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Let $S_n$ be a centered random walk with a finite variance, and define the new sequence $A_n:=\sum_{i=1}^n S_i$, which we call an integrated random walk. We are interested in the asymptotics of $$p_N:=P(\min_{1 \le k \le N} A_k \ge 0)$$ as…

Probability · Mathematics 2010-05-06 Vladislav Vysotsky

Let $\xi$ n , n $\in$ N be a sequence of i.i.d. random variables with values in Z. The associated random walk on Z is S(n) = $\xi$ 1 + $\times$ $\times$ $\times$ + $\xi$ n+1 and the corresponding "reflected walk" on N 0 is the Markov chain…

Probability · Mathematics 2021-02-11 Hoang-Long Ngo , Marc Peigné

A connection between the asymptotic behavior of the open quantum walk and the spectrum of a generalized quantum coins is studied. For the case of simultaneously diagonalizable transition operators an exact expression for probability…

Quantum Physics · Physics 2014-02-07 I. Sinayskiy , F. Petruccione

In this paper we study convergence of random walks, on finite quantum groups, arising from linear combination of irreducible characters. We bound the distance to the Haar state and determine the asymptotic behavior, i.e. the limit state if…

Quantum Algebra · Mathematics 2019-05-14 Isabelle Baraquin

This article is one of a triptych composed with [Che25a] and [Che25b], that aims at proving an asymptotic expansion to any order of the passage probability of an irreducible equivariant finite range random walk on a tree. In this text we…

Probability · Mathematics 2025-07-23 Chevalier Guillaume

We analyze a random walk strategy on undirected regular networks involving power matrix functions of the type $L^{\frac{\alpha}{2}}$ where $L$ indicates a `simple' Laplacian matrix. We refer such walks to as `Fractional Random Walks' with…

Statistical Mechanics · Physics 2017-12-22 T. M. Michelitsch , B. A. Collet , A. P. Riascos , A. F. Nowakowski , F. C. G. A. Nicolleau

We settle an open problem, raised by Y. Peres and D. Revelle, concerning the $L^2$ mixing time of the random walk on the lamplighter graph. We also provide general bounds relating the entropy decay of a Markov chain to the separation…

Probability · Mathematics 2007-05-23 Murali K. Ganapathy , Prasad Tetali

In this article we prove existence of the asymptotic capacity of the range of random walks on free products of graphs. In particular, we will show that the asymptotic capacity of the range is almost surely constant and strictly positive.…

Probability · Mathematics 2024-02-05 Lorenz A. Gilch

We study the path behavior of the anisotropic random walk on the two-dimensional lattice Z^2. Simultaneous strong approximations of its components are given.

Probability · Mathematics 2022-07-07 Endre Csaki , Antonia Foldes

We investigate the random loop model on the $d$-ary tree. For $d \geq 3$, we establish a (locally) sharp phase transition for the existence of infinite loops. Moreover, we derive rigorous bounds that in principle allow to determine the…

Probability · Mathematics 2021-09-23 Volker Betz , Johannes Ehlert , Benjamin Lees , Lukas Roth

We study a random walk on $\mathbb{Z}$ which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, $p$ and $q$. $R$ consecutive right jumps from a site in the $q$-mode are required…

Probability · Mathematics 2015-03-05 Ross G. Pinsky , Nicholas F. Travers

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

We consider nearest-neighbor self-avoiding walk, bond percolation, lattice trees, and bond lattice animals on ${\mathbb{Z}}^d$. The two-point functions of these models are respectively the generating function for self-avoiding walks from…

Mathematical Physics · Physics 2008-04-22 Takashi Hara

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

In this article we consider transient random walks on free products of graphs. We prove that the asymptotic range of these random walks exists and is strictly positive. In particular, we show that the range varies real-analytically in terms…

Probability · Mathematics 2022-12-05 Lorenz A. Gilch

Asymptotic results are derived for the number of random walks in alcoves of affine Weyl groups (which are certain regions in $n$-dimensional Euclidean space bounded by hyperplanes), thus solving problems posed by Grabiner [J. Combin. Theory…

Combinatorics · Mathematics 2011-11-10 Christian Krattenthaler

The Aldous--Broder algorithm provides a way of sampling a uniformly random spanning tree for finite connected graphs using simple random walk. Namely, start a simple random walk on a connected graph and stop at the cover time. The tree…

Probability · Mathematics 2021-03-29 Yiping Hu , Russell Lyons , Pengfei Tang

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…

We derive Donsker-Vardhan type results for functionals of the occupation times when the underlying random walk on $\mathbb Z^d$ is in the domain of attraction of an operator-stable law on $\mathbb R^d$. Applications to random walks on…

Probability · Mathematics 2013-07-23 Laurent Saloff-Coste , Tianyi Zheng

The lamplighter group over $\mathbb Z$ is the wreath product $\mathbb Z_q \wr \mathbb Z$. With respect to a natural generating set, its Cayley graph is the Diestel-Leader graph $DL(q,q)$. We study harmonic functions for the "simple"…

Probability · Mathematics 2012-12-05 Wolfgang Woess
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