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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

We consider branching random walk in spatial random branching environment (BRWRE) in dimension one, as well as related differential equations: the Fisher-KPP equation with random branching and its linearized version, the parabolic Anderson…

Probability · Mathematics 2019-04-04 Jiří Černý , Alexander Drewitz

We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…

Probability · Mathematics 2016-11-22 Adam Bowditch

In this paper we look at the pinning of a directed polymer by a one-dimensional linear interface carrying random charges. There are two phases, localized and delocalized, depending on the inverse temperature and on the disorder bias. Using…

Probability · Mathematics 2013-06-17 Dimitris Cheliotis , Frank den Hollander

We prove the quenched version of the central limit theorem for the displacement of a random walk in doubly stochastic random environment, under the $H_{-1}$-condition, with slightly stronger, $L^{2+\varepsilon}$ (rather than $L^2$)…

Probability · Mathematics 2017-10-03 Bálint Tóth

In this work, we establish the existence of large deviation principles of random walk in strongly mixing environments. The quenched and annealed rate functions have the same zero set whose shape is either a singleton point or a line…

Probability · Mathematics 2025-06-04 Jiaming Chen

This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…

Statistical Mechanics · Physics 2017-11-22 Stanislav Burov

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

Probability · Mathematics 2008-09-09 Atilla Yilmaz

This thesis concerns the study of random walks in random environments (RWRE). Since there are two levels of randomness for random walks in random environments, there are two different distributions for the random walk that can be studied.…

Probability · Mathematics 2008-10-02 Jonathon Peterson

We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a square lattice of arbitrary dimension and with an arbitrary finite set…

Probability · Mathematics 2020-06-22 Christopher Janjigian , Sergazy Nurbavliyev , Firas Rassoul-Agha

In this work we study a natural transition mechanism describing the passage from a quenched (almost sure) regime to an annealed (in average) one, for a symmetric simple random walk on random obstacles on sites having an identical and…

Probability · Mathematics 2016-08-16 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

We consider a model, introduced by Boldrighini, Minlos and Pellegrinotti, of random walks in dynamical random environments on the integer lattice Z^d with d>=1. In this model, the environment changes over time in a Markovian manner,…

Probability · Mathematics 2007-05-23 Antar Bandyopadhyay , Ofer Zeitouni

We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…

Classical Analysis and ODEs · Mathematics 2022-09-01 Thomas Cass , Bruce K. Driver , Christian Litterer , Emilio Ferrucci

Our main goal is to study a class of processes whose increments are generated via a cellular automata rule. Given the increments of a simple biased random walk, a new sequence of (dependent) Bernoulli random variables is produced. It is…

Probability · Mathematics 2017-10-24 Andrea Collevecchio , Kais Hamza , Yunxuan Liu

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We study the asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on $\mathbb{Z}^d$. Standard conditions (and proofs) for ballisticity and the central limit theorem require ellipticity. We use oriented percolation…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…

Probability · Mathematics 2012-12-12 Lung-Chi Chen , Rongfeng Sun

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

Statistics Theory · Mathematics 2007-06-13 Keiji Nagai , Cun-Hui Zhang

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d.\ random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the…

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