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We consider non-degenerate, finitely supported random walks on a free group. We show that the entropy and the linear drift vary analytically with th eprobability of constant support.

Probability · Mathematics 2010-12-14 Francois Ledrappier

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…

Probability · Mathematics 2024-03-25 Steffen Dereich

It is shown how to construct quantum random walks with particles in an arbitrary faithful normal state. A convergence theorem is obtained for such walks, which demonstrates a thermalisation effect: the limit cocycle obeys a quantum…

Functional Analysis · Mathematics 2009-04-28 Alexander C. R. Belton

Let $W_{\infty}(\beta)$ be the limit of the Biggins martingale $W_n(\beta)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the…

Probability · Mathematics 2015-05-12 Rudolf Grübel , Zakhar Kabluchko

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

We consider a random walk in an i.i.d. Cauchy-tailed conductances environment. We obtain a quenched functional CLT for the suitably rescaled random walk, and, as a key step in the arguments, we improve the local limit theorem for…

Probability · Mathematics 2010-10-18 Martin T. Barlow , Xinghua Zheng

We define a random walk problem which admits analytic results, on a class of infinite periodic lattices which are directed and colored. Our approach is motivated from the fact that such lattices arise in string theoretic constructs of…

Statistical Mechanics · Physics 2012-01-10 Subhash Mahapatra , Prabwal Phukon , Tapobrata Sarkar

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

We consider random walks in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. The criterion involves the…

Probability · Mathematics 2024-09-20 Julien Allasia , Rangel Baldasso , Oriane Blondel , Augusto Teixeira

A complete characterization of the possible joint distributions of the maximum and terminal value of uniformly integrable martingale has been known for some time, and the aim of this paper is to establish a similar characterization for…

Probability · Mathematics 2014-03-04 Moritz Duembgen , L. C. G. Rogers

The extremal process of a branching random walk is the point measure recording the position of particles alive at time $n$, shifted around the expected position of the minimal position. Madaule proved that this point measure converges, as…

Probability · Mathematics 2018-10-09 Bastien Mallein

We establish the almost sure validity of the multifractal formalism for R^d-valued branching random walks on the whole relative interior of the natural convex domain of study.

Probability · Mathematics 2013-03-26 Attia Najmeddine

The problem of a random walk on a finite triangular lattice with a single interior source point and zig-zag absorbing boundaries is solved exactly. This problem has been previously considered intractable.

Mathematical Physics · Physics 2009-11-07 M. T. Batchelor , B. I. Henry

In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…

Signal Processing · Electrical Eng. & Systems 2026-05-18 Karl-Ludwig Besser

It was believed that the Mertens function is a simple random walk in the first versions of the article, so its asymptotic behavior obeys the law of the iterated logarithm. In the latest version of the article we show why the asymptotic…

Number Theory · Mathematics 2022-04-26 Victor Volfson

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

Probability · Mathematics 2007-05-23 Christine Ritzmann

The rotor walk on a graph is a deterministic analogue of random walk. Each vertex is equipped with a rotor, which routes the walker to the neighbouring vertices in a fixed cyclic order on successive visits. We consider rotor walk on an…

Combinatorics · Mathematics 2010-09-27 Omer Angel , Alexander E. Holroyd

The problem of missing link prediction in complex networks has attracted much attention recently. Two difficulties in link prediction are the sparsity and huge size of the target networks. Therefore, the design of an efficient and effective…

Data Analysis, Statistics and Probability · Physics 2010-04-23 Weiping Liu , Linyuan Lu

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

Classical Analysis and ODEs · Mathematics 2022-04-29 Grigori A. Karagulyan

The branching annihilating random walk is studied on a random graph whose sites have uniform number of neighbors (z). The Monte Carlo simulations in agreement with the generalized mean-field analysis indicate that the concentration decreses…

Statistical Mechanics · Physics 2009-10-31 Gyorgy Szabo