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Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…

Condensed Matter · Physics 2016-08-31 Shahar Hod

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Statistical Mechanics · Physics 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We define a dynamical simple symmetric random walk in one dimension, and show that there almost surely exist exceptional times at which the walk tends to infinity. This is in contrast to the usual dynamical simple symmetric random walk in…

Probability · Mathematics 2019-11-19 Martin Prigent , Matthew I. Roberts

Let {S_n, n=0,1,2,...} be a random walk generated by a sequence of i.i.d. random variables X_1, X_2,... and let tau be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an…

Probability · Mathematics 2007-05-23 Vladimir Vatutin , Vitali Wachtel

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

Dynamical Systems · Mathematics 2026-01-09 Juho Leppänen

We show that random walk in uniformly elliptic i.i.d. environment in dimension $\geq5$ has at most one non zero limiting velocity. In particular this proves a law of large numbers in the distributionally symmetric case and establishes…

Probability · Mathematics 2009-09-29 Noam Berger

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

Probability · Mathematics 2019-04-16 Quentin Berger , Michele Salvi

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

Probability · Mathematics 2018-05-25 Oriane Blondel , Marcelo R. Hilario , Augusto Teixeira

Let $\{\mm_n, n=0,1,...\}$ be the supercritical branching random walk starting with one initial ancestor located at the origin of the real line. For $n=0,1,...$ let $W_n$ be the moment generating function of $\mm_n$ normalized by its mean.…

Probability · Mathematics 2007-05-23 Aleksander Iksanov , Sergey Polotskiy

Let $(\xi_k)$ and $(\eta_k)$ be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk $\underset{0\leq k\leq n}{\max}\,(\xi_1+\ldots+\xi_k+\eta_{k+1})$ in a…

Probability · Mathematics 2014-02-20 Alexander Iksanov , Andrey Pilipenko

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Probability · Mathematics 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

We consider a class of discrete-time one-dimensional quantum walks, associated with CMV unitary matrices, in the presence of a local field. This class is parametrized by a transmission parameter $t\in[0,1]$. We show that for a certain range…

Mathematical Physics · Physics 2024-01-17 Houssam Abdul-Rahman , Günter Stolz

Let $S=(S_k)_{k\geq 0}$ be a random walk on $\mathbb{Z}$ and $\xi=(\xi_{i})_{i\in\mathbb{Z}}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of…

Probability · Mathematics 2008-07-23 Nadine Guillotin-Plantard , Clémentine Prieur

For Sina\"i's walk (X_k) we show that the empirical measure of the environment seen from the particle (\bar\w_k) converges in law to some random measure S. This limit measure is explicitly given in terms of the infinite valley, which…

Probability · Mathematics 2022-09-02 Francis Comets , Oleg Loukianov , Dasha Loukianova

A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…

Quantum Physics · Physics 2020-04-08 Suchetana Mukhopadhyay , Parongama Sen

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

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

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random…

Probability · Mathematics 2020-03-02 Antoine Jego

In this paper we consider a random walk in random environment on a tree and focus on the boundary case for the underlying branching potential. We study the range $R\_n$ of this walk up to time $n$ and obtain its correct asymptotic in…

Probability · Mathematics 2016-06-24 Pierre Andreoletti , Xinxin Chen