Related papers: Moderate deviations and laws of the iterated logar…

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

The random splitting Langevin Monte Carlo could mitigate the first order bias in Langevin Monte Carlo with little extra work compared other high order schemes. We develop in this work an analysis framework for the sampling error under…

We present a Darboux-Wiener type lemma and apply it to obtain an exact asymptotic for the variance of the self-intersection of one and two-dimensional random walks. As a corollary, we obtain a central limit theorem for random walk in random…

Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity…

We prove Gagliardo-Nirenberg interpolation inequalities estimating the Sobolev semi-norm in terms of the bounded mean oscillation semi-norm and a Sobolev semi-norm, with some of the Sobolev semi-norms having fractional order.

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices and consider the matrix product $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish the Berry-Esseen bounds…

Let $X_1,X_2,...$ be independent identically distributed random variables with $\mathbb E X_k=0$, $\mathrm{Var} X_k=1$. Suppose that $\varphi(t):=\log \mathbb E e^{t X_k}<\infty$ for all $t>-\sigma_0$ and some $\sigma_0>0$. Let…

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

Given a connected graph $G$ with some subset of its vertices excited and a fixed target vertex, in the geodesic-biased random walk on $G$, a random walker moves as follows: from an unexcited vertex, she moves to a uniformly random…

We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…

We consider the tree-reduced path of symmetric random walk on $\ZZ^{d}$. It is interesting to ask about the number of turns $T_n$ in the reduced path after $n$ steps. This question arises from inverting signature for lattice paths. We show…

We present simulation results for long ($N\leq 4000$) self-avoiding walks in four dimensions. We find definite indications of logarithmic corrections, but the data are poorly described by the asymptotically leading terms. Detailed…

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

We consider random walks in a uniformly elliptic, balanced, i.i.d. random environment in the integer lattice $Z^d$ for $d\geq 2$ and the corresponding problem of stochastic homogenization of non-divergence form difference operators. We…

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…