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We give an explicit formula for the mean square displacement of the random walk on the $d$-dimensional Manhattan lattice after $n$ steps, for all $n$ and all dimensions $d \geq 2$.

Probability · Mathematics 2022-06-28 Nicholas R. Beaton , Mark Holmes

A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…

Statistical Mechanics · Physics 2010-07-28 G. Le Caer

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

Probability · Mathematics 2025-07-08 Viet Hung Hoang , Kilian Raschel

Excited random walks (ERWs) are a self-interacting non-Markovian random walk in which the future behavior of the walk is influenced by the number of times the walk has previously visited its current site. We study the speed of the walk,…

Probability · Mathematics 2018-06-06 Erin Bossen , Brian Kidd , Owen Levin , Jonathon Peterson , Jacob Smith , Kevin Stangl

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

In this work we consider loop-erased random walk (LERW) and its scaling limit in three dimensions, and prove that 3D LERW parametrized by renormalized length converges to its scaling limit parametrized by some suitable measure with respect…

Probability · Mathematics 2024-11-05 Xinyi Li , Daisuke Shiraishi

Excited random walk is a process that has a drift to the right whenever it encounters a new vertex. The paper shows that in two dimensions it drifts to the right linearly in time.

Probability · Mathematics 2007-05-23 Gady Kozma

We study the range $R_n$ of a random walk on the $d$-dimensional lattice $\mathbb{Z}^d$ indexed by a random tree with $n$ vertices. Under the assumption that the random walk is centered and has finite fourth moments, we prove in dimension…

Probability · Mathematics 2015-11-18 Jean-François Le Gall , Shen Lin

We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

Probability · Mathematics 2011-10-27 Ron Rosenthal

We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…

Probability · Mathematics 2025-09-23 Wojciech Cygan , Tomislav Kralj , Nikola Sandrić , Stjepan Šebek , Andrew Wade , Mo Dick Wong

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

Probability · Mathematics 2020-05-18 Amine Asselah , Bruno Schapira

We employ a simple and accurate dimensional interpolation formula for the shapes of random walks at $D=3$ and $D=2$ based on the analytically known solutions at both limits $D=\infty$ and $D=1$. The results obtained for the radii of…

Statistical Mechanics · Physics 2021-08-27 Kumar J. B. Ghosh , Sabre Kais , Dudley Herschbach

We show the existence of the growth exponent for loop-erased random walk in three dimensions.

Probability · Mathematics 2016-04-27 Daisuke Shiraishi

How does removal of sites by a random walk lead to blockage of percolation? To study this problem of correlated site percolation, we consider a random walk (RW) of $N=uL^d$ steps on a $d$-dimensional hypercubic lattice of size $L^d$ (with…

Statistical Mechanics · Physics 2019-08-22 Yacov Kantor , Mehran Kardar

The decay of directional correlations in self-avoiding random walks on the square lattice is investigated. Analysis of exact enumerations and Monte Carlo data suggest that the correlation between the directions of the first step and the…

Statistical Mechanics · Physics 2009-11-07 E. Eisenberg , A. Baram

This article studies discrete height functions on the discrete hypertorus. These are functions on the vertices of this hypertorus graph for which the derivative satisfies a specific condition on each edge. We then perform a random walk on…

Probability · Mathematics 2023-01-23 Piet Lammers

In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths,…

Probability · Mathematics 2017-04-26 Eviatar B. Procaccia , Yuan Zhang

We give an alternative proof of the existence of the scaling limit of loop erased random walk which does not use Lowner's differential equation.

Probability · Mathematics 2007-05-23 Gady Kozma

We provide asymptotics for the range R(n) of a random walk on the d-dimensional lattice indexed by a random tree with n vertices. Using Kingman's subadditive ergodic theorem, we prove under general assumptions that R(n)/n converges to a…

Probability · Mathematics 2013-07-22 Jean-François Le Gall , Shen Lin
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