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Deterministic walk in an excited random environment is a non-Markov integer-valued process $(X_n)_{n=0}^{\infty}$, whose jump at time $n$ depends on the number of visits to the site $X_n$. The environment can be understood as stacks of…

Probability · Mathematics 2014-10-21 Ivan Matic , David Sivakoff

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider…

Probability · Mathematics 2017-04-10 Ieva Marija Andrulytė , Martynas Manstavičius , Jonas Šiaulys

In this paper we prove that under certain assumptions the transient random walk in random environment with bounded jumps (in $\mathbb{Z}$) grows much slower than the speed $n$. Precisely, there is $0<s<1$, such that although $X_n\rto$ we…

Probability · Mathematics 2013-03-06 Wang Huaming

We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and light-tailed increments. We determine the asymptotics for local probabilities for the area and prove a local…

Probability · Mathematics 2017-08-22 Elena Perfilev , Vitali Wachtel

We consider an infinite system of particles in one dimension, each particle performs independant Sinai's random walk in random environment. Considering an instant $t$, large enough, we prove a result in probability showing that the…

Probability · Mathematics 2009-11-13 Pierre Andreoletti

We study biological evolution in a high-dimensional genotype space in the regime of rare mutations and strong selection. The population performs an uphill walk which terminates at local fitness maxima. Assigning fitness randomly to…

Populations and Evolution · Quantitative Biology 2015-05-28 Johannes Neidhart , Joachim Krug

We consider a supercritical branching random walk in time-inhomogeneous random environment with a random absorption barrier, i.e.,in each generation, only the individuals born below the barrier can survive and reproduce. Assume that the…

Probability · Mathematics 2023-06-06 You Lv , Wenming Hong

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

We consider random walks in a random environment of the type p_0+\gamma\xi_z, where p_0 denotes the transition probabilities of a stationary random walk on \BbbZ^d, to nearest neighbors, and \xi_z is an i.i.d. random perturbation. We give…

Probability · Mathematics 2007-05-23 Christophe Sabot

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some \alpha-stable law and let (\xi(i))_{i\in\Z} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random…

Probability · Mathematics 2015-03-04 Brice Franke , Francoise Pene , Martin Wendler

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

The cover time is defined as the time needed for a random walker to visit every site of a confined domain. Here, we focus on persistent random walks, which provide a minimal model of random walks with short range memory. We derive the exact…

Statistical Mechanics · Physics 2015-06-19 Marie Chupeau , Olivier Bénichou , Raphaël Voituriez

Two random-walk related problems which have been studied independently in the past, the expected maximum of a random walker in one dimension and the flux to a spherical trap of particles undergoing discrete jumps in three dimensions, are…

Statistical Mechanics · Physics 2007-05-23 Satya N. Majumdar , Alain Comtet , Robert M. Ziff

The quantum walk dynamics obey the laws of quantum mechanics with an extra locality constraint, which demands that the evolution operator is local in the sense that the walker must visit the neighboring locations before endeavoring to…

Quantum Physics · Physics 2023-05-23 Caue F. T. Silva , Daniel Posner , Renato Portugal

We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+\epsilon\xi(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$,…

Probability · Mathematics 2017-01-31 Alejandro F. Ramirez

Let $\Xi$ be an open and bounded subset of $\bb R^d$, and let $F:\Xi\to\bb R$ be a twice continuously differentiable function. Denote by $\Xi_N$ th discretization of $\Xi$, $\Xi_N = \Xi \cap (N^{-1} \bb Z^d)$, and denote by $X_N(t)$ the…

Probability · Mathematics 2015-09-02 C. Landim , R. Misturini , K. Tsunoda

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

Let $\{S_n, n\geq1\}$ be a random walk wih independent and identically distributed increments and let $\{g_n,n\geq1\}$ be a sequence of real numbers. Let $T_g$ denote the first time when $S_n$ leaves $(g_n,\infty)$. Assume that the random…

Probability · Mathematics 2018-01-15 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

For a numerical sequence ${a_n}$ satisfying broad assumptions on its "behaviour on average" and a random walk $S_n=\xi_1 +...+\xi_n$ with i.i.d. jumps $\xi_j$ with positive mean $\mu$, we establish the asymptotic behaviour of the sums…

Probability · Mathematics 2012-08-29 Alexander A. Borovkov , Konstantin A. Borovkov

For a given one-dimensional random walk $\{S_n\}$ with a subexponential step-size distribution, we present a unifying theory to study the sequences $\{x_n\}$ for which $\mathsf{P}\{S_n>x\}\sim n\mathsf{P}\{S_1>x\}$ as $n\to\infty$ uniformly…

Probability · Mathematics 2009-09-29 D. Denisov , A. B. Dieker , V. Shneer