Related papers: Joint asymptotic behavior of local and occupation …
We consider simple random walk on a discrete cylinder with base a large d-dimensional torus of side-length N, when d is two or more. We develop a stochastic domination control on the local picture left by the random walk in boxes of…
We consider an asymptotically stable multidimensional random walk $S(n)=(S_1(n),\ldots, S_d(n) )$. Let $\tau_x:=\min\{n>0: x_{1}+S_1(n)\le 0\}$ be the first time the random walk $S(n)$ leaves the upper half-space. We obtain the asymptotics…
In this paper, we consider a nonlocal advection model for two populations on a bounded domain. The first part of the paper is devoted to the existence and uniqueness of solutions and the associated semi-flow properties. Here we use the…
As a continuation of Part I [8], a more precise formulation of local time and local system is given. The observation process is reflected in order to give a relation between the classical physics for centers of mass of local systems and the…
We consider the possible visits to visible points of a random walker moving up and right in the integer lattice (with probability $\alpha$ and $1-\alpha$, respectively) and starting from the origin. We show that, almost surely, the…
This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…
We consider a nonnegative matrix having the same block structure as that of the transition probability matrix of a two-dimensional quasi-birth-and-death process (2d-QBD process for short) and define two kinds of measure for the nonnegative…
We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism…
We studied simple random-walk models with asymmetric time delays. Stochastic simulations were performed for hyperbolic-tangent fitness functions and to obtain analytical results we approximated them by step functions. A novel behavior has…
We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…
We devised a measure based on the distributions of relative event timings of two coupled units. The measure dynamically evaluates temporal interdependencies between the two coupled units. Using this we show that even in the event of…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…
Various notions of "zooming in" on measures exist in the literature and the scenery flow is one of them. It is of interest to describe the joint asymptotics of the scenery flows generated by a measure and the measure transported by a local…
The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations…
As a basis for epistemological study of ``time,'' we analyze three suspect phenomena introduced by modern physics: non-locality, asymmetric aging and advanced interaction. It is shown that all three arise in connection with what has to be…
We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Levy stochastic areas. In the two-dimensional case we show how to derive exact asymptotics for the coupling time under various mixed coupling…
We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…
We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…
This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Brownian in time and homogeneous in space. The second is a…
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…