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Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…

概率论 · 数学 2008-05-07 Mathias Becker , Wolfgang Konig

Consider a class of null-recurrent randomly biased walks on a super-critical Gaton-Watson tree. We obtain the rates of convergence of the local times and the quenched local probability for the biased walk in the sub-diffusive case. These…

概率论 · 数学 2019-01-03 Yueyun Hu

We consider a null-recurrent randomly biased walk $\mathbb{X}$ on a Galton-Watson tree in the (sub)-diffusive regime and we prove that properly renormalized, the local time in a critical generation converges in law towards some function of…

概率论 · 数学 2026-03-26 Alexis Kagan

We consider a null recurrent random walk $\mathbb{X}$ on a super-critical Galton Watson marked tree $\mathbb{T}$ in the (sub-)diffusive regime. We are interested in the asymptotic behaviour of the local time of its root at $n$, which is the…

概率论 · 数学 2023-12-27 Alexis Kagan

We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…

动力系统 · 数学 2021-01-05 Françoise Pene

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

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

概率论 · 数学 2013-03-07 Mikko Stenlund

We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

概率论 · 数学 2025-07-08 Viet Hung Hoang , Kilian Raschel

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

In this article we continue the study of the quenched distributions of transient, one-dimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting times do not…

概率论 · 数学 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

In this paper, we study a transient spatially inhomogeneous random walk with asymptotically zero drifts on the lattice of the positive half line. We give criteria for the finiteness of the number of points having exactly the same local time…

概率论 · 数学 2024-06-04 Hua-Ming Wang

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

The local time of random walks associated with Gegenbauer polynomials $P_n^{(\alpha)}(x),\ x\in [-1,1]$ is studied in the recurrent case: $\alpha\in\ [-\frac{1}{2},0]$. When $\alpha$ is nonzero, the limit distribution is given in terms of a…

概率论 · 数学 2010-05-26 Nadine Guillotin-Plantard

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 study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and light-tailed increments. We determine the asymptotics for local probabilities for the area and prove a local…

概率论 · 数学 2017-08-22 Elena Perfilev , Vitali Wachtel

We prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…

概率论 · 数学 2019-12-04 Jean-Dominique Deuschel , Xiaoqin Guo

We study a random walk in a random environment (RWRE) on $\Z^d$, $1 \leq d < +\infty$. The main assumptions are that conditionned on the environment the random walk is reversible. Moreover we construct our environment in such a way that the…

概率论 · 数学 2009-03-17 Pierre Andreoletti

Let $(X_t, t \geq 0)$ be an $\alpha$-stable random walk with values in $\Z^d$. Let $l_t(x) = \int_0^t \delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \sum_x l_t^p(x)$ is the so-called $p$-fold self-…

概率论 · 数学 2012-05-23 Fabienne Castell , Clément Laurent , Clothilde Mélot

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

概率论 · 数学 2021-01-12 Wai-Tong Louis Fan

We consider the continuous time version of the `true' or `myopic' self-avoiding random walk with site repulsion in 1d. The Ray-Knight-type method which was applied to the discrete time and edge repulsion case, is applicable to this model…

概率论 · 数学 2019-05-20 Balint Toth , Balint Veto
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