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We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.

Probability · Mathematics 2010-04-29 Naoki Kubota

The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large time asymptotic behavior of random flights. We prove the…

Probability · Mathematics 2012-11-30 Alessandro De Gregorio , Claudio Macci

Let $(Z_n)_{n\in\N}$ be a $d$-dimensional {\it random walk in random scenery}, i.e., $Z_n=\sum_{k=0}^{n-1}Y(S_k)$ with $(S_k)_{k\in\N_0}$ a random walk in $\Z^d$ and $(Y(z))_{z\in\Z^d}$ an i.i.d. scenery, independent of the walk. The…

Probability · Mathematics 2007-05-23 Nina Gantert , Wolfgang König , Zhan Shi

We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…

Probability · Mathematics 2018-11-27 Amir Dembo , Ryoki Fukushima , Naoki Kubota

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

We consider simple random walk on Z^d, d bigger or equal to 3. Motivated by the work of A.-S. Sznitman and the author in arXiv:1304.7477 and arXiv:1310.2177, we investigate the asymptotic behaviour of the probability that a large body gets…

Probability · Mathematics 2017-06-20 Xinyi Li

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

Probability · Mathematics 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

We consider transient random walks in random environment on Z in the positive speed (ballistic) and critical zero speed regimes. A classical result of Kesten, Kozlov and Spitzer proves that the hitting time of level $n$, after proper…

Probability · Mathematics 2010-05-02 Nathanaël Enriquez , Christophe Sabot , Laurent Tournier , Olivier Zindy

We consider the maximum $M_t$ of branching random walk in a space-inhomogeneous random environment on $\mathbb{Z}$. In this model the branching rate while at some location $x\in\mathbb{Z}$ is randomized in an i.i.d. manner. We prove that…

Probability · Mathematics 2024-12-03 Xaver Kriechbaum

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…

Signal Processing · Electrical Eng. & Systems 2026-05-18 Karl-Ludwig Besser

We study biased random walks on dynamical percolation in $\mathbb{Z}^d$, which were recently introduced by Andres et al. We provide a second order expansion for the asymptotic speed and show for $d \ge 2$ that the speed of the biased random…

Probability · Mathematics 2025-02-13 Assylbek Olzhabayev , Dominik Schmid

We propose a model of a one-dimensional random walk in dynamic random environment that interpolates between two classical settings: (I) the random environment is sampled at time zero only; (II) the random environment is resampled at every…

Probability · Mathematics 2017-08-07 L. Avena , F. den Hollander

The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on $\Z^d$, $d \geq…

Probability · Mathematics 2013-05-07 Frank den Hollander , Harry Kesten , Vladas Sidoravicius

We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a…

Probability · Mathematics 2011-08-15 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…

Probability · Mathematics 2017-11-29 Sergey Foss , Zbigniew Palmowski , Stan Zachary

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

Probability · Mathematics 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

We prove an almost sure invariance principle for a random walker among i.i.d. conductances in $\Z^d$, $d\geq 2$. We assume conductances are bounded from above but we dot require they are bounded from below.

Probability · Mathematics 2012-09-11 P. Mathieu