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Consider a random walk in $\mathbb{R}^d$ that starts at the origin and whose increment distribution assigns zero probability to any affine hyperplane. We solve Sylvester's problem for these random walks by showing that the probability that…

概率论 · 数学 2024-09-13 Hugo Panzo

In the randomly-oriented Manhattan lattice, every line in $\mathbb{Z}^d$ is assigned a uniform random direction. We consider the directed graph whose vertex set is $\mathbb{Z}^d$ and whose edges connect nearest neighbours, but only in the…

概率论 · 数学 2018-02-13 Sean Ledger , Bálint Tóth , Benedek Valkó

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

历史与综述 · 数学 2018-08-27 Steven R. Finch

Consider $(1,2)$ random walk in random environment $\{X_n\}_{n\ge0}.$ In each step, the walk jumps at most a distance $2$ to the right or a distance $1$ to the left. For the walk transient to the right, it is proved that almost surely…

概率论 · 数学 2016-02-10 Hua-Ming Wang

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

概率论 · 数学 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

This paper studies the on- and off-diagonal upper estimate and the two-sided transition probability estimate of random walks on weighted graphs.

概率论 · 数学 2008-01-16 Andras Telcs

This paper is concerned with random walks on a family of dyadic-valued solvable matrix groups. A description of the Poisson boundary of these groups for probability measures of finite first moment and non-zero displacements (or drifts) is…

群论 · 数学 2017-04-27 John J. Harrison

Let $X$ be a random walk on the torus of side length $N$ in dimension $d\geq 3$ with uniform starting point, and $t_{\text{cov}}$ be the expected value of its cover time, which is the first time that $X$ has visited every vertex of the…

概率论 · 数学 2023-09-07 Alexis Prévost , Pierre-François Rodriguez , Perla Sousi

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

概率论 · 数学 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…

混沌动力学 · 物理学 2022-06-14 Digesh Chitrakar , Per Sebastian Skardal

For a random walk on the integer lattice $\mathbb{Z}$ that is attracted to a strictly stable process with index $\alpha\in (1, 2)$ we obtain the asymptotic form of the transition probability for the walk killed when it hits a finite set.…

概率论 · 数学 2019-04-24 Kohei Uchiyama

We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…

概率论 · 数学 2012-07-11 Denis Denisov , Vitali Wachtel

Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…

概率论 · 数学 2015-05-13 Ross Pinsky

We introduce and study the planted directed polymer, in which the path of a random walker is inferred from noisy 'images' accumulated at each timestep. Formulated as a nonlinear problem of Bayesian inference for a hidden Markov model, this…

统计力学 · 物理学 2025-02-21 Sun Woo P. Kim , Austen Lamacraft

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

概率论 · 数学 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…

概率论 · 数学 2013-09-20 Christophe Sabot , Laurent Tournier

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

概率论 · 数学 2019-04-16 Quentin Berger , Michele Salvi

We consider random walks in a random environment of the type p_0+\gamma\xi_z, where p_0 denotes the transition probabilities of a stationary random walk on \BbbZ^d, to nearest neighbors, and \xi_z is an i.i.d. random perturbation. We give…

概率论 · 数学 2007-05-23 Christophe Sabot

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

概率论 · 数学 2016-09-07 Alexander Fribergh , Daniel Kious

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

概率论 · 数学 2018-11-27 Mark Holmes , Thomas S. Salisbury