Related papers: Boundaries and harmonic functions for random walks…
We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…
We consider random walks on marked simple point processes with symmetric jump rates and unbounded jump range. We prove homogenization properties of the associated Markov generators. As an application, we derive the hydrodynamic limit of the…
We derive explicit formulas for probabilities of Brownian motion with jumps crossing linear or piecewise linear boundaries in any finite interval. We then use these formulas to approximate the boundary crossing probabilities for general…
For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…
For a group hyperbolic relative to virtually nilpotent subgroups, on a cusped graph associated to the group, we construct a random walk whose Martin boundary is the Bowditch boundary of the group. Moreover, the harmonic measure is a…
The main purpose of this thesis is to study the interplay between geometric properties of infinite graphs and analytic and probabilistic objects such as transition operators, harmonic functions and random walks on these graphs. For a…
We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…
Modeling of polymer chains has received a lot of attention in mathematics. In fact, probabilistic models that naturally arise in statistical mechanics have been widely studied by mathematicians for the very challenging and novel problems…
Recently, Vadim Kaimanovich presented a particular example of a measure on a product of two standard lamplighter groups such that the Poisson boundary of the induced random walk is non-trivial, but the boundary on the marginals is trivial.…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local "random-to-front" reorderings, driven by a probability distribution on subsets of the leaves. The eigenvalues of the…
This paper studies the boundary behaviour of $\lambda$-polyharmonic functions for the simple random walk operator on a regular tree, where $\lambda$ is complex and $|\lambda|> \rho$, the $\ell^2$-spectral radius of the random walk. In…
We show that the product or convex combination of two Markov operators with equivalent stationary measures need not have a stationary measure from the same measure class. More specifically, we exhibit examples of a hitherto undescribed…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…
We give three different criteria for transience of a Branching Markov Chain. These conditions enable us to give a classification of Branching Random Walks in Random Environment (BRWRE) on Cayley Graphs in recurrence and transience. This…
We study the Doob's $h$-transform of the two-dimensional simple random walk with respect to its potential kernel, which can be thought of as the two-dimensional simple random walk conditioned on never hitting the origin. We derive an…
In this paper we extend the construction of random walks with a prescribed Poisson boundary to the case of measures in the class of a generalized Gibbs state. The price for dropping the $\alpha$-quasiconformal assumptions is that we must…
A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…
We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions $(i,j)$ with $i+j \geq 0$ and small negative jumps, i.e., $i,j \geq -1$. These walks are called singular, and were recently…