Related papers: Local Time in Parisian Walkways

We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski\u{\i} (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment),…

Discrete quantum walks are periodically driven systems with discrete time evolution. In contrast to ordinary Floquet systems, no microscopic Hamiltonian exists, and the one-period time evolution is given directly by a series of unitary…

Random walks and Lorentz processes serve as fundamental models for Brownian motion. The study of random walks is a favorite object of probability theory, whereas that of Lorentz processes belongs to the theory of hyperbolic dynamical…

We study the random walk in random environment on {0,1,2,...}, where the environment is subject to a vanishing (random) perturbation. The two particular cases we consider are: (i) random walk in random environment perturbed from Sinai's…

We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…

We make use of the Open Quantum Random Walk setting due to S. Attal, F. Petruccione, C. Sabot and I. Sinayskiy [J. Stat. Phys. (2012) 147:832-852] in order to discuss hitting times and a quantum version of the Mean Hitting Time Formula from…

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

In this paper, we first prove that the local time associated with symmetric $\alpha$-stable processes is of bounded $p$-variation for any $p>\frac{2}{\alpha-1}$ partly based on Barlow's estimation of the modulus of the local time of such…

The local time of random walks associated with Gegenbauer polynomials $P_n^{(\alpha)}(x),\ x\in [-1,1]$ is studied in the recurrent case: $\alpha\in\ [-\frac{1}{2},0]$. When $\alpha$ is nonzero, the limit distribution is given in terms of a…

The subject of this paper is the simple random walk on $\mathbb{Z}$. We give a very simple answer to the following problem: under the condition that a random walk has already spent $\alpha$-percent of the traveling time on the positive side…

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Different models of random walks on the dual graphs of compact urban structures are considered. Analysis of access times between streets helps to detect the city modularity. The statistical mechanics approach to the ensembles of lazy random…

In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time…

We consider transient nearest-neighbor random walks in random environment on Z. For a set of environments whose probability is converging to 1 as time goes to infinity, we describe the fluctuations of the hitting time of a level n, around…

We exhibit a one to one correspondence between some universal probabilistic properties of the ordering coordinate of one-dimensional Ising-like models and a class of continuous time random walks. This correspondence provides an new…

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…

We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…