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The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial $Y = 1 + \xi_1 + \xi_1 \xi_2 + \xi_1 \xi_2 \xi_3 + ...$ of independent and identically distributed non-negative random variables. It…

Combinatorics · Mathematics 2010-08-10 Tamas Szabados , Balazs Szekely

Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the numerical evaluation of various characteristics of such processes has received relatively little attention. This paper develops…

Probability · Mathematics 2014-06-16 Werner R. W. Scheinhardt , Dirk P. Kroese

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We study biased random walks on dynamical percolation in $\mathbb{Z}^d$, which were recently introduced by Andres et al. We provide a second order expansion for the asymptotic speed and show for $d \ge 2$ that the speed of the biased random…

Probability · Mathematics 2025-02-13 Assylbek Olzhabayev , Dominik Schmid

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…

Statistical Mechanics · Physics 2021-06-03 Miquel Montero

Consider a closed surface $M$ with negative Euler characteristic, and an admissible probability measure on the fundamental group of $M$ with finite first moment. Corresponding to each point in the Teichm\"uller space of $M$, there is an…

Geometric Topology · Mathematics 2024-06-14 Aitor Azemar , Vaibhav Gadre , Sébastien Gouëzel , Thomas Haettel , Pablo Lessa , Caglar Uyanik

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate…

Probability · Mathematics 2023-01-18 Sébastien Gouëzel

We study variable-speed random walks on $\mathbb Z$ driven by a family of nearest-neighbor time-dependent random conductances $\{a_t(x,x+1)\colon x\in\mathbb Z, t\ge0\}$ whose law is assumed invariant and ergodic under space-time shifts. We…

Probability · Mathematics 2020-01-06 Marek Biskup

We consider the model of the one-dimensional cookie random walk when the initial cookie distribution is spatially uniform and the number of cookies per site is finite. We give a criterion to decide whether the limiting speed of the walk is…

Probability · Mathematics 2007-05-23 Anne-Laure Basdevant , Arvind Singh

One can define a random walk on a hypercubic lattice in a space of integer dimension $D$. For such a process formulas can be derived that express the probability of certain events, such as the chance of returning to the origin after a given…

High Energy Physics - Lattice · Physics 2009-10-22 Carl M. Bender , Stefan Boettcher , Lawrence R. Mead

We consider a random walk in a stationary ergodic environment in $\mathbb Z$, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right…

Probability · Mathematics 2012-07-03 Francis Comets , Serguei Popov

Consider a one-dimensional shift-invariant attractive spin-flip system in equilibrium, constituting a dynamic random environment, together with a nearest-neighbor random walk that on occupied sites has a local drift to the right but on…

Probability · Mathematics 2009-12-01 L. Avena , F. den Hollander , F. Redig

We study a self-attractive random walk such that each trajectory of length $N$ is penalised by a factor proportional to $\exp ( - |R_N|)$, where $R_N$ is the set of sites visited by the walk. We show that the range of such a walk is close…

Probability · Mathematics 2020-03-04 Nathanael Berestycki , Raphael Cerf

We are interested in the biased random walk on a supercritical Galton--Watson tree in the sense of Lyons, Pemantle and Peres, and study a phenomenon of slow movement. In order to observe such a slow movement, the bias needs to be random;…

Probability · Mathematics 2015-03-13 Gabriel Faraud , Yueyun Hu , Zhan Shi

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…

Probability · Mathematics 2018-12-27 James McRedmond , Andrew R. Wade

Take a centered random walk S_n and consider the sequence of its partial sums A_n = S_1 + ... + S_n. Suppose S_1 is in the domain of normal attraction of an \alpha-stable law with 1 < \alpha <= 2. Assuming that S_1 is either…

Probability · Mathematics 2012-03-19 Vladislav Vysotsky

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

Probability · Mathematics 2007-07-06 Endre Csáki , Antónia Földes , Pál Révész

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…

Probability · Mathematics 2019-04-30 Andrea Collevecchio , Kais Hamza , Laurent Tournier

We study random walks in i.i.d. random environments on $\mathbb{Z}^d$ when there are two basic types of vertices, which we call "blue" and "red". Each color represents a different probability distribution on transition probability vectors.…

Probability · Mathematics 2025-01-03 Daniel J. Slonim