Related papers: Upper limits of Sinai's walk in random scenery

In this paper we introduce the notion of Random Walk in Changing Environment - a random walk in which each step is performed in a different graph on the same set of vertices, or more generally, a weighted random walk on the same vertex and…

We give non-trivial upper and lower bounds on the range of the so-called Balanced Excited Random Walk in two dimensions, and verify a conjecture of Benjamini, Kozma and Schapira. To the best of our knowledge these are the first non-trivial…

We consider a branching random walk on a $d$-ary tree of height $n$ ($n \in \mathbb{N}$), under the presence of a hard wall which restricts each value to be positive, where $d$ is a natural number satisfying $d\geqslant2$. The question of…

We consider random walks amongst random conductances in the cases where the conductances can be arbitrarily small, with a heavy-tailed distribution at 0, and where the conductances may or may not have a heavy-tailed distribution at…

We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidian space. We find the asymptotics for the exit time from the cone and study weak convergence of the process…

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

Let $G$ be an infinite connected graph with vertex set $V$. Let $\{S_n: n \in \mathbb N_0 \}$ be the simple random walk on $G$ and let $\{ \xi(v) : v \in V \}$ be a collection of i.i.d. random variables which are independent of the random…

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…

We consider a discrete time biased random walk conditioned to avoid Bernoulli obstacles on ${\mathbb Z}^d$ ($d\geq 2$) up to time $N$. This model is known to undergo a phase transition: for a large bias, the walk is ballistic whereas for a…

We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the - suitably centered - empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution…

This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…

For a symmetric, homogeneous and irreducible random walk on d-dimensional integer lattice Z^d, having zero mean and a finite variance of jumps, we study the passage times (with possible infinite values) determined by the starting point x,…

We consider the branching random walk in random environment with a random absorption wall. When we add this barrier, we discuss some topics related to the survival probability. We assume that the random environment is i.i.d., $S_i$ is a…

We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which…

We prove some theorems about self-avoiding walks attached to an impenetrable surface (i.e. positive walks) and subject to a force. Specifically we show the force dependence of the free energy is identical when the force is applied at the…

Consider the invariance principle for a random walk with random environment (denoted by $\mu$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz…

We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…

We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Moment or symmetry assumptions are not necessary. In removing…

We consider a system of independent random walks in a common random environment. Previously, a hydrodynamic limit for the system of RWRE was proved under the assumption that the random walks were transient with positive speed. In this paper…

We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…