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相关论文: An expansion for self-interacting random walks

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Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

概率论 · 数学 2019-06-10 L. V. Bogachev

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…

概率论 · 数学 2007-05-23 Franz Merkl , Silke W. W. Rolles

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

统计力学 · 物理学 2016-08-31 Clement Sire

We prove a law of large numbers for a class of $\Z^d$-valued random walks in dynamic random environments, including non-elliptic examples. We assume for the random environment a mixing property called \emph{conditional cone-mixing} and that…

概率论 · 数学 2013-03-27 Frank den Hollander , Renato S. dos Santos , Vladas Sidoravicius

In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {\em excited random walk}, studied…

概率论 · 数学 2011-12-06 Gopal Basak , Stanislav Volkov

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

概率论 · 数学 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

概率论 · 数学 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

概率论 · 数学 2009-07-15 Olivier Raimond , Bruno Schapira

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

概率论 · 数学 2007-05-23 Itai Benjamini , Robin Pemantle , Yuval Peres

We consider biased random walk among iid, uniformly elliptic conductances on $\mathbb{Z}^d$, and investigate the monotonicity of the velocity as a function of the bias. It is not hard to see that if the bias is large enough, the velocity is…

概率论 · 数学 2017-05-01 Noam Berger , Nina Gantert , Jan Nagel

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

概率论 · 数学 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment…

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

概率论 · 数学 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

数学物理 · 物理学 2013-01-21 Miquel Montero , Javier Villarroel

In this paper, we study the number of moves in a multidimensional elephant random walk with stops. We establish several convergence results for the number of moves, including the law of large numbers and the law of iterated logarithm. Using…

概率论 · 数学 2026-03-10 Shyan Ghosh , Manisha Dhillon , Kuldeep Kumar Kataria

Motivated by the random Lorentz gas, we study deterministic walks in random environment and show that (in simple, yet relevant, cases) they can be reduced to a class of random walks in random environment where the jump probability depends…

概率论 · 数学 2020-01-23 Romain Aimino , Carlangelo Liverani

We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a…

概率论 · 数学 2016-11-26 Luca Avena , Tertuliano Franco , Milton Jara , Florian Völlering

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability…

概率论 · 数学 2022-03-15 Richard Aoun , Pierre Mathieu , Cagri Sert

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

概率论 · 数学 2014-12-30 Ryoki Fukushima , Naoki Kubota

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

概率论 · 数学 2015-05-20 Daniel Paulin , Domokos Szász