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We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

概率论 · 数学 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

We prove the law of large numbers for the drift of random walks on the two-dimensional lamplighter group, under the assumption that the random walk has finite $(2+\epsilon)$-moment. This result is in contrast with classical examples of…

概率论 · 数学 2020-12-04 Anna Erschler , Tianyi Zheng

The Donsker-Varadhan rate function for occupation-time fluctuations has been seen numerically to exhibit monotone return to stationary nonequilibrium [Phys. Rev. Lett. 107, 010601 (2011)]. That rate function is related to dynamical activity…

数学物理 · 物理学 2015-05-07 Christian Maes , Karel Netocny , Bram Wynants

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

概率论 · 数学 2025-09-04 Maxence Baccara

We prove a law of large numbers for certain random walks on certain attractive dynamic random environments when initialised from all sites equal to the same state. This result applies to random walks on $\mathbb{Z}^d$ with $d\geq1$. We…

概率论 · 数学 2018-01-11 Stein Andreas Bethuelsen , Markus Heydenreich

Quantum random walks are constructed on operator spaces with the aid of matrix-space lifting, a type of ampliation intermediate between those provided by spatial and ultraweak tensor products. Using a form of Wiener-Ito decomposition, a…

算子代数 · 数学 2010-03-16 Alexander C. R. Belton

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

概率论 · 数学 2016-06-20 Jonathon Peterson

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

概率论 · 数学 2013-08-22 Wolfgang König , Tilman Wolff

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

概率论 · 数学 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

We study the asymptotic behavior of the simple random walk on oriented versions of $\mathbb{Z}^2$. The considered lattices are not directed on the vertical axis but unidirectional on the horizontal one, with random orientations whose…

概率论 · 数学 2007-05-23 Nadine Guillotin-Plantard , Arnaud Le Ny

We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…

概率论 · 数学 2010-09-22 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

This note describes recent results on the localization properties of Random Quantum Walks on the d-dimensional lattice in a regime analogous to the large disorder regime by means of the Fractional Moments Method adapted to the unitary…

数学物理 · 物理学 2012-09-20 Alain Joye

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics…

数学物理 · 物理学 2009-11-13 T. Bodineau , R. Lefevere

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

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

统计力学 · 物理学 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

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 this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

概率论 · 数学 2026-05-27 Jan-Luka Fatras

We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach…

概率论 · 数学 2016-06-14 Jonathon Peterson , Ofer Zeitouni

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
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