Related papers: The Beurling estimate for a class of random walks
In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…
The fractional Brownian motion is a generalization of ordinary Brownian motion, used particularly when long-range dependence is required. Its explicit introduction is due to B.B. Mandelbrot and J.W. van Ness (1968) as a self-similar…
Exact coupling of random walks is studied. Conditions for admitting a successful exact coupling are given that are necessary and in the Abelian case also sufficient. In the Abelian case, it is shown that a random walk $S$ with step-length…
Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…
In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $(t,x)$. The rate of convergence is $n^{\frac14} (\log…
We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…
We consider line ensembles of non-intersecting random walks constrained by a hard wall, each tilted by the area underneath it with geometrically growing pre-factors $\mathfrak{b}^i$ where $\mathfrak{b}>1$. This is a model for the level…
We describe scaling limits of recurrent excited random walks (ERWs) on integers in i.i.d. cookie environments with a bounded number of cookies per site. We allow both positive and negative excitations. It is known that ERW is recurrent if…
We consider the Grover walk on a finite graph composed of two arbitrary simple graphs connected by one edge, referred to as a bridge. The parameter $\epsilon>0$ assigned at the bridge represents the strength of connectivity: if…
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…
Arratia, and later T\'oth and Werner, constructed random processes that formally correspond to coalescing one-dimensional Brownian motions starting from every space-time point. We extend their work by constructing and characterizing what we…
The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…
For a random walk in an elliptic i.i.d. random environment in dimension greater than or equal to 4, satisfying the a ballisticity condition slightly weaker than condition (T'), We consider the probability of linear slowdown. We show an…
We propose a new algorithm to generate a fractional Brownian motion, with a given Hurst parameter, 1/2<H<1 using the correlated Bernoulli random variables with parameter p; having a certain density. This density is constructed using the…
We prove the existence of scaling limits for the projection on the backbone of the random walks on the Incipient Infinite Cluster and the Invasion Percolation Cluster on a regular tree. We treat these projected random walks as randomly…
We derive the exact value of intersection exponents between planar Brownian motions or random walks, confirming predictions from theoretical physics by Duplantier and Kwon. Let B and B' be independent Brownian motions (or simple random…
The betweenness centrality of graphs using random walk paths instead of geodesics is studied. A scaling collapse with no adjustable parameters is obtained as the graph size $N$ is varied; the scaling curve depends on the graph model. A…
The rotor walk on a graph is a deterministic analogue of random walk. Each vertex is equipped with a rotor, which routes the walker to the neighbouring vertices in a fixed cyclic order on successive visits. We consider rotor walk on an…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…