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We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

概率论 · 数学 2021-12-08 David A. Croydon , Daisuke Shiraishi

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…

概率论 · 数学 2019-04-30 Andrea Collevecchio , Kais Hamza , Laurent Tournier

Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…

概率论 · 数学 2016-02-01 Christophe Sabot , Laurent Tournier

We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…

概率论 · 数学 2008-09-03 Mathew Joseph

We consider a simple random walk in an i.i.d. non-negative potential on the d-dimensional integer lattice, $d\geq 3$. We study the quenched Lyapunov exponents, and present a probabilistic proof of its continuity when the potentials converge…

概率论 · 数学 2013-08-26 Thi Thu Hien Le

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

概率论 · 数学 2011-09-01 Guy Katriel

Excited random walk is a random walk that has a positive drift to the right when it reaches a vertex it hasn't been to before. We show that in three dimensions the walk drifts to the right in non-zero speed.

概率论 · 数学 2007-05-23 Gady Kozma

We calculate the large deviation function of the end-to-end distance and the corresponding extension-versus-force relation for (isotropic) random walks, on and off-lattice, with and without persistence, and in any spatial dimension. For…

统计力学 · 物理学 2019-03-21 Karel Proesmans , Raul Toral , Christian Van den Broeck

We consider the simple random walk in i.i.d. nonnegative potentials on the multidimensional cubic lattice. Our goal is to investigate the cost paid by the simple random walk for traveling from the origin to a remote location in a landscape…

概率论 · 数学 2016-03-21 Naoki Kubota

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,…

概率论 · 数学 2013-10-29 Ekaterina Bulinskaya

The distribution of the first positive position reached by a random walker starting at the origin is central to the analysis of extremes and records in one-dimensional random walks. In this work, we present a detailed and self-contained…

统计力学 · 物理学 2025-10-21 Claude Godrèche , Jean-Marc Luck

We consider Random Walk in Random Scenery, denoted $X_n$, where the random walk is symmetric on $Z^d$, with $d>4$, and the random field is made up of i.i.d random variables with a stretched exponential tail decay, with exponent $\alpha$…

概率论 · 数学 2007-05-23 Amine Asselah , Fabienne Castell

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

We consider an irreducible finite range random walk on the $d$-dimensional integer lattice and study asymptotic behaviour of its transition function $p(n; x)$. In particular, for simple random walk our asymptotic formula is valid as long as…

概率论 · 数学 2015-12-31 Bartosz Trojan

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 continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

概率论 · 数学 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

Excited random walk is a process that has a drift to the right whenever it encounters a new vertex. The paper shows that in two dimensions it drifts to the right linearly in time.

概率论 · 数学 2007-05-23 Gady Kozma

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d.\ random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the…

概率论 · 数学 2012-01-31 Nina Gantert , Serguei Popov , Marina Vachkovskaia

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

统计力学 · 物理学 2015-11-30 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

An excited random walk is a non-Markovian extension of the simple random walk, in which the walk's behavior at time $n$ is impacted by the path it has taken up to time $n$. The properties of an excited random walk are more difficult to…

概率论 · 数学 2017-09-05 Mike Cinkoske , Joe Jackson , Claire Plunkett