Related papers: Statistics of Largest Loops in a Random Walk
Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to…
It is known that simulation of the mean position of a Reflected Random Walk (RRW) $\{W_n\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for…
We prove distributional limit theorems for the length of the largest convex minorant of a one-dimensional random walk with independent identically distributed increments. Depending on the increment law, there are several regimes with…
We present a new finite-size scaling method for the random walks (RW) superseeding a previously widely used renormalization group approach, which is shown here to be inconsistent. The method is valid in any dimension and is based on the…
We study a variant of the down-up and up-down walks over an $n$-partite simplicial complex, which we call expanderized higher order random walks -- where the sequence of updated coordinates correspond to the sequence of vertices visited by…
We consider a one-dimensional discrete symmetric random walk with a reflecting boundary at the origin. Generating functions are found for the 2- dimensional probability distribution P{Sn = x,max1?j?n Sn = a} of being at position x after n…
We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The…
We introduce and develop the concept of Maximal Entropy Random Walks (MERWs) on Weighted Bratteli Diagrams (WBDs), maximizing entropy production along paths as a natural criterion for choosing random walks on networks. Initially defined for…
Analytical results for the distribution of first hitting times of random walks on Erd\H{o}s-R\'enyi networks are presented. Starting from a random initial node, a random walker hops between adjacent nodes until it hits a node which it has…
Let $M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the boundary case. As $n \to \infty$, $M_n- {3 \over 2} \log n$ is tight (see [1][9][2]). We establish here a law of iterated logarithm for the…
We study large deviations for random walks on Lie groups defined by $\sigma_n^n = \exp(\frac1nX_1)\cdots\exp(\frac1nX_n)$, where $\{X_n\}_{n\geq1}$ is an i.i.d sequence of bounded random variables in the Lie algebra $\mathfrak{g}$. We…
We define the Uniform Random Walk (URW) on a connected, locally finite graph as the weak limit of the uniform walk of length $n$ starting at a fixed vertex. When the limit exists, it is necessarily Markovian and is independent of the…
We define a new class of random walk processes which maximize entropy. This maximal entropy random walk is equivalent to generic random walk if it takes place on a regular lattice, but it is not if the underlying lattice is irregular. In…
Given a super-critical branching random walk on $\mathbb R$ started from the origin, let $M_n$ be the maximal position of individuals at the $n$-th generation. Under some mild conditions, it is known from \cite{A13} that as…
We consider one-dimensional discrete-time random walks (RWs) with arbitrary symmetric and continuous jump distributions $f(\eta)$, including the case of L\'evy flights. We study the expected maximum ${\mathbb E}[M_n]$ of bridge RWs, i.e.,…
The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…
In this paper, we study random walks evolving on Z in a dynamic random environment that we assume to have time correlations that decrease polynomially fast. We show a law of large numbers by generalizing methods already used for the…
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…
We present analytical results for the distribution of first-passage (FP) times of random walks (RWs) on random regular graphs that consist of $N$ nodes of degree $c \ge 3$. Starting from a random initial node at time $t=0$, at each time…
The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate…