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We prove a conjecture by Bertoin that the multi-dimensional elephant random walk on $\mathbb{Z}^d$($d\geq 3$) is transient and the expected number of zeros is finite. We also provide some estimates on the rate of escape. In dimensions $d=…

Probability · Mathematics 2025-05-29 Shuo Qin

In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to $\sigma$--record…

Probability · Mathematics 2024-01-30 Penghui Lu , Yuqiang Li , Qiang Yao

We consider a minimal model of one-dimensional discrete-time random walk with step-reinforcement, introduced by Harbola, Kumar, and Lindenberg (2014): The walker can move forward (never backward), or remain at rest. For each $n=1,2,\cdots$,…

Probability · Mathematics 2020-07-13 Tatsuya Miyazaki , Masato Takei

In this paper, we claim that a common underlying structure--a skeleton structure--is present behind discrete-time quantum walks (QWs) on a one-dimensional lattice with a homogeneous coin matrix. This skeleton structure is independent of the…

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…

Mathematical Physics · Physics 2025-03-12 Anne Boutet de Monvel , Kiran Kumar A. S. , Mostafa Sabri

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

Probability · Mathematics 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko

Random walks on a group $G$ model many natural phenomena. A random walk is defined by a probability measure $p$ on $G$. We are interested in asymptotic properties of the random walks and in particular in the linear drift and the asymptotic…

Probability · Mathematics 2015-12-14 Lorenz A. Gilch , François Ledrappier

The paper investigates isotropic random fields for which the spectral density is unbounded at some frequencies. Limit theorems for weighted functionals of these random fields are established. It is shown that for a wide class of…

Probability · Mathematics 2013-07-10 Andriy Olenko

In this work, we discuss the smoothly amnesia-reinforced multidimensional elephant random walk (MARW). The scaling limit of the MARW is shown to exist in the diffusive, critical and superdiffusive regimes. We also establish the almost sure…

Probability · Mathematics 2023-01-23 Jiaming Chen , Lucile Laulin

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 show transience of the edge-reinforced random walk (ERRW) for small reinforcement in dimension d greater than 2. This proves the existence of a phase transition between recurrent and transient behavior, thus solving an open problem…

Probability · Mathematics 2014-09-02 Margherita Disertori , Christophe Sabot , Pierre Tarrès

The infinite two-sided loop-erased random walk (LERW) is a measure on infinite self-avoiding walks that can be viewed as giving the law of the `middle part' of an infinite LERW loop going through 0 and infinity. In this note we derive…

Probability · Mathematics 2019-11-20 Christian Beneš , Gregory F. Lawler , Fredrik Viklund

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…

Probability · Mathematics 2026-02-03 Ayan Ghosh

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…

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

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

Probability · Mathematics 2021-01-01 Lorenz A. Gilch

We review various features of the statistics of random paths on graphs. The relationship between path statistics and Quantum Mechanics (QM) leads to two canonical ways of defining random walk on a graph, which have different statistics and…

Statistical Mechanics · Physics 2010-08-04 Z. Burda , J. Duda , J. M. Luck , B. Waclaw

We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…

Probability · Mathematics 2016-06-09 Irene Crimaldi , Paolo Dai Pra , Pierre-Yves Louis , Ida Germana Minelli
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