Related papers: Random walks in Weyl chambers

In this paper sequential monitoring schemes to detect nonparametric drifts are studied for the random walk case. The procedure is based on a kernel smoother. As a by-product we obtain the asymptotics of the Nadaraya-Watson estimator and its…

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

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…

We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…

A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding…

Let $S(n)$ be a real valued random walk with i.i.d. increments which have zero mean and finite variance. We are interested in the asymptotic properties of the stopping time $T(g):=\inf\{n\ge1: S(n)\le g(n)\}$, where $g(t)$ is a boundary…

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

We study behavior in space and time of random walks in an i.i.d. random environment on Z^d, d>=3. It is assumed that the measure governing the environment is isotropic and concentrated on environments that are small perturbations of the…

We study the behavior of Random Walk in Random Environment (RWRE) on trees in the critical case left open in previous work. Representing the random walk by an electrical network, we assume that the ratios of resistances of neighboring edges…

We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on $\Z^d$, $d\geq 3$, when the…

We consider open quantum walks on a graph, and consider the random variables defined as the passage time and number of visits to a given point of the graph. We study in particular the probability that the passage time is finite, the…

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

This is a continuation of our earlier work [Stochastic Processes and their Applications, 129(1), pp.102--128, 2019] on the random walk in random scenery and in random layered conductance. We complete the picture of upper deviation of the…

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

We consider $d$-dimensional random vectors $Y_1,\dots,Y_n$ that satisfy a mild general position assumption a.s. The hyperplanes \begin{align*} (Y_i-Y_j)^\perp\;\; (1\le i<j\le n). \end{align*} generate a conical tessellation of the…

Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…

We deal with a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) on $\mathbb{Z}_+^2\times S_0$, where $S_0$ is a finite set, and give a complete expression for the asymptotic decay function of the…

Using the discrepancy metric, we analyze the rate of convergence of a random walk on the circle generated by d rotations, and establish sharp rates that show that badly approximable d-tuples in R^d give rise to walks with the fastest…

This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…