English
Related papers

Related papers: Asymptotic entropy and green speed for random walk…

200 papers

Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…

Information Theory · Computer Science 2015-01-14 Alexander Schönhuth

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

Probability · Mathematics 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

We study an unbiased, discrete time random walk on the nonnegative integers, with the origin absorbing. The process has a history-dependent step length: the walker takes steps of length v while in a region which has been visited before, and…

Statistical Mechanics · Physics 2012-08-27 Ronald Dickman , Francisco Fontenele Araujo, , Daniel ben-Avraham

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in http://arxiv.org/abs/1602.06322. As first results, we show…

Probability · Mathematics 2016-09-21 Luca Avena , Oriane Blondel , Alessandra Faggionato

We derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

Probability · Mathematics 2010-01-13 Remco van der Hofstad , Mark Holmes

We show that for each $\lambda \in [\frac{1}{2}, 1]$, there exists a solvable group and a finitely supported measure such that the associated random walk has upper speed exponent $\lambda$.

Group Theory · Mathematics 2015-05-14 Jérémie Brieussel

We study the asymptotic behavior of a random walk on the locally free group, and disprove a conjecture concerning the expected number of removeable generators.

Probability · Mathematics 2007-05-23 J. Ben Hough

In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of…

Probability · Mathematics 2016-12-12 Gundelinde Wiegel

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…

Statistical Mechanics · Physics 2020-02-24 Vincent Rossetto

In this work we study asymptotic properties of a long range memory random walk known as elephant random walk. First we prove recurrence and positive recurrence for the elephant random walk. Then, we establish the transience regime of the…

Probability · Mathematics 2020-11-05 Cristian F. Coletti , Ioannis Papageorgiou

We review various features of the statistics of random paths on graphs. The relationship between path statistics and Quantum Mechanics (QM) leads to two canonical ways of defining random walk on a graph, which have different statistics and…

Statistical Mechanics · Physics 2010-08-04 Z. Burda , J. Duda , J. M. Luck , B. Waclaw

This paper studies anchored expansion, a non-uniform version of the strong isoperimetric inequality. We show that every graph with i-anchored expansion contains a subgraph with isoperimetric (Cheeger) constant at least i. We prove a…

Probability · Mathematics 2011-11-10 Balint Virag

In this paper we study ergodic theory of countable Markov shifts. These are dynamical systems defined over non-compact spaces. Our main result relates the escape of mass, the measure theoretic entropy, and the entropy at infinity of the…

Dynamical Systems · Mathematics 2022-08-04 Godofredo Iommi , Mike Todd , Anibal Velozo

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

Suppose we are given the free product $V$ of a finite family of finite or countable sets $(V_i)_{i\in\mathcal{I}}$ and probability measures on each $V_i$, which govern random walks on it. We consider a transient random walk on the free…

Probability · Mathematics 2007-08-29 Lorenz Gilch

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.

Probability · Mathematics 2012-03-16 Basile de Loynes

We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…

Probability · Mathematics 2021-12-22 Jacopo Borga

We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…

Statistical Mechanics · Physics 2022-03-03 Claude Godrèche , Jean-Marc Luck

We consider a random walk among i.i.d. obstacles on the one dimensional integer lattice under the condition that the walk starts from the origin and reaches a remote location y. The obstacles are represented by a killing potential, which…

Probability · Mathematics 2015-06-12 Elena Kosygina
‹ Prev 1 3 4 5 6 7 10 Next ›