Related papers: Brownian Bridge and Self-Avoiding Random Walk

We prove a property of Brownian bridges whose certain time-equidistant sequences of points are pairwise coupled by an interaction. Roughly saying, if the total time span $t$ of the bridge tends to infinity while the distance of its end…

For the d-dimensional model of a subcritical bond percolation (p<p_c) and a point \vec{a} in Z^d, we prove that a cluster conditioned on connecting points (0,...,0) and n\vec{a} if scaled by 1/(n|vec{a}|) along \vec{a} and by 1/sqrt{n} in…

We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…

Height fluctuations are studied in the one-dimensional totally asymmetric simple exclusion process with periodic boundaries, with a focus on how late time relaxation towards the non-equilibrium steady state depends on the initial condition.…

A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

We prove that on any transitive graph $G$ with infinitely many ends, a self-avoiding walk of length $n$ is ballistic with extremely high probability, in the sense that there exist constants $c,t>0$ such that $\mathbb{P}_n(d_G(w_0,w_n)\geq…

We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…

Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…

We prove quantitative sub-ballisticity for the self-avoiding walk on the hexagonal lattice. Namely, we show that with high probability a self-avoiding walk of length $n$ does not exit a ball of radius $O(n/\log{n})$. Previously, only a…

We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

We consider random self-avoiding walks between two points on the boundary of a finite subdomain of Z^d (the probability of a self-avoiding trajectory gamma is proportional to mu^{-length(gamma)}). We show that the random trajectory becomes…

A celebrated problem in numerical analysis is to consider Brownian motion originating at the centre of a $10 \times 1$ rectangle, and to evaluate the ratio of probabilities of a Brownian path hitting the short ends of the rectangle before…

We study terminally attached self-avoiding walks and bridges on the simple cubic lattice, both by series analysis and Monte Carlo methods. We provide strong numerical evidence supporting a scaling relation between self-avoiding walks,…

We study the rate of convergence of two discrete processes towards the Brownian bridge: the random walk conditioned to be zero at time 2n and the empirical process which appears in the Glivencko-Cantelli theorem. Combining a functional…

We study self-avoiding walk on graphs whose automorphism group has a transitive nonunimodular subgroup. We prove that self-avoiding walk is ballistic, that the bubble diagram converges at criticality, and that the critical two-point…

We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes…

We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…

We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent…

We prove two results on the delocalization of the endpoint of a uniform self-avoiding walk on Z^d for d>1. We show that the probability that a walk of length n ends at a point x tends to 0 as n tends to infinity, uniformly in x. Also, for…