhashish Banerjee , A. M. Jayannavar