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We study a continuous time random walk on the $d$-dimensional lattice, subject to a drift and an attraction to large clusters of a subcritical Bernoulli site percolation. We find two distinct regimes: a ballistic one, and a subballistic one…

Probability · Mathematics 2007-10-12 Francis Comets , Francois Simenhaus

We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…

Probability · Mathematics 2012-12-12 Lung-Chi Chen , Rongfeng Sun

The cover time is defined as the time needed for a random walker to visit every site of a confined domain. Here, we focus on persistent random walks, which provide a minimal model of random walks with short range memory. We derive the exact…

Statistical Mechanics · Physics 2015-06-19 Marie Chupeau , Olivier Bénichou , Raphaël Voituriez

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 $\alpha$…

Probability · Mathematics 2007-05-23 Amine Asselah , Fabienne Castell

We consider simple random walk on a discrete cylinder with base a large d-dimensional torus of side-length N, when d is two or more. We develop a stochastic domination control on the local picture left by the random walk in boxes of…

Probability · Mathematics 2009-12-29 Alain-Sol Sznitman

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 prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…

Probability · Mathematics 2019-12-04 Jean-Dominique Deuschel , Xiaoqin Guo

For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…

Data Structures and Algorithms · Computer Science 2021-02-16 Amartya Shankha Biswas , Edward Pyne , Ronitt Rubinfeld

A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number…

Probability · Mathematics 2017-05-12 Endre Csaki , Miklos Csorgo , Antonia Foldes , Pal Revesz

We obtain upper bounds (in most cases, sharp) for the hitting times of random walks on finite undirected graphs expressed as functions of the graph's number of edges. In particular, we show that the maximum hitting time for a simple random…

Combinatorics · Mathematics 2017-02-15 Dmitri Fomin

We define a dynamical simple symmetric random walk in one dimension, and show that there almost surely exist exceptional times at which the walk tends to infinity. This is in contrast to the usual dynamical simple symmetric random walk in…

Probability · Mathematics 2019-11-19 Martin Prigent , Matthew I. Roberts

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

History and Overview · Mathematics 2018-08-27 Steven R. Finch

We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…

Probability · Mathematics 2020-10-09 Manuel González-Navarrete

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

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

Probability · Mathematics 2015-05-18 Fabio Zucca

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…

Statistical Mechanics · Physics 2009-11-11 S. Condamin , O. Benichou , M. Moreau

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…

Probability · Mathematics 2009-07-17 D. Denisov , V. Wachtel

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

Probability · Mathematics 2007-05-23 Christine Ritzmann

We prove central and local limit theorems for random walks on the Poincar{\'e} hyperbolic space of dimension n {\v e} 2. To this end we use the ball model and describe the walk therein through the M{\"o}bius addition and multiplication.…

Probability · Mathematics 2023-12-12 V Konakov , S Menozzi