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Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

Probability · Mathematics 2017-08-11 Bala Rajaratnam , Narut Sereewattanawoot , Doug Sparks , Meng-Hsuan Wu

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

Probability · Mathematics 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

Reinforced random walks (RRWs), including vertex-reinforced random walks (VRRWs) and edge-reinforced random walks (ERRWs), model random walks where the transition probabilities evolve based on prior visitation history~\cite{mgr, fmk,…

Machine Learning · Statistics 2026-05-22 Qinghua , Ding , Venkat Anantharam

We develop an approach for performing scaling analysis of $N$-step Random Walks (RWs). The mean square end-to-end distance, $\langle\vec{R}_{N}^{2}\rangle$, is written in terms of inner persistence lengths (IPLs), which we define by the…

Statistical Mechanics · Physics 2016-05-18 C. R. F. Granzotti , A. S. Martinez , M. A. A. da Silva

One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten

We consider a generalization of the so-called elephant random walk by introducing multiple elephants moving along the integer line, $\mathbb{Z}$. When taking a new step, each elephant considers not only its own previous steps but also the…

Probability · Mathematics 2024-10-31 Deborshi Das

We consider a recurrent RWRE $(X_n)_{n \in \mathbb{N}_0}$ on $\mathbb{Z}$ and investigate the quenched return probabilities of the RWRE to the origin for which we state results on their decay in terms of summability. Additionally, we give…

Probability · Mathematics 2012-11-21 Michael Kochler

We consider a recent model of random walk that recursively grows the network on which it evolves, namely the Tree Builder Random Walk (TBRW). We introduce a bias $\rho \in (0,\infty)$ towards the root, and exhibit a phase transition for…

Reinforced random walks are random walks on graphs whose transition probabilities along edges from a vertex are proportional to the weights of those edges, but where the weight of an edge evolves in a way that depends on the past traversals…

Information Theory · Computer Science 2026-05-22 Qinghua , Ding , Venkat Anantharam

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

Probability · Mathematics 2009-07-15 Olivier Raimond , Bruno Schapira

The edge-reinforced random walk (ERRW) is a random process on the vertices of a graph that is more likely to cross the edges it has visited in the past. Depending on the strength of the reinforcement, the ERRW of a single particle can…

Probability · Mathematics 2025-09-23 Giordano Giambartolomei , Nadia Sidorova

While records and order statistics of independent and identically distributed (i.i.d.) random variables X_1, ..., X_N are fully understood, much less is known for strongly correlated random variables, which is often the situation…

Statistical Mechanics · Physics 2013-05-06 Gregory Schehr , Satya N. Majumdar

We study the enhanced diffusivity in the so called elephant random walk model with stops (ERWS) by including symmetric random walk steps at small probability $\epsilon$. At any $\epsilon > 0$, the large time behavior transitions from…

Probability · Mathematics 2017-05-09 Jiancheng Lyu , Jack Xin , Yifeng Yu

The random walk with choice is a well known variation to the random walk that first selects a subset of $d$ neighbours nodes and then decides to move to the node which maximizes the value of a certain metric; this metric captures the number…

Data Structures and Algorithms · Computer Science 2010-07-20 John Alexandris , Gregory Karagiorgos 'and' Ioannis Stavrakakis

We focus on recurrent random walks in random environment (RWRE) on Galton-Watson trees. The range of these walks, that is the number of sites visited at some fixed time, has been studied in three different papers [AC18], [AdR17] and [dR16].…

Probability · Mathematics 2018-12-21 Pierre Andreoletti , Roland Diel

We prove that the law of a random walk $X_n$ is determined by the one-dimensional distributions of $\max(X_n, 0)$ for $n = 1, 2, \ldots$, as conjectured recently by Lo\"ic Chaumont and Ron Doney. Equivalently, the law of $X_n$ is determined…

Probability · Mathematics 2019-02-25 Mateusz Kwaśnicki

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

Probability · Mathematics 2022-10-19 Marco Bertenghi , Alejandro Rosales-Ortiz

On a locally compact group $E$ with countable base, we consider a random walk $X$ that has a unique (up to a positive factor) $r$-invariant measure for some $r>0$. Under some weak conditions on the measure, there is a unique continuous…

Probability · Mathematics 2015-11-10 M. G. Shur

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

Probability · Mathematics 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

Probability · Mathematics 2015-11-20 Martin Wendler