Related papers: Estimates of random walk exit probabilities and ap…
We consider the average number B_m(t) of bonds traversed exactly m times by a t step simple random walk. We determine B_m(t) explicitly in the scaling limit t -> oo with m/sqrt(t) fixed in dimension d=1 and m/log(t) fixed in dimension d=2.…
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…
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…
We consider the limit behavior of an excited random walk (ERW), i.e., a random walk whose transition probabilities depend on the number of times the walk has visited to the current state. We prove that an ERW being naturally scaled…
By developing the entropy theory of random walks on equivalence relations and analyzing the asymptotic geometry of horospheric products we describe the Poisson boundary for random walks on random horospheric products of trees.
Rotor walk is deterministic counterpart of random walk on graphs. We study that under a certain initial configuration in Z^d, n particles perform rotor walks from the origin consecutively. They would stop if they hit the origin or infinity.…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…
Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…
Consider the braid group $B_3=< a,b| aba=bab>$ and the nearest neighbor random walk defined by a probability $\nu$ with support $\{a,a^{-1},b,b^{-1}\}$. The rate of escape of the walk is explicitly expressed in function of the unique…
We consider the P\'olya random walk in $\mathbb{Z}^2$. The paper establishes a number of results for the distributions and expectations of the number of usual (undirected) and specifically defined in the paper up- and down-directed…
In this paper we study the probability that a $d$ dimensional simple random walk (or the first $L$ steps of it) covers each point in a nearest neighbor path connecting 0 and the boundary of an $L_1$ ball. We show that among all such paths,…
We consider a random walk with death in $[-N,N]$ moving in a time dependent environment. The environment is a system of particles which describes a current flux from $N$ to $-N$. Its evolution is influenced by the presence of the random…
Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowed to move in one direction. The Brownian web distance is the…
The subject of this paper is the simple random walk on $\mathbb{Z}$. We give a very simple answer to the following problem: under the condition that a random walk has already spent $\alpha$-percent of the traveling time on the positive side…
We consider random walks on the set of all words over a finite alphabet such that in each step only the last two letters of the current word may be modified and only one letter may be adjoined or deleted. We assume that the transition…
We investigate excited random walks on $\Z^d, d\ge 1,$ and on planar strips $\Z\times\{0,1,...,L-1\}$ which have a drift in a given direction. The strength of the drift may depend on a random i.i.d. environment and on the local time of the…
We consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with a<d/2. We study the probability, when averaged over both randomness,…
Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…
The joint distribution of value and local time for Brownian Motion has been reported by Borodin and Salminen. Its asymptotic behavior for recurrent random walk has been presented by Jain and Pruitt. Motivated by the need for queue size…