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We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

Probability · Mathematics 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…

Probability · Mathematics 2007-05-23 Franz Merkl , Silke W. W. Rolles

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

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…

Statistical Mechanics · Physics 2007-05-23 L. Turban

In this article we show that the empirical measure of certain continuous time random walks satisfies a strong large deviation principle with respect to a topology introduced in~\cite{MV2016} by Mukherjee and Varadhan. This topology is…

Probability · Mathematics 2024-09-04 Dirk Erhard , Tertuliano Franco , Joedson de Jesus Santana

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 the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is…

Probability · Mathematics 2015-06-12 Dmitry Dolgopyat , Ilya Goldsheid

The paper analyzes a specific class of random walks on quotients of $X:=\text{SL}(k,{\Bbb R})/ \Gamma$ for a lattice $\Gamma$. Consider a one parameter diagonal subgroup, $\{g_t\}$, with an associated abelian expanding horosphere, $U\cong…

Dynamical Systems · Mathematics 2015-10-12 C. Davis Buenger

Let X= {X_t, t \ge 0} be a continuous time random walk in an environment of i.i.d. random conductances {\mu_e \in [1, \infty), e \in E_d}, where E_d is the set of nonoriented nearest neighbor bonds on the Euclidean lattice Z^d and d\ge 3.…

Probability · Mathematics 2012-02-28 Yimin Xiao , Xinghua Zheng

We consider real random walks with finite variance. We prove an optimal integrability result for the diffusively rescaled maximum, when the walk or its bridge is conditioned to stay positive, or to avoid zero. As an application, we prove…

Probability · Mathematics 2018-10-18 Francesco Caravenna

The purpose of this short note is to establish a connection between a one-dimensional random walk in a random sparse environment and the random pinning model. We show that the grand canonical partition function of the pinning model…

Probability · Mathematics 2025-11-20 Julien Poisat

We consider discrete-time nearest-neighbor quantum walks on random environments in one dimension. Using the method based on a path counting, we present both quenched and annealed weak limit theorems for the quantum walk.

Quantum Physics · Physics 2010-05-12 Norio Konno

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

Probability · Mathematics 2015-11-11 David Campos , Alejandro F. Ramirez

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Probability · Mathematics 2025-10-28 Hindy Drillick , Shalin Parekh

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…

Probability · Mathematics 2016-01-27 Alberto Chiarini , Jean-Dominique Deuschel

We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…

Probability · Mathematics 2014-04-28 Mikhail Menshikov , Serguei Popov

Deterministic walks over a random set of points in one and two dimensions (d=1,2) are considered. Points (``cities'') are randomly scattered in R^d following a uniform distribution. A walker (a ``tourist''), at each time step, goes to the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Gilson F. Lima , Alexandre S. Martinez , Osame Kinouchi

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

Probability · Mathematics 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles
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