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Let $X$ and $Y$ be two independent random walks on $\Z^2$ with zero mean and finite variances, and let $L_t(X,Y)$ be the local time of $X-Y$ at the origin at time $t$. We show that almost surely with respect to $Y$, $L_t(X,Y)/\log t$…

Probability · Mathematics 2008-06-10 Jürgen Gärtner , Rongfeng Sun

We consider the nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of i.i.d. random nearest-neighbor conductances $\omega_{xy}\in[0,1]$. Apart from the requirement that the bonds with positive conductances percolate,…

Probability · Mathematics 2007-10-30 Marek Biskup , Timothy M. Prescott

Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…

Probability · Mathematics 2024-02-20 Istvan Berkes , Bence Borda

Let $\eta^*_n$ denote the maximum, at time $n$, of a nonlattice one-dimensional branching random walk $\eta_n$ possessing (enough) exponential moments. In a seminal paper, Aidekon demonstrated convergence of $\eta^*_n$ in law, after…

Probability · Mathematics 2016-09-06 Maury Bramson , Jian Ding , Ofer Zeitouni

We study the path behaviour of a simple random walk on the 2-dimensional comb lattice ${\mathbb C}^2$ that is obtained from ${\mathbb Z}^2$ by removing all horizontal edges off the x-axis. In particular, we prove a strong approximation…

Probability · Mathematics 2009-02-26 E. Csaki , M. Csorgo , A. Foldes , P. Revesz

The self-repelling random walk with directed edges was introduced by T\'oth and Vet\H{o} in 2008 as a nearest-neighbor random walk on $\mathbb{Z}$ that is non-Markovian: at each step, the probability to cross a directed edge depends on the…

Probability · Mathematics 2024-07-22 Laure Marêché , Thomas Mountford

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizs\"{a}cker in \cite{drw}. Our main result is a stable limit theorem for the position of the…

Probability · Mathematics 2011-11-08 Arka Ghosh , Reza Rasxtegar , Alexander Roitershtein

We study the asymptotic behavior of the simple random walk on oriented version of $\mathbb{Z}^2$. The considered latticesare not directed on the vertical axis but unidirectional on the horizontal one, with symmetric random orientations…

Probability · Mathematics 2007-05-23 Nadine Guillotin-Plantard , Arnaud Le Ny

We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed…

Probability · Mathematics 2015-11-03 Jetlir Duraj , Vitali Wachtel

The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…

Probability · Mathematics 2010-08-10 Balazs Szekely , Tamas Szabados

We construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-transform. Furthermore, we prove functional limit theorems…

Probability · Mathematics 2009-11-04 Wolfgang Koenig , Patrick Schmid

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…

Probability · Mathematics 2013-10-29 Erich Baur

We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience,…

Probability · Mathematics 2007-05-23 Francis Comets , Serguei Popov

Quantum random walks, - coined, lattice ones, - exhibit ballistic behavior with fascinating asymptotic patterns of the amplitudes. We show that averaging over the coins (using the Haar measure), these patterns blend into a spline. Also, we…

Mathematical Physics · Physics 2021-08-11 Yuliy Baryshnikov

We consider the random walk in an independent and identically distributed (i.i.d.) random environment on a Cayley graph of a finite free product of copies of $\mathbb{Z}$ and $\mathbb{Z}_2$. Such a Cayley graph is readily seen to be a…

Probability · Mathematics 2020-01-28 Siva Athreya , Antar Bandyopadhyay , Amites Dasgupta , Neeraja Sahasrabudhe

The Central Limit Theorem for the random walk on a stationary random network of conductances has been studied by several authors. In one dimension, when conductances and resistances are integrable, and following a method of martingale…

Probability · Mathematics 2009-02-04 Jérôme Depauw , Jean-Marc Derrien

We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…

Probability · Mathematics 2015-03-11 Lorenz A. Gilch

We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius.…

Probability · Mathematics 2009-05-15 Michael J. Kozdron , Gregory F. Lawler

We introduce asymptotic R\'enyi entropies as a parameterized family of invariants for random walks on groups. These invariants interpolate between various well-studied properties of the random walk, including the growth rate of the group,…

Probability · Mathematics 2024-06-11 Kimberly Golubeva , Minghao Pan , Omer Tamuz