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We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a…

Classical Analysis and ODEs · Mathematics 2015-02-11 Margit Rösler , Michael Voit

We study the boundary of the range of simple random walk on $\mathbb{Z}^d$ in the transient regime $d\ge 3$. We show that volumes of the range and its boundary differ mainly by a martingale. As a consequence, we obtain a bound on the…

Probability · Mathematics 2016-06-10 Amine Asselah , Bruno Schapira

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

Probability · Mathematics 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

It is known that a random walk on $\Z^d$ among i.i.d. uniformly elliptic random bond conductances verifies a central limit theorem. It is also known that approximations of the covariance matrix can be obtained by considering periodic…

Probability · Mathematics 2007-05-23 Daniel Boivin

In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…

Probability · Mathematics 2025-02-25 Lucas Coeuret

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

Let T be a rooted supercritical multi-type Galton-Watson (MGW) tree with types coming from a finite alphabet, conditioned to non-extinction. The lambda-biased random walk (X_t, t>=0) on T is the nearest-neighbor random walk which, when at a…

Probability · Mathematics 2012-05-08 Amir Dembo , Nike Sun

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…

Probability · Mathematics 2011-06-10 Mathias Becker , Wolfgang König

We study downward deviations of the maximum local time of the discrete-time simple random walk on $\mathbb{Z}^d$, $d\ge 3$. In our previous paper \cite{li2026ldmaxlocal}, the corresponding upper bound was established, while the matching…

Probability · Mathematics 2026-05-26 Xinyi Li , Yushu Zheng

Let $G$ be a group with a non-elementary action on a proper CAT(0) space $X$, and let $\mu$ be a measure on $G$ such that the random walk $(Z_n)_n$ generated by $\mu$ has finite second moment on $X$. Let $o$ be a basepoint in $X$, and…

Group Theory · Mathematics 2024-07-31 Corentin Le Bars

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

In this paper, we study second order fluctuations for the size of the range of a critical branching random walk (BRW) in $\mathbb Z^d$. We consider the BRW with geometric offspring indexed by the Kesten tree, and show that the size of its…

Probability · Mathematics 2025-11-26 Tianyi Bai , Yueyun Hu

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

Let $\rho$ be a probability measure on $\mathrm{SL}\_d(\mathbb{Z})$ and consider the random walk defined by $\rho$ on the torus $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$. Bourgain, Furmann, Lindenstrauss and Mozes proved that under an…

Probability · Mathematics 2016-02-26 Jean-Baptiste Boyer

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

Probability · Mathematics 2025-11-13 Sébastien Ott , Yvan Velenik

This article investigates the behavior of the continuous-time simple random walk on $\mathbb{Z}^d$, $d \geq 3$. We derive an asymptotic lower bound on the principal exponential rate of decay for the probability that the average value over a…

Probability · Mathematics 2025-07-24 Alberto Chiarini , Maximilian Nitzschner

We reduce the local limit theorem for a non-compact semisimple Lie group acting on its symmetric space to establishing that a natural operator associated to the measure is quasicompact. Under strong Diophantine assumptions on the underlying…

Probability · Mathematics 2024-10-10 Constantin Kogler
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