Related papers: A Simple Path to Biggins' Martingale Convergence f…

We focus on the existence and characterization of the limit for a certain critical branching random walks in time-space random environment in one dimension which was introduced by M. Birnkenr et.al. Each particle performs simple random walk…

Consider the braid group $B_3=< a,b| aba=bab>$ and the nearest neighbor random walk defined by a probability $\nu$ with support $\{a,a^{-1},b,b^{-1}\}$. The rate of escape of the walk is explicitly expressed in function of the unique…

Consider the random walk $S_n=\xi_1+...+\xi_n$ with independent and identically distributed increments and negative mean $\mathbf E\xi=-m<0$. Let $M=\sup_{0\le i} S_i$ be the supremum of the random walk. In this note we present derivation…

We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave…

We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…

In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model and apply the results to the specific random walk.

In this paper, we show that a Galton-Watson tree conditioned to have a fixed number of particles in generation $n$ converges in distribution as $n\rightarrow\infty$, and with this tool we study the span and gap statistics of a branching…

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…

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

We consider the boundary case (in the sense of Biggins and Kyprianou [Electron. J. Probab. 10 (2005) 609--631] in a one-dimensional super-critical branching random walk, and study the additive martingale $(W_n)$. We prove that, upon the…

Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…

We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided…

We prove a quantitative equidistribution result for linear random walks on the torus, similar to a theorem of Bourgain, Furman, Lindenstrauss and Mozes, but without any proximality assumption.

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…

We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…

In a branching process, the number of particles increases exponentially with time, which makes numerical simulations for large times difficult. In many applications, however, only the region close to the extremal particles is relevant (the…

We study non-expanding random walks on the space of affine lattices and establish a new classification theorem for stationary measures. Further, we prove a theorem that relates the genericity with respect to these random walks to Birkhoff…

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…